ROL
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Provides an interface to run equality constrained optimization algorithms using Augmented Lagrangians. More...
#include <ROL_TypeE_AugmentedLagrangianAlgorithm.hpp>
Public Member Functions | |
AugmentedLagrangianAlgorithm (ParameterList &list, const Ptr< Secant< Real >> &secant=nullPtr) | |
virtual void | run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, const Vector< Real > &eres, std::ostream &outStream=std::cout) override |
Run algorithm on equality constrained problems (Type-E). 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 override |
Print iterate header. More... | |
virtual void | writeName (std::ostream &os) const override |
Print step name. More... | |
virtual void | writeOutput (std::ostream &os, const bool print_header=false) const override |
Print iterate status. More... | |
Public Member Functions inherited from ROL::TypeE::Algorithm< Real > | |
virtual | ~Algorithm () |
Algorithm () | |
Constructor, given a step and a status test. More... | |
void | setStatusTest (const Ptr< StatusTest< Real >> &status, bool combineStatus=false) |
virtual void | run (Problem< Real > &problem, std::ostream &outStream=std::cout) |
Run algorithm on equality constrained problems (Type-E). This is the primary Type-E interface. More... | |
virtual void | run (Vector< Real > &x, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, std::ostream &outStream=std::cout) |
Run algorithm on equality constrained problems (Type-E). This is the primary Type-E interface. More... | |
virtual void | run (Vector< Real > &x, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout) |
Run algorithm on equality constrained problems with explicit linear equality constraints (Type-E). This is the primary Type-E with explicit linear equality constraints interface. More... | |
virtual void | run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, const Vector< Real > &eres, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout) |
Run algorithm on equality constrained problems with explicit linear equality constraints (Type-E). 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, const Vector< Real > &l, const Vector< Real > &c, AugmentedLagrangianObjective< Real > &alobj, Constraint< Real > &con, std::ostream &outStream=std::cout) |
Private Attributes | |
const Ptr< Secant< Real > > | secant_ |
ParameterList | list_ |
bool | useRelTol_ |
bool | useDefaultInitPen_ |
bool | scaleLagrangian_ |
Real | minPenaltyReciprocal_ |
Real | minPenaltyLowerBound_ |
Real | penaltyUpdate_ |
Real | maxPenaltyParam_ |
Real | optIncreaseExponent_ |
Real | optDecreaseExponent_ |
Real | optToleranceInitial_ |
Real | optTolerance_ |
Real | feasIncreaseExponent_ |
Real | feasDecreaseExponent_ |
Real | feasToleranceInitial_ |
Real | feasTolerance_ |
bool | print_ |
int | maxit_ |
int | subproblemIter_ |
std::string | subStep_ |
int | HessianApprox_ |
Real | outerOptTolerance_ |
Real | outerFeasTolerance_ |
Real | outerStepTolerance_ |
bool | useDefaultScaling_ |
Real | fscale_ |
Real | cscale_ |
int | verbosity_ |
bool | printHeader_ |
Additional Inherited Members | |
Protected Member Functions inherited from ROL::TypeE::Algorithm< Real > | |
void | initialize (const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &mul, const Vector< Real > &c) |
Protected Attributes inherited from ROL::TypeE::Algorithm< Real > | |
const Ptr< CombinedStatusTest < Real > > | status_ |
const Ptr< AlgorithmState< Real > > | state_ |
Provides an interface to run equality constrained optimization algorithms using Augmented Lagrangians.
Definition at line 60 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm | ( | ParameterList & | list, |
const Ptr< Secant< Real >> & | secant = nullPtr |
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Definition at line 53 of file ROL_TypeE_AugmentedLagrangianAlgorithm_Def.hpp.
References ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::cscale_, ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::feasDecreaseExponent_, ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::feasIncreaseExponent_, ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::feasToleranceInitial_, ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::fscale_, ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::HessianApprox_, ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::list_, ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::maxit_, ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::maxPenaltyParam_, ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::minPenaltyLowerBound_, ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::minPenaltyReciprocal_, ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::optDecreaseExponent_, ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::optIncreaseExponent_, ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::optToleranceInitial_, ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::outerFeasTolerance_, ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::outerOptTolerance_, ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::outerStepTolerance_, ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::penaltyUpdate_, ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::print_, ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::printHeader_, ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::scaleLagrangian_, ROL::TypeE::Algorithm< Real >::state_, ROL::TypeE::Algorithm< Real >::status_, ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::subStep_, ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::useDefaultInitPen_, ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::useDefaultScaling_, ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::useRelTol_, and ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::verbosity_.
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Definition at line 102 of file ROL_TypeE_AugmentedLagrangianAlgorithm_Def.hpp.
References ROL::Constraint< Real >::applyAdjointJacobian(), ROL::Vector< Real >::basis(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::dimension(), ROL::AugmentedLagrangianObjective< Real >::getConstraintVec(), ROL::AugmentedLagrangianObjective< Real >::getNumberConstraintEvaluations(), ROL::AugmentedLagrangianObjective< Real >::getNumberFunctionEvaluations(), ROL::AugmentedLagrangianObjective< Real >::getNumberGradientEvaluations(), ROL::AugmentedLagrangianObjective< Real >::getObjectiveGradient(), ROL::AugmentedLagrangianObjective< Real >::getObjectiveValue(), ROL::AugmentedLagrangianObjective< Real >::gradient(), ROL::Initial, ROL::TypeE::Algorithm< Real >::initialize(), ROL::AugmentedLagrangianObjective< Real >::reset(), ROL::AugmentedLagrangianObjective< Real >::setScaling(), and ROL::AugmentedLagrangianObjective< Real >::update().
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Run algorithm on equality constrained problems (Type-E). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.
Implements ROL::TypeE::Algorithm< Real >.
Definition at line 183 of file ROL_TypeE_AugmentedLagrangianAlgorithm_Def.hpp.
References ROL::Vector< Real >::axpy(), ROL::EXITSTATUS_CONVERGED, ROL::AugmentedLagrangianObjective< Real >::getConstraintVec(), ROL::AugmentedLagrangianObjective< Real >::getNumberConstraintEvaluations(), ROL::AugmentedLagrangianObjective< Real >::getNumberFunctionEvaluations(), ROL::AugmentedLagrangianObjective< Real >::getNumberGradientEvaluations(), ROL::AugmentedLagrangianObjective< Real >::getObjectiveValue(), ROL::AugmentedLagrangianObjective< Real >::gradient(), ROL::AugmentedLagrangianObjective< Real >::reset(), ROL::Vector< Real >::scale(), and ROL::TypeE::Algorithm< Real >::writeExitStatus().
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Print iterate header.
Reimplemented from ROL::TypeE::Algorithm< Real >.
Definition at line 264 of file ROL_TypeE_AugmentedLagrangianAlgorithm_Def.hpp.
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Print step name.
Reimplemented from ROL::TypeE::Algorithm< Real >.
Definition at line 301 of file ROL_TypeE_AugmentedLagrangianAlgorithm_Def.hpp.
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Print iterate status.
Reimplemented from ROL::TypeE::Algorithm< Real >.
Definition at line 310 of file ROL_TypeE_AugmentedLagrangianAlgorithm_Def.hpp.
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Definition at line 62 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
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Definition at line 63 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().
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Definition at line 64 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().
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Definition at line 66 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().
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Definition at line 67 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().
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Definition at line 68 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().
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Definition at line 69 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().
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Definition at line 70 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().
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Definition at line 71 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().
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Definition at line 73 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().
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Definition at line 74 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().
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Definition at line 75 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().
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Definition at line 76 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
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Definition at line 78 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().
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Definition at line 79 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().
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Definition at line 80 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().
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Definition at line 81 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
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Definition at line 83 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().
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Definition at line 84 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().
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Definition at line 85 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
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Definition at line 86 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().
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Definition at line 87 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().
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Definition at line 88 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().
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Definition at line 89 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().
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Definition at line 90 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().
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Definition at line 92 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().
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Definition at line 93 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().
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Definition at line 94 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().
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Definition at line 96 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().
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Definition at line 97 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.
Referenced by ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm().