ROL
Public Member Functions | Private Member Functions | Private Attributes | List of all members
ROL::Bundle_U_AS< Real > Class Template Reference

Provides the interface for and implements an active set bundle. More...

#include <ROL_Bundle_U_AS.hpp>

Inheritance diagram for ROL::Bundle_U_AS< Real >:

Public Member Functions

 Bundle_U_AS (const unsigned maxSize=10, const Real coeff=0.0, const Real omega=2.0, const unsigned remSize=2)
void initialize (const Vector< Real > &g)
unsigned solveDual (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)
Public Member Functions inherited from ROL::Bundle_U< Real >
virtual ~Bundle_U (void)
 Bundle_U (const unsigned maxSize=10, const Real coeff=0.0, const Real omega=2.0, const unsigned remSize=2)
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

void initializeDualSolver (void)
void computeLagMult (std::vector< Real > &lam, const Real mu, const std::vector< Real > &g) const
bool isNonnegative (unsigned &ind, const std::vector< Real > &x) const
Real computeStepSize (unsigned &ind, const std::vector< Real > &x, const std::vector< Real > &p) const
unsigned solveEQPsubproblem (std::vector< Real > &s, Real &mu, const std::vector< Real > &g, const Real tol) const
void applyPreconditioner (std::vector< Real > &Px, const std::vector< Real > &x) const
void applyG (std::vector< Real > &Gx, const std::vector< Real > &x) const
void applyPreconditioner_Identity (std::vector< Real > &Px, const std::vector< Real > &x) const
void applyG_Identity (std::vector< Real > &Gx, const std::vector< Real > &x) const
void applyPreconditioner_Jacobi (std::vector< Real > &Px, const std::vector< Real > &x) const
void applyG_Jacobi (std::vector< Real > &Gx, const std::vector< Real > &x) const
void applyPreconditioner_SymGS (std::vector< Real > &Px, const std::vector< Real > &x) const
void applyG_SymGS (std::vector< Real > &Gx, const std::vector< Real > &x) const
void computeResidualUpdate (std::vector< Real > &r, std::vector< Real > &g) const
void applyFullMatrix (std::vector< Real > &Hx, const std::vector< Real > &x) const
void applyMatrix (std::vector< Real > &Hx, const std::vector< Real > &x) const
unsigned projectedCG (std::vector< Real > &x, Real &mu, const std::vector< Real > &b, const Real tol) const
Real dot (const std::vector< Real > &x, const std::vector< Real > &y) const
Real norm (const std::vector< Real > &x) const
void axpy (const Real a, const std::vector< Real > &x, std::vector< Real > &y) const
void scale (std::vector< Real > &x, const Real a) const
void scale (std::vector< Real > &x, const Real a, const std::vector< Real > &y) const
unsigned solveDual_arbitrary (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)
void project (std::vector< Real > &x, const std::vector< Real > &v) const
Real computeCriticality (const std::vector< Real > &g, const std::vector< Real > &sol) const

Private Attributes

Ptr< Vector< Real > > tG_
Ptr< Vector< Real > > eG_
Ptr< Vector< Real > > yG_
Ptr< Vector< Real > > gx_
Ptr< Vector< Real > > ge_
std::set< unsigned > workingSet_
std::set< unsigned > nworkingSet_
bool isInitialized_

Additional Inherited Members

Protected Member Functions inherited from ROL::Bundle_U< 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<typename Real>
class ROL::Bundle_U_AS< Real >

Provides the interface for and implements an active set bundle.

Definition at line 22 of file ROL_Bundle_U_AS.hpp.

Constructor & Destructor Documentation

◆ Bundle_U_AS()

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

Definition at line 16 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Bundle_U< Real >::Bundle_U(), and isInitialized_.

Member Function Documentation

◆ initialize()

template<typename Real>
void ROL::Bundle_U_AS< Real >::initialize ( const Vector< Real > & g)
virtual

Reimplemented from ROL::Bundle_U< Real >.

Definition at line 23 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Vector< Real >::clone(), eG_, ge_, gx_, ROL::Bundle_U< Real >::initialize(), isInitialized_, tG_, and yG_.

◆ solveDual()

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

Implements ROL::Bundle_U< Real >.

Definition at line 36 of file ROL_Bundle_U_AS_Def.hpp.

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

◆ initializeDualSolver()

template<typename Real>
void ROL::Bundle_U_AS< Real >::initializeDualSolver ( void )
private

Definition at line 51 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Bundle_U< Real >::getDualVariable(), nworkingSet_, ROL::Bundle_U< Real >::setDualVariable(), workingSet_, and zero.

Referenced by solveDual_arbitrary().

◆ computeLagMult()

template<typename Real>
void ROL::Bundle_U_AS< Real >::computeLagMult ( std::vector< Real > & lam,
const Real mu,
const std::vector< Real > & g ) const
private

Definition at line 79 of file ROL_Bundle_U_AS_Def.hpp.

References workingSet_, and zero.

Referenced by solveDual_arbitrary().

◆ isNonnegative()

template<typename Real>
bool ROL::Bundle_U_AS< Real >::isNonnegative ( unsigned & ind,
const std::vector< Real > & x ) const
private

Definition at line 95 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::ROL_EPSILON(), ROL::ROL_OVERFLOW(), ROL::Bundle_U< Real >::size(), and workingSet_.

Referenced by solveDual_arbitrary().

◆ computeStepSize()

template<typename Real>
Real ROL::Bundle_U_AS< Real >::computeStepSize ( unsigned & ind,
const std::vector< Real > & x,
const std::vector< Real > & p ) const
private

Definition at line 115 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Bundle_U< Real >::alpha(), nworkingSet_, ROL::ROL_EPSILON(), ROL::Bundle_U< Real >::size(), and zero.

Referenced by solveDual_arbitrary().

◆ solveEQPsubproblem()

template<typename Real>
unsigned ROL::Bundle_U_AS< Real >::solveEQPsubproblem ( std::vector< Real > & s,
Real & mu,
const std::vector< Real > & g,
const Real tol ) const
private

Definition at line 133 of file ROL_Bundle_U_AS_Def.hpp.

References nworkingSet_, projectedCG(), ROL::Bundle_U< Real >::size(), and zero.

Referenced by solveDual_arbitrary().

◆ applyPreconditioner()

template<typename Real>
void ROL::Bundle_U_AS< Real >::applyPreconditioner ( std::vector< Real > & Px,
const std::vector< Real > & x ) const
private

Definition at line 157 of file ROL_Bundle_U_AS_Def.hpp.

References applyPreconditioner_Identity(), applyPreconditioner_Jacobi(), applyPreconditioner_SymGS(), and zero.

Referenced by computeResidualUpdate().

◆ applyG()

template<typename Real>
void ROL::Bundle_U_AS< Real >::applyG ( std::vector< Real > & Gx,
const std::vector< Real > & x ) const
private

Definition at line 170 of file ROL_Bundle_U_AS_Def.hpp.

References applyG_Identity(), applyG_Jacobi(), and applyG_SymGS().

Referenced by computeResidualUpdate().

◆ applyPreconditioner_Identity()

template<typename Real>
void ROL::Bundle_U_AS< Real >::applyPreconditioner_Identity ( std::vector< Real > & Px,
const std::vector< Real > & x ) const
private

Definition at line 180 of file ROL_Bundle_U_AS_Def.hpp.

References dim, and nworkingSet_.

Referenced by applyPreconditioner().

◆ applyG_Identity()

template<typename Real>
void ROL::Bundle_U_AS< Real >::applyG_Identity ( std::vector< Real > & Gx,
const std::vector< Real > & x ) const
private

Definition at line 198 of file ROL_Bundle_U_AS_Def.hpp.

Referenced by applyG().

◆ applyPreconditioner_Jacobi()

template<typename Real>
void ROL::Bundle_U_AS< Real >::applyPreconditioner_Jacobi ( std::vector< Real > & Px,
const std::vector< Real > & x ) const
private

Definition at line 203 of file ROL_Bundle_U_AS_Def.hpp.

References dim, ROL::Bundle_U< Real >::GiGj(), nworkingSet_, and zero.

Referenced by applyPreconditioner().

◆ applyG_Jacobi()

template<typename Real>
void ROL::Bundle_U_AS< Real >::applyG_Jacobi ( std::vector< Real > & Gx,
const std::vector< Real > & x ) const
private

Definition at line 232 of file ROL_Bundle_U_AS_Def.hpp.

References dim, ROL::Bundle_U< Real >::GiGj(), and nworkingSet_.

Referenced by applyG().

◆ applyPreconditioner_SymGS()

template<typename Real>
void ROL::Bundle_U_AS< Real >::applyPreconditioner_SymGS ( std::vector< Real > & Px,
const std::vector< Real > & x ) const
private

Definition at line 241 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Bundle_U< Real >::addGi(), dim, ROL::Bundle_U< Real >::dotGi(), ge_, ROL::Bundle_U< Real >::GiGj(), gx_, and nworkingSet_.

Referenced by applyPreconditioner().

◆ applyG_SymGS()

template<typename Real>
void ROL::Bundle_U_AS< Real >::applyG_SymGS ( std::vector< Real > & Gx,
const std::vector< Real > & x ) const
private

Definition at line 290 of file ROL_Bundle_U_AS_Def.hpp.

References dim, ROL::Bundle_U< Real >::GiGj(), and nworkingSet_.

Referenced by applyG().

◆ computeResidualUpdate()

template<typename Real>
void ROL::Bundle_U_AS< Real >::computeResidualUpdate ( std::vector< Real > & r,
std::vector< Real > & g ) const
private

Definition at line 299 of file ROL_Bundle_U_AS_Def.hpp.

References applyG(), and applyPreconditioner().

Referenced by projectedCG().

◆ applyFullMatrix()

template<typename Real>
void ROL::Bundle_U_AS< Real >::applyFullMatrix ( std::vector< Real > & Hx,
const std::vector< Real > & x ) const
private

Definition at line 321 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Bundle_U< Real >::dotGi(), eG_, gx_, ROL::Bundle_U< Real >::subgradient(), tG_, and yG_.

Referenced by solveDual_arbitrary().

◆ applyMatrix()

template<typename Real>
void ROL::Bundle_U_AS< Real >::applyMatrix ( std::vector< Real > & Hx,
const std::vector< Real > & x ) const
private

Definition at line 339 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Bundle_U< Real >::dotGi(), eG_, gx_, nworkingSet_, ROL::Bundle_U< Real >::subgradient(), tG_, and yG_.

Referenced by projectedCG().

◆ projectedCG()

template<typename Real>
unsigned ROL::Bundle_U_AS< Real >::projectedCG ( std::vector< Real > & x,
Real & mu,
const std::vector< Real > & b,
const Real tol ) const
private

Definition at line 361 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Bundle_U< Real >::alpha(), applyMatrix(), axpy(), computeResidualUpdate(), dot(), nworkingSet_, scale(), and zero.

Referenced by solveEQPsubproblem().

◆ dot()

template<typename Real>
Real ROL::Bundle_U_AS< Real >::dot ( const std::vector< Real > & x,
const std::vector< Real > & y ) const
private

Definition at line 408 of file ROL_Bundle_U_AS_Def.hpp.

Referenced by norm(), and projectedCG().

◆ norm()

template<typename Real>
Real ROL::Bundle_U_AS< Real >::norm ( const std::vector< Real > & x) const
private

Definition at line 423 of file ROL_Bundle_U_AS_Def.hpp.

References dot().

Referenced by computeCriticality(), and solveDual_arbitrary().

◆ axpy()

template<typename Real>
void ROL::Bundle_U_AS< Real >::axpy ( const Real a,
const std::vector< Real > & x,
std::vector< Real > & y ) const
private

Definition at line 428 of file ROL_Bundle_U_AS_Def.hpp.

Referenced by computeCriticality(), projectedCG(), and solveDual_arbitrary().

◆ scale() [1/2]

template<typename Real>
void ROL::Bundle_U_AS< Real >::scale ( std::vector< Real > & x,
const Real a ) const
private

Definition at line 436 of file ROL_Bundle_U_AS_Def.hpp.

Referenced by computeCriticality(), and projectedCG().

◆ scale() [2/2]

template<typename Real>
void ROL::Bundle_U_AS< Real >::scale ( std::vector< Real > & x,
const Real a,
const std::vector< Real > & y ) const
private

Definition at line 443 of file ROL_Bundle_U_AS_Def.hpp.

◆ solveDual_arbitrary()

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

Definition at line 451 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Bundle_U< Real >::alpha(), applyFullMatrix(), axpy(), computeLagMult(), computeStepSize(), ROL::Bundle_U< Real >::evaluateObjective(), ROL::Bundle_U< Real >::getDualVariable(), initializeDualSolver(), isNonnegative(), norm(), nworkingSet_, ROL::ROL_EPSILON(), ROL::Bundle_U< Real >::setDualVariable(), ROL::Bundle_U< Real >::size(), solveEQPsubproblem(), workingSet_, and zero.

Referenced by solveDual().

◆ project()

template<typename Real>
void ROL::Bundle_U_AS< Real >::project ( std::vector< Real > & x,
const std::vector< Real > & v ) const
private

Definition at line 506 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Bundle_U< Real >::size(), and zero.

Referenced by computeCriticality().

◆ computeCriticality()

template<typename Real>
Real ROL::Bundle_U_AS< Real >::computeCriticality ( const std::vector< Real > & g,
const std::vector< Real > & sol ) const
private

Definition at line 528 of file ROL_Bundle_U_AS_Def.hpp.

References axpy(), norm(), project(), scale(), ROL::Bundle_U< Real >::size(), and zero.

Member Data Documentation

◆ tG_

template<typename Real>
Ptr<Vector<Real> > ROL::Bundle_U_AS< Real >::tG_
private

Definition at line 28 of file ROL_Bundle_U_AS.hpp.

Referenced by applyFullMatrix(), applyMatrix(), and initialize().

◆ eG_

template<typename Real>
Ptr<Vector<Real> > ROL::Bundle_U_AS< Real >::eG_
private

Definition at line 29 of file ROL_Bundle_U_AS.hpp.

Referenced by applyFullMatrix(), applyMatrix(), and initialize().

◆ yG_

template<typename Real>
Ptr<Vector<Real> > ROL::Bundle_U_AS< Real >::yG_
private

Definition at line 30 of file ROL_Bundle_U_AS.hpp.

Referenced by applyFullMatrix(), applyMatrix(), and initialize().

◆ gx_

template<typename Real>
Ptr<Vector<Real> > ROL::Bundle_U_AS< Real >::gx_
private

Definition at line 31 of file ROL_Bundle_U_AS.hpp.

Referenced by applyFullMatrix(), applyMatrix(), applyPreconditioner_SymGS(), and initialize().

◆ ge_

template<typename Real>
Ptr<Vector<Real> > ROL::Bundle_U_AS< Real >::ge_
private

Definition at line 32 of file ROL_Bundle_U_AS.hpp.

Referenced by applyPreconditioner_SymGS(), and initialize().

◆ workingSet_

template<typename Real>
std::set<unsigned> ROL::Bundle_U_AS< Real >::workingSet_
private

Definition at line 34 of file ROL_Bundle_U_AS.hpp.

Referenced by computeLagMult(), initializeDualSolver(), isNonnegative(), and solveDual_arbitrary().

◆ nworkingSet_

template<typename Real>
std::set<unsigned> ROL::Bundle_U_AS< Real >::nworkingSet_
private

Definition at line 35 of file ROL_Bundle_U_AS.hpp.

Referenced by applyG_Jacobi(), applyG_SymGS(), applyMatrix(), applyPreconditioner_Identity(), applyPreconditioner_Jacobi(), applyPreconditioner_SymGS(), computeStepSize(), initializeDualSolver(), projectedCG(), solveDual_arbitrary(), and solveEQPsubproblem().

◆ isInitialized_

template<typename Real>
bool ROL::Bundle_U_AS< Real >::isInitialized_
private

Definition at line 37 of file ROL_Bundle_U_AS.hpp.

Referenced by Bundle_U_AS(), and initialize().

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