Provides the interface to compute bundle trust-region steps. More...

#include <ROL_BundleStep.hpp>

Inheritance diagram for ROL::BundleStep< Real >:

Public Member Functions
	BundleStep (ROL::ParameterList &parlist)

void	initialize (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &con, AlgorithmState< Real > &algo_state)
	Initialize step with bound constraint. More...

void	compute (Vector< Real > &s, const Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &con, AlgorithmState< Real > &algo_state)
	Compute step. More...

void	update (Vector< Real > &x, const Vector< Real > &s, Objective< Real > &obj, BoundConstraint< Real > &con, AlgorithmState< Real > &algo_state)
	Update step, if successful. More...

std::string	printHeader (void) const
	Print iterate header. More...

std::string	printName (void) const
	Print step name. More...

std::string	print (AlgorithmState< Real > &algo_state, bool print_header=false) const
	Print iterate status. More...

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

	Step (void)

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. More...

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. More...

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. More...

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). More...

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). More...

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). More...

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). More...

void	initialize (OptimizationProblem< Real > &opt, AlgorithmState< Real > &algo_state)

void	compute (Vector< Real > &s, OptimizationProblem< Real > &opt, AlgorithmState< Real > &algo_state)

void	update (OptimizationProblem< Real > &opt, const Vector< Real > &s, AlgorithmState< Real > &algo_state)

const ROL::Ptr< const StepState< Real > >	getStepState (void) const
	Get state for step object. More...

void	reset (const Real searchSize=1.0)
	Get state for step object. More...

Private Attributes
ROL::Ptr< Bundle< Real > >	bundle_

ROL::Ptr< LineSearch< Real > >	lineSearch_

unsigned	QPiter_

unsigned	QPmaxit_

Real	QPtol_

int	step_flag_

ROL::Ptr< Vector< Real > >	y_

Real	linErrNew_

Real	valueNew_

ROL::Ptr< Vector< Real > >	aggSubGradNew_

Real	aggSubGradOldNorm_

Real	aggLinErrNew_

Real	aggLinErrOld_

Real	aggDistMeasNew_

Real	T_

Real	tol_

Real	m1_

Real	m2_

Real	m3_

Real	nu_

int	ls_maxit_

bool	first_print_

bool	isConvex_

Real	ftol_

int	verbosity_

Additional Inherited Members
Protected Member Functions inherited from ROL::Step< Real >
ROL::Ptr< StepState< Real > >	getState (void)

Detailed Description

template<class Real>
class ROL::BundleStep< Real >

Provides the interface to compute bundle trust-region steps.

Definition at line 67 of file ROL_BundleStep.hpp.

Constructor & Destructor Documentation

template<class Real >

ROL::BundleStep< Real >::BundleStep ( ROL::ParameterList & parlist )

inline

Definition at line 119 of file ROL_BundleStep.hpp.

References ROL::BundleStep< Real >::bundle_, ROL::Step< Real >::getState(), ROL::BundleStep< Real >::isConvex_, ROL::BundleStep< Real >::lineSearch_, ROL::BundleStep< Real >::ls_maxit_, ROL::BundleStep< Real >::m1_, ROL::BundleStep< Real >::m2_, ROL::BundleStep< Real >::m3_, ROL::BundleStep< Real >::nu_, ROL::BundleStep< Real >::QPmaxit_, ROL::BundleStep< Real >::QPtol_, ROL::BundleStep< Real >::T_, ROL::BundleStep< Real >::tol_, ROL::BundleStep< Real >::verbosity_, and zero.

Member Function Documentation

template<class Real >

void ROL::BundleStep< Real >::initialize	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		Objective< Real > &	obj,
		BoundConstraint< Real > &	con,
		AlgorithmState< Real > &	algo_state
	)

inlinevirtual

Initialize step with bound constraint.

Reimplemented from ROL::Step< Real >.

Definition at line 167 of file ROL_BundleStep.hpp.

References ROL::BundleStep< Real >::aggSubGradNew_, ROL::BundleStep< Real >::aggSubGradOldNorm_, ROL::BundleStep< Real >::bundle_, ROL::Vector< Real >::clone(), ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::Step< Real >::initialize(), ROL::BundleStep< Real >::isConvex_, ROL::BundleStep< Real >::lineSearch_, and ROL::BundleStep< Real >::y_.

template<class Real >

void ROL::BundleStep< Real >::compute	(	Vector< Real > &	s,
		const Vector< Real > &	x,
		Objective< Real > &	obj,
		BoundConstraint< Real > &	bnd,
		AlgorithmState< Real > &	algo_state
	)

inlinevirtual

Compute step.

Reimplemented from ROL::Step< Real >.

Definition at line 188 of file ROL_BundleStep.hpp.

template<class Real >

void ROL::BundleStep< Real >::update	(	Vector< Real > &	x,
		const Vector< Real > &	s,
		Objective< Real > &	obj,
		BoundConstraint< Real > &	bnd,
		AlgorithmState< Real > &	algo_state
	)