ROL
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Provides an interface to run optimization algorithms to minimize composite optimization problems f+phi. More...
#include <ROL_TypeP_Algorithm.hpp>
Public Member Functions | |
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 unconstrained problems (Type-U). This is the primary Type-U interface. More... | |
virtual void | run (Vector< Real > &x, Objective< Real > &sobj, Objective< Real > &nobj, std::ostream &outStream=std::cout) |
Run algorithm on unconstrained problems (Type-U). This is the primary Type-U interface. More... | |
virtual void | run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &sobj, Objective< Real > &nobj, std::ostream &outStream=std::cout)=0 |
Run algorithm on unconstrained problems (Type-U). 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 |
Print iterate header. More... | |
virtual void | writeName (std::ostream &os) const |
Print step name. More... | |
virtual void | writeOutput (std::ostream &os, bool write_header=false) const |
Print iterate status. More... | |
virtual void | writeExitStatus (std::ostream &os) const |
Ptr< const AlgorithmState< Real > > | getState () const |
void | reset () |
Protected Member Functions | |
void | initialize (const Vector< Real > &x, const Vector< Real > &g) |
void | pgstep (Vector< Real > &pgiter, Vector< Real > &pgstep, Objective< Real > &nobj, const Vector< Real > &x, const Vector< Real > &dg, Real t, Real &tol) const |
Protected Attributes | |
const Ptr< CombinedStatusTest < Real > > | status_ |
const Ptr< AlgorithmState< Real > > | state_ |
Provides an interface to run optimization algorithms to minimize composite optimization problems f+phi.
Definition at line 90 of file ROL_TypeP_Algorithm.hpp.
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Definition at line 106 of file ROL_TypeP_Algorithm.hpp.
ROL::TypeP::Algorithm< Real >::Algorithm | ( | ) |
Constructor, given a step and a status test.
Definition at line 54 of file ROL_TypeP_Algorithm_Def.hpp.
References ROL::TypeP::Algorithm< Real >::status_.
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Definition at line 62 of file ROL_TypeP_Algorithm_Def.hpp.
References ROL::Vector< Real >::clone().
Referenced by ROL::TypeP::iPianoAlgorithm< Real >::initialize(), ROL::TypeP::SpectralGradientAlgorithm< Real >::initialize(), ROL::TypeP::ProxGradientAlgorithm< Real >::initialize(), ROL::TypeP::QuasiNewtonAlgorithm< Real >::initialize(), ROL::TypeP::InexactNewtonAlgorithm< Real >::initialize(), and ROL::TypeP::TrustRegionAlgorithm< Real >::initialize().
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Definition at line 80 of file ROL_TypeP_Algorithm_Def.hpp.
References ROL::Vector< Real >::axpy(), ROL::Objective< Real >::prox(), and ROL::Vector< Real >::set().
void ROL::TypeP::Algorithm< Real >::setStatusTest | ( | const Ptr< StatusTest< Real >> & | status, |
bool | combineStatus = false |
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Definition at line 96 of file ROL_TypeP_Algorithm_Def.hpp.
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Run algorithm on unconstrained problems (Type-U). This is the primary Type-U interface.
Definition at line 104 of file ROL_TypeP_Algorithm_Def.hpp.
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Run algorithm on unconstrained problems (Type-U). This is the primary Type-U interface.
Definition at line 120 of file ROL_TypeP_Algorithm_Def.hpp.
References ROL::Vector< Real >::dual(), and ROL::TypeP::Algorithm< Real >::run().
Referenced by ROL::TypeP::Algorithm< Real >::run().
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pure virtual |
Run algorithm on unconstrained problems (Type-U). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.
Implemented in ROL::TypeP::TrustRegionAlgorithm< Real >, ROL::TypeP::InexactNewtonAlgorithm< Real >, ROL::TypeP::QuasiNewtonAlgorithm< Real >, ROL::TypeP::iPianoAlgorithm< Real >, ROL::TypeP::ProxGradientAlgorithm< Real >, and ROL::TypeP::SpectralGradientAlgorithm< Real >.
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Print iterate header.
Reimplemented in ROL::TypeP::TrustRegionAlgorithm< Real >, ROL::TypeP::InexactNewtonAlgorithm< Real >, ROL::TypeP::QuasiNewtonAlgorithm< Real >, ROL::TypeP::iPianoAlgorithm< Real >, ROL::TypeP::ProxGradientAlgorithm< Real >, and ROL::TypeP::SpectralGradientAlgorithm< Real >.
Definition at line 128 of file ROL_TypeP_Algorithm_Def.hpp.
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Print step name.
Reimplemented in ROL::TypeP::TrustRegionAlgorithm< Real >, ROL::TypeP::InexactNewtonAlgorithm< Real >, ROL::TypeP::QuasiNewtonAlgorithm< Real >, ROL::TypeP::iPianoAlgorithm< Real >, ROL::TypeP::ProxGradientAlgorithm< Real >, and ROL::TypeP::SpectralGradientAlgorithm< Real >.
Definition at line 143 of file ROL_TypeP_Algorithm_Def.hpp.
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Print iterate status.
Reimplemented in ROL::TypeP::TrustRegionAlgorithm< Real >, ROL::TypeP::InexactNewtonAlgorithm< Real >, ROL::TypeP::QuasiNewtonAlgorithm< Real >, ROL::TypeP::iPianoAlgorithm< Real >, ROL::TypeP::ProxGradientAlgorithm< Real >, and ROL::TypeP::SpectralGradientAlgorithm< Real >.
Definition at line 148 of file ROL_TypeP_Algorithm_Def.hpp.
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Definition at line 174 of file ROL_TypeP_Algorithm_Def.hpp.
References ROL::EExitStatusToString().
Referenced by ROL::TypeP::iPianoAlgorithm< Real >::run(), ROL::TypeP::SpectralGradientAlgorithm< Real >::run(), ROL::TypeP::ProxGradientAlgorithm< Real >::run(), ROL::TypeP::QuasiNewtonAlgorithm< Real >::run(), ROL::TypeP::InexactNewtonAlgorithm< Real >::run(), and ROL::TypeP::TrustRegionAlgorithm< Real >::run().
Ptr< const AlgorithmState< Real > > ROL::TypeP::Algorithm< Real >::getState | ( | void | ) | const |
Definition at line 183 of file ROL_TypeP_Algorithm_Def.hpp.
void ROL::TypeP::Algorithm< Real >::reset | ( | void | ) |
Definition at line 188 of file ROL_TypeP_Algorithm_Def.hpp.
Referenced by ROL::TypeP::InexactNewtonAlgorithm< Real >::NewtonObj::numHessVec().
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Definition at line 92 of file ROL_TypeP_Algorithm.hpp.
Referenced by ROL::TypeP::Algorithm< Real >::Algorithm(), ROL::TypeP::InexactNewtonAlgorithm< Real >::InexactNewtonAlgorithm(), and ROL::TypeP::QuasiNewtonAlgorithm< Real >::QuasiNewtonAlgorithm().
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Definition at line 93 of file ROL_TypeP_Algorithm.hpp.