Provides a simplified interface for solving a wide range of optimization problems. More...

#include <ROL_OptimizationSolver.hpp>

Public Member Functions
	OptimizationSolver (OptimizationProblem< Real > &opt, ROL::ParameterList &parlist)
	Constructor. More...

std::vector< std::string >	getOutput (void) const
	Returns iteration history as a vector of strings. More...

int	solve (const ROL::Ptr< StatusTest< Real > > &status=ROL::nullPtr, const bool combineStatus=true)
	Solve optimization problem with no iteration output. More...

int	solve (std::ostream &outStream, const ROL::Ptr< StatusTest< Real > > &status=ROL::nullPtr, const bool combineStatus=true)
	Solve optimization problem. More...

ROL::Ptr< const AlgorithmState < Real > >	getAlgorithmState (void) const
	Return the AlgorithmState. More...

void	resetAlgorithmState (void)
	Reset the AlgorithmState. More...

void	reset (const bool resetAlgo=true)
	Reset both Algorithm and Step. More...

std::string	getStepName (void) const
	Grab step name (after check for consistency). More...

Private Attributes
ROL::Ptr< Algorithm< Real > >	algo_

ROL::Ptr< Step< Real > >	step_

ROL::Ptr< StatusTest< Real > >	status0_

ROL::Ptr< CombinedStatusTest < Real > >	status_

ROL::Ptr< AlgorithmState< Real > >	state_

ROL::Ptr< Vector< Real > >	x_

ROL::Ptr< Vector< Real > >	g_

ROL::Ptr< Vector< Real > >	l_

ROL::Ptr< Vector< Real > >	c_

ROL::Ptr< Objective< Real > >	obj_

ROL::Ptr< BoundConstraint< Real > >	bnd_

ROL::Ptr< Constraint< Real > >	con_

std::vector< std::string >	output_

EProblem	problemType_

EStep	stepType_

std::string	stepname_

Real	pen_

Detailed Description

template<class Real>
class ROL::OptimizationSolver< Real >

Provides a simplified interface for solving a wide range of optimization problems.

Definition at line 61 of file ROL_OptimizationSolver.hpp.

Constructor & Destructor Documentation

template<class Real>

ROL::OptimizationSolver< Real >::OptimizationSolver	(	OptimizationProblem< Real > &	opt,
		ROL::ParameterList &	parlist
	)

inline

Constructor.

Parameters

[in]	opt	the OptimizationProblem to be solved
[in]	parlist	algorithm and step input parameters

Definition at line 96 of file ROL_OptimizationSolver.hpp.

Member Function Documentation

template<class Real>

std::vector<std::string> ROL::OptimizationSolver< Real >::getOutput ( void ) const

inline

Returns iteration history as a vector of strings.

Definition at line 201 of file ROL_OptimizationSolver.hpp.

References ROL::OptimizationSolver< Real >::output_.

template<class Real>

int ROL::OptimizationSolver< Real >::solve	(	const ROL::Ptr< StatusTest< Real > > &	status = `ROL::nullPtr`,
		const bool	combineStatus = `true`
	)

inline

Solve optimization problem with no iteration output.

Parameters

[in]	status	is a user-defined StatusTest
[in]	combineStatus	if true, the user-defined StatusTest will be combined with the default StatusTest

Definition at line 212 of file ROL_OptimizationSolver.hpp.

Referenced by main(), ROL::ProgressiveHedging< Real >::presolve(), and ROL::SROMGenerator< Real >::SROMGenerator().

template<class Real>

int ROL::OptimizationSolver< Real >::solve	(	std::ostream &	outStream,
		const ROL::Ptr< StatusTest< Real > > &	status = `ROL::nullPtr`,
		const bool	combineStatus = `true`
	)

inline

Solve optimization problem.

Parameters

[in]	outStream	is the output stream to collect iteration history
[in]	status	is a user-defined StatusTest
[in]	combineStatus	if true, the user-defined StatusTest will be combined with the default StatusTest

Definition at line 226 of file ROL_OptimizationSolver.hpp.

template<class Real>

ROL::Ptr<const AlgorithmState<Real> > ROL::OptimizationSolver< Real >::getAlgorithmState ( void ) const

inline

Return the AlgorithmState.

Definition at line 270 of file ROL_OptimizationSolver.hpp.

References ROL::OptimizationSolver< Real >::state_.

Referenced by main().

template<class Real>

void ROL::OptimizationSolver< Real >::resetAlgorithmState ( void )

inline

Reset the AlgorithmState.

This function does not reset the Step or the StepState.

Definition at line 280 of file ROL_OptimizationSolver.hpp.

References ROL::OptimizationSolver< Real >::state_.

Referenced by ROL::OptimizationSolver< Real >::reset().

template<class Real>

void ROL::OptimizationSolver< Real >::reset ( const bool resetAlgo = true )

inline

Reset both Algorithm and Step.

Parameters

[in] resetAlgo if true, then AlgorithmState will be reset

This function will reset the AlgorithmState and reinitialize the Step. This function does not permit changing the Step specified upon construction. To change the Step, reinitialize the OptimizationSolver.

Definition at line 295 of file ROL_OptimizationSolver.hpp.

References ROL::OptimizationSolver< Real >::l_, ROL::OptimizationSolver< Real >::obj_, ROL::OptimizationSolver< Real >::pen_, ROL::OptimizationSolver< Real >::resetAlgorithmState(), ROL::OptimizationSolver< Real >::step_, ROL::STEP_AUGMENTEDLAGRANGIAN, ROL::STEP_INTERIORPOINT, ROL::STEP_MOREAUYOSIDAPENALTY, and ROL::OptimizationSolver< Real >::stepType_.

Referenced by ROL::ProgressiveHedging< Real >::presolve().

template<class Real>

std::string ROL::OptimizationSolver< Real >::getStepName ( void ) const

inline

Grab step name (after check for consistency).

Parameters

[out] stepname Name of step

This function returns the algorithmic step name.

Definition at line 322 of file ROL_OptimizationSolver.hpp.

References ROL::OptimizationSolver< Real >::stepname_.