ROL
Public Member Functions | Private Member Functions | Private Attributes | List of all members
ROL::PrimalDualRisk< Real > Class Template Reference

#include <ROL_PrimalDualRisk.hpp>

Public Member Functions

 PrimalDualRisk (const Ptr< Problem< Real >> &input, const Ptr< SampleGenerator< Real >> &sampler, ParameterList &parlist)
 
void check (std::ostream &outStream=std::cout)
 
void run (std::ostream &outStream=std::cout)
 

Private Member Functions

void printHeader (std::ostream &outStream) const
 
void print (const AlgorithmState< Real > &state, std::ostream &outStream) const
 
bool checkStatus (const AlgorithmState< Real > &state, std::ostream &outStream) const
 

Private Attributes

const Ptr< Problem< Real > > input_
 
const Ptr< SampleGenerator
< Real > > 		sampler_
 
Ptr< PD_RandVarFunctional< Real > > rvf_
 
ParameterList parlist_
 
int maxit_
 
bool print_
 
Real gtolmin_
 
Real ctolmin_
 
Real ltolmin_
 
Real ltolupdate_
 
Real tolupdate0_
 
Real tolupdate1_
 
Real lalpha_
 
Real lbeta_
 
Real gtol_
 
Real ctol_
 
Real ltol_
 
Real penaltyParam_
 
Real maxPen_
 
Real update_
 
int freq_
 
Ptr< StochasticObjective< Real > > pd_objective_
 
Ptr< Vector< Real > > pd_vector_
 
Ptr< BoundConstraint< Real > > pd_bound_
 
Ptr< Constraint< Real > > pd_constraint_
 
Ptr< Constraint< Real > > pd_linear_constraint_
 
Ptr< Problem< Real > > pd_problem_
 
int iter_
 
int nfval_
 
int ngrad_
 
int ncval_
 
bool converged_
 
Real lnorm_
 
std::string name_
 

Detailed Description

template<class Real>
class ROL::PrimalDualRisk< Real >

Definition at line 28 of file ROL_PrimalDualRisk.hpp.

Constructor & Destructor Documentation

template<class Real >
ROL::PrimalDualRisk< Real >::PrimalDualRisk ( const Ptr< Problem< Real >> &  input,
const Ptr< SampleGenerator< Real >> &  sampler,
ParameterList &  parlist 
)
inline

Definition at line 69 of file ROL_PrimalDualRisk.hpp.

References ROL::PrimalDualRisk< Real >::ctol_, ROL::PrimalDualRisk< Real >::ctolmin_, ROL::PrimalDualRisk< Real >::freq_, ROL::PrimalDualRisk< Real >::gtol_, ROL::PrimalDualRisk< Real >::gtolmin_, ROL::PrimalDualRisk< Real >::input_, ROL::PrimalDualRisk< Real >::lalpha_, ROL::PrimalDualRisk< Real >::lbeta_, ROL::PrimalDualRisk< Real >::ltol_, ROL::PrimalDualRisk< Real >::ltolmin_, ROL::PrimalDualRisk< Real >::ltolupdate_, ROL::PrimalDualRisk< Real >::maxit_, ROL::PrimalDualRisk< Real >::maxPen_, ROL::PrimalDualRisk< Real >::name_, ROL::PrimalDualRisk< Real >::pd_bound_, ROL::PrimalDualRisk< Real >::pd_constraint_, ROL::PrimalDualRisk< Real >::pd_linear_constraint_, ROL::PrimalDualRisk< Real >::pd_objective_, ROL::PrimalDualRisk< Real >::pd_problem_, ROL::PrimalDualRisk< Real >::pd_vector_, ROL::PrimalDualRisk< Real >::penaltyParam_, ROL::PrimalDualRisk< Real >::print_, ROL::PrimalDualRisk< Real >::rvf_, ROL::PrimalDualRisk< Real >::sampler_, ROL::PrimalDualRisk< Real >::tolupdate0_, ROL::PrimalDualRisk< Real >::tolupdate1_, and ROL::PrimalDualRisk< Real >::update_.

Member Function Documentation

template<class Real >
void ROL::PrimalDualRisk< Real >::check ( std::ostream &  outStream = std::cout)
inline

Definition at line 187 of file ROL_PrimalDualRisk.hpp.

References ROL::PrimalDualRisk< Real >::pd_problem_.

template<class Real >
void ROL::PrimalDualRisk< Real >::run ( std::ostream &  outStream = std::cout)
inline

Definition at line 191 of file ROL_PrimalDualRisk.hpp.

References ROL::PrimalDualRisk< Real >::checkStatus(), ROL::PrimalDualRisk< Real >::converged_, ROL::PrimalDualRisk< Real >::ctol_, ROL::PrimalDualRisk< Real >::ctolmin_, ROL::EXITSTATUS_CONVERGED, ROL::EXITSTATUS_USERDEFINED, ROL::PrimalDualRisk< Real >::freq_, ROL::PrimalDualRisk< Real >::gtol_, ROL::PrimalDualRisk< Real >::gtolmin_, ROL::PrimalDualRisk< Real >::input_, ROL::PrimalDualRisk< Real >::iter_, ROL::PrimalDualRisk< Real >::lalpha_, ROL::PrimalDualRisk< Real >::lbeta_, ROL::PrimalDualRisk< Real >::lnorm_, ROL::PrimalDualRisk< Real >::ltol_, ROL::PrimalDualRisk< Real >::ltolmin_, ROL::PrimalDualRisk< Real >::ltolupdate_, ROL::PrimalDualRisk< Real >::maxit_, ROL::PrimalDualRisk< Real >::maxPen_, ROL::PrimalDualRisk< Real >::ncval_, ROL::PrimalDualRisk< Real >::nfval_, ROL::PrimalDualRisk< Real >::ngrad_, ROL::PrimalDualRisk< Real >::parlist_, ROL::PrimalDualRisk< Real >::pd_problem_, ROL::PrimalDualRisk< Real >::penaltyParam_, ROL::PrimalDualRisk< Real >::print(), ROL::PrimalDualRisk< Real >::print_, ROL::PrimalDualRisk< Real >::printHeader(), ROL::PrimalDualRisk< Real >::rvf_, ROL::PrimalDualRisk< Real >::sampler_, ROL::PrimalDualRisk< Real >::tolupdate0_, ROL::PrimalDualRisk< Real >::tolupdate1_, and ROL::PrimalDualRisk< Real >::update_.

template<class Real >
void ROL::PrimalDualRisk< Real >::printHeader ( std::ostream &  outStream) const
inlineprivate

Definition at line 248 of file ROL_PrimalDualRisk.hpp.

References ROL::PrimalDualRisk< Real >::name_, and ROL::PrimalDualRisk< Real >::pd_constraint_.

Referenced by ROL::PrimalDualRisk< Real >::run().

template<class Real >
void ROL::PrimalDualRisk< Real >::print ( const AlgorithmState< Real > &  state,
std::ostream &  outStream 
) const
inlineprivate

Definition at line 277 of file ROL_PrimalDualRisk.hpp.

References ROL::AlgorithmState< Real >::cnorm, ROL::PrimalDualRisk< Real >::converged_, ROL::PrimalDualRisk< Real >::ctol_, ROL::AlgorithmState< Real >::gnorm, ROL::PrimalDualRisk< Real >::gtol_, ROL::AlgorithmState< Real >::iter, ROL::PrimalDualRisk< Real >::iter_, ROL::PrimalDualRisk< Real >::lnorm_, ROL::PrimalDualRisk< Real >::ltol_, ROL::PrimalDualRisk< Real >::ncval_, ROL::PrimalDualRisk< Real >::nfval_, ROL::PrimalDualRisk< Real >::ngrad_, ROL::PrimalDualRisk< Real >::pd_constraint_, ROL::PrimalDualRisk< Real >::penaltyParam_, and ROL::AlgorithmState< Real >::value.

Referenced by ROL::PrimalDualRisk< Real >::run().

template<class Real >
bool ROL::PrimalDualRisk< Real >::checkStatus ( const AlgorithmState< Real > &  state,
std::ostream &  outStream 
) const
inlineprivate

Definition at line 305 of file ROL_PrimalDualRisk.hpp.

References ROL::AlgorithmState< Real >::cnorm, ROL::PrimalDualRisk< Real >::ctolmin_, ROL::AlgorithmState< Real >::gnorm, ROL::PrimalDualRisk< Real >::gtolmin_, ROL::PrimalDualRisk< Real >::lnorm_, ROL::PrimalDualRisk< Real >::ltolmin_, ROL::PrimalDualRisk< Real >::pd_constraint_, and ROL::PrimalDualRisk< Real >::penaltyParam_.

Referenced by ROL::PrimalDualRisk< Real >::run().

Member Data Documentation

template<class Real >
const Ptr<Problem<Real> > ROL::PrimalDualRisk< Real >::input_
private

Definition at line 30 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::PrimalDualRisk(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
const Ptr<SampleGenerator<Real> > ROL::PrimalDualRisk< Real >::sampler_
private

Definition at line 31 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::PrimalDualRisk(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
Ptr<PD_RandVarFunctional<Real> > ROL::PrimalDualRisk< Real >::rvf_
private

Definition at line 32 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::PrimalDualRisk(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
ParameterList ROL::PrimalDualRisk< Real >::parlist_
private

Definition at line 33 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::run().

template<class Real >
int ROL::PrimalDualRisk< Real >::maxit_
private

Definition at line 35 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::PrimalDualRisk(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
bool ROL::PrimalDualRisk< Real >::print_
private

Definition at line 36 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::PrimalDualRisk(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
Real ROL::PrimalDualRisk< Real >::gtolmin_
private

Definition at line 37 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::checkStatus(), ROL::PrimalDualRisk< Real >::PrimalDualRisk(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
Real ROL::PrimalDualRisk< Real >::ctolmin_
private

Definition at line 38 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::checkStatus(), ROL::PrimalDualRisk< Real >::PrimalDualRisk(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
Real ROL::PrimalDualRisk< Real >::ltolmin_
private

Definition at line 39 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::checkStatus(), ROL::PrimalDualRisk< Real >::PrimalDualRisk(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
Real ROL::PrimalDualRisk< Real >::ltolupdate_
private

Definition at line 40 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::PrimalDualRisk(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
Real ROL::PrimalDualRisk< Real >::tolupdate0_
private

Definition at line 41 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::PrimalDualRisk(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
Real ROL::PrimalDualRisk< Real >::tolupdate1_
private

Definition at line 42 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::PrimalDualRisk(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
Real ROL::PrimalDualRisk< Real >::lalpha_
private

Definition at line 43 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::PrimalDualRisk(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
Real ROL::PrimalDualRisk< Real >::lbeta_
private

Definition at line 44 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::PrimalDualRisk(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
Real ROL::PrimalDualRisk< Real >::gtol_
private

Definition at line 46 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::PrimalDualRisk(), ROL::PrimalDualRisk< Real >::print(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
Real ROL::PrimalDualRisk< Real >::ctol_
private

Definition at line 47 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::PrimalDualRisk(), ROL::PrimalDualRisk< Real >::print(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
Real ROL::PrimalDualRisk< Real >::ltol_
private

Definition at line 48 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::PrimalDualRisk(), ROL::PrimalDualRisk< Real >::print(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
Real ROL::PrimalDualRisk< Real >::penaltyParam_
private

Definition at line 50 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::checkStatus(), ROL::PrimalDualRisk< Real >::PrimalDualRisk(), ROL::PrimalDualRisk< Real >::print(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
Real ROL::PrimalDualRisk< Real >::maxPen_
private

Definition at line 51 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::PrimalDualRisk(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
Real ROL::PrimalDualRisk< Real >::update_
private

Definition at line 53 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::PrimalDualRisk(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
int ROL::PrimalDualRisk< Real >::freq_
private

Definition at line 54 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::PrimalDualRisk(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
Ptr<StochasticObjective<Real> > ROL::PrimalDualRisk< Real >::pd_objective_
private

Definition at line 56 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::PrimalDualRisk().

template<class Real >
Ptr<Vector<Real> > ROL::PrimalDualRisk< Real >::pd_vector_
private

Definition at line 57 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::PrimalDualRisk().

template<class Real >
Ptr<BoundConstraint<Real> > ROL::PrimalDualRisk< Real >::pd_bound_
private

Definition at line 58 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::PrimalDualRisk().

template<class Real >
Ptr<Constraint<Real> > ROL::PrimalDualRisk< Real >::pd_constraint_
private

Definition at line 59 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::checkStatus(), ROL::PrimalDualRisk< Real >::PrimalDualRisk(), ROL::PrimalDualRisk< Real >::print(), and ROL::PrimalDualRisk< Real >::printHeader().

template<class Real >
Ptr<Constraint<Real> > ROL::PrimalDualRisk< Real >::pd_linear_constraint_
private

Definition at line 60 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::PrimalDualRisk().

template<class Real >
Ptr<Problem<Real> > ROL::PrimalDualRisk< Real >::pd_problem_
private

Definition at line 61 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::check(), ROL::PrimalDualRisk< Real >::PrimalDualRisk(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
int ROL::PrimalDualRisk< Real >::iter_
private

Definition at line 63 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::print(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
int ROL::PrimalDualRisk< Real >::nfval_
private

Definition at line 63 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::print(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
int ROL::PrimalDualRisk< Real >::ngrad_
private

Definition at line 63 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::print(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
int ROL::PrimalDualRisk< Real >::ncval_
private

Definition at line 63 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::print(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
bool ROL::PrimalDualRisk< Real >::converged_
private

Definition at line 64 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::print(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
Real ROL::PrimalDualRisk< Real >::lnorm_
private

Definition at line 65 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::checkStatus(), ROL::PrimalDualRisk< Real >::print(), and ROL::PrimalDualRisk< Real >::run().

template<class Real >
std::string ROL::PrimalDualRisk< Real >::name_
private

Definition at line 66 of file ROL_PrimalDualRisk.hpp.

Referenced by ROL::PrimalDualRisk< Real >::PrimalDualRisk(), and ROL::PrimalDualRisk< Real >::printHeader().

The documentation for this class was generated from the following file:
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