ROL
Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
ROL::TypeB::Algorithm< Real > Class Template Referenceabstract

Provides an interface to run bound constrained optimization algorithms. More...

#include <ROL_TypeB_Algorithm.hpp>

+ Inheritance diagram for ROL::TypeB::Algorithm< Real >:

Public Member Functions

virtual ~Algorithm ()
 
 Algorithm ()
 Constructor, given a step and a status test. More...
 
void setStatusTest (const Ptr< StatusTest< Real >> &status, const bool combineStatus=false)
 
virtual void run (Problem< Real > &problem, std::ostream &outStream=std::cout)
 Run algorithm on bound constrained problems (Type-B). This is the primary Type-B interface. More...
 
virtual void run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout)
 Run algorithm on bound constrained problems (Type-B). This is the primary Type-B interface. More...
 
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout)=0
 Run algorithm on bound constrained problems (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method. More...
 
virtual void run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout)
 Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface. More...
 
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout)
 Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method. More...
 
virtual void run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, std::ostream &outStream=std::cout)
 Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface. More...
 
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, const Vector< Real > &linear_ires, std::ostream &outStream=std::cout)
 Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method. More...
 
virtual void run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, std::ostream &outStream=std::cout)
 Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface. More...
 
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, const Vector< Real > &linear_ires, std::ostream &outStream=std::cout)
 Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method. More...
 
virtual void writeHeader (std::ostream &os) const
 Print iterate header. More...
 
virtual void writeName (std::ostream &os) const
 Print step name. More...
 
virtual void writeOutput (std::ostream &os, const bool write_header=false) const
 Print iterate status. More...
 
virtual void writeExitStatus (std::ostream &os) const
 
Ptr< const AlgorithmState< Real > > getState () const
 
void reset ()
 

Protected Member Functions

void initialize (const Vector< Real > &x, const Vector< Real > &g)
 
Real optimalityCriterion (const Vector< Real > &x, const Vector< Real > &g, Vector< Real > &primal, std::ostream &outStream=std::cout) const
 

Protected Attributes

const Ptr< CombinedStatusTest
< Real > > 		status_
 
const Ptr< AlgorithmState< Real > > state_
 
Ptr< PolyhedralProjection< Real > > proj_
 

Detailed Description

template<typename Real>
class ROL::TypeB::Algorithm< Real >

Provides an interface to run bound constrained optimization algorithms.

Definition at line 84 of file ROL_TypeB_Algorithm.hpp.

Constructor & Destructor Documentation

template<typename Real >
virtual ROL::TypeB::Algorithm< Real >::~Algorithm ( )
inlinevirtual

Definition at line 97 of file ROL_TypeB_Algorithm.hpp.

template<typename Real >
ROL::TypeB::Algorithm< Real >::Algorithm ( )

Constructor, given a step and a status test.

Definition at line 54 of file ROL_TypeB_Algorithm_Def.hpp.

References ROL::TypeB::Algorithm< Real >::status_.

Member Function Documentation

template<typename Real >
void ROL::TypeB::Algorithm< Real >::initialize ( const Vector< Real > &  x,
const Vector< Real > &  g 
)
protected

Definition at line 63 of file ROL_TypeB_Algorithm_Def.hpp.

References ROL::Vector< Real >::clone().

Referenced by ROL::TypeB::SpectralGradientAlgorithm< Real >::initialize(), ROL::TypeB::GradientAlgorithm< Real >::initialize(), ROL::TypeB::MoreauYosidaAlgorithm< Real >::initialize(), ROL::TypeB::QuasiNewtonAlgorithm< Real >::initialize(), ROL::TypeB::InteriorPointAlgorithm< Real >::initialize(), ROL::TypeB::LSecantBAlgorithm< Real >::initialize(), ROL::TypeB::ColemanLiAlgorithm< Real >::initialize(), ROL::TypeB::KelleySachsAlgorithm< Real >::initialize(), ROL::TypeB::TrustRegionSPGAlgorithm< Real >::initialize(), ROL::TypeB::LinMoreAlgorithm< Real >::initialize(), ROL::TypeB::NewtonKrylovAlgorithm< Real >::initialize(), and ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::initialize().

template<typename Real >
Real ROL::TypeB::Algorithm< Real >::optimalityCriterion ( const Vector< Real > &  x,
const Vector< Real > &  g,
Vector< Real > &  primal,
std::ostream &  outStream = std::cout 
) const
protected

Definition at line 85 of file ROL_TypeB_Algorithm_Def.hpp.

References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::dual(), ROL::Vector< Real >::norm(), and ROL::Vector< Real >::set().

Referenced by ROL::TypeB::TrustRegionSPGAlgorithm< Real >::computeGradient(), ROL::TypeB::LinMoreAlgorithm< Real >::computeGradient(), ROL::TypeB::LSecantBAlgorithm< Real >::run(), and ROL::TypeB::ColemanLiAlgorithm< Real >::run().

template<typename Real >
void ROL::TypeB::Algorithm< Real >::setStatusTest ( const Ptr< StatusTest< Real >> &  status,
const bool  combineStatus = false 
)

Definition at line 98 of file ROL_TypeB_Algorithm_Def.hpp.

template<typename Real >
void ROL::TypeB::Algorithm< Real >::run ( Problem< Real > &  problem,
std::ostream &  outStream = std::cout 
)
virtual

Run algorithm on bound constrained problems (Type-B). This is the primary Type-B interface.

Reimplemented in ROL::TypeB::NewtonKrylovAlgorithm< Real >, and ROL::TypeB::KelleySachsAlgorithm< Real >.

Definition at line 107 of file ROL_TypeB_Algorithm_Def.hpp.

References ROL::Problem< Real >::finalizeIteration(), ROL::Problem< Real >::getBoundConstraint(), ROL::Problem< Real >::getDualOptimizationVector(), ROL::Problem< Real >::getObjective(), ROL::Problem< Real >::getPolyhedralProjection(), ROL::Problem< Real >::getPrimalOptimizationVector(), ROL::Problem< Real >::getProblemType(), and ROL::TYPE_B.

Referenced by ROL::TypeB::KelleySachsAlgorithm< Real >::run(), and ROL::TypeB::NewtonKrylovAlgorithm< Real >::run().

template<typename Real >
void ROL::TypeB::Algorithm< Real >::run ( Vector< Real > &  x,
Objective< Real > &  obj,
BoundConstraint< Real > &  bnd,
std::ostream &  outStream = std::cout 
)
virtual

Run algorithm on bound constrained problems (Type-B). This is the primary Type-B interface.

Definition at line 124 of file ROL_TypeB_Algorithm_Def.hpp.

References ROL::Vector< Real >::dual().

template<typename Real >
virtual void ROL::TypeB::Algorithm< Real >::run ( Vector< Real > &  x,
const Vector< Real > &  g,
Objective< Real > &  obj,
BoundConstraint< Real > &  bnd,
std::ostream &  outStream = std::cout 
)
pure virtual

Run algorithm on bound constrained problems (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.

Implemented in ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >, ROL::TypeB::NewtonKrylovAlgorithm< Real >, ROL::TypeB::LinMoreAlgorithm< Real >, ROL::TypeB::TrustRegionSPGAlgorithm< Real >, ROL::TypeB::ColemanLiAlgorithm< Real >, ROL::TypeB::KelleySachsAlgorithm< Real >, ROL::TypeB::InteriorPointAlgorithm< Real >, ROL::TypeB::LSecantBAlgorithm< Real >, ROL::TypeB::MoreauYosidaAlgorithm< Real >, ROL::TypeB::QuasiNewtonAlgorithm< Real >, ROL::TypeB::GradientAlgorithm< Real >, and ROL::TypeB::SpectralGradientAlgorithm< Real >.

template<typename Real >
void ROL::TypeB::Algorithm< Real >::run ( Vector< Real > &  x,
Objective< Real > &  obj,
BoundConstraint< Real > &  bnd,
Constraint< Real > &  linear_econ,
Vector< Real > &  linear_emul,
std::ostream &  outStream = std::cout 
)
virtual

Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface.

Definition at line 132 of file ROL_TypeB_Algorithm_Def.hpp.

References ROL::Vector< Real >::dual().

template<typename Real >
void ROL::TypeB::Algorithm< Real >::run ( Vector< Real > &  x,
const Vector< Real > &  g,
Objective< Real > &  obj,
BoundConstraint< Real > &  bnd,
Constraint< Real > &  linear_econ,
Vector< Real > &  linear_emul,
const Vector< Real > &  linear_eres,
std::ostream &  outStream = std::cout 
)
virtual

Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.

Reimplemented in ROL::TypeB::NewtonKrylovAlgorithm< Real >, and ROL::TypeB::KelleySachsAlgorithm< Real >.

Definition at line 142 of file ROL_TypeB_Algorithm_Def.hpp.

template<typename Real >
void ROL::TypeB::Algorithm< Real >::run ( Vector< Real > &  x,
Objective< Real > &  obj,
BoundConstraint< Real > &  bnd,
Constraint< Real > &  linear_icon,
Vector< Real > &  linear_imul,
BoundConstraint< Real > &  linear_ibnd,
std::ostream &  outStream = std::cout 
)
virtual

Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface.

Definition at line 156 of file ROL_TypeB_Algorithm_Def.hpp.

References ROL::Vector< Real >::dual().

template<typename Real >
void ROL::TypeB::Algorithm< Real >::run ( Vector< Real > &  x,
const Vector< Real > &  g,
Objective< Real > &  obj,
BoundConstraint< Real > &  bnd,
Constraint< Real > &  linear_icon,
Vector< Real > &  linear_imul,
BoundConstraint< Real > &  linear_ibnd,
const Vector< Real > &  linear_ires,
std::ostream &  outStream = std::cout 
)
virtual

Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.

Definition at line 167 of file ROL_TypeB_Algorithm_Def.hpp.

References ROL::Problem< Real >::addBoundConstraint(), ROL::Problem< Real >::addLinearConstraint(), ROL::Vector< Real >::clone(), and ROL::Problem< Real >::finalize().

template<typename Real >
void ROL::TypeB::Algorithm< Real >::run ( Vector< Real > &  x,
Objective< Real > &  obj,
BoundConstraint< Real > &  bnd,
Constraint< Real > &  linear_econ,
Vector< Real > &  linear_emul,
Constraint< Real > &  linear_icon,
Vector< Real > &  linear_imul,
BoundConstraint< Real > &  linear_ibnd,
std::ostream &  outStream = std::cout 
)
virtual

Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface.

Definition at line 200 of file ROL_TypeB_Algorithm_Def.hpp.

References ROL::Vector< Real >::dual().

template<typename Real >
void ROL::TypeB::Algorithm< Real >::run ( Vector< Real > &  x,
const Vector< Real > &  g,
Objective< Real > &  obj,
BoundConstraint< Real > &  bnd,
Constraint< Real > &  linear_econ,
Vector< Real > &  linear_emul,
const Vector< Real > &  linear_eres,
Constraint< Real > &  linear_icon,
Vector< Real > &  linear_imul,
BoundConstraint< Real > &  linear_ibnd,
const Vector< Real > &  linear_ires,
std::ostream &  outStream = std::cout 
)
virtual

Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.

Definition at line 214 of file ROL_TypeB_Algorithm_Def.hpp.

References ROL::Problem< Real >::addBoundConstraint(), ROL::Problem< Real >::addLinearConstraint(), ROL::Vector< Real >::clone(), and ROL::Problem< Real >::finalize().

template<typename Real >
void ROL::TypeB::Algorithm< Real >::writeHeader ( std::ostream &  os) const
virtual

Print iterate header.

Reimplemented in ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >, ROL::TypeB::NewtonKrylovAlgorithm< Real >, ROL::TypeB::LinMoreAlgorithm< Real >, ROL::TypeB::TrustRegionSPGAlgorithm< Real >, ROL::TypeB::KelleySachsAlgorithm< Real >, ROL::TypeB::ColemanLiAlgorithm< Real >, ROL::TypeB::InteriorPointAlgorithm< Real >, ROL::TypeB::LSecantBAlgorithm< Real >, ROL::TypeB::MoreauYosidaAlgorithm< Real >, ROL::TypeB::QuasiNewtonAlgorithm< Real >, ROL::TypeB::GradientAlgorithm< Real >, and ROL::TypeB::SpectralGradientAlgorithm< Real >.

Definition at line 260 of file ROL_TypeB_Algorithm_Def.hpp.

template<typename Real >
void ROL::TypeB::Algorithm< Real >::writeName ( std::ostream &  os) const
virtual

Print step name.

Reimplemented in ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >, ROL::TypeB::NewtonKrylovAlgorithm< Real >, ROL::TypeB::LinMoreAlgorithm< Real >, ROL::TypeB::TrustRegionSPGAlgorithm< Real >, ROL::TypeB::KelleySachsAlgorithm< Real >, ROL::TypeB::ColemanLiAlgorithm< Real >, ROL::TypeB::InteriorPointAlgorithm< Real >, ROL::TypeB::LSecantBAlgorithm< Real >, ROL::TypeB::MoreauYosidaAlgorithm< Real >, ROL::TypeB::QuasiNewtonAlgorithm< Real >, ROL::TypeB::GradientAlgorithm< Real >, and ROL::TypeB::SpectralGradientAlgorithm< Real >.

Definition at line 274 of file ROL_TypeB_Algorithm_Def.hpp.

template<typename Real >
void ROL::TypeB::Algorithm< Real >::writeOutput ( std::ostream &  os,
const bool  write_header = false 
) const
virtual

Print iterate status.

Reimplemented in ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >, ROL::TypeB::NewtonKrylovAlgorithm< Real >, ROL::TypeB::LinMoreAlgorithm< Real >, ROL::TypeB::TrustRegionSPGAlgorithm< Real >, ROL::TypeB::KelleySachsAlgorithm< Real >, ROL::TypeB::ColemanLiAlgorithm< Real >, ROL::TypeB::InteriorPointAlgorithm< Real >, ROL::TypeB::LSecantBAlgorithm< Real >, ROL::TypeB::MoreauYosidaAlgorithm< Real >, ROL::TypeB::QuasiNewtonAlgorithm< Real >, ROL::TypeB::GradientAlgorithm< Real >, and ROL::TypeB::SpectralGradientAlgorithm< Real >.

Definition at line 279 of file ROL_TypeB_Algorithm_Def.hpp.

template<typename Real >
void ROL::TypeB::Algorithm< Real >::writeExitStatus ( std::ostream &  os) const
virtual

Definition at line 304 of file ROL_TypeB_Algorithm_Def.hpp.

References ROL::EExitStatusToString().

Referenced by ROL::TypeB::SpectralGradientAlgorithm< Real >::run(), ROL::TypeB::GradientAlgorithm< Real >::run(), ROL::TypeB::QuasiNewtonAlgorithm< Real >::run(), ROL::TypeB::MoreauYosidaAlgorithm< Real >::run(), ROL::TypeB::LSecantBAlgorithm< Real >::run(), ROL::TypeB::InteriorPointAlgorithm< Real >::run(), ROL::TypeB::KelleySachsAlgorithm< Real >::run(), ROL::TypeB::ColemanLiAlgorithm< Real >::run(), ROL::TypeB::TrustRegionSPGAlgorithm< Real >::run(), ROL::TypeB::LinMoreAlgorithm< Real >::run(), ROL::TypeB::NewtonKrylovAlgorithm< Real >::run(), and ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::run().

template<typename Real >
Ptr< const AlgorithmState< Real > > ROL::TypeB::Algorithm< Real >::getState ( void  ) const

Definition at line 314 of file ROL_TypeB_Algorithm_Def.hpp.

template<typename Real >
void ROL::TypeB::Algorithm< Real >::reset ( void  )

Definition at line 319 of file ROL_TypeB_Algorithm_Def.hpp.

Member Data Documentation

template<typename Real >
const Ptr<CombinedStatusTest<Real> > ROL::TypeB::Algorithm< Real >::status_
protected

Definition at line 86 of file ROL_TypeB_Algorithm.hpp.

Referenced by ROL::TypeB::Algorithm< Real >::Algorithm(), ROL::TypeB::InteriorPointAlgorithm< Real >::InteriorPointAlgorithm(), ROL::TypeB::MoreauYosidaAlgorithm< Real >::MoreauYosidaAlgorithm(), ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::PrimalDualActiveSetAlgorithm(), and ROL::TypeB::QuasiNewtonAlgorithm< Real >::QuasiNewtonAlgorithm().

template<typename Real >
const Ptr<AlgorithmState<Real> > ROL::TypeB::Algorithm< Real >::state_
protected

Definition at line 87 of file ROL_TypeB_Algorithm.hpp.

Referenced by ROL::TypeB::InteriorPointAlgorithm< Real >::InteriorPointAlgorithm(), and ROL::TypeB::MoreauYosidaAlgorithm< Real >::MoreauYosidaAlgorithm().

template<typename Real >
Ptr<PolyhedralProjection<Real> > ROL::TypeB::Algorithm< Real >::proj_
protected

Definition at line 88 of file ROL_TypeB_Algorithm.hpp.

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