Provides the interface for and implements a bundle. The semidefinite quadratic subproblem is solved using TT algorithm by Antonio Frangioni (1996). More...

#include <ROL_Bundle_TT.hpp>

Inheritance diagram for ROL::Bundle_TT< Real >:

Public Member Functions
	Bundle_TT (const unsigned maxSize=10, const Real coeff=0.0, const Real omega=2.0, const unsigned remSize=2)

unsigned	solveDual (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)

Public Member Functions inherited from ROL::Bundle< Real >
virtual	~Bundle (void)

	Bundle (const unsigned maxSize=10, const Real coeff=0.0, const Real omega=2.0, const unsigned remSize=2)

virtual void	initialize (const Vector< Real > &g)

const Real	linearizationError (const unsigned i) const

const Real	distanceMeasure (const unsigned i) const

const Vector< Real > &	subgradient (const unsigned i) const

const Real	getDualVariable (const unsigned i) const

void	setDualVariable (const unsigned i, const Real val)

void	resetDualVariables (void)

const Real	computeAlpha (const Real dm, const Real le) const

const Real	alpha (const unsigned i) const

unsigned	size (void) const

void	aggregate (Vector< Real > &aggSubGrad, Real &aggLinErr, Real &aggDistMeas) const

void	reset (const Vector< Real > &g, const Real le, const Real dm)

void	update (const bool flag, const Real linErr, const Real distMeas, const Vector< Real > &g, const Vector< Real > &s)

Private Member Functions
Real	GiGj (const int i, const int j) const

Real	sgn (const Real x) const

void	swapRowsL (unsigned ind1, unsigned ind2, bool trans=false)

void	updateK (void)

void	addSubgradToBase (unsigned ind, Real delta)

void	deleteSubgradFromBase (unsigned ind, Real tol)

void	solveSystem (int size, char tran, LA::Matrix< Real > &L, LA::Vector< Real > &v)

bool	isFeasible (LA::Vector< Real > &v, const Real &tol)

unsigned	solveDual_TT (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)

unsigned	solveDual_arbitrary (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)

Private Attributes
ROL::LAPACK< int, Real >	lapack_

int	QPStatus_

int	maxind_

int	entering_

int	LiMax_

int	LiMin_

unsigned	maxSize_

unsigned	dependent_

unsigned	currSize_

bool	isInitialized_

bool	optimal_

Real	rho_

Real	lhNorm

Real	ljNorm

Real	lhz1_

Real	lhz2_

Real	ljz1_

Real	kappa_

Real	objval_

Real	minobjval_

Real	deltaLh_

Real	deltaLj_

std::vector< int >	taboo_

std::vector< int >	base_

LA::Matrix< Real >	L_

LA::Matrix< Real >	Id_

LA::Vector< Real >	tempv_

LA::Vector< Real >	tempw1_

LA::Vector< Real >	tempw2_

LA::Vector< Real >	lh_

LA::Vector< Real >	lj_

LA::Vector< Real >	z1_

LA::Vector< Real >	z2_

Additional Inherited Members
Protected Member Functions inherited from ROL::Bundle< Real >
const Real	GiGj (const unsigned i, const unsigned j) const

const Real	dotGi (const unsigned i, const Vector< Real > &x) const

void	addGi (const unsigned i, const Real a, Vector< Real > &x) const

Real	evaluateObjective (std::vector< Real > &g, const std::vector< Real > &x, const Real t) const

unsigned	solveDual_dim1 (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)

unsigned	solveDual_dim2 (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)