ROL
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Provides an interface to run trust-bundle methods for unconstrained optimization algorithms. More...
#include <ROL_TypeU_BundleAlgorithm.hpp>
Public Member Functions | |
BundleAlgorithm (ParameterList &parlist, const Ptr< LineSearch_U< Real >> &lineSearch=nullPtr) | |
void | run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, 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, const bool print_header=false) const override |
Print iterate status. More... | |
Public Member Functions inherited from ROL::TypeU::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 > &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 | writeExitStatus (std::ostream &os) const |
Ptr< const AlgorithmState< Real > > | getState () const |
void | reset () |
Private Member Functions | |
void | initialize (const Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, std::ostream &outStream=std::cout) |
Private Attributes | |
Ptr< Bundle_U< Real > > | bundle_ |
Ptr< LineSearch_U< Real > > | lineSearch_ |
unsigned | QPiter_ |
unsigned | QPmaxit_ |
Real | QPtol_ |
int | step_flag_ |
Real | T_ |
Real | tol_ |
Real | m1_ |
Real | m2_ |
Real | m3_ |
Real | nu_ |
int | ls_maxit_ |
bool | first_print_ |
bool | isConvex_ |
int | verbosity_ |
bool | printHeader_ |
Additional Inherited Members | |
Protected Member Functions inherited from ROL::TypeU::Algorithm< Real > | |
void | initialize (const Vector< Real > &x, const Vector< Real > &g) |
Protected Attributes inherited from ROL::TypeU::Algorithm< Real > | |
const Ptr< CombinedStatusTest < Real > > | status_ |
const Ptr< AlgorithmState< Real > > | state_ |
Provides an interface to run trust-bundle methods for unconstrained optimization algorithms.
Definition at line 60 of file ROL_TypeU_BundleAlgorithm.hpp.
ROL::TypeU::BundleAlgorithm< Real >::BundleAlgorithm | ( | ParameterList & | parlist, |
const Ptr< LineSearch_U< Real >> & | lineSearch = nullPtr |
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Definition at line 57 of file ROL_TypeU_BundleAlgorithm_Def.hpp.
References ROL::TypeU::BundleAlgorithm< Real >::bundle_, ROL::TypeU::BundleAlgorithm< Real >::isConvex_, ROL::TypeU::BundleAlgorithm< Real >::lineSearch_, ROL::TypeU::BundleAlgorithm< Real >::ls_maxit_, ROL::TypeU::BundleAlgorithm< Real >::m1_, ROL::TypeU::BundleAlgorithm< Real >::m2_, ROL::TypeU::BundleAlgorithm< Real >::m3_, ROL::TypeU::BundleAlgorithm< Real >::nu_, ROL::TypeU::BundleAlgorithm< Real >::printHeader_, ROL::TypeU::BundleAlgorithm< Real >::QPmaxit_, ROL::TypeU::BundleAlgorithm< Real >::QPtol_, ROL::TypeU::Algorithm< Real >::state_, ROL::TypeU::Algorithm< Real >::status_, ROL::TypeU::BundleAlgorithm< Real >::T_, ROL::TypeU::BundleAlgorithm< Real >::tol_, ROL::TypeU::BundleAlgorithm< Real >::verbosity_, and zero.
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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::TypeU::Algorithm< Real >.
Definition at line 131 of file ROL_TypeU_BundleAlgorithm_Def.hpp.
References ROL::Accept, ROL::Vector< Real >::clone(), ROL::Objective< Real >::gradient(), ROL::Vector< Real >::plus(), ROL::Objective< Real >::update(), ROL::Objective< Real >::value(), ROL::TypeU::Algorithm< Real >::writeExitStatus(), and zero.
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Print iterate header.
Reimplemented from ROL::TypeU::Algorithm< Real >.
Definition at line 386 of file ROL_TypeU_BundleAlgorithm_Def.hpp.
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Print step name.
Reimplemented from ROL::TypeU::Algorithm< Real >.
Definition at line 404 of file ROL_TypeU_BundleAlgorithm_Def.hpp.
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Print iterate status.
Reimplemented from ROL::TypeU::Algorithm< Real >.
Definition at line 411 of file ROL_TypeU_BundleAlgorithm_Def.hpp.
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Definition at line 110 of file ROL_TypeU_BundleAlgorithm_Def.hpp.
References ROL::Objective< Real >::gradient(), ROL::Initial, ROL::TypeU::Algorithm< Real >::initialize(), ROL::Objective< Real >::update(), and ROL::Objective< Real >::value().
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Definition at line 63 of file ROL_TypeU_BundleAlgorithm.hpp.
Referenced by ROL::TypeU::BundleAlgorithm< Real >::BundleAlgorithm().
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Definition at line 64 of file ROL_TypeU_BundleAlgorithm.hpp.
Referenced by ROL::TypeU::BundleAlgorithm< Real >::BundleAlgorithm().
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Definition at line 67 of file ROL_TypeU_BundleAlgorithm.hpp.
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Definition at line 68 of file ROL_TypeU_BundleAlgorithm.hpp.
Referenced by ROL::TypeU::BundleAlgorithm< Real >::BundleAlgorithm().
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Definition at line 69 of file ROL_TypeU_BundleAlgorithm.hpp.
Referenced by ROL::TypeU::BundleAlgorithm< Real >::BundleAlgorithm().
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Definition at line 72 of file ROL_TypeU_BundleAlgorithm.hpp.
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Definition at line 77 of file ROL_TypeU_BundleAlgorithm.hpp.
Referenced by ROL::TypeU::BundleAlgorithm< Real >::BundleAlgorithm().
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Definition at line 78 of file ROL_TypeU_BundleAlgorithm.hpp.
Referenced by ROL::TypeU::BundleAlgorithm< Real >::BundleAlgorithm().
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Definition at line 79 of file ROL_TypeU_BundleAlgorithm.hpp.
Referenced by ROL::TypeU::BundleAlgorithm< Real >::BundleAlgorithm().
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Definition at line 80 of file ROL_TypeU_BundleAlgorithm.hpp.
Referenced by ROL::TypeU::BundleAlgorithm< Real >::BundleAlgorithm().
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Definition at line 81 of file ROL_TypeU_BundleAlgorithm.hpp.
Referenced by ROL::TypeU::BundleAlgorithm< Real >::BundleAlgorithm().
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Definition at line 82 of file ROL_TypeU_BundleAlgorithm.hpp.
Referenced by ROL::TypeU::BundleAlgorithm< Real >::BundleAlgorithm().
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Definition at line 85 of file ROL_TypeU_BundleAlgorithm.hpp.
Referenced by ROL::TypeU::BundleAlgorithm< Real >::BundleAlgorithm().
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Definition at line 87 of file ROL_TypeU_BundleAlgorithm.hpp.
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Definition at line 88 of file ROL_TypeU_BundleAlgorithm.hpp.
Referenced by ROL::TypeU::BundleAlgorithm< Real >::BundleAlgorithm().
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Definition at line 90 of file ROL_TypeU_BundleAlgorithm.hpp.
Referenced by ROL::TypeU::BundleAlgorithm< Real >::BundleAlgorithm().
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Definition at line 91 of file ROL_TypeU_BundleAlgorithm.hpp.
Referenced by ROL::TypeU::BundleAlgorithm< Real >::BundleAlgorithm().