ROL
ROL_TypeU_Algorithm.hpp
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1// @HEADER
2// *****************************************************************************
3// Rapid Optimization Library (ROL) Package
4//
5// Copyright 2014 NTESS and the ROL contributors.
6// SPDX-License-Identifier: BSD-3-Clause
7// *****************************************************************************
8// @HEADER
9
10#ifndef ROL_TYPEU_ALGORITHM_H
11#define ROL_TYPEU_ALGORITHM_H
12
14#include "ROL_Objective.hpp"
15#include "ROL_Constraint.hpp"
16#include "ROL_Problem.hpp"
17
21
22namespace ROL {
23namespace TypeU {
24
25template<typename Real>
26struct AlgorithmState : public ROL::AlgorithmState<Real> {
28 Ptr<Vector<Real>> stepVec;
29 Ptr<Vector<Real>> gradientVec;
30
32 : searchSize(1),
33 stepVec(nullPtr),
34 gradientVec(nullPtr) {}
35
36 void reset() {
38 searchSize = static_cast<Real>(1);
39 if (stepVec != nullPtr) {
40 stepVec->zero();
41 }
42 if (gradientVec != nullPtr) {
43 gradientVec->zero();
44 }
45 }
46};
47
48template<typename Real>
49class Algorithm {
50protected:
51 const Ptr<CombinedStatusTest<Real>> status_;
52 const Ptr<AlgorithmState<Real>> state_;
53
54 void initialize(const Vector<Real> &x, const Vector<Real> &g);
55
56public:
57
58 virtual ~Algorithm() {}
59
63
64 void setStatusTest(const Ptr<StatusTest<Real>> &status,
65 bool combineStatus = false);
66
70 virtual void run( Problem<Real> &problem,
71 std::ostream &outStream = std::cout );
72
76 virtual void run( Vector<Real> &x,
77 Objective<Real> &obj,
78 std::ostream &outStream = std::cout );
79
85 virtual void run( Vector<Real> &x,
86 Objective<Real> &obj,
87 Constraint<Real> &linear_con,
88 Vector<Real> &linear_mul,
89 std::ostream &outStream = std::cout );
90
96 virtual void run( Vector<Real> &x,
97 const Vector<Real> &g,
98 Objective<Real> &obj,
99 Constraint<Real> &linear_con,
100 Vector<Real> &linear_mul,
101 const Vector<Real> &linear_c,
102 std::ostream &outStream = std::cout );
103
108 virtual void run( Vector<Real> &x,
109 const Vector<Real> &g,
110 Objective<Real> &obj,
111 std::ostream &outStream = std::cout) = 0;
112
115 virtual void writeHeader( std::ostream& os ) const;
116
119 virtual void writeName( std::ostream& os ) const;
120
123 virtual void writeOutput( std::ostream& os, const bool write_header = false ) const;
124
125 virtual void writeExitStatus( std::ostream& os ) const;
126
127 //Ptr<const AlgorithmState<Real>>& getState() const;
128 Ptr<const AlgorithmState<Real>> getState() const;
129
130 void reset();
131
132}; // class ROL::TypeU::Algorithm
133} // namespace TypeU
134} // namespace ROL
135
137
138#endif
Defines the general constraint operator interface.
Provides the interface to evaluate objective functions.
Provides an interface to check status of optimization algorithms.
Algorithm()
Constructor, given a step and a status test.
virtual void run(Vector< Real > &x, Objective< Real > &obj, Constraint< Real > &linear_con, Vector< Real > &linear_mul, std::ostream &outStream=std::cout)
Run algorithm on unconstrained problems with explicit linear equality constraints (Type-U)....
const Ptr< CombinedStatusTest< Real > > status_
virtual void writeOutput(std::ostream &os, const bool write_header=false) const
Print iterate status.
virtual void run(Problem< Real > &problem, std::ostream &outStream=std::cout)
Run algorithm on unconstrained problems (Type-U). This is the primary Type-U interface.
virtual void writeName(std::ostream &os) const
Print step name.
virtual void writeHeader(std::ostream &os) const
Print iterate header.
Ptr< const AlgorithmState< Real > > getState() const
void initialize(const Vector< Real > &x, const Vector< Real > &g)
virtual void run(Vector< Real > &x, Objective< Real > &obj, std::ostream &outStream=std::cout)
Run algorithm on unconstrained problems (Type-U). This is the primary Type-U interface.
virtual void run(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, std::ostream &outStream=std::cout)=0
Run algorithm on unconstrained problems (Type-U). This general interface supports the use of dual opt...
virtual void run(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &linear_con, Vector< Real > &linear_mul, const Vector< Real > &linear_c, std::ostream &outStream=std::cout)
Run algorithm on unconstrained problems with explicit linear equality constraints (Type-U)....
void setStatusTest(const Ptr< StatusTest< Real > > &status, bool combineStatus=false)
const Ptr< AlgorithmState< Real > > state_
virtual void writeExitStatus(std::ostream &os) const
Defines the linear algebra or vector space interface.
State for algorithm class. Will be used for restarts.
Ptr< Vector< Real > > gradientVec