Provides an interface to run the interior point algorithm. More...

#include <ROL_TypeG_InteriorPointAlgorithm.hpp>

Inheritance diagram for ROL::TypeG::InteriorPointAlgorithm< Real >:

Public Member Functions
	InteriorPointAlgorithm (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, InteriorPointObjective< Real > &ipobj, BoundConstraint< Real > &bnd, Constraint< Real > &con, Vector< Real > &pwa, Vector< Real > &dwa, std::ostream &outStream=std::cout)

void	updateState (const Vector< Real > &x, const Vector< Real > &l, InteriorPointObjective< Real > &ipobj, BoundConstraint< Real > &bnd, Constraint< Real > &con, Vector< Real > &pwa, Vector< Real > &dwa, std::ostream &outStream=std::cout)

Private Attributes
const Ptr< Secant< Real > >	secant_

Real	mumin_

Real	mumax_

Real	rho_

bool	useLinearDamping_

Real	kappaD_

Real	gtol_

Real	ctol_

Real	stol_

Real	gtolrate_

Real	ctolrate_

Real	mingtol_

Real	minctol_

ROL::ParameterList	list_

int	subproblemIter_

std::string	stepname_

bool	print_

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::InteriorPointAlgorithm< Real >

Provides an interface to run the interior point algorithm.

Definition at line 59 of file ROL_TypeG_InteriorPointAlgorithm.hpp.

Constructor & Destructor Documentation

template<typename Real >

ROL::TypeG::InteriorPointAlgorithm< Real >::InteriorPointAlgorithm	(	ParameterList &	list,
		const Ptr< Secant< Real >> &	secant_ = `nullPtr`
	)

Definition at line 53 of file ROL_TypeG_InteriorPointAlgorithm_Def.hpp.

Member Function Documentation

template<typename Real >

void ROL::TypeG::InteriorPointAlgorithm< Real >::initialize	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		const Vector< Real > &	l,
		const Vector< Real > &	c,
		InteriorPointObjective< Real > &	ipobj,
		BoundConstraint< Real > &	bnd,
		Constraint< Real > &	con,
		Vector< Real > &	pwa,
		Vector< Real > &	dwa,
		std::ostream &	outStream = `std::cout`
	)

private

Definition at line 91 of file ROL_TypeG_InteriorPointAlgorithm_Def.hpp.

References ROL::TypeG::Algorithm< Real >::initialize(), and ROL::BoundConstraint< Real >::projectInterior().

template<typename Real >

void ROL::TypeG::InteriorPointAlgorithm< Real >::updateState	(	const Vector< Real > &	x,
		const Vector< Real > &	l,
		InteriorPointObjective< Real > &	ipobj,
		BoundConstraint< Real > &	bnd,
		Constraint< Real > &	con,
		Vector< Real > &	pwa,
		Vector< Real > &	dwa,
		std::ostream &	outStream = `std::cout`
	)

private

Definition at line 119 of file ROL_TypeG_InteriorPointAlgorithm_Def.hpp.

References ROL::Constraint< Real >::applyAdjointJacobian(), ROL::Vector< Real >::axpy(), ROL::InteriorPointObjective< Real >::getObjectiveValue(), ROL::InteriorPointObjective< Real >::gradient(), ROL::Initial, ROL::Vector< Real >::norm(), ROL::Vector< Real >::set(), ROL::Constraint< Real >::update(), ROL::InteriorPointObjective< Real >::update(), and ROL::Constraint< Real >::value().

template<typename Real >

void ROL::TypeG::InteriorPointAlgorithm< 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`
	)