Provides an interface to run the projected secant algorithm. More...

#include <ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp>

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

Classes
class	HessianPDAS

class	HessianPDAS_Poly

class	PrecondPDAS

class	PrecondPDAS_Poly

Public Member Functions
	PrimalDualActiveSetAlgorithm (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, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout)

Private Attributes
Ptr< Secant< Real > >	secant_
	Secant object (used for quasi-Newton) More...

ESecant	esec_
	Secant type. More...

std::string	secantName_
	Secant name. More...

Ptr< Krylov< Real > >	krylov_
	Krylov solver object (used for inexact Newton) More...

EKrylov	ekv_
	Krylov type. More...

std::string	krylovName_
	Krylov name. More...

int	totalKrylov_
	Total number of Krylov iterations per PDAS iteration. More...

int	iterKrylov_
	Number of Krylov iterations (used for inexact Newton) More...

int	flagKrylov_
	Termination flag for Krylov method (used for inexact Newton) More...

bool	useSecantHessVec_
	Whether or not to use to a secant approximation as the Hessian. More...

bool	useSecantPrecond_
	Whether or not to use a secant approximation to precondition inexact Newton. More...

int	maxit_
	Maximum number of PDAS steps (default: 10) More...

int	iter_
	PDAS iteration counter. More...

int	flag_
	PDAS termination flag. More...

Real	stol_
	PDAS minimum step size stopping tolerance (default: 1e-8) More...

Real	gtol_
	PDAS gradient stopping tolerance (default: 1e-6) More...

Real	scale_
	Scale for dual variables in the active set, \(c\) (default: 1) More...

Real	neps_
	\(\epsilon\)-active set parameter More...

Real	itol_
	Inexact Krylov tolerance. More...

Real	atolKrylov_
	Absolute tolerance for Krylov solve (default: 1e-4) More...

Real	rtolKrylov_
	Relative tolerance for Krylov solve (default: 1e-2) More...

int	maxitKrylov_
	Maximum number of Krylov iterations (default: 100) More...

bool	feasible_
	Flag whether the current iterate is feasible or not. More...

int	verbosity_

bool	writeHeader_

bool	hasPoly_

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::PrimalDualActiveSetAlgorithm< Real >

Provides an interface to run the projected secant algorithm.

Definition at line 59 of file ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp.

Constructor & Destructor Documentation

template<typename Real >

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

Definition at line 51 of file ROL_TypeB_PrimalDualActiveSetAlgorithm_Def.hpp.

Member Function Documentation

template<typename Real >

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

private

Definition at line 87 of file ROL_TypeB_PrimalDualActiveSetAlgorithm_Def.hpp.

References ROL::Objective< Real >::gradient(), ROL::Initial, ROL::TypeB::Algorithm< Real >::initialize(), ROL::StringToEKrylov(), ROL::Objective< Real >::update(), and ROL::Objective< Real >::value().

template<typename Real >

void ROL::TypeB::PrimalDualActiveSetAlgorithm< 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 130 of file ROL_TypeB_PrimalDualActiveSetAlgorithm_Def.hpp.