ROL
Public Member Functions | Protected Member Functions | Private Attributes | List of all members
ROL::Step< Real > Class Template Reference
Optimization Steps

Provides the interface to compute optimization steps. More...

#include <ROL_Step.hpp>

+ Inheritance diagram for ROL::Step< Real >:

Public Member Functions

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 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, 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...
 
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)
 
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...
 

Protected Member Functions

ROL::Ptr< StepState< Real > > getState (void)
 

Private Attributes

ROL::Ptr< StepState< Real > > state_
 

Detailed Description

template<class Real>
class ROL::Step< Real >

Provides the interface to compute optimization steps.

Definition at line 69 of file ROL_Step.hpp.

Constructor & Destructor Documentation

template<class Real>
virtual ROL::Step< Real >::~Step ( )
inlinevirtual

Definition at line 80 of file ROL_Step.hpp.

template<class Real>
ROL::Step< Real >::Step ( void  )
inline

Definition at line 82 of file ROL_Step.hpp.

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

Member Function Documentation

template<class Real>
ROL::Ptr<StepState<Real> > ROL::Step< Real >::getState ( void  )
inlineprotected

Definition at line 74 of file ROL_Step.hpp.

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

Referenced by ROL::AugmentedLagrangianStep< Real >::AugmentedLagrangianStep(), ROL::BundleStep< Real >::BundleStep(), ROL::NewtonStep< Real >::compute(), ROL::GradientStep< Real >::compute(), ROL::ProjectedNewtonStep< Real >::compute(), ROL::NonlinearCGStep< Real >::compute(), ROL::ProjectedSecantStep< Real >::compute(), ROL::SecantStep< Real >::compute(), ROL::BundleStep< Real >::compute(), ROL::PrimalDualSystemStep< Real >::compute(), ROL::NewtonKrylovStep< Real >::compute(), ROL::InteriorPointStep< Real >::compute(), ROL::ProjectedNewtonKrylovStep< Real >::compute(), ROL::MoreauYosidaPenaltyStep< Real >::compute(), ROL::LineSearchStep< Real >::compute(), ROL::PrimalDualActiveSetStep< Real >::compute(), ROL::TrustRegionStep< Real >::compute(), ROL::PrimalDualActiveSetStep< Real >::computeCriticalityMeasure(), ROL::FletcherStep< Real >::FletcherStep(), ROL::InteriorPointStep< Real >::initialize(), ROL::FletcherStep< Real >::initialize(), ROL::BundleStep< Real >::initialize(), ROL::CompositeStep< Real >::initialize(), ROL::MoreauYosidaPenaltyStep< Real >::initialize(), ROL::AugmentedLagrangianStep< Real >::initialize(), ROL::PrimalDualActiveSetStep< Real >::initialize(), ROL::TrustRegionStep< Real >::initialize(), ROL::MoreauYosidaPenaltyStep< Real >::MoreauYosidaPenaltyStep(), ROL::TrustRegionStep< Real >::parseParameterList(), ROL::NewtonStep< Real >::update(), ROL::GradientStep< Real >::update(), ROL::ProjectedNewtonStep< Real >::update(), ROL::NonlinearCGStep< Real >::update(), ROL::SecantStep< Real >::update(), ROL::ProjectedSecantStep< Real >::update(), ROL::PrimalDualSystemStep< Real >::update(), ROL::NewtonKrylovStep< Real >::update(), ROL::FletcherStep< Real >::update(), ROL::ProjectedNewtonKrylovStep< Real >::update(), ROL::CompositeStep< Real >::update(), ROL::InteriorPointStep< Real >::update(), ROL::MoreauYosidaPenaltyStep< Real >::update(), ROL::LineSearchStep< Real >::update(), ROL::AugmentedLagrangianStep< Real >::update(), ROL::BundleStep< Real >::update(), ROL::PrimalDualActiveSetStep< Real >::update(), ROL::TrustRegionStep< Real >::update(), ROL::TrustRegionStep< Real >::updateGradient(), and ROL::MoreauYosidaPenaltyStep< Real >::updateState().

template<class Real>
virtual void ROL::Step< 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 in ROL::MoreauYosidaPenaltyStep< Real >, ROL::InteriorPointStep< Real >, and ROL::BundleStep< Real >.

Definition at line 89 of file ROL_Step.hpp.

Referenced by ROL::ProjectedNewtonStep< Real >::initialize(), ROL::ProjectedSecantStep< Real >::initialize(), ROL::SecantStep< Real >::initialize(), ROL::PrimalDualSystemStep< Real >::initialize(), ROL::BundleStep< Real >::initialize(), ROL::NewtonKrylovStep< Real >::initialize(), ROL::Step< Real >::initialize(), and ROL::ProjectedNewtonKrylovStep< Real >::initialize().

template<class Real>
virtual void ROL::Step< 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 with bound constraint.

Reimplemented in ROL::TrustRegionStep< Real >, ROL::PrimalDualActiveSetStep< Real >, ROL::ProjectedNewtonKrylovStep< Real >, ROL::LineSearchStep< Real >, ROL::NewtonKrylovStep< Real >, ROL::SecantStep< Real >, ROL::ProjectedSecantStep< Real >, and ROL::ProjectedNewtonStep< Real >.

Definition at line 97 of file ROL_Step.hpp.

References ROL::Vector< Real >::clone(), ROL::AlgorithmState< Real >::gnorm, ROL::Objective< Real >::gradient(), ROL::BoundConstraint< Real >::isActivated(), ROL::AlgorithmState< Real >::iter, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::BoundConstraint< Real >::project(), ROL::Step< Real >::state_, ROL::Objective< Real >::update(), ROL::Objective< Real >::value(), ROL::AlgorithmState< Real >::value, and zero.

template<class Real>
virtual void ROL::Step< 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 in ROL::AugmentedLagrangianStep< Real >, ROL::CompositeStep< Real >, ROL::FletcherStep< Real >, and ROL::InteriorPointStep< Real >.

Definition at line 130 of file ROL_Step.hpp.

template<class Real>
virtual void ROL::Step< 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 in ROL::AugmentedLagrangianStep< Real >, ROL::MoreauYosidaPenaltyStep< Real >, ROL::InteriorPointStep< Real >, ROL::PrimalDualSystemStep< Real >, and ROL::FletcherStep< Real >.

Definition at line 137 of file ROL_Step.hpp.

template<class Real>
virtual void ROL::Step< Real >::compute ( Vector< Real > &  s,
const Vector< Real > &  x,
Objective< Real > &  obj,
BoundConstraint< Real > &  bnd,
AlgorithmState< Real > &  algo_state 
)
inlinevirtual

Compute step.

Reimplemented in ROL::TrustRegionStep< Real >, ROL::AugmentedLagrangianStep< Real >, ROL::FletcherStep< Real >, ROL::PrimalDualActiveSetStep< Real >, ROL::CompositeStep< Real >, ROL::LineSearchStep< Real >, ROL::MoreauYosidaPenaltyStep< Real >, ROL::InteriorPointStep< Real >, ROL::ProjectedNewtonKrylovStep< Real >, ROL::NewtonKrylovStep< Real >, ROL::BundleStep< Real >, ROL::SecantStep< Real >, ROL::ProjectedSecantStep< Real >, ROL::NonlinearCGStep< Real >, ROL::ProjectedNewtonStep< Real >, ROL::GradientStep< Real >, and ROL::NewtonStep< Real >.

Definition at line 144 of file ROL_Step.hpp.

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

template<class Real>
virtual void ROL::Step< 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 in ROL::TrustRegionStep< Real >, ROL::AugmentedLagrangianStep< Real >, ROL::PrimalDualActiveSetStep< Real >, ROL::FletcherStep< Real >, ROL::BundleStep< Real >, ROL::InteriorPointStep< Real >, ROL::CompositeStep< Real >, ROL::LineSearchStep< Real >, ROL::MoreauYosidaPenaltyStep< Real >, ROL::ProjectedNewtonKrylovStep< Real >, ROL::NewtonKrylovStep< Real >, ROL::ProjectedSecantStep< Real >, ROL::SecantStep< Real >, ROL::NonlinearCGStep< Real >, ROL::ProjectedNewtonStep< Real >, ROL::GradientStep< Real >, and ROL::NewtonStep< Real >.

Definition at line 152 of file ROL_Step.hpp.

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

template<class Real>
virtual void ROL::Step< 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 in ROL::AugmentedLagrangianStep< Real >, ROL::CompositeStep< Real >, ROL::InteriorPointStep< Real >, and ROL::FletcherStep< Real >.

Definition at line 160 of file ROL_Step.hpp.

template<class Real>
virtual void ROL::Step< 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 in ROL::AugmentedLagrangianStep< Real >, ROL::InteriorPointStep< Real >, ROL::CompositeStep< Real >, and ROL::FletcherStep< Real >.

Definition at line 168 of file ROL_Step.hpp.

template<class Real>
virtual void ROL::Step< 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 in ROL::AugmentedLagrangianStep< Real >, ROL::InteriorPointStep< Real >, ROL::MoreauYosidaPenaltyStep< Real >, ROL::FletcherStep< Real >, and ROL::PrimalDualSystemStep< Real >.

Definition at line 176 of file ROL_Step.hpp.

template<class Real>
virtual void ROL::Step< 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 in ROL::AugmentedLagrangianStep< Real >, ROL::InteriorPointStep< Real >, ROL::MoreauYosidaPenaltyStep< Real >, ROL::FletcherStep< Real >, and ROL::PrimalDualSystemStep< Real >.

Definition at line 185 of file ROL_Step.hpp.

template<class Real>
void ROL::Step< Real >::initialize ( OptimizationProblem< Real > &  opt,
AlgorithmState< Real > &  algo_state 
)
inline

Definition at line 196 of file ROL_Step.hpp.

References ROL::OptimizationProblem< Real >::getBoundConstraint(), ROL::OptimizationProblem< Real >::getConstraint(), ROL::OptimizationProblem< Real >::getMultiplierVector(), ROL::OptimizationProblem< Real >::getObjective(), ROL::OptimizationProblem< Real >::getSolutionVector(), and ROL::Step< Real >::initialize().

template<class Real>
void ROL::Step< Real >::compute ( Vector< Real > &  s,
OptimizationProblem< Real > &  opt,
AlgorithmState< Real > &  algo_state 
)
inline

Definition at line 222 of file ROL_Step.hpp.

References ROL::Step< Real >::compute(), ROL::OptimizationProblem< Real >::getBoundConstraint(), ROL::OptimizationProblem< Real >::getConstraint(), ROL::OptimizationProblem< Real >::getMultiplierVector(), ROL::OptimizationProblem< Real >::getObjective(), and ROL::OptimizationProblem< Real >::getSolutionVector().

template<class Real>
void ROL::Step< Real >::update ( OptimizationProblem< Real > &  opt,
const Vector< Real > &  s,
AlgorithmState< Real > &  algo_state 
)
inline

Definition at line 247 of file ROL_Step.hpp.

References ROL::OptimizationProblem< Real >::getBoundConstraint(), ROL::OptimizationProblem< Real >::getConstraint(), ROL::OptimizationProblem< Real >::getMultiplierVector(), ROL::OptimizationProblem< Real >::getObjective(), ROL::OptimizationProblem< Real >::getSolutionVector(), and ROL::Step< Real >::update().

template<class Real>
virtual std::string ROL::Step< Real >::printHeader ( void  ) const
inlinevirtual

Print iterate header.

Reimplemented in ROL::TrustRegionStep< Real >, ROL::PrimalDualActiveSetStep< Real >, ROL::AugmentedLagrangianStep< Real >, ROL::InteriorPointStep< Real >, ROL::BundleStep< Real >, ROL::MoreauYosidaPenaltyStep< Real >, ROL::LineSearchStep< Real >, ROL::CompositeStep< Real >, ROL::FletcherStep< Real >, ROL::ProjectedNewtonKrylovStep< Real >, ROL::NewtonKrylovStep< Real >, ROL::ProjectedSecantStep< Real >, ROL::ProjectedNewtonStep< Real >, ROL::SecantStep< Real >, ROL::NonlinearCGStep< Real >, ROL::GradientStep< Real >, and ROL::NewtonStep< Real >.

Definition at line 275 of file ROL_Step.hpp.

Referenced by main().

template<class Real>
virtual std::string ROL::Step< Real >::printName ( void  ) const
inlinevirtual

Print step name.

Reimplemented in ROL::TrustRegionStep< Real >, ROL::PrimalDualActiveSetStep< Real >, ROL::InteriorPointStep< Real >, ROL::AugmentedLagrangianStep< Real >, ROL::BundleStep< Real >, ROL::MoreauYosidaPenaltyStep< Real >, ROL::CompositeStep< Real >, ROL::LineSearchStep< Real >, ROL::FletcherStep< Real >, ROL::ProjectedNewtonKrylovStep< Real >, ROL::NewtonKrylovStep< Real >, ROL::ProjectedSecantStep< Real >, ROL::ProjectedNewtonStep< Real >, ROL::SecantStep< Real >, ROL::NonlinearCGStep< Real >, ROL::GradientStep< Real >, and ROL::NewtonStep< Real >.

Definition at line 281 of file ROL_Step.hpp.

Referenced by main().

template<class Real>
virtual std::string ROL::Step< Real >::print ( AlgorithmState< Real > &  algo_state,
bool  printHeader = false 
) const
inlinevirtual

Print iterate status.

Reimplemented in ROL::TrustRegionStep< Real >, ROL::PrimalDualActiveSetStep< Real >, ROL::InteriorPointStep< Real >, ROL::AugmentedLagrangianStep< Real >, ROL::BundleStep< Real >, ROL::MoreauYosidaPenaltyStep< Real >, ROL::LineSearchStep< Real >, ROL::CompositeStep< Real >, ROL::FletcherStep< Real >, ROL::ProjectedNewtonKrylovStep< Real >, ROL::NewtonKrylovStep< Real >, ROL::ProjectedSecantStep< Real >, ROL::ProjectedNewtonStep< Real >, ROL::SecantStep< Real >, ROL::NonlinearCGStep< Real >, ROL::GradientStep< Real >, and ROL::NewtonStep< Real >.

Definition at line 287 of file ROL_Step.hpp.

Referenced by main().

template<class Real>
const ROL::Ptr<const StepState<Real> > ROL::Step< Real >::getStepState ( void  ) const
inline

Get state for step object.

Definition at line 293 of file ROL_Step.hpp.

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

Referenced by ROL::LineSearchStep< Real >::print(), ROL::BundleStep< Real >::print(), ROL::TrustRegionStep< Real >::print(), and ROL::FletcherStep< Real >::update().

template<class Real>
void ROL::Step< Real >::reset ( const Real  searchSize = 1.0)
inline

Get state for step object.

Definition at line 299 of file ROL_Step.hpp.

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

Member Data Documentation

template<class Real>
ROL::Ptr<StepState<Real> > ROL::Step< Real >::state_
private

Definition at line 71 of file ROL_Step.hpp.

Referenced by ROL::Step< Real >::getState(), ROL::Step< Real >::getStepState(), ROL::Step< Real >::initialize(), ROL::Step< Real >::reset(), and ROL::Step< Real >::Step().

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