Provides an interface to run unconstrained optimization algorithms. More...

#include <ROL_TypeU_Algorithm.hpp>

Inheritance diagram for ROL::TypeU::Algorithm< Real >:

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 > &obj, 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 > &obj, Constraint< Real > &linear_con, Vector< Real > &linear_mul, std::ostream &outStream=std::cout)
	Run algorithm on unconstrained problems with explicit linear equality constraints (Type-U). This is the primary Type-U with explicit linear equality constraints interface. More...

virtual void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &linear_con, Vector< Real > &linear_mul, const Vector< Real > &linear_c, std::ostream &outStream=std::cout)
	Run algorithm on unconstrained problems with explicit linear equality constraints (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	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, 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, const 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)

Protected Attributes
const Ptr< CombinedStatusTest < Real > >	status_

const Ptr< AlgorithmState< Real > >	state_

Detailed Description

template<typename Real>
class ROL::TypeU::Algorithm< Real >

Provides an interface to run unconstrained optimization algorithms.

Definition at line 83 of file ROL_TypeU_Algorithm.hpp.

Constructor & Destructor Documentation

template<typename Real >

virtual ROL::TypeU::Algorithm< Real >::~Algorithm ( )

inlinevirtual

Definition at line 92 of file ROL_TypeU_Algorithm.hpp.

template<typename Real >

ROL::TypeU::Algorithm< Real >::Algorithm ( )

Constructor, given a step and a status test.

Definition at line 55 of file ROL_TypeU_Algorithm_Def.hpp.

References ROL::TypeU::Algorithm< Real >::status_.

Member Function Documentation

template<typename Real >

void ROL::TypeU::Algorithm< Real >::initialize	(	const Vector< Real > &	x,
		const Vector< Real > &	g
	)

protected

Definition at line 63 of file ROL_TypeU_Algorithm_Def.hpp.

References ROL::Vector< Real >::clone().

Referenced by ROL::TypeU::BundleAlgorithm< Real >::initialize(), ROL::TypeU::TrustRegionAlgorithm< Real >::initialize(), and ROL::TypeU::LineSearchAlgorithm< Real >::initialize().

template<typename Real >

void ROL::TypeU::Algorithm< Real >::setStatusTest	(	const Ptr< StatusTest< Real >> &	status,
		bool	combineStatus = `false`
	)

Definition at line 85 of file ROL_TypeU_Algorithm_Def.hpp.

template<typename Real >

void ROL::TypeU::Algorithm< Real >::run	(	Problem< Real > &	problem,
		std::ostream &	outStream = `std::cout`
	)

virtual

Run algorithm on unconstrained problems (Type-U). This is the primary Type-U interface.

Definition at line 94 of file ROL_TypeU_Algorithm_Def.hpp.

References ROL::Problem< Real >::finalizeIteration(), ROL::Problem< Real >::getDualOptimizationVector(), ROL::Problem< Real >::getObjective(), ROL::Problem< Real >::getPrimalOptimizationVector(), ROL::Problem< Real >::getProblemType(), and ROL::TYPE_U.

template<typename Real >

void ROL::TypeU::Algorithm< Real >::run	(	Vector< Real > &	x,
		Objective< Real > &	obj,
		std::ostream &	outStream = `std::cout`
	)

virtual

Run algorithm on unconstrained problems (Type-U). This is the primary Type-U interface.

Definition at line 109 of file ROL_TypeU_Algorithm_Def.hpp.

References ROL::Vector< Real >::dual().

template<typename Real >

void ROL::TypeU::Algorithm< Real >::run	(	Vector< Real > &	x,
		Objective< Real > &	obj,
		Constraint< Real > &	linear_con,
		Vector< Real > &	linear_mul,
		std::ostream &	outStream = `std::cout`
	)

virtual

Run algorithm on unconstrained problems with explicit linear equality constraints (Type-U). This is the primary Type-U with explicit linear equality constraints interface.

Definition at line 116 of file ROL_TypeU_Algorithm_Def.hpp.

References ROL::Vector< Real >::dual().

template<typename Real >

void ROL::TypeU::Algorithm< Real >::run	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		Objective< Real > &	obj,
		Constraint< Real > &	linear_con,
		Vector< Real > &	linear_mul,
		const Vector< Real > &	linear_c,
		std::ostream &	outStream = `std::cout`
	)

virtual

Run algorithm on unconstrained problems with explicit linear equality constraints (Type-U). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.

Definition at line 125 of file ROL_TypeU_Algorithm_Def.hpp.

References ROL::Vector< Real >::clone(), ROL::ReduceLinearConstraint< Real >::getFeasibleVector(), ROL::Vector< Real >::plus(), ROL::ReduceLinearConstraint< Real >::project(), and ROL::ReduceLinearConstraint< Real >::transform().

template<typename Real >

virtual void ROL::TypeU::Algorithm< Real >::run	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		Objective< Real > &	obj,
		std::ostream &	outStream = `std::cout`
	)

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::TypeU::LineSearchAlgorithm< Real >, ROL::TypeU::TrustRegionAlgorithm< Real >, and ROL::TypeU::BundleAlgorithm< Real >.

template<typename Real >

void ROL::TypeU::Algorithm< Real >::writeHeader ( std::ostream & os ) const

virtual

Print iterate header.

Reimplemented in ROL::TypeU::LineSearchAlgorithm< Real >, ROL::TypeU::TrustRegionAlgorithm< Real >, and ROL::TypeU::BundleAlgorithm< Real >.

Definition at line 142 of file ROL_TypeU_Algorithm_Def.hpp.

template<typename Real >

void ROL::TypeU::Algorithm< Real >::writeName ( std::ostream & os ) const

virtual

Print step name.

Reimplemented in ROL::TypeU::LineSearchAlgorithm< Real >, ROL::TypeU::TrustRegionAlgorithm< Real >, and ROL::TypeU::BundleAlgorithm< Real >.