Implements the computation of optimization steps with the Newton primal-dual active set method. More...

#include <ROL_PrimalDualActiveSetStep.hpp>

Inheritance diagram for ROL::PrimalDualActiveSetStep< Real >:

Classes
class	HessianPD

class	PrecondPD

Public Member Functions
	PrimalDualActiveSetStep (ROL::ParameterList &parlist)
	Constructor. More...

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. 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...

virtual 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 > &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 Member Functions
Real	computeCriticalityMeasure (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &con, Real tol)
	Compute the gradient-based criticality measure. More...

Private Attributes
ROL::Ptr< Krylov< Real > >	krylov_

int	iterCR_
	CR iteration counter. More...

int	flagCR_
	CR termination flag. More...

Real	itol_
	Inexact CR tolerance. More...

int	maxit_
	Maximum number of PDAS iterations. More...

int	iter_
	PDAS iteration counter. More...

int	flag_
	PDAS termination flag. More...

Real	stol_
	PDAS minimum step size stopping tolerance. More...

Real	gtol_
	PDAS gradient stopping tolerance. More...

Real	scale_
	Scale for dual variables in the active set, \(c\). More...

Real	neps_
	\(\epsilon\)-active set parameter More...

bool	feasible_
	Flag whether the current iterate is feasible or not. More...

ROL::Ptr< Vector< Real > >	lambda_
	Container for dual variables. More...

ROL::Ptr< Vector< Real > >	xlam_
	Container for primal plus dual variables. More...

ROL::Ptr< Vector< Real > >	x0_
	Container for initial priaml variables. More...

ROL::Ptr< Vector< Real > >	xbnd_
	Container for primal variable bounds. More...

ROL::Ptr< Vector< Real > >	As_
	Container for step projected onto active set. More...

ROL::Ptr< Vector< Real > >	xtmp_
	Container for temporary primal storage. More...

ROL::Ptr< Vector< Real > >	res_
	Container for optimality system residual for quadratic model. More...

ROL::Ptr< Vector< Real > >	Ag_
	Container for gradient projected onto active set. More...

ROL::Ptr< Vector< Real > >	rtmp_
	Container for temporary right hand side storage. More...

ROL::Ptr< Vector< Real > >	gtmp_
	Container for temporary gradient storage. More...

ESecant	esec_
	Enum for secant type. More...

ROL::Ptr< Secant< Real > >	secant_
	Secant object. More...

bool	useSecantPrecond_

bool	useSecantHessVec_

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

Detailed Description

template<class Real>
class ROL::PrimalDualActiveSetStep< Real >

Implements the computation of optimization steps with the Newton primal-dual active set method.

To describe primal-dual active set (PDAS), we consider the following abstract setting. Suppose \(\mathcal{X}\) is a Hilbert space of functions mapping \(\Xi\) to \(\mathbb{R}\). For example, \(\Xi\subset\mathbb{R}^n\) and \(\mathcal{X}=L^2(\Xi)\) or \(\Xi = \{1,\ldots,n\}\) and \(\mathcal{X}=\mathbb{R}^n\). We assume \( f:\mathcal{X}\to\mathbb{R}\) is twice-continuously Fréchet differentiable and \(a,\,b\in\mathcal{X}\) with \(a\le b\) almost everywhere in \(\Xi\). Note that the PDAS algorithm will also work with secant approximations of the Hessian.

Traditionally, PDAS is an algorithm for the minimizing quadratic objective functions subject to bound constraints. ROL implements a Newton PDAS which extends PDAS to general bound-constrained nonlinear programs, i.e.,

\[ \min_x \quad f(x) \quad \text{s.t.} \quad a \le x \le b. \]

Given the \(k\)-th iterate \(x_k\), the Newton PDAS algorithm computes steps by applying PDAS to the quadratic subproblem

\[ \min_s \quad \langle \nabla^2 f(x_k)s + \nabla f(x_k),s \rangle_{\mathcal{X}} \quad \text{s.t.} \quad a \le x_k + s \le b. \]

For the \(k\)-th quadratic subproblem, PDAS builds an approximation of the active set \(\mathcal{A}_k\) using the dual variable \(\lambda_k\) as

\[ \mathcal{A}^+_k = \{\,\xi\in\Xi\,:\,(\lambda_k + c(x_k-b))(\xi) > 0\,\}, \quad \mathcal{A}^-_k = \{\,\xi\in\Xi\,:\,(\lambda_k + c(x_k-a))(\xi) < 0\,\}, \quad\text{and}\quad \mathcal{A}_k = \mathcal{A}^-_k\cup\mathcal{A}^+_k. \]

We define the inactive set \(\mathcal{I}_k=\Xi\setminus\mathcal{A}_k\). The solution to the quadratic subproblem is then computed iteratively by solving

\[ \nabla^2 f(x_k) s_k + \lambda_{k+1} = -\nabla f(x_k), \quad x_k+s_k = a \;\text{on}\;\mathcal{A}^-_k,\quad x_k+s_k = b\;\text{on}\;\mathcal{A}^+_k, \quad\text{and}\quad \lambda_{k+1} = 0\;\text{on}\;\mathcal{I}_k \]

and updating the active and inactive sets.

One can rewrite this system by consolidating active and inactive parts, i.e.,

\[ \begin{pmatrix} \nabla^2 f(x_k)_{\mathcal{A}_k,\mathcal{A}_k} & \nabla^2 f(x_k)_{\mathcal{A}_k,\mathcal{I}_k} \\ \nabla^2 f(x_k)_{\mathcal{I}_k,\mathcal{A}_k} & \nabla^2 f(x_k)_{\mathcal{I}_k,\mathcal{I}_k} \end{pmatrix} \begin{pmatrix} (s_k)_{\mathcal{A}_k} \\ (s_k)_{\mathcal{I}_k} \end{pmatrix} + \begin{pmatrix} (\lambda_{k+1})_{\mathcal{A}_k} \\ 0 \end{pmatrix} = - \begin{pmatrix} \nabla f(x_k)_{\mathcal{A}_k}\\ \nabla f(x_k)_{\mathcal{I}_k} \end{pmatrix}. \]

Here the subscripts \(\mathcal{A}_k\) and \(\mathcal{I}_k\) denote the active and inactive components, respectively. Moreover, the active components of \(s_k\) are \(s_k(\xi) = a(\xi)-x_k(\xi)\) if \(\xi\in\mathcal{A}^-_k\) and \(s_k(\xi) = b(\xi)-x_k(\xi)\) if \(\xi\in\mathcal{A}^+_k\). Since \((s_k)_{\mathcal{A}_k}\) is fixed, we only need to solve for the inactive components of \(s_k\) which we can do this using conjugate residuals (CR) (i.e., the Hessian operator corresponding to the inactive indices may not be positive definite). Once \((s_k)_{\mathcal{I}_k}\) is computed, it is straight forward to update the dual variables.

Definition at line 133 of file ROL_PrimalDualActiveSetStep.hpp.

Constructor & Destructor Documentation

template<class Real >

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

inline

Constructor.

Parameters

[in]	parlist	is a parameter list containing relevent algorithmic information
[in]	useSecant	is a bool which determines whether or not the algorithm uses a secant approximation of the Hessian

Definition at line 280 of file ROL_PrimalDualActiveSetStep.hpp.

References ROL::PrimalDualActiveSetStep< Real >::esec_, ROL::PrimalDualActiveSetStep< Real >::gtol_, ROL::PrimalDualActiveSetStep< Real >::krylov_, ROL::PrimalDualActiveSetStep< Real >::maxit_, ROL::PrimalDualActiveSetStep< Real >::scale_, ROL::PrimalDualActiveSetStep< Real >::secant_, ROL::PrimalDualActiveSetStep< Real >::stol_, ROL::StringToESecant(), ROL::PrimalDualActiveSetStep< Real >::useSecantHessVec_, and ROL::PrimalDualActiveSetStep< Real >::useSecantPrecond_.

Member Function Documentation

template<class Real >

Real ROL::PrimalDualActiveSetStep< Real >::computeCriticalityMeasure	(	Vector< Real > &	x,
		Objective< Real > &	obj,
		BoundConstraint< Real > &	con,
		Real	tol
	)

inlineprivate

Compute the gradient-based criticality measure.

  The criticality measure is

\(\|x_k - P_{[a,b]}(x_k-\nabla f(x_k))\|_{\mathcal{X}}\). Here, \(P_{[a,b]}\) denotes the projection onto the bound constraints.

Parameters

[in]	x	is the current iteration
[in]	obj	is the objective function
[in]	con	are the bound constraints
[in]	tol	is a tolerance for inexact evaluations of the objective function

Definition at line 262 of file ROL_PrimalDualActiveSetStep.hpp.

References ROL::Step< Real >::getState(), ROL::Objective< Real >::gradient(), ROL::BoundConstraint< Real >::project(), and ROL::PrimalDualActiveSetStep< Real >::xtmp_.

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

template<class Real >

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

inlinevirtual

Initialize step.

This includes projecting the initial guess onto the constraints, computing the initial objective function value and gradient, and initializing the dual variables.

Parameters

[in,out]	x	is the initial guess
[in]	obj	is the objective function
[in]	con	are the bound constraints
[in]	algo_state	is the current state of the algorithm

Reimplemented from ROL::Step< Real >.

Definition at line 319 of file ROL_PrimalDualActiveSetStep.hpp.

template<class Real >

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

inlinevirtual

Compute step.

  Given \form#311, this function first builds the 
  primal-dual active sets

\(\mathcal{A}_k^-\) and \(\mathcal{A}_k^+\). Next, it uses CR to compute the inactive components of the step by solving

\[ \nabla^2 f(x_k)_{\mathcal{I}_k,\mathcal{I}_k}(s_k)_{\mathcal{I}_k} = -\nabla f(x_k)_{\mathcal{I}_k} -\nabla^2 f(x_k)_{\mathcal{I}_k,\mathcal{A}_k} (s_k)_{\mathcal{A}_k}. \]

Finally, it updates the active components of the dual variables as

\[ \lambda_{k+1} = -\nabla f(x_k)_{\mathcal{A}_k} -(\nabla^2 f(x_k) s_k)_{\mathcal{A}_k}. \]

  @param[out]       s           is the step computed via PDAS
  @param[in]        x           is the current iterate
  @param[in]        obj         is the objective function
  @param[in]        con         are the bound constraints
  @param[in]        algo_state  is the current state of the algorithm

Reimplemented from ROL::Step< Real >.

Definition at line 378 of file ROL_PrimalDualActiveSetStep.hpp.

template<class Real >

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

inlinevirtual

Update step, if successful.

This function returns \(x_{k+1} = x_k + s_k\). It also updates secant information if being used.

Parameters

[in]	x	is the new iterate
[out]	s	is the step computed via PDAS
[in]	obj	is the objective function
[in]	con	are the bound constraints
[in]	algo_state	is the current state of the algorithm

Reimplemented from ROL::Step< Real >.

Definition at line 510 of file ROL_PrimalDualActiveSetStep.hpp.

References ROL::PrimalDualActiveSetStep< Real >::computeCriticalityMeasure(), ROL::PrimalDualActiveSetStep< Real >::feasible_, ROL::PrimalDualActiveSetStep< Real >::flag_, ROL::PrimalDualActiveSetStep< Real >::flagCR_, ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::PrimalDualActiveSetStep< Real >::gtmp_, ROL::BoundConstraint< Real >::isFeasible(), ROL::AlgorithmState< Real >::iter, ROL::PrimalDualActiveSetStep< Real >::iter_, ROL::AlgorithmState< Real >::iterateVec, ROL::PrimalDualActiveSetStep< Real >::iterCR_, ROL::PrimalDualActiveSetStep< Real >::maxit_, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::Vector< Real >::norm(), ROL::Vector< Real >::plus(), ROL::PrimalDualActiveSetStep< Real >::secant_, ROL::AlgorithmState< Real >::snorm, ROL::Objective< Real >::update(), ROL::Objective< Real >::value(), and ROL::AlgorithmState< Real >::value.

template<class Real >

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

inlinevirtual

Print iterate header.

This function produces a string containing header information.

Reimplemented from ROL::Step< Real >.

Definition at line 542 of file ROL_PrimalDualActiveSetStep.hpp.

References ROL::PrimalDualActiveSetStep< Real >::maxit_.

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

template<class Real >

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

inlinevirtual

Print step name.

This function produces a string containing the algorithmic step information.

Reimplemented from ROL::Step< Real >.

Definition at line 569 of file ROL_PrimalDualActiveSetStep.hpp.

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

template<class Real >

virtual std::string ROL::PrimalDualActiveSetStep< Real >::print	(	AlgorithmState< Real > &	algo_state,
		bool	print_header = `false`
	)		const

inlinevirtual

Print iterate status.

This function prints the iteration status.

Parameters

[in]	algo_state	is the current state of the algorithm
[in]	printHeader	if set to true will print the header at each iteration

Reimplemented from ROL::Step< Real >.

Definition at line 582 of file ROL_PrimalDualActiveSetStep.hpp.

References ROL::PrimalDualActiveSetStep< Real >::feasible_, ROL::PrimalDualActiveSetStep< Real >::flag_, ROL::PrimalDualActiveSetStep< Real >::flagCR_, ROL::AlgorithmState< Real >::gnorm, ROL::AlgorithmState< Real >::iter, ROL::PrimalDualActiveSetStep< Real >::iter_, ROL::PrimalDualActiveSetStep< Real >::iterCR_, ROL::PrimalDualActiveSetStep< Real >::maxit_, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::PrimalDualActiveSetStep< Real >::printHeader(), ROL::PrimalDualActiveSetStep< Real >::printName(), ROL::AlgorithmState< Real >::snorm, and ROL::AlgorithmState< Real >::value.

Member Data Documentation

template<class Real >

ROL::Ptr<Krylov<Real> > ROL::PrimalDualActiveSetStep< Real >::krylov_

private

Definition at line 136 of file ROL_PrimalDualActiveSetStep.hpp.

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

template<class Real >

int ROL::PrimalDualActiveSetStep< Real >::iterCR_

private

CR iteration counter.

Definition at line 139 of file ROL_PrimalDualActiveSetStep.hpp.

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

template<class Real >

int ROL::PrimalDualActiveSetStep< Real >::flagCR_

private

CR termination flag.

Definition at line 140 of file ROL_PrimalDualActiveSetStep.hpp.

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

template<class Real >

Real ROL::PrimalDualActiveSetStep< Real >::itol_

private

Inexact CR tolerance.

Definition at line 141 of file ROL_PrimalDualActiveSetStep.hpp.

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

template<class Real >

int ROL::PrimalDualActiveSetStep< Real >::maxit_

private

Maximum number of PDAS iterations.

Definition at line 144 of file ROL_PrimalDualActiveSetStep.hpp.

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

template<class Real >

int ROL::PrimalDualActiveSetStep< Real >::iter_

private

PDAS iteration counter.

Definition at line 145 of file ROL_PrimalDualActiveSetStep.hpp.

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

template<class Real >

int ROL::PrimalDualActiveSetStep< Real >::flag_

private

PDAS termination flag.

Definition at line 146 of file ROL_PrimalDualActiveSetStep.hpp.

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

template<class Real >

Real ROL::PrimalDualActiveSetStep< Real >::stol_

private

PDAS minimum step size stopping tolerance.

Definition at line 147 of file ROL_PrimalDualActiveSetStep.hpp.

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

template<class Real >

Real ROL::PrimalDualActiveSetStep< Real >::gtol_

private

PDAS gradient stopping tolerance.

Definition at line 148 of file ROL_PrimalDualActiveSetStep.hpp.

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

template<class Real >

Real ROL::PrimalDualActiveSetStep< Real >::scale_

private

Scale for dual variables in the active set, \(c\).

Definition at line 149 of file ROL_PrimalDualActiveSetStep.hpp.

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

template<class Real >

Real ROL::PrimalDualActiveSetStep< Real >::neps_

private

\(\epsilon\)-active set parameter

Definition at line 150 of file ROL_PrimalDualActiveSetStep.hpp.

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

template<class Real >

bool ROL::PrimalDualActiveSetStep< Real >::feasible_

private

Flag whether the current iterate is feasible or not.

Definition at line 151 of file ROL_PrimalDualActiveSetStep.hpp.

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

template<class Real >

ROL::Ptr<Vector<Real> > ROL::PrimalDualActiveSetStep< Real >::lambda_

private

Container for dual variables.

Definition at line 154 of file ROL_PrimalDualActiveSetStep.hpp.

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

template<class Real >

ROL::Ptr<Vector<Real> > ROL::PrimalDualActiveSetStep< Real >::xlam_

private

Container for primal plus dual variables.

Definition at line 155 of file ROL_PrimalDualActiveSetStep.hpp.

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

template<class Real >

ROL::Ptr<Vector<Real> > ROL::PrimalDualActiveSetStep< Real >::x0_

private

Container for initial priaml variables.

Definition at line 156 of file ROL_PrimalDualActiveSetStep.hpp.

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

template<class Real >

ROL::Ptr<Vector<Real> > ROL::PrimalDualActiveSetStep< Real >::xbnd_

private

Container for primal variable bounds.

Definition at line 157 of file ROL_PrimalDualActiveSetStep.hpp.

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

template<class Real >

ROL::Ptr<Vector<Real> > ROL::PrimalDualActiveSetStep< Real >::As_

private

Container for step projected onto active set.

Definition at line 158 of file ROL_PrimalDualActiveSetStep.hpp.

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

template<class Real >

ROL::Ptr<Vector<Real> > ROL::PrimalDualActiveSetStep< Real >::xtmp_

private

Container for temporary primal storage.

Definition at line 159 of file ROL_PrimalDualActiveSetStep.hpp.

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

template<class Real >

ROL::Ptr<Vector<Real> > ROL::PrimalDualActiveSetStep< Real >::res_

private

Container for optimality system residual for quadratic model.

Definition at line 160 of file ROL_PrimalDualActiveSetStep.hpp.

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

template<class Real >

ROL::Ptr<Vector<Real> > ROL::PrimalDualActiveSetStep< Real >::Ag_

private

Container for gradient projected onto active set.

Definition at line 161 of file ROL_PrimalDualActiveSetStep.hpp.

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

template<class Real >

ROL::Ptr<Vector<Real> > ROL::PrimalDualActiveSetStep< Real >::rtmp_

private

Container for temporary right hand side storage.

Definition at line 162 of file ROL_PrimalDualActiveSetStep.hpp.

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

template<class Real >

ROL::Ptr<Vector<Real> > ROL::PrimalDualActiveSetStep< Real >::gtmp_

private

Container for temporary gradient storage.

Definition at line 163 of file ROL_PrimalDualActiveSetStep.hpp.

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

template<class Real >

ESecant ROL::PrimalDualActiveSetStep< Real >::esec_

private

Enum for secant type.

Definition at line 166 of file ROL_PrimalDualActiveSetStep.hpp.

Referenced by ROL::PrimalDualActiveSetStep< Real >::PrimalDualActiveSetStep().

template<class Real >

ROL::Ptr<Secant<Real> > ROL::PrimalDualActiveSetStep< Real >::secant_

private

Secant object.

Definition at line 167 of file ROL_PrimalDualActiveSetStep.hpp.

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

template<class Real >

bool ROL::PrimalDualActiveSetStep< Real >::useSecantPrecond_

private

Definition at line 168 of file ROL_PrimalDualActiveSetStep.hpp.

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

template<class Real >

bool ROL::PrimalDualActiveSetStep< Real >::useSecantHessVec_

private

Definition at line 169 of file ROL_PrimalDualActiveSetStep.hpp.

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

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

ROL_PrimalDualActiveSetStep.hpp

Classes

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

template<class Real> class ROL::PrimalDualActiveSetStep< Real >

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

template<class Real>
class ROL::PrimalDualActiveSetStep< Real >