Provides the interface for and implements a bundle. The semidefinite quadratic subproblem is solved using TT algorithm by Antonio Frangioni (1996). More...

#include <ROL_Bundle_TT.hpp>

Inheritance diagram for ROL::Bundle_TT< Real >:

Public Member Functions
	Bundle_TT (const unsigned maxSize=10, const Real coeff=0.0, const Real omega=2.0, const unsigned remSize=2)
unsigned	solveDual (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)
Public Member Functions inherited from ROL::Bundle< Real >
virtual	~Bundle (void)
	Bundle (const unsigned maxSize=10, const Real coeff=0.0, const Real omega=2.0, const unsigned remSize=2)
virtual void	initialize (const Vector< Real > &g)
const Real	linearizationError (const unsigned i) const
const Real	distanceMeasure (const unsigned i) const
const Vector< Real > &	subgradient (const unsigned i) const
const Real	getDualVariable (const unsigned i) const
void	setDualVariable (const unsigned i, const Real val)
void	resetDualVariables (void)
const Real	computeAlpha (const Real dm, const Real le) const
const Real	alpha (const unsigned i) const
unsigned	size (void) const
void	aggregate (Vector< Real > &aggSubGrad, Real &aggLinErr, Real &aggDistMeas) const
void	reset (const Vector< Real > &g, const Real le, const Real dm)
void	update (const bool flag, const Real linErr, const Real distMeas, const Vector< Real > &g, const Vector< Real > &s)

Private Member Functions
Real	GiGj (const int i, const int j) const
Real	sgn (const Real x) const
void	swapRowsL (unsigned ind1, unsigned ind2, bool trans=false)
void	updateK (void)
void	addSubgradToBase (unsigned ind, Real delta)
void	deleteSubgradFromBase (unsigned ind, Real tol)
void	solveSystem (int size, char tran, LA::Matrix< Real > &L, LA::Vector< Real > &v)
bool	isFeasible (LA::Vector< Real > &v, const Real &tol)
unsigned	solveDual_TT (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)
unsigned	solveDual_arbitrary (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)

Private Attributes
ROL::LAPACK< int, Real >	lapack_
int	QPStatus_
int	maxind_
int	entering_
int	LiMax_
int	LiMin_
unsigned	maxSize_
unsigned	dependent_
unsigned	currSize_
bool	isInitialized_
bool	optimal_
Real	rho_
Real	lhNorm
Real	ljNorm
Real	lhz1_
Real	lhz2_
Real	ljz1_
Real	kappa_
Real	objval_
Real	minobjval_
Real	deltaLh_
Real	deltaLj_
std::vector< int >	taboo_
std::vector< int >	base_
LA::Matrix< Real >	L_
LA::Matrix< Real >	Id_
LA::Vector< Real >	tempv_
LA::Vector< Real >	tempw1_
LA::Vector< Real >	tempw2_
LA::Vector< Real >	lh_
LA::Vector< Real >	lj_
LA::Vector< Real >	z1_
LA::Vector< Real >	z2_

Additional Inherited Members
Protected Member Functions inherited from ROL::Bundle< Real >
const Real	GiGj (const unsigned i, const unsigned j) const
const Real	dotGi (const unsigned i, const Vector< Real > &x) const
void	addGi (const unsigned i, const Real a, Vector< Real > &x) const
Real	evaluateObjective (std::vector< Real > &g, const std::vector< Real > &x, const Real t) const
unsigned	solveDual_dim1 (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)
unsigned	solveDual_dim2 (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)

Detailed Description

template<class Real>
class ROL::Bundle_TT< Real >

Provides the interface for and implements a bundle. The semidefinite quadratic subproblem is solved using TT algorithm by Antonio Frangioni (1996).

Definition at line 43 of file ROL_Bundle_TT.hpp.

Constructor & Destructor Documentation

◆ Bundle_TT()

template<class Real>

ROL::Bundle_TT< Real >::Bundle_TT	(	const unsigned	maxSize = 10,
		const Real	coeff = 0.0,
		const Real	omega = 2.0,
		const unsigned	remSize = 2 )

inline

Definition at line 96 of file ROL_Bundle_TT.hpp.

References ROL::Bundle< Real >::Bundle(), Id_, isInitialized_, maxind_, and maxSize_.

Member Function Documentation

◆ GiGj()

template<class Real>

Real ROL::Bundle_TT< Real >::GiGj	(	const int	i,
		const int	j ) const

inlineprivate

Definition at line 85 of file ROL_Bundle_TT.hpp.

References ROL::Bundle< Real >::subgradient().

Referenced by deleteSubgradFromBase(), and solveDual_TT().

◆ sgn()

template<class Real>

Real ROL::Bundle_TT< Real >::sgn ( const Real x ) const

inlineprivate

Definition at line 89 of file ROL_Bundle_TT.hpp.

References zero.

Referenced by deleteSubgradFromBase().

◆ solveDual()

template<class Real>

unsigned ROL::Bundle_TT< Real >::solveDual	(	const Real	t,
		const unsigned	maxit = 1000,
		const Real	tol = 1.e-8 )

inlinevirtual

Implements ROL::Bundle< Real >.

Definition at line 109 of file ROL_Bundle_TT.hpp.

References ROL::Bundle< Real >::size(), solveDual_arbitrary(), ROL::Bundle< Real >::solveDual_dim1(), and ROL::Bundle< Real >::solveDual_dim2().

◆ swapRowsL()

template<class Real>

void ROL::Bundle_TT< Real >::swapRowsL	(	unsigned	ind1,
		unsigned	ind2,
		bool	trans = false )

inlineprivate

Definition at line 127 of file ROL_Bundle_TT.hpp.

References currSize_, Id_, L_, and zero.

Referenced by addSubgradToBase(), and deleteSubgradFromBase().

◆ updateK()

template<class Real>

void ROL::Bundle_TT< Real >::updateK ( void )

inlineprivate

Definition at line 151 of file ROL_Bundle_TT.hpp.

References currSize_, dependent_, kappa_, L_, LiMax_, LiMin_, ROL::ROL_INF(), and ROL::ROL_NINF().

Referenced by deleteSubgradFromBase().

◆ addSubgradToBase()

template<class Real>

void ROL::Bundle_TT< Real >::addSubgradToBase	(	unsigned	ind,
		Real	delta )

inlineprivate

Definition at line 172 of file ROL_Bundle_TT.hpp.

References ROL::Bundle< Real >::alpha(), base_, currSize_, dependent_, kappa_, L_, lhz1_, lhz2_, LiMax_, LiMin_, swapRowsL(), z1_, and z2_.

Referenced by deleteSubgradFromBase(), and solveDual_TT().

◆ deleteSubgradFromBase()

template<class Real>

void ROL::Bundle_TT< Real >::deleteSubgradFromBase	(	unsigned	ind,
		Real	tol )

inlineprivate

Definition at line 205 of file ROL_Bundle_TT.hpp.

References addSubgradToBase(), base_, currSize_, deltaLh_, deltaLj_, dependent_, GiGj(), kappa_, L_, lh_, lhNorm, lhz1_, lhz2_, lj_, ljNorm, sgn(), swapRowsL(), updateK(), z1_, z2_, and zero.

Referenced by solveDual_TT().

◆ solveSystem()

template<class Real>

void ROL::Bundle_TT< Real >::solveSystem	(	int	size,
		char	tran,
		LA::Matrix< Real > &	L,
		LA::Vector< Real > &	v )

inlineprivate

Definition at line 432 of file ROL_Bundle_TT.hpp.

References lapack_, and ROL::Bundle< Real >::size().

Referenced by solveDual_TT().

◆ isFeasible()

template<class Real>

bool ROL::Bundle_TT< Real >::isFeasible	(	LA::Vector< Real > &	v,
		const Real &	tol )

inlineprivate

Definition at line 447 of file ROL_Bundle_TT.hpp.

Referenced by solveDual_TT().

◆ solveDual_TT()

template<class Real>

unsigned ROL::Bundle_TT< Real >::solveDual_TT	(	const Real	t,
		const unsigned	maxit = 1000,
		const Real	tol = 1.e-8 )

inlineprivate

Definition at line 457 of file ROL_Bundle_TT.hpp.

References addSubgradToBase(), ROL::Bundle< Real >::alpha(), base_, currSize_, deleteSubgradFromBase(), dependent_, entering_, ROL::Bundle< Real >::getDualVariable(), GiGj(), isFeasible(), kappa_, L_, lh_, lhNorm, lhz1_, lhz2_, LiMax_, LiMin_, lj_, ljNorm, ljz1_, maxind_, minobjval_, objval_, optimal_, QPStatus_, ROL::Bundle< Real >::resetDualVariables(), rho_, ROL::ROL_EPSILON(), ROL::ROL_INF(), ROL::ROL_NINF(), ROL::Bundle< Real >::setDualVariable(), solveSystem(), taboo_, tempv_, tempw1_, tempw2_, z1_, z2_, and zero.

Referenced by solveDual_arbitrary().

◆ solveDual_arbitrary()

template<class Real>

unsigned ROL::Bundle_TT< Real >::solveDual_arbitrary	(	const Real	t,
		const unsigned	maxit = 1000,
		const Real	tol = 1.e-8 )

inlineprivate

Definition at line 824 of file ROL_Bundle_TT.hpp.

References QPStatus_, and solveDual_TT().

Referenced by solveDual().

Member Data Documentation

◆ lapack_

template<class Real>

ROL::LAPACK<int, Real> ROL::Bundle_TT< Real >::lapack_

private

Definition at line 45 of file ROL_Bundle_TT.hpp.

Referenced by solveSystem().

◆ QPStatus_

template<class Real>

int ROL::Bundle_TT< Real >::QPStatus_

private

Definition at line 47 of file ROL_Bundle_TT.hpp.

Referenced by solveDual_arbitrary(), and solveDual_TT().

◆ maxind_

template<class Real>

int ROL::Bundle_TT< Real >::maxind_

private

Definition at line 48 of file ROL_Bundle_TT.hpp.

Referenced by Bundle_TT(), and solveDual_TT().

◆ entering_

template<class Real>

int ROL::Bundle_TT< Real >::entering_

private

Definition at line 49 of file ROL_Bundle_TT.hpp.

Referenced by solveDual_TT().

◆ LiMax_

template<class Real>

int ROL::Bundle_TT< Real >::LiMax_

private

Definition at line 50 of file ROL_Bundle_TT.hpp.

Referenced by addSubgradToBase(), solveDual_TT(), and updateK().

◆ LiMin_

template<class Real>

int ROL::Bundle_TT< Real >::LiMin_

private

Definition at line 51 of file ROL_Bundle_TT.hpp.

Referenced by addSubgradToBase(), solveDual_TT(), and updateK().

◆ maxSize_

template<class Real>

unsigned ROL::Bundle_TT< Real >::maxSize_

private

Definition at line 53 of file ROL_Bundle_TT.hpp.

Referenced by Bundle_TT().

◆ dependent_

template<class Real>

unsigned ROL::Bundle_TT< Real >::dependent_

private

Definition at line 54 of file ROL_Bundle_TT.hpp.

Referenced by addSubgradToBase(), deleteSubgradFromBase(), solveDual_TT(), and updateK().

◆ currSize_

template<class Real>

unsigned ROL::Bundle_TT< Real >::currSize_

private

Definition at line 55 of file ROL_Bundle_TT.hpp.

Referenced by addSubgradToBase(), deleteSubgradFromBase(), solveDual_TT(), swapRowsL(), and updateK().

◆ isInitialized_

template<class Real>

bool ROL::Bundle_TT< Real >::isInitialized_

private

Definition at line 57 of file ROL_Bundle_TT.hpp.

Referenced by Bundle_TT().

◆ optimal_

template<class Real>

bool ROL::Bundle_TT< Real >::optimal_

private

Definition at line 58 of file ROL_Bundle_TT.hpp.

Referenced by solveDual_TT().

◆ rho_

template<class Real>

Real ROL::Bundle_TT< Real >::rho_

private

Definition at line 60 of file ROL_Bundle_TT.hpp.

Referenced by solveDual_TT().

◆ lhNorm

template<class Real>

Real ROL::Bundle_TT< Real >::lhNorm

private

Definition at line 61 of file ROL_Bundle_TT.hpp.

Referenced by deleteSubgradFromBase(), and solveDual_TT().

◆ ljNorm

template<class Real>

Real ROL::Bundle_TT< Real >::ljNorm

private

Definition at line 62 of file ROL_Bundle_TT.hpp.

Referenced by deleteSubgradFromBase(), and solveDual_TT().

◆ lhz1_

template<class Real>

Real ROL::Bundle_TT< Real >::lhz1_

private

Definition at line 63 of file ROL_Bundle_TT.hpp.

Referenced by addSubgradToBase(), deleteSubgradFromBase(), and solveDual_TT().

◆ lhz2_

template<class Real>

Real ROL::Bundle_TT< Real >::lhz2_

private

Definition at line 64 of file ROL_Bundle_TT.hpp.

Referenced by addSubgradToBase(), deleteSubgradFromBase(), and solveDual_TT().

◆ ljz1_

template<class Real>

Real ROL::Bundle_TT< Real >::ljz1_

private

Definition at line 65 of file ROL_Bundle_TT.hpp.

Referenced by solveDual_TT().

◆ kappa_

template<class Real>

Real ROL::Bundle_TT< Real >::kappa_

private

Definition at line 66 of file ROL_Bundle_TT.hpp.

Referenced by addSubgradToBase(), deleteSubgradFromBase(), solveDual_TT(), and updateK().

◆ objval_

template<class Real>

Real ROL::Bundle_TT< Real >::objval_

private

Definition at line 67 of file ROL_Bundle_TT.hpp.

Referenced by solveDual_TT().

◆ minobjval_

template<class Real>

Real ROL::Bundle_TT< Real >::minobjval_

private

Definition at line 68 of file ROL_Bundle_TT.hpp.

Referenced by solveDual_TT().

◆ deltaLh_

template<class Real>

Real ROL::Bundle_TT< Real >::deltaLh_

private

Definition at line 69 of file ROL_Bundle_TT.hpp.

Referenced by deleteSubgradFromBase().

◆ deltaLj_

template<class Real>

Real ROL::Bundle_TT< Real >::deltaLj_

private

Definition at line 70 of file ROL_Bundle_TT.hpp.

Referenced by deleteSubgradFromBase().

◆ taboo_

template<class Real>

std::vector<int> ROL::Bundle_TT< Real >::taboo_

private

Definition at line 72 of file ROL_Bundle_TT.hpp.

Referenced by solveDual_TT().

◆ base_

template<class Real>

std::vector<int> ROL::Bundle_TT< Real >::base_

private

Definition at line 73 of file ROL_Bundle_TT.hpp.

Referenced by addSubgradToBase(), deleteSubgradFromBase(), and solveDual_TT().

◆ L_

template<class Real>

LA::Matrix<Real> ROL::Bundle_TT< Real >::L_

private

Definition at line 75 of file ROL_Bundle_TT.hpp.

Referenced by addSubgradToBase(), deleteSubgradFromBase(), solveDual_TT(), swapRowsL(), and updateK().

◆ Id_

template<class Real>

LA::Matrix<Real> ROL::Bundle_TT< Real >::Id_

private

Definition at line 76 of file ROL_Bundle_TT.hpp.

Referenced by Bundle_TT(), and swapRowsL().

◆ tempv_

template<class Real>

LA::Vector<Real> ROL::Bundle_TT< Real >::tempv_

private

Definition at line 77 of file ROL_Bundle_TT.hpp.

Referenced by solveDual_TT().

◆ tempw1_

template<class Real>

LA::Vector<Real> ROL::Bundle_TT< Real >::tempw1_

private

Definition at line 78 of file ROL_Bundle_TT.hpp.

Referenced by solveDual_TT().

◆ tempw2_

template<class Real>

LA::Vector<Real> ROL::Bundle_TT< Real >::tempw2_

private

Definition at line 79 of file ROL_Bundle_TT.hpp.

Referenced by solveDual_TT().

◆ lh_

template<class Real>

LA::Vector<Real> ROL::Bundle_TT< Real >::lh_

private

Definition at line 80 of file ROL_Bundle_TT.hpp.

Referenced by deleteSubgradFromBase(), and solveDual_TT().

◆ lj_

template<class Real>

LA::Vector<Real> ROL::Bundle_TT< Real >::lj_

private

Definition at line 81 of file ROL_Bundle_TT.hpp.

Referenced by deleteSubgradFromBase(), and solveDual_TT().

◆ z1_

template<class Real>

LA::Vector<Real> ROL::Bundle_TT< Real >::z1_

private

Definition at line 82 of file ROL_Bundle_TT.hpp.

Referenced by addSubgradToBase(), deleteSubgradFromBase(), and solveDual_TT().

◆ z2_

template<class Real>

LA::Vector<Real> ROL::Bundle_TT< Real >::z2_

private

Definition at line 83 of file ROL_Bundle_TT.hpp.

Referenced by addSubgradToBase(), deleteSubgradFromBase(), and solveDual_TT().

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

ROL_Bundle_TT.hpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ Bundle_TT()

Member Function Documentation

◆ GiGj()

◆ sgn()

◆ solveDual()

◆ swapRowsL()

◆ updateK()

◆ addSubgradToBase()

◆ deleteSubgradFromBase()

◆ solveSystem()

◆ isFeasible()

◆ solveDual_TT()

◆ solveDual_arbitrary()

Member Data Documentation

◆ lapack_

◆ QPStatus_

◆ maxind_

◆ entering_

◆ LiMax_

◆ LiMin_

◆ maxSize_

◆ dependent_

◆ currSize_

◆ isInitialized_

◆ optimal_

◆ rho_

◆ lhNorm

◆ ljNorm

◆ lhz1_

◆ lhz2_

◆ ljz1_

◆ kappa_

◆ objval_

◆ minobjval_

◆ deltaLh_

◆ deltaLj_

◆ taboo_

◆ base_

◆ L_

◆ Id_

◆ tempv_

◆ tempw1_

◆ tempw2_

◆ lh_

◆ lj_

◆ z1_

◆ z2_