Provides the interface to compute approximate solutions to 2x2 block systems arising from primal-dual interior point methods. More...

#include <ROL_PrimalDualSystemStep.hpp>

Inheritance diagram for ROL::PrimalDualSystemStep< Real >:

Public Member Functions
	PrimalDualSystemStep (ROL::ParameterList &parlist, const ROL::Ptr< Krylov< Real > > &krylov, const ROL::Ptr< Secant< Real > > &secant, ROL::Ptr< V > &scratch1)

	PrimalDualSystemStep (ROL::ParameterList &parlist, ROL::Ptr< V > &scratch1_)

void	initialize (V &x, const V &g, V &res, const V &c, OBJ &obj, CON &con, BND &bnd, AS &algo_state)
	Initialize step with equality constraint. More...

void	compute (V &s, const V &x, const V &res, OBJ &obj, CON &con, BND &bnd, AS &algo_state)
	Compute step (equality constraints). More...

void	update (V &x, V &res, const V &s, OBJ &obj, CON &con, BND &bnd, AS &algo_state)
	Update step, if successful (equality constraints). 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 > &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	compute (Vector< Real > &s, const Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
	Compute step. More...

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

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)

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

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

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

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 Vector< Real >	V

typedef PartitionedVector< Real >	PV

typedef Objective< Real >	OBJ

typedef BoundConstraint< Real >	BND

typedef Constraint< Real >	CON

typedef AlgorithmState< Real >	AS

typedef SchurComplement< Real >	SCHUR

typedef PrimalDualInteriorPointBlock11	OP11

typedef PrimalDualInteriorPointBlock12	OP12

typedef PrimalDualInteriorPointBlock21	OP21

typedef PrimalDualInteriorPointBlock22	OP22

Private Member Functions
ROL::Ptr< PV >	repartition (V &x)

ROL::Ptr< const PV >	repartition (const V &x)

Private Attributes
ROL::Ptr< Secant< Real > >	secant_

ROL::Ptr< Krylov< Real > >	krylov_

ROL::Ptr< V >	scratch1_

ROL::Ptr< V >	scratch_

ROL::Ptr< OP11 >	A_

ROL::Ptr< OP12 >	B_

ROL::Ptr< OP21 >	C_

ROL::Ptr< OP22 >	D_

ROL::Ptr< SCHUR >	schur_

ROL::Ptr< OP >	op_

int	iterKrylov_
	Number of Krylov iterations (used for inexact Newton) More...

int	flagKrylov_
	Termination flag for Krylov method (used for inexact Newton) More...

int	verbosity_
	Verbosity level. More...

bool	useSecantPrecond_

bool	useSchurComplement_

Static Private Attributes
static const size_type	OPT = 0

static const size_type	EQUAL = 1

static const size_type	LOWER = 2

static const size_type	UPPER = 3

static const size_type	OPTMULT = 0

static const size_type	BNDMULT = 1

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

Detailed Description

template<class Real>
class ROL::PrimalDualSystemStep< Real >

Provides the interface to compute approximate solutions to 2x2 block systems arising from primal-dual interior point methods.

Note that as we do not need an additional Lagrange multiplier for the primal dual system, the vector expected to be passed in its place is the primal-dual residual

Definition at line 65 of file ROL_PrimalDualSystemStep.hpp.

Member Typedef Documentation

template<class Real >

typedef Vector<Real> ROL::PrimalDualSystemStep< Real >::V

private

Definition at line 67 of file ROL_PrimalDualSystemStep.hpp.

template<class Real >

typedef PartitionedVector<Real> ROL::PrimalDualSystemStep< Real >::PV

private

Definition at line 68 of file ROL_PrimalDualSystemStep.hpp.

template<class Real >

typedef Objective<Real> ROL::PrimalDualSystemStep< Real >::OBJ

private

Definition at line 69 of file ROL_PrimalDualSystemStep.hpp.

template<class Real >

typedef BoundConstraint<Real> ROL::PrimalDualSystemStep< Real >::BND

private

Definition at line 70 of file ROL_PrimalDualSystemStep.hpp.

template<class Real >

typedef Constraint<Real> ROL::PrimalDualSystemStep< Real >::CON

private

Definition at line 71 of file ROL_PrimalDualSystemStep.hpp.

template<class Real >

typedef AlgorithmState<Real> ROL::PrimalDualSystemStep< Real >::AS

private

Definition at line 72 of file ROL_PrimalDualSystemStep.hpp.

template<class Real >

typedef SchurComplement<Real> ROL::PrimalDualSystemStep< Real >::SCHUR

private

Definition at line 73 of file ROL_PrimalDualSystemStep.hpp.

template<class Real >

typedef PrimalDualInteriorPointBlock11 ROL::PrimalDualSystemStep< Real >::OP11

private

Definition at line 75 of file ROL_PrimalDualSystemStep.hpp.

template<class Real >

typedef PrimalDualInteriorPointBlock12 ROL::PrimalDualSystemStep< Real >::OP12

private

Definition at line 76 of file ROL_PrimalDualSystemStep.hpp.

template<class Real >

typedef PrimalDualInteriorPointBlock21 ROL::PrimalDualSystemStep< Real >::OP21

private

Definition at line 77 of file ROL_PrimalDualSystemStep.hpp.

template<class Real >

typedef PrimalDualInteriorPointBlock22 ROL::PrimalDualSystemStep< Real >::OP22

private

Definition at line 78 of file ROL_PrimalDualSystemStep.hpp.

Constructor & Destructor Documentation

template<class Real >

ROL::PrimalDualSystemStep< Real >::PrimalDualSystemStep	(	ROL::ParameterList &	parlist,
		const ROL::Ptr< Krylov< Real > > &	krylov,
		const ROL::Ptr< Secant< Real > > &	secant,
		ROL::Ptr< V > &	scratch1
	)