Provides an interface to run equality constrained optimization algorithms using Fletcher's exact penalty. More...

#include <ROL_TypeE_FletcherAlgorithm.hpp>

Inheritance diagram for ROL::TypeE::FletcherAlgorithm< Real >:

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

void	initialize (Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &l, const Vector< Real > &c, FletcherObjectiveE< Real > &fobj, Constraint< Real > &con, std::ostream &outStream)

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 Attributes
const Ptr< Secant< Real > >	secant_

ParameterList	list_

std::string	subStep_

Real	merit_

Real	gpnorm_

Real	sigma_

Real	delta_

Real	minSigma_

Real	maxSigma_

Real	sigmaUpdate_

Real	minDelta_

Real	deltaUpdate_

bool	modifySigma_

int	subproblemIter_

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_

Detailed Description

template<typename Real>
class ROL::TypeE::FletcherAlgorithm< Real >

Provides an interface to run equality constrained optimization algorithms using Fletcher's exact penalty.

Definition at line 60 of file ROL_TypeE_FletcherAlgorithm.hpp.

Constructor & Destructor Documentation

template<typename Real >

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

Definition at line 53 of file ROL_TypeE_FletcherAlgorithm_Def.hpp.

Member Function Documentation

template<typename Real >

void ROL::TypeE::FletcherAlgorithm< Real >::initialize	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		const Vector< Real > &	l,
		const Vector< Real > &	c,
		FletcherObjectiveE< Real > &	fobj,
		Constraint< Real > &	con,
		std::ostream &	outStream
	)

Definition at line 81 of file ROL_TypeE_FletcherAlgorithm_Def.hpp.

template<typename Real >

void ROL::TypeE::FletcherAlgorithm< Real >::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`
	)

overridevirtual

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 117 of file ROL_TypeE_FletcherAlgorithm_Def.hpp.