ROL::InteriorPointStep< Real > Class Template Reference

#include <ROL_InteriorPointStep.hpp>

Inheritance diagram for ROL::InteriorPointStep< Real >:

Public Member Functions
	~InteriorPointStep ()
	InteriorPointStep (ROL::ParameterList &parlist)
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...
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...
void	initialize (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
	Initialize step with no equality constraint. More...
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...
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...
void	compute (Vector< Real > &s, const Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
	Compute step. More...
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...
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	update (Vector< Real > &x, const Vector< Real > &s, Objective< Real > &obj, BoundConstraint< Real > &bnd, 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 pHeader=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...
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 Types
typedef InteriorPoint::PenalizedObjective < Real >	IPOBJ
typedef Constraint_Partitioned < Real >	IPCON

Private Attributes
ROL::Ptr< StatusTest< Real > >	status_
ROL::Ptr< Step< Real > >	step_
ROL::Ptr< Algorithm< Real > >	algo_
ROL::Ptr< BoundConstraint< Real > >	bnd_
ROL::ParameterList	parlist_
ROL::Ptr< Vector< Real > >	x_
ROL::Ptr< Vector< Real > >	g_
ROL::Ptr< Vector< Real > >	l_
ROL::Ptr< Vector< Real > >	c_
Real	mu_
Real	mumin_
Real	mumax_
Real	rho_
int	subproblemIter_
int	verbosity_
bool	print_
bool	hasEquality_
EStep	stepType_
std::string	stepname_

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

Detailed Description

template<class Real>
class ROL::InteriorPointStep< Real >

Definition at line 58 of file ROL_InteriorPointStep.hpp.

Member Typedef Documentation

template<class Real >

typedef InteriorPoint::PenalizedObjective<Real> ROL::InteriorPointStep< Real >::IPOBJ

private

Definition at line 60 of file ROL_InteriorPointStep.hpp.

template<class Real >

typedef Constraint_Partitioned<Real> ROL::InteriorPointStep< Real >::IPCON

private

Definition at line 61 of file ROL_InteriorPointStep.hpp.

Constructor & Destructor Documentation

template<class Real >

ROL::InteriorPointStep< Real >::~InteriorPointStep ( )

inline

Definition at line 99 of file ROL_InteriorPointStep.hpp.

template<class Real >

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

inline

Definition at line 101 of file ROL_InteriorPointStep.hpp.

References ROL::InteriorPointStep< Real >::mu_, ROL::InteriorPointStep< Real >::mumax_, ROL::InteriorPointStep< Real >::mumin_, ROL::InteriorPointStep< Real >::parlist_, ROL::InteriorPointStep< Real >::print_, ROL::InteriorPointStep< Real >::rho_, ROL::InteriorPointStep< Real >::stepname_, ROL::InteriorPointStep< Real >::stepType_, ROL::StringToEStep(), and ROL::InteriorPointStep< Real >::verbosity_.

Member Function Documentation

template<class Real >

void ROL::InteriorPointStep< Real >::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  )

inlinevirtual

Initialize step with equality constraint.

Reimplemented from ROL::Step< Real >.

Definition at line 143 of file ROL_InteriorPointStep.hpp.

References ROL::InteriorPointStep< Real >::c_, ROL::Vector< Real >::clone(), ROL::AlgorithmState< Real >::cnorm, ROL::InteriorPointStep< Real >::g_, ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::Objective< Real >::gradient(), ROL::InteriorPointStep< Real >::hasEquality_, ROL::AlgorithmState< Real >::iter, ROL::InteriorPointStep< Real >::l_, ROL::InteriorPointStep< Real >::mu_, ROL::AlgorithmState< Real >::ncval, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::Objective< Real >::update(), ROL::Objective< Real >::value(), ROL::Constraint< Real >::value(), ROL::AlgorithmState< Real >::value, and ROL::InteriorPointStep< Real >::x_.

Referenced by ROL::InteriorPointStep< Real >::initialize().

template<class Real >

void ROL::InteriorPointStep< Real >::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  )

inlinevirtual

Initialize step with equality constraint.

Reimplemented from ROL::Step< Real >.

Definition at line 190 of file ROL_InteriorPointStep.hpp.

References ROL::InteriorPointStep< Real >::initialize(), and ROL::BoundConstraint< Real >::projectInterior().

template<class Real >

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

inlinevirtual

Initialize step with no equality constraint.

Reimplemented from ROL::Step< Real >.

Definition at line 200 of file ROL_InteriorPointStep.hpp.

References ROL::InteriorPointStep< Real >::bnd_, ROL::Vector< Real >::clone(), ROL::AlgorithmState< Real >::cnorm, ROL::InteriorPointStep< Real >::g_, ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::Objective< Real >::gradient(), ROL::AlgorithmState< Real >::iter, ROL::InteriorPointStep< Real >::mu_, ROL::AlgorithmState< Real >::ncval, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::BoundConstraint< Real >::projectInterior(), ROL::Objective< Real >::update(), ROL::InteriorPoint::PenalizedObjective< Real >::updatePenalty(), ROL::Objective< Real >::value(), ROL::AlgorithmState< Real >::value, and ROL::InteriorPointStep< Real >::x_.

template<class Real >

void ROL::InteriorPointStep< Real >::compute ( Vector< Real > &  s, const Vector< Real > &  x, const Vector< Real > &  l, Objective< Real > &  obj, Constraint< Real > &  con, AlgorithmState< Real > &  algo_state  )

inlinevirtual

Compute step (equality constraints).

Reimplemented from ROL::Step< Real >.

Definition at line 241 of file ROL_InteriorPointStep.hpp.

References ROL::InteriorPointStep< Real >::algo_, ROL::Vector< Real >::axpy(), ROL::InteriorPointStep< Real >::c_, ROL::InteriorPointStep< Real >::g_, ROL::Step< Real >::getState(), ROL::InteriorPointStep< Real >::l_, ROL::InteriorPointStep< Real >::parlist_, ROL::InteriorPointStep< Real >::print_, ROL::Vector< Real >::set(), ROL::STEP_AUGMENTEDLAGRANGIAN, ROL::STEP_COMPOSITESTEP, ROL::STEP_FLETCHER, ROL::InteriorPointStep< Real >::stepname_, ROL::InteriorPointStep< Real >::stepType_, ROL::InteriorPointStep< Real >::subproblemIter_, and ROL::InteriorPointStep< Real >::x_.

Referenced by ROL::InteriorPointStep< Real >::compute().

template<class Real >

void ROL::InteriorPointStep< Real >::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  )

inlinevirtual

Compute step (equality constraints).

Reimplemented from ROL::Step< Real >.

Definition at line 283 of file ROL_InteriorPointStep.hpp.

References ROL::InteriorPointStep< Real >::compute().

template<class Real >

void ROL::InteriorPointStep< 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 294 of file ROL_InteriorPointStep.hpp.

References ROL::InteriorPointStep< Real >::algo_, ROL::Vector< Real >::axpy(), ROL::InteriorPointStep< Real >::bnd_, ROL::InteriorPointStep< Real >::g_, ROL::InteriorPointStep< Real >::parlist_, ROL::InteriorPointStep< Real >::print_, ROL::Vector< Real >::set(), ROL::InteriorPointStep< Real >::subproblemIter_, and ROL::InteriorPointStep< Real >::x_.

template<class Real >

void ROL::InteriorPointStep< Real >::update ( Vector< Real > &  x, Vector< Real > &  l, const Vector< Real > &  s, Objective< Real > &  obj, Constraint< Real > &  con, AlgorithmState< Real > &  algo_state  )

inlinevirtual

Update step, if successful (equality constraints).

Reimplemented from ROL::Step< Real >.

Definition at line 318 of file ROL_InteriorPointStep.hpp.

References ROL::InteriorPointStep< Real >::c_, ROL::AlgorithmState< Real >::cnorm, ROL::InteriorPointStep< Real >::g_, ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::AlgorithmState< Real >::iter, ROL::AlgorithmState< Real >::iterateVec, ROL::InteriorPointStep< Real >::l_, ROL::InteriorPointStep< Real >::mu_, ROL::InteriorPointStep< Real >::mumax_, ROL::InteriorPointStep< Real >::mumin_, ROL::AlgorithmState< Real >::ncval, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::Vector< Real >::norm(), ROL::Vector< Real >::plus(), ROL::InteriorPointStep< Real >::rho_, ROL::AlgorithmState< Real >::snorm, ROL::InteriorPointStep< Real >::subproblemIter_, and ROL::AlgorithmState< Real >::value.

Referenced by ROL::InteriorPointStep< Real >::update().

template<class Real >

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

inlinevirtual

Update step, if successful (equality constraints).

Reimplemented from ROL::Step< Real >.

Definition at line 369 of file ROL_InteriorPointStep.hpp.

References ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::BoundConstraint< Real >::project(), ROL::InteriorPointStep< Real >::update(), and ROL::InteriorPointStep< Real >::x_.

template<class Real >

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

inlinevirtual

Update step, if successful.

Reimplemented from ROL::Step< Real >.

Definition at line 386 of file ROL_InteriorPointStep.hpp.

References ROL::InteriorPointStep< Real >::g_, ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::AlgorithmState< Real >::iter, ROL::AlgorithmState< Real >::iterateVec, ROL::InteriorPointStep< Real >::mu_, ROL::InteriorPointStep< Real >::mumax_, ROL::InteriorPointStep< Real >::mumin_, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::Vector< Real >::norm(), ROL::Vector< Real >::plus(), ROL::BoundConstraint< Real >::project(), ROL::InteriorPointStep< Real >::rho_, ROL::AlgorithmState< Real >::snorm, ROL::AlgorithmState< Real >::value, and ROL::InteriorPointStep< Real >::x_.

template<class Real >

std::string ROL::InteriorPointStep< Real >::printHeader ( void  ) const

inlinevirtual

Print iterate header.

Reimplemented from ROL::Step< Real >.

Definition at line 432 of file ROL_InteriorPointStep.hpp.

References ROL::InteriorPointStep< Real >::hasEquality_, and ROL::InteriorPointStep< Real >::verbosity_.

Referenced by ROL::InteriorPointStep< Real >::print().

template<class Real >

std::string ROL::InteriorPointStep< Real >::printName ( void  ) const

inlinevirtual

Print step name.

Reimplemented from ROL::Step< Real >.

Definition at line 485 of file ROL_InteriorPointStep.hpp.

Referenced by ROL::InteriorPointStep< Real >::print().

template<class Real >

std::string ROL::InteriorPointStep< Real >::print ( AlgorithmState< Real > &  algo_state, bool  pHeader = false  ) const

inlinevirtual

Print iterate status.

Reimplemented from ROL::Step< Real >.

Definition at line 493 of file ROL_InteriorPointStep.hpp.

References ROL::AlgorithmState< Real >::cnorm, ROL::AlgorithmState< Real >::gnorm, ROL::InteriorPointStep< Real >::hasEquality_, ROL::AlgorithmState< Real >::iter, ROL::InteriorPointStep< Real >::mu_, ROL::AlgorithmState< Real >::ncval, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::InteriorPointStep< Real >::printHeader(), ROL::InteriorPointStep< Real >::printName(), ROL::AlgorithmState< Real >::snorm, ROL::InteriorPointStep< Real >::subproblemIter_, and ROL::AlgorithmState< Real >::value.

Member Data Documentation

template<class Real >

ROL::Ptr<StatusTest<Real> > ROL::InteriorPointStep< Real >::status_

private

Definition at line 65 of file ROL_InteriorPointStep.hpp.

template<class Real >

ROL::Ptr<Step<Real> > ROL::InteriorPointStep< Real >::step_

private

Definition at line 66 of file ROL_InteriorPointStep.hpp.

template<class Real >

ROL::Ptr<Algorithm<Real> > ROL::InteriorPointStep< Real >::algo_

private

Definition at line 67 of file ROL_InteriorPointStep.hpp.

Referenced by ROL::InteriorPointStep< Real >::compute().

template<class Real >

ROL::Ptr<BoundConstraint<Real> > ROL::InteriorPointStep< Real >::bnd_

private

Definition at line 68 of file ROL_InteriorPointStep.hpp.

Referenced by ROL::InteriorPointStep< Real >::compute(), and ROL::InteriorPointStep< Real >::initialize().

template<class Real >

ROL::ParameterList ROL::InteriorPointStep< Real >::parlist_

private

Definition at line 69 of file ROL_InteriorPointStep.hpp.

Referenced by ROL::InteriorPointStep< Real >::compute(), and ROL::InteriorPointStep< Real >::InteriorPointStep().

template<class Real >

ROL::Ptr<Vector<Real> > ROL::InteriorPointStep< Real >::x_

private

Definition at line 72 of file ROL_InteriorPointStep.hpp.

Referenced by ROL::InteriorPointStep< Real >::compute(), ROL::InteriorPointStep< Real >::initialize(), and ROL::InteriorPointStep< Real >::update().

template<class Real >

ROL::Ptr<Vector<Real> > ROL::InteriorPointStep< Real >::g_

private

Definition at line 73 of file ROL_InteriorPointStep.hpp.

Referenced by ROL::InteriorPointStep< Real >::compute(), ROL::InteriorPointStep< Real >::initialize(), and ROL::InteriorPointStep< Real >::update().

template<class Real >

ROL::Ptr<Vector<Real> > ROL::InteriorPointStep< Real >::l_

private

Definition at line 74 of file ROL_InteriorPointStep.hpp.

Referenced by ROL::InteriorPointStep< Real >::compute(), ROL::InteriorPointStep< Real >::initialize(), and ROL::InteriorPointStep< Real >::update().

template<class Real >

ROL::Ptr<Vector<Real> > ROL::InteriorPointStep< Real >::c_

private

Definition at line 75 of file ROL_InteriorPointStep.hpp.

Referenced by ROL::InteriorPointStep< Real >::compute(), ROL::InteriorPointStep< Real >::initialize(), and ROL::InteriorPointStep< Real >::update().

template<class Real >

Real ROL::InteriorPointStep< Real >::mu_

private

Definition at line 77 of file ROL_InteriorPointStep.hpp.

Referenced by ROL::InteriorPointStep< Real >::initialize(), ROL::InteriorPointStep< Real >::InteriorPointStep(), ROL::InteriorPointStep< Real >::print(), and ROL::InteriorPointStep< Real >::update().

template<class Real >

Real ROL::InteriorPointStep< Real >::mumin_

private

Definition at line 78 of file ROL_InteriorPointStep.hpp.

Referenced by ROL::InteriorPointStep< Real >::InteriorPointStep(), and ROL::InteriorPointStep< Real >::update().

template<class Real >

Real ROL::InteriorPointStep< Real >::mumax_

private

Definition at line 79 of file ROL_InteriorPointStep.hpp.

Referenced by ROL::InteriorPointStep< Real >::InteriorPointStep(), and ROL::InteriorPointStep< Real >::update().

template<class Real >

Real ROL::InteriorPointStep< Real >::rho_

private

Definition at line 80 of file ROL_InteriorPointStep.hpp.

Referenced by ROL::InteriorPointStep< Real >::InteriorPointStep(), and ROL::InteriorPointStep< Real >::update().

template<class Real >

int ROL::InteriorPointStep< Real >::subproblemIter_

private

Definition at line 83 of file ROL_InteriorPointStep.hpp.

Referenced by ROL::InteriorPointStep< Real >::compute(), ROL::InteriorPointStep< Real >::print(), and ROL::InteriorPointStep< Real >::update().

template<class Real >

int ROL::InteriorPointStep< Real >::verbosity_

private

Definition at line 85 of file ROL_InteriorPointStep.hpp.

Referenced by ROL::InteriorPointStep< Real >::InteriorPointStep(), and ROL::InteriorPointStep< Real >::printHeader().

template<class Real >

bool ROL::InteriorPointStep< Real >::print_

private

Definition at line 86 of file ROL_InteriorPointStep.hpp.

Referenced by ROL::InteriorPointStep< Real >::compute(), and ROL::InteriorPointStep< Real >::InteriorPointStep().

template<class Real >

bool ROL::InteriorPointStep< Real >::hasEquality_

private

Definition at line 88 of file ROL_InteriorPointStep.hpp.

Referenced by ROL::InteriorPointStep< Real >::initialize(), ROL::InteriorPointStep< Real >::print(), and ROL::InteriorPointStep< Real >::printHeader().

template<class Real >

EStep ROL::InteriorPointStep< Real >::stepType_

private

Definition at line 90 of file ROL_InteriorPointStep.hpp.

Referenced by ROL::InteriorPointStep< Real >::compute(), and ROL::InteriorPointStep< Real >::InteriorPointStep().

template<class Real >

std::string ROL::InteriorPointStep< Real >::stepname_

private

Definition at line 91 of file ROL_InteriorPointStep.hpp.

Referenced by ROL::InteriorPointStep< Real >::compute(), and ROL::InteriorPointStep< Real >::InteriorPointStep().

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The documentation for this class was generated from the following file:

• ROL_InteriorPointStep.hpp