ROL
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Provides the interface to compute optimization steps with projected Newton's method using line search. More...
#include <ROL_ProjectedNewtonStep.hpp>
Public Member Functions | |
ProjectedNewtonStep (ROL::ParameterList &parlist, const bool computeObj=true) | |
Constructor. More... | |
void | initialize (Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state) |
Initialize step with bound constraint. More... | |
void | compute (Vector< Real > &s, const Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state) |
Compute step. More... | |
void | update (Vector< Real > &x, const Vector< Real > &s, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state) |
Update step, if successful. More... | |
std::string | printHeader (void) const |
Print iterate header. More... | |
std::string | printName (void) const |
Print step name. More... | |
std::string | print (AlgorithmState< Real > &algo_state, bool print_header=false) const |
Print iterate status. More... | |
Public Member Functions inherited from ROL::Step< Real > | |
virtual | ~Step () |
Step (void) | |
virtual void | initialize (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &con, AlgorithmState< Real > &algo_state) |
Initialize step with bound constraint. More... | |
virtual void | initialize (Vector< Real > &x, const Vector< Real > &g, Vector< Real > &l, const Vector< Real > &c, Objective< Real > &obj, Constraint< Real > &con, AlgorithmState< Real > &algo_state) |
Initialize step with equality constraint. More... | |
virtual void | initialize (Vector< Real > &x, const Vector< Real > &g, Vector< Real > &l, const Vector< Real > &c, Objective< Real > &obj, Constraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state) |
Initialize step with equality constraint. More... | |
virtual void | compute (Vector< Real > &s, const Vector< Real > &x, const Vector< Real > &l, Objective< Real > &obj, Constraint< Real > &con, AlgorithmState< Real > &algo_state) |
Compute step (equality constraints). More... | |
virtual void | update (Vector< Real > &x, Vector< Real > &l, const Vector< Real > &s, Objective< Real > &obj, Constraint< Real > &con, AlgorithmState< Real > &algo_state) |
Update step, if successful (equality constraints). More... | |
virtual void | compute (Vector< Real > &s, const Vector< Real > &x, const Vector< Real > &l, Objective< Real > &obj, Constraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state) |
Compute step (equality constraints). More... | |
virtual void | update (Vector< Real > &x, Vector< Real > &l, const Vector< Real > &s, Objective< Real > &obj, Constraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state) |
Update step, if successful (equality constraints). More... | |
const ROL::Ptr< const StepState< Real > > | getStepState (void) const |
Get state for step object. More... | |
void | reset (const Real searchSize=1.0) |
Get state for step object. More... | |
Private Attributes | |
ROL::Ptr< Vector< Real > > | gp_ |
Additional vector storage. More... | |
ROL::Ptr< Vector< Real > > | d_ |
Additional vector storage. More... | |
int | verbosity_ |
Verbosity level. More... | |
const bool | computeObj_ |
bool | useProjectedGrad_ |
Whether or not to use to the projected gradient criticality measure. More... | |
Additional Inherited Members | |
Protected Member Functions inherited from ROL::Step< Real > | |
ROL::Ptr< StepState< Real > > | getState (void) |
Provides the interface to compute optimization steps with projected Newton's method using line search.
Definition at line 25 of file ROL_ProjectedNewtonStep.hpp.
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inline |
Constructor.
Standard constructor to build a ProjectedNewtonStep object. Algorithmic specifications are passed in through a ROL::ParameterList.
[in] | parlist | is a parameter list containing algorithmic specifications |
Definition at line 47 of file ROL_ProjectedNewtonStep.hpp.
References ROL::ProjectedNewtonStep< Real >::useProjectedGrad_, and ROL::ProjectedNewtonStep< Real >::verbosity_.
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inlinevirtual |
Initialize step with bound constraint.
Reimplemented from ROL::Step< Real >.
Definition at line 56 of file ROL_ProjectedNewtonStep.hpp.
References ROL::Vector< Real >::clone(), ROL::ProjectedNewtonStep< Real >::d_, ROL::ProjectedNewtonStep< Real >::gp_, and ROL::Step< Real >::initialize().
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inlinevirtual |
Compute step.
Reimplemented from ROL::Step< Real >.
Definition at line 64 of file ROL_ProjectedNewtonStep.hpp.
References ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::ProjectedNewtonStep< Real >::gp_, ROL::Objective< Real >::invHessVec(), ROL::Vector< Real >::plus(), ROL::BoundConstraint< Real >::pruneActive(), ROL::BoundConstraint< Real >::pruneInactive(), and ROL::Vector< Real >::scale().
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inlinevirtual |
Update step, if successful.
Reimplemented from ROL::Step< Real >.
Definition at line 83 of file ROL_ProjectedNewtonStep.hpp.
References ROL::ProjectedNewtonStep< Real >::computeObj_, ROL::BoundConstraint< Real >::computeProjectedGradient(), ROL::ProjectedNewtonStep< Real >::d_, ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::ProjectedNewtonStep< Real >::gp_, ROL::Objective< Real >::gradient(), ROL::AlgorithmState< Real >::iter, ROL::AlgorithmState< Real >::iterateVec, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::Vector< Real >::norm(), ROL::Vector< Real >::plus(), ROL::BoundConstraint< Real >::project(), ROL::AlgorithmState< Real >::snorm, ROL::Objective< Real >::update(), ROL::ProjectedNewtonStep< Real >::useProjectedGrad_, ROL::Objective< Real >::value(), and ROL::AlgorithmState< Real >::value.
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inlinevirtual |
Print iterate header.
Reimplemented from ROL::Step< Real >.
Definition at line 123 of file ROL_ProjectedNewtonStep.hpp.
References ROL::DESCENT_NEWTON, ROL::EDescentToString(), and ROL::ProjectedNewtonStep< Real >::verbosity_.
Referenced by ROL::ProjectedNewtonStep< Real >::print().
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inlinevirtual |
Print step name.
Reimplemented from ROL::Step< Real >.
Definition at line 149 of file ROL_ProjectedNewtonStep.hpp.
References ROL::DESCENT_NEWTON, and ROL::EDescentToString().
Referenced by ROL::ProjectedNewtonStep< Real >::print().
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inlinevirtual |
Print iterate status.
Reimplemented from ROL::Step< Real >.
Definition at line 154 of file ROL_ProjectedNewtonStep.hpp.
References ROL::AlgorithmState< Real >::gnorm, ROL::AlgorithmState< Real >::iter, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::ProjectedNewtonStep< Real >::printHeader(), ROL::ProjectedNewtonStep< Real >::printName(), ROL::AlgorithmState< Real >::snorm, and ROL::AlgorithmState< Real >::value.
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private |
Additional vector storage.
Definition at line 28 of file ROL_ProjectedNewtonStep.hpp.
Referenced by ROL::ProjectedNewtonStep< Real >::compute(), ROL::ProjectedNewtonStep< Real >::initialize(), and ROL::ProjectedNewtonStep< Real >::update().
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private |
Additional vector storage.
Definition at line 29 of file ROL_ProjectedNewtonStep.hpp.
Referenced by ROL::ProjectedNewtonStep< Real >::initialize(), and ROL::ProjectedNewtonStep< Real >::update().
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private |
Verbosity level.
Definition at line 30 of file ROL_ProjectedNewtonStep.hpp.
Referenced by ROL::ProjectedNewtonStep< Real >::printHeader(), and ROL::ProjectedNewtonStep< Real >::ProjectedNewtonStep().
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private |
Definition at line 31 of file ROL_ProjectedNewtonStep.hpp.
Referenced by ROL::ProjectedNewtonStep< Real >::update().
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private |
Whether or not to use to the projected gradient criticality measure.
Definition at line 32 of file ROL_ProjectedNewtonStep.hpp.
Referenced by ROL::ProjectedNewtonStep< Real >::ProjectedNewtonStep(), and ROL::ProjectedNewtonStep< Real >::update().