ROL
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Provides an interface to run the projected secant algorithm. More...
#include <ROL_TypeP_QuasiNewtonAlgorithm.hpp>
Public Member Functions | |
QuasiNewtonAlgorithm (ParameterList &list, const Ptr< Secant< Real >> &secant=nullPtr) | |
void | run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &sobj, Objective< Real > &nobj, std::ostream &outStream=std::cout) override |
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... | |
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, bool write_header=false) const override |
Print iterate status. More... | |
Public Member Functions inherited from ROL::TypeP::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 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 | 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, Objective< Real > &sobj, Objective< Real > &nobj, Vector< Real > &dg, std::ostream &outStream=std::cout) |
Private Attributes | |
Ptr< Secant< Real > > | secant_ |
Secant object (used for quasi-Newton) More... | |
ESecant | esec_ |
Secant type. More... | |
std::string | secantName_ |
Secant name. More... | |
int | t0_ |
bool | initProx_ |
int | maxit_ |
Maximum number of line search steps (default: 20) More... | |
Real | rhodec_ |
Backtracking rate (default: 0.5) More... | |
Real | c1_ |
Sufficient Decrease Parameter (default: 1e-4) More... | |
Real | sigma1_ |
Lower safeguard for quadratic line search (default: 0.1) More... | |
Real | sigma2_ |
Upper safeguard for quadratic line search (default: 0.9) More... | |
Real | sp_tol1_ |
Real | sp_tol2_ |
Real | sp_tol_min_ |
std::string | algoName_ |
ParameterList | list_ |
bool | hasLEC_ |
int | ls_nfval_ |
int | spgIter_ |
int | verbosity_ |
bool | writeHeader_ |
Additional Inherited Members | |
Protected Member Functions inherited from ROL::TypeP::Algorithm< Real > | |
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 inherited from ROL::TypeP::Algorithm< Real > | |
const Ptr< CombinedStatusTest < Real > > | status_ |
const Ptr< AlgorithmState< Real > > | state_ |
Provides an interface to run the projected secant algorithm.
Definition at line 58 of file ROL_TypeP_QuasiNewtonAlgorithm.hpp.
ROL::TypeP::QuasiNewtonAlgorithm< Real >::QuasiNewtonAlgorithm | ( | ParameterList & | list, |
const Ptr< Secant< Real >> & | secant = nullPtr |
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Definition at line 56 of file ROL_TypeP_QuasiNewtonAlgorithm_Def.hpp.
References ROL::TypeP::QuasiNewtonAlgorithm< Real >::algoName_, ROL::TypeP::QuasiNewtonAlgorithm< Real >::c1_, ROL::TypeP::QuasiNewtonAlgorithm< Real >::esec_, ROL::TypeP::QuasiNewtonAlgorithm< Real >::initProx_, ROL::TypeP::QuasiNewtonAlgorithm< Real >::list_, ROL::TypeP::QuasiNewtonAlgorithm< Real >::maxit_, ROL::TypeP::QuasiNewtonAlgorithm< Real >::rhodec_, ROL::TypeP::QuasiNewtonAlgorithm< Real >::secant_, ROL::TypeP::QuasiNewtonAlgorithm< Real >::secantName_, ROL::TypeP::QuasiNewtonAlgorithm< Real >::sigma1_, ROL::TypeP::QuasiNewtonAlgorithm< Real >::sigma2_, ROL::TypeP::QuasiNewtonAlgorithm< Real >::sp_tol1_, ROL::TypeP::QuasiNewtonAlgorithm< Real >::sp_tol2_, ROL::TypeP::QuasiNewtonAlgorithm< Real >::sp_tol_min_, ROL::TypeP::Algorithm< Real >::status_, ROL::StringToESecant(), ROL::TypeP::QuasiNewtonAlgorithm< Real >::t0_, ROL::TypeP::QuasiNewtonAlgorithm< Real >::verbosity_, and ROL::TypeP::QuasiNewtonAlgorithm< Real >::writeHeader_.
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Definition at line 97 of file ROL_TypeP_QuasiNewtonAlgorithm_Def.hpp.
References ROL::Objective< Real >::gradient(), ROL::Initial, ROL::TypeP::Algorithm< Real >::initialize(), ROL::Objective< Real >::prox(), ROL::Vector< Real >::set(), ROL::Objective< Real >::update(), and ROL::Objective< Real >::value().
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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.
Implements ROL::TypeP::Algorithm< Real >.
Definition at line 126 of file ROL_TypeP_QuasiNewtonAlgorithm_Def.hpp.
References ROL::Accept, ROL::Vector< Real >::clone(), ROL::Objective< Real >::gradient(), ROL::Trial, ROL::Objective< Real >::update(), ROL::Objective< Real >::value(), and ROL::TypeP::Algorithm< Real >::writeExitStatus().
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Print iterate header.
Reimplemented from ROL::TypeP::Algorithm< Real >.
Definition at line 240 of file ROL_TypeP_QuasiNewtonAlgorithm_Def.hpp.
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Print step name.
Reimplemented from ROL::TypeP::Algorithm< Real >.
Definition at line 277 of file ROL_TypeP_QuasiNewtonAlgorithm_Def.hpp.
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Print iterate status.
Reimplemented from ROL::TypeP::Algorithm< Real >.
Definition at line 284 of file ROL_TypeP_QuasiNewtonAlgorithm_Def.hpp.
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Secant object (used for quasi-Newton)
Definition at line 60 of file ROL_TypeP_QuasiNewtonAlgorithm.hpp.
Referenced by ROL::TypeP::QuasiNewtonAlgorithm< Real >::QuasiNewtonAlgorithm().
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Secant type.
Definition at line 61 of file ROL_TypeP_QuasiNewtonAlgorithm.hpp.
Referenced by ROL::TypeP::QuasiNewtonAlgorithm< Real >::QuasiNewtonAlgorithm().
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Secant name.
Definition at line 62 of file ROL_TypeP_QuasiNewtonAlgorithm.hpp.
Referenced by ROL::TypeP::QuasiNewtonAlgorithm< Real >::QuasiNewtonAlgorithm().
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Definition at line 64 of file ROL_TypeP_QuasiNewtonAlgorithm.hpp.
Referenced by ROL::TypeP::QuasiNewtonAlgorithm< Real >::QuasiNewtonAlgorithm().
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Definition at line 65 of file ROL_TypeP_QuasiNewtonAlgorithm.hpp.
Referenced by ROL::TypeP::QuasiNewtonAlgorithm< Real >::QuasiNewtonAlgorithm().
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Maximum number of line search steps (default: 20)
Definition at line 67 of file ROL_TypeP_QuasiNewtonAlgorithm.hpp.
Referenced by ROL::TypeP::QuasiNewtonAlgorithm< Real >::QuasiNewtonAlgorithm().
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Backtracking rate (default: 0.5)
Definition at line 68 of file ROL_TypeP_QuasiNewtonAlgorithm.hpp.
Referenced by ROL::TypeP::QuasiNewtonAlgorithm< Real >::QuasiNewtonAlgorithm().
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Sufficient Decrease Parameter (default: 1e-4)
Definition at line 69 of file ROL_TypeP_QuasiNewtonAlgorithm.hpp.
Referenced by ROL::TypeP::QuasiNewtonAlgorithm< Real >::QuasiNewtonAlgorithm().
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Lower safeguard for quadratic line search (default: 0.1)
Definition at line 70 of file ROL_TypeP_QuasiNewtonAlgorithm.hpp.
Referenced by ROL::TypeP::QuasiNewtonAlgorithm< Real >::QuasiNewtonAlgorithm().
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Upper safeguard for quadratic line search (default: 0.9)
Definition at line 71 of file ROL_TypeP_QuasiNewtonAlgorithm.hpp.
Referenced by ROL::TypeP::QuasiNewtonAlgorithm< Real >::QuasiNewtonAlgorithm().
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Definition at line 72 of file ROL_TypeP_QuasiNewtonAlgorithm.hpp.
Referenced by ROL::TypeP::QuasiNewtonAlgorithm< Real >::QuasiNewtonAlgorithm().
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Definition at line 73 of file ROL_TypeP_QuasiNewtonAlgorithm.hpp.
Referenced by ROL::TypeP::QuasiNewtonAlgorithm< Real >::QuasiNewtonAlgorithm().
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Definition at line 74 of file ROL_TypeP_QuasiNewtonAlgorithm.hpp.
Referenced by ROL::TypeP::QuasiNewtonAlgorithm< Real >::QuasiNewtonAlgorithm().
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Definition at line 75 of file ROL_TypeP_QuasiNewtonAlgorithm.hpp.
Referenced by ROL::TypeP::QuasiNewtonAlgorithm< Real >::QuasiNewtonAlgorithm().
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Definition at line 77 of file ROL_TypeP_QuasiNewtonAlgorithm.hpp.
Referenced by ROL::TypeP::QuasiNewtonAlgorithm< Real >::QuasiNewtonAlgorithm().
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Definition at line 79 of file ROL_TypeP_QuasiNewtonAlgorithm.hpp.
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Definition at line 80 of file ROL_TypeP_QuasiNewtonAlgorithm.hpp.
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Definition at line 80 of file ROL_TypeP_QuasiNewtonAlgorithm.hpp.
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Definition at line 81 of file ROL_TypeP_QuasiNewtonAlgorithm.hpp.
Referenced by ROL::TypeP::QuasiNewtonAlgorithm< Real >::QuasiNewtonAlgorithm().
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Definition at line 82 of file ROL_TypeP_QuasiNewtonAlgorithm.hpp.
Referenced by ROL::TypeP::QuasiNewtonAlgorithm< Real >::QuasiNewtonAlgorithm().