ROL
ROL_Step.hpp
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43 
44 #ifndef ROL_STEP_H
45 #define ROL_STEP_H
46 
47 #include "ROL_Vector.hpp"
48 #include "ROL_Objective.hpp"
49 #include "ROL_BoundConstraint.hpp"
50 #include "ROL_Constraint.hpp"
51 #include "ROL_Types.hpp"
52 
53 #include "ROL_ParameterList.hpp"
54 
61 namespace ROL {
62 
63 // We need a forward declaration here, because some steps are algorithms.
64 template<class Real>
65 class Algorithm;
66 
67 template <class Real>
68 class Step {
69 private:
70  ROL::Ptr<StepState<Real> > state_;
71 
72 protected:
73  ROL::Ptr<StepState<Real> > getState(void) {
74  return state_;
75  }
76 
77 public:
78 
79  virtual ~Step() {}
80 
81  Step(void) {
82  state_ = ROL::makePtr<StepState<Real>>();
83  }
84 
85 
88  virtual void initialize( Vector<Real> &x, const Vector<Real> &g,
90  AlgorithmState<Real> &algo_state ) {
91  initialize(x,x,g,obj,con,algo_state);
92  }
93 
96  virtual void initialize( Vector<Real> &x, const Vector<Real> &s, const Vector<Real> &g,
98  AlgorithmState<Real> &algo_state ) {
99  Real tol = std::sqrt(ROL_EPSILON<Real>()), one(1), zero(0);
100  // Initialize state descent direction and gradient storage
101  state_->descentVec = s.clone();
102  state_->gradientVec = g.clone();
103  state_->searchSize = zero;
104  // Project x onto constraint set
105  if ( con.isActivated() ) {
106  con.project(x);
107  }
108  // Update objective function, get value, and get gradient
109  obj.update(x,true,algo_state.iter);
110  algo_state.value = obj.value(x,tol);
111  algo_state.nfval++;
112  obj.gradient(*(state_->gradientVec),x,tol);
113  algo_state.ngrad++;
114  if ( con.isActivated() ) {
115  ROL::Ptr<Vector<Real> > xnew = x.clone();
116  xnew->set(x);
117  xnew->axpy(-one,(Step<Real>::state_->gradientVec)->dual());
118  con.project(*xnew);
119  xnew->axpy(-one,x);
120  algo_state.gnorm = xnew->norm();
121  }
122  else {
123  algo_state.gnorm = (state_->gradientVec)->norm();
124  }
125  }
126 
129  virtual void initialize( Vector<Real> &x, const Vector<Real> &g, Vector<Real> &l, const Vector<Real> &c,
131  AlgorithmState<Real> &algo_state ) {
132  }
133 
136  virtual void initialize( Vector<Real> &x, const Vector<Real> &g, Vector<Real> &l, const Vector<Real> &c,
138  AlgorithmState<Real> &algo_state ) {
139  }
140 
143  virtual void compute( Vector<Real> &s, const Vector<Real> &x,
145  AlgorithmState<Real> &algo_state ) {
146  throw Exception::NotImplemented(">>> ROL::Step::compute(s,x,obj,bnd,algo_state) is not implemented!");
147  }
148 
151  virtual void update( Vector<Real> &x, const Vector<Real> &s,
153  AlgorithmState<Real> &algo_state ) {
154  throw Exception::NotImplemented(">>> ROL::Step::update(x,s,obj,bnd,algo_state) is not implemented!");
155  }
156 
159  virtual void compute( Vector<Real> &s, const Vector<Real> &x, const Vector<Real> &l,
161  AlgorithmState<Real> &algo_state ) {
162  throw Exception::NotImplemented(">>> ROL::Step::compute(s,x,l,obj,con,algo_state) is not implemented!");
163  }
164 
167  virtual void update( Vector<Real> &x, Vector<Real> &l, const Vector<Real> &s,
169  AlgorithmState<Real> &algo_state ) {
170  throw Exception::NotImplemented(">>> ROL::Step::update(x,s,l,obj,bnd,con,algo_state) is not implemented!");
171  }
172 
175  virtual void compute( Vector<Real> &s, const Vector<Real> &x, const Vector<Real> &l,
178  AlgorithmState<Real> &algo_state ) {
179  throw Exception::NotImplemented(">>> ROL::Step::compute(s,x,l,obj,bnd,con,algo_state) is not implemented!");
180  }
181 
184  virtual void update( Vector<Real> &x, Vector<Real> &l, const Vector<Real> &s,
187  AlgorithmState<Real> &algo_state ) {
188  throw Exception::NotImplemented(">>> ROL::Step::update(x,s,l,obj,bnd,con,algo_state) is not implemented!");
189  }
190 
193  virtual std::string printHeader( void ) const {
194  throw Exception::NotImplemented(">>> ROL::Step::printHeader() is not implemented!");
195  }
196 
199  virtual std::string printName( void ) const {
200  throw Exception::NotImplemented(">>> ROL::Step::printName() is not implemented!");
201  }
202 
205  virtual std::string print( AlgorithmState<Real> &algo_state, bool printHeader = false ) const {
206  throw Exception::NotImplemented(">>> ROL::Step::print(algo_state,printHeader) is not implemented!");
207  }
208 
211  const ROL::Ptr<const StepState<Real> > getStepState(void) const {
212  return state_;
213  }
214 
217  void reset(const Real searchSize = 1.0) {
218  state_->reset(searchSize);
219  }
220 
221  // struct StepState (scalars, vectors) map?
222 
223  // getState
224 
225  // setState
226 
227 }; // class Step
228 
229 } // namespace ROL
230 
231 #endif
Provides the interface to evaluate objective functions.
virtual void update(Vector< Real > &x, const Vector< Real > &s, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
Update step, if successful.
Definition: ROL_Step.hpp:151
virtual void initialize(Vector< Real > &x, const Vector< Real > &g, Vector< Real > &l, const Vector< Real > &c, Objective< Real > &obj, Constraint< Real > &con, AlgorithmState< Real > &algo_state)
Initialize step with equality constraint.
Definition: ROL_Step.hpp:129
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
virtual std::string printHeader(void) const
Print iterate header.
Definition: ROL_Step.hpp:193
virtual void compute(Vector< Real > &s, const Vector< Real > &x, const Vector< Real > &l, Objective< Real > &obj, Constraint< Real > &con, AlgorithmState< Real > &algo_state)
Compute step (equality constraints).
Definition: ROL_Step.hpp:159
virtual ~Step()
Definition: ROL_Step.hpp:79
bool isActivated(void) const
Check if bounds are on.
virtual Real value(const Vector< Real > &x, Real &tol)=0
Compute value.
Provides the interface to compute optimization steps.
Definition: ROL_Step.hpp:68
Contains definitions of custom data types in ROL.
virtual void initialize(Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &con, AlgorithmState< Real > &algo_state)
Initialize step with bound constraint.
Definition: ROL_Step.hpp:96
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
virtual void compute(Vector< Real > &s, const Vector< Real > &x, const Vector< Real > &l, Objective< Real > &obj, Constraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
Compute step (equality constraints).
Definition: ROL_Step.hpp:175
Objective_SerialSimOpt(const Ptr< Obj > &obj, const V &ui) z0_ zero()
virtual std::string print(AlgorithmState< Real > &algo_state, bool printHeader=false) const
Print iterate status.
Definition: ROL_Step.hpp:205
State for algorithm class. Will be used for restarts.
Definition: ROL_Types.hpp:143
Step(void)
Definition: ROL_Step.hpp:81
virtual void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
virtual void update(Vector< Real > &x, Vector< Real > &l, const Vector< Real > &s, Objective< Real > &obj, Constraint< Real > &con, AlgorithmState< Real > &algo_state)
Update step, if successful (equality constraints).
Definition: ROL_Step.hpp:167
void reset(const Real searchSize=1.0)
Get state for step object.
Definition: ROL_Step.hpp:217
ROL::Ptr< StepState< Real > > getState(void)
Definition: ROL_Step.hpp:73
ROL::Ptr< StepState< Real > > state_
Definition: ROL_Step.hpp:70
Provides the interface to apply upper and lower bound constraints.
virtual void compute(Vector< Real > &s, const Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
Compute step.
Definition: ROL_Step.hpp:143
virtual void initialize(Vector< Real > &x, const Vector< Real > &g, Vector< Real > &l, const Vector< Real > &c, Objective< Real > &obj, Constraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
Initialize step with equality constraint.
Definition: ROL_Step.hpp:136
virtual void update(Vector< Real > &x, Vector< Real > &l, const Vector< Real > &s, Objective< Real > &obj, Constraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
Update step, if successful (equality constraints).
Definition: ROL_Step.hpp:184
virtual void initialize(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &con, AlgorithmState< Real > &algo_state)
Initialize step with bound constraint.
Definition: ROL_Step.hpp:88
virtual void update(const Vector< Real > &x, bool flag=true, int iter=-1)
Update objective function.
Defines the general constraint operator interface.
virtual void project(Vector< Real > &x)
Project optimization variables onto the bounds.
virtual std::string printName(void) const
Print step name.
Definition: ROL_Step.hpp:199
const ROL::Ptr< const StepState< Real > > getStepState(void) const
Get state for step object.
Definition: ROL_Step.hpp:211