Provides an interface to run the Moreau-Yosida algorithm. More...

#include <ROL_TypeB_MoreauYosidaAlgorithm.hpp>

Inheritance diagram for ROL::TypeB::MoreauYosidaAlgorithm< Real >:

Public Member Functions
	MoreauYosidaAlgorithm (ParameterList &list, const Ptr< Secant< Real >> &secant=nullPtr)

void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout) override
	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...

void	writeHeader (std::ostream &os) const override
	Print iterate header. More...

void	writeName (std::ostream &os) const override
	Print step name. More...

void	writeOutput (std::ostream &os, const bool write_header=false) const override
	Print iterate status. More...

Public Member Functions inherited from ROL::TypeB::Algorithm< Real >
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, 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	writeExitStatus (std::ostream &os) const

Ptr< const AlgorithmState< Real > >	getState () const

void	reset ()

Private Member Functions
void	initialize (Vector< Real > &x, const Vector< Real > &g, MoreauYosidaObjective< Real > &myobj, BoundConstraint< Real > &bnd, Vector< Real > &pwa, std::ostream &outStream=std::cout)

void	updateState (const Vector< Real > &x, MoreauYosidaObjective< Real > &myobj, BoundConstraint< Real > &bnd, Vector< Real > &pwa, std::ostream &outStream=std::cout)

Private Attributes
const Ptr< Secant< Real > >	secant_

Real	compViolation_

Real	gnorm_

Real	maxPenalty_

Real	tau_

bool	print_

bool	updatePenalty_

bool	updateMultiplier_

ROL::ParameterList	list_

int	subproblemIter_

std::string	stepname_

int	verbosity_

bool	writeHeader_

bool	hasEcon_

Additional Inherited Members
Protected Member Functions inherited from ROL::TypeB::Algorithm< Real >
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 inherited from ROL::TypeB::Algorithm< Real >
const Ptr< CombinedStatusTest < Real > >	status_

const Ptr< AlgorithmState< Real > >	state_

Ptr< PolyhedralProjection< Real > >	proj_

Detailed Description

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

Provides an interface to run the Moreau-Yosida algorithm.

Definition at line 59 of file ROL_TypeB_MoreauYosidaAlgorithm.hpp.

Constructor & Destructor Documentation

template<typename Real >

ROL::TypeB::MoreauYosidaAlgorithm< Real >::MoreauYosidaAlgorithm	(	ParameterList &	list,
		const Ptr< Secant< Real >> &	secant = `nullPtr`
	)

Definition at line 53 of file ROL_TypeB_MoreauYosidaAlgorithm_Def.hpp.

Member Function Documentation

template<typename Real >

void ROL::TypeB::MoreauYosidaAlgorithm< Real >::initialize	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		MoreauYosidaObjective< Real > &	myobj,
		BoundConstraint< Real > &	bnd,
		Vector< Real > &	pwa,
		std::ostream &	outStream = `std::cout`
	)

private

Definition at line 92 of file ROL_TypeB_MoreauYosidaAlgorithm_Def.hpp.

References ROL::TypeB::Algorithm< Real >::initialize().

template<typename Real >

void ROL::TypeB::MoreauYosidaAlgorithm< Real >::updateState	(	const Vector< Real > &	x,
		MoreauYosidaObjective< Real > &	myobj,
		BoundConstraint< Real > &	bnd,
		Vector< Real > &	pwa,
		std::ostream &	outStream = `std::cout`
	)

private

Definition at line 113 of file ROL_TypeB_MoreauYosidaAlgorithm_Def.hpp.

References ROL::Vector< Real >::axpy(), ROL::MoreauYosidaObjective< Real >::getObjectiveGradient(), ROL::MoreauYosidaObjective< Real >::getObjectiveValue(), ROL::Initial, ROL::Vector< Real >::norm(), ROL::Vector< Real >::set(), ROL::MoreauYosidaObjective< Real >::testComplementarity(), and ROL::MoreauYosidaObjective< Real >::update().

template<typename Real >

void ROL::TypeB::MoreauYosidaAlgorithm< Real >::run	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		Objective< Real > &	obj,
		BoundConstraint< Real > &	bnd,
		std::ostream &	outStream = `std::cout`
	)

overridevirtual

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.

Implements ROL::TypeB::Algorithm< Real >.

Definition at line 146 of file ROL_TypeB_MoreauYosidaAlgorithm_Def.hpp.

References ROL::Vector< Real >::clone(), ROL::MoreauYosidaObjective< Real >::getNumberFunctionEvaluations(), ROL::MoreauYosidaObjective< Real >::getNumberGradientEvaluations(), ROL::MoreauYosidaObjective< Real >::updateMultipliers(), and ROL::TypeB::Algorithm< Real >::writeExitStatus().

template<typename Real >

void ROL::TypeB::MoreauYosidaAlgorithm< Real >::writeHeader ( std::ostream & os ) const

overridevirtual

Print iterate header.

Reimplemented from ROL::TypeB::Algorithm< Real >.

Definition at line 203 of file ROL_TypeB_MoreauYosidaAlgorithm_Def.hpp.

template<typename Real >

void ROL::TypeB::MoreauYosidaAlgorithm< Real >::writeName ( std::ostream & os ) const

overridevirtual