ROL
Public Member Functions | Private Member Functions | Private Attributes | List of all members
ROL::TypeG::AugmentedLagrangianAlgorithm< Real > Class Template Reference

Provides an interface to run general constrained optimization algorithms using Augmented Lagrangians. More...

#include <ROL_TypeG_AugmentedLagrangianAlgorithm.hpp>

+ Inheritance diagram for ROL::TypeG::AugmentedLagrangianAlgorithm< Real >:

Public Member Functions

 AugmentedLagrangianAlgorithm (ParameterList &list, const Ptr< Secant< Real >> &secant=nullPtr)
 
void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &econ, Vector< Real > &emul, const Vector< Real > &eres, std::ostream &outStream=std::cout) override
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface. 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 print_header=false) const override
 Print iterate status. More...
 
- Public Member Functions inherited from ROL::TypeG::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 general constrained problems (Type-G). This is the primary Type-G interface. More...
 
virtual void run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &econ, Vector< Real > &emul, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface. More...
 
virtual void run (Vector< Real > &x, Objective< Real > &obj, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface. More...
 
virtual void run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface. More...
 
virtual void run (Vector< Real > &x, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface. More...
 
virtual void run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &econ, Vector< Real > &emul, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface. More...
 
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, const Vector< Real > &ires, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface. More...
 
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, const Vector< Real > &ires, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G 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 > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, const Vector< Real > &ires, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface. More...
 
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &econ, Vector< Real > &emul, const Vector< Real > &eres, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, const Vector< Real > &ires, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface. More...
 
virtual void run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &econ, Vector< Real > &emul, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface. More...
 
virtual void run (Vector< Real > &x, Objective< Real > &obj, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface. More...
 
virtual void run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface. More...
 
virtual void run (Vector< Real > &x, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface. More...
 
virtual void run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &econ, Vector< Real > &emul, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface. More...
 
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, 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 general constrained problems (Type-G). This is the primary Type-G interface. More...
 
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, const Vector< Real > &ires, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface. More...
 
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, const Vector< Real > &ires, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G 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 > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, const Vector< Real > &ires, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface. More...
 
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &econ, Vector< Real > &emul, const Vector< Real > &eres, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, const Vector< Real > &ires, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface. 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, BoundConstraint< Real > &bnd, 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_
 
bool hasPolyProj_
 

Additional Inherited Members

- Protected Member Functions inherited from ROL::TypeG::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::TypeG::Algorithm< Real >
const Ptr< CombinedStatusTest
< Real > > 
status_
 
const Ptr< AlgorithmState< Real > > state_
 
Ptr< PolyhedralProjection< Real > > proj_
 

Detailed Description

template<typename Real>
class ROL::TypeG::AugmentedLagrangianAlgorithm< Real >

Provides an interface to run general constrained optimization algorithms using Augmented Lagrangians.

Definition at line 61 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

Constructor & Destructor Documentation

template<typename Real >
ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm ( ParameterList &  list,
const Ptr< Secant< Real >> &  secant = nullPtr 
)

Definition at line 53 of file ROL_TypeG_AugmentedLagrangianAlgorithm_Def.hpp.

References ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::cscale_, ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::feasDecreaseExponent_, ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::feasIncreaseExponent_, ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::feasToleranceInitial_, ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::fscale_, ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::HessianApprox_, ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::list_, ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::maxit_, ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::maxPenaltyParam_, ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::minPenaltyLowerBound_, ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::minPenaltyReciprocal_, ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::optDecreaseExponent_, ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::optIncreaseExponent_, ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::optToleranceInitial_, ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::outerFeasTolerance_, ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::outerOptTolerance_, ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::outerStepTolerance_, ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::penaltyUpdate_, ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::print_, ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::printHeader_, ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::scaleLagrangian_, ROL::TypeG::Algorithm< Real >::state_, ROL::TypeG::Algorithm< Real >::status_, ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::subStep_, ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::useDefaultInitPen_, ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::useDefaultScaling_, ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::useRelTol_, and ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::verbosity_.

Member Function Documentation

template<typename Real >
void ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::initialize ( Vector< Real > &  x,
const Vector< Real > &  g,
const Vector< Real > &  l,
const Vector< Real > &  c,
AugmentedLagrangianObjective< Real > &  alobj,
BoundConstraint< Real > &  bnd,
Constraint< Real > &  con,
std::ostream &  outStream = std::cout 
)
private
template<typename Real >
void ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::run ( Vector< Real > &  x,
const Vector< Real > &  g,
Objective< Real > &  obj,
BoundConstraint< Real > &  bnd,
Constraint< Real > &  econ,
Vector< Real > &  emul,
const Vector< Real > &  eres,
std::ostream &  outStream = std::cout 
)
overridevirtual
template<typename Real >
void ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::writeHeader ( std::ostream &  os) const
overridevirtual

Print iterate header.

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

Definition at line 284 of file ROL_TypeG_AugmentedLagrangianAlgorithm_Def.hpp.

template<typename Real >
void ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::writeName ( std::ostream &  os) const
overridevirtual

Print step name.

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

Definition at line 321 of file ROL_TypeG_AugmentedLagrangianAlgorithm_Def.hpp.

template<typename Real >
void ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::writeOutput ( std::ostream &  os,
const bool  write_header = false 
) const
overridevirtual

Print iterate status.

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

Definition at line 330 of file ROL_TypeG_AugmentedLagrangianAlgorithm_Def.hpp.

Member Data Documentation

template<typename Real >
const Ptr<Secant<Real> > ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::secant_
private

Definition at line 63 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

template<typename Real >
ParameterList ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::list_
private
template<typename Real >
bool ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::useRelTol_
private
template<typename Real >
bool ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::useDefaultInitPen_
private
template<typename Real >
bool ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::scaleLagrangian_
private
template<typename Real >
Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::minPenaltyReciprocal_
private
template<typename Real >
Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::minPenaltyLowerBound_
private
template<typename Real >
Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::penaltyUpdate_
private
template<typename Real >
Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::maxPenaltyParam_
private
template<typename Real >
Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::optIncreaseExponent_
private
template<typename Real >
Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::optDecreaseExponent_
private
template<typename Real >
Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::optToleranceInitial_
private
template<typename Real >
Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::optTolerance_
private

Definition at line 77 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

template<typename Real >
Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::feasIncreaseExponent_
private
template<typename Real >
Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::feasDecreaseExponent_
private
template<typename Real >
Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::feasToleranceInitial_
private
template<typename Real >
Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::feasTolerance_
private

Definition at line 82 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

template<typename Real >
bool ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::print_
private
template<typename Real >
int ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::maxit_
private
template<typename Real >
int ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::subproblemIter_
private

Definition at line 86 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

template<typename Real >
std::string ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::subStep_
private
template<typename Real >
int ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::HessianApprox_
private
template<typename Real >
Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::outerOptTolerance_
private
template<typename Real >
Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::outerFeasTolerance_
private
template<typename Real >
Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::outerStepTolerance_
private
template<typename Real >
bool ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::useDefaultScaling_
private
template<typename Real >
Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::fscale_
private
template<typename Real >
Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::cscale_
private
template<typename Real >
int ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::verbosity_
private
template<typename Real >
bool ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::printHeader_
private
template<typename Real >
bool ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::hasPolyProj_
private

Definition at line 99 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.


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