#include <ROL_Constraint_SerialSimOpt.hpp>

Inheritance diagram for ROL::ROL::TypeE::CompositeStepAlgorithm< Real >:

Public Member Functions
	CompositeStepAlgorithm (ParameterList &list)
virtual void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, const Vector< Real > &eres, std::ostream &outStream=std::cout) override
	Run algorithm on equality constrained problems (Type-E). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.
virtual void	writeHeader (std::ostream &os) const override
	Print iterate header.
virtual void	writeName (std::ostream &os) const override
	Print step name.
virtual void	writeOutput (std::ostream &os, const bool print_header=false) const override
	Print iterate status.
Public Member Functions inherited from ROL::ROL::TypeE::Algorithm< Real >
virtual	~Algorithm ()
	Algorithm ()
	Constructor, given a step and a status test.
void	setStatusTest (const Ptr< StatusTest< Real > > &status, bool combineStatus=false)
virtual void	run (Problem< Real > &problem, std::ostream &outStream=std::cout)
	Run algorithm on equality constrained problems (Type-E). This is the primary Type-E interface.
virtual void	run (Vector< Real > &x, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, std::ostream &outStream=std::cout)
	Run algorithm on equality constrained problems (Type-E). This is the primary Type-E interface.
virtual void	run (Vector< Real > &x, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout)
	Run algorithm on equality constrained problems with explicit linear equality constraints (Type-E). This is the primary Type-E with explicit linear equality constraints interface.
virtual void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, const Vector< Real > &eres, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout)
	Run algorithm on equality constrained problems with explicit linear equality constraints (Type-E). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.
virtual void	writeExitStatus (std::ostream &os) const
Ptr< const AlgorithmState< Real > >	getState () const
void	reset ()

Private Member Functions
void	initialize (Vector< Real > &x, const Vector< Real > &g, Vector< Real > &l, const Vector< Real > &c, Objective< Real > &obj, Constraint< Real > &con, std::ostream &outStream=std::cout)
	Initialize algorithm by computing a few quantities.
void	computeTrial (Vector< Real > &s, const Vector< Real > &x, const Vector< Real > &l, Objective< Real > &obj, Constraint< Real > &con, std::ostream &os)
	Compute trial step.
void	updateRadius (Vector< Real > &x, Vector< Real > &l, const Vector< Real > &s, Objective< Real > &obj, Constraint< Real > &con, std::ostream &os)
	Update trust-region radius, take step, etc.
void	computeLagrangeMultiplier (Vector< Real > &l, const Vector< Real > &x, const Vector< Real > &gf, Constraint< Real > &con, std::ostream &os)
	Compute Lagrange multipliers by solving the least-squares problem minimizing the gradient of the Lagrangian, via the augmented system formulation.
void	computeQuasinormalStep (Vector< Real > &n, const Vector< Real > &c, const Vector< Real > &x, Real delta, Constraint< Real > &con, std::ostream &os)
	Compute quasi-normal step by minimizing the norm of the linearized constraint.
void	solveTangentialSubproblem (Vector< Real > &t, Vector< Real > &tCP, Vector< Real > &Wg, const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &n, const Vector< Real > &l, Real delta, Objective< Real > &obj, Constraint< Real > &con, std::ostream &os)
	Solve tangential subproblem.
void	accept (Vector< Real > &s, Vector< Real > &n, Vector< Real > &t, Real f_new, Vector< Real > &c_new, Vector< Real > &gf_new, Vector< Real > &l_new, Vector< Real > &g_new, const Vector< Real > &x, const Vector< Real > &l, Real f, const Vector< Real > &gf, const Vector< Real > &c, const Vector< Real > &g, Vector< Real > &tCP, Vector< Real > &Wg, Objective< Real > &obj, Constraint< Real > &con, std::ostream &os)
	Check acceptance of subproblem solutions, adjust merit function penalty parameter, ensure global convergence.
template<typename T>
int	sgn (T val) const
void	printInfoLS (const std::vector< Real > &res, std::ostream &os) const
Real	setTolOSS (const Real intol) const

Private Attributes
ParameterList	list_
ROL::Ptr< Vector< Real > >	xvec_
ROL::Ptr< Vector< Real > >	gvec_
ROL::Ptr< Vector< Real > >	cvec_
ROL::Ptr< Vector< Real > >	lvec_
int	flagCG_
int	flagAC_
int	iterCG_
int	maxiterCG_
int	maxiterOSS_
Real	tolCG_
Real	tolOSS_
bool	tolOSSfixed_
Real	lmhtol_
Real	qntol_
Real	pgtol_
Real	projtol_
Real	tangtol_
Real	tntmax_
Real	zeta_
Real	Delta_
Real	penalty_
Real	eta_
bool	useConHess_
Real	ared_
Real	pred_
Real	snorm_
Real	nnorm_
Real	tnorm_
bool	infoQN_
bool	infoLM_
bool	infoTS_
bool	infoAC_
bool	infoLS_
bool	infoALL_
int	totalIterCG_
int	totalProj_
int	totalNegCurv_
int	totalRef_
int	totalCallLS_
int	totalIterLS_
int	verbosity_
bool	printHeader_

Additional Inherited Members
Protected Member Functions inherited from ROL::ROL::TypeE::Algorithm< Real >
void	initialize (const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &mul, const Vector< Real > &c)
Protected Attributes inherited from ROL::ROL::TypeE::Algorithm< Real >
const Ptr< CombinedStatusTest< Real > >	status_
const Ptr< AlgorithmState< Real > >	state_

Detailed Description

template<typename Real>
class ROL::ROL::TypeE::CompositeStepAlgorithm< Real >

Definition at line 24 of file ROL_Constraint_SerialSimOpt.hpp.

Constructor & Destructor Documentation

◆ CompositeStepAlgorithm()

template<typename Real>

ROL::TypeE::CompositeStepAlgorithm< Real >::CompositeStepAlgorithm ( ParameterList & list )

Definition at line 18 of file ROL_Constraint_SerialSimOpt.hpp.

Member Function Documentation

◆ initialize()

template<typename Real>

void ROL::TypeE::CompositeStepAlgorithm< Real >::initialize	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		Vector< Real > &	l,
		const Vector< Real > &	c,
		Objective< Real > &	obj,
		Constraint< Real > &	con,
		std::ostream &	outStream = std::cout )

private

Initialize algorithm by computing a few quantities.

Definition at line 988 of file ROL_Constraint_SerialSimOpt.hpp.

◆ computeTrial()

template<typename Real>

void ROL::TypeE::CompositeStepAlgorithm< Real >::computeTrial	(	Vector< Real > &	s,
		const Vector< Real > &	x,
		const Vector< Real > &	l,
		Objective< Real > &	obj,
		Constraint< Real > &	con,
		std::ostream &	os )

private

Compute trial step.

Definition at line 83 of file ROL_Constraint_SerialSimOpt.hpp.

◆ updateRadius()

template<typename Real>

void ROL::TypeE::CompositeStepAlgorithm< Real >::updateRadius	(	Vector< Real > &	x,
		Vector< Real > &	l,
		const Vector< Real > &	s,
		Objective< Real > &	obj,
		Constraint< Real > &	con,
		std::ostream &	os )

private

Update trust-region radius, take step, etc.

Definition at line 917 of file ROL_Constraint_SerialSimOpt.hpp.

◆ computeLagrangeMultiplier()

template<typename Real>

void ROL::TypeE::CompositeStepAlgorithm< Real >::computeLagrangeMultiplier	(	Vector< Real > &	l,
		const Vector< Real > &	x,
		const Vector< Real > &	gf,
		Constraint< Real > &	con,
		std::ostream &	os )

private

Compute Lagrange multipliers by solving the least-squares problem minimizing the gradient of the Lagrangian, via the augmented system formulation.

Parameters

[out]	l	is the updated Lagrange multiplier; a dual constraint-space vector
[in]	x	is the current iterate; an optimization-space vector
[in]	gf	is the gradient of the objective function; a dual optimization-space vector
[in]	con	is the equality constraint object

Definition at line 134 of file ROL_Constraint_SerialSimOpt.hpp.

◆ computeQuasinormalStep()

template<typename Real>

void ROL::TypeE::CompositeStepAlgorithm< Real >::computeQuasinormalStep	(	Vector< Real > &	n,
		const Vector< Real > &	c,
		const Vector< Real > &	x,
		Real	delta,
		Constraint< Real > &	con,
		std::ostream &	os )

private

Compute quasi-normal step by minimizing the norm of the linearized constraint.

Compute an approximate solution of the problem

\[ \begin{array}{rl} \min_{n} & \|c'(x_k)n + c(x_k)\|^2_{\mathcal{X}} \\ \mbox{subject to} & \|n\|_{\mathcal{X}} \le \delta \end{array} \]

The approximate solution is computed using Powell's dogleg method. The dogleg path is computed using the Cauchy point and a full Newton step. The path's intersection with the trust-region constraint gives the quasi-normal step.

Parameters

[out]	n	is the quasi-normal step; an optimization-space vector
[in]	c	is the value of equality constraints; a constraint-space vector
[in]	x	is the current iterate; an optimization-space vector
[in]	delta	is the trust-region radius for the quasi-normal step
[in]	con	is the equality constraint object

Definition at line 184 of file ROL_Constraint_SerialSimOpt.hpp.

◆ solveTangentialSubproblem()

template<typename Real>

void ROL::TypeE::CompositeStepAlgorithm< Real >::solveTangentialSubproblem	(	Vector< Real > &	t,
		Vector< Real > &	tCP,
		Vector< Real > &	Wg,
		const Vector< Real > &	x,
		const Vector< Real > &	g,
		const Vector< Real > &	n,
		const Vector< Real > &	l,
		Real	delta,
		Objective< Real > &	obj,
		Constraint< Real > &	con,
		std::ostream &	os )

private

Solve tangential subproblem.

  @param[out]      t     is the solution of the tangential subproblem; an optimization-space vector
  @param[out]      tCP   is the Cauchy point for the tangential subproblem; an optimization-space vector
  @param[out]      Wg    is the dual of the projected gradient of the Lagrangian; an optimization-space vector
  @param[in]       x     is the current iterate; an optimization-space vector
  @param[in]       g     is the gradient of the Lagrangian; a dual optimization-space vector
  @param[in]       n     is the quasi-normal step; an optimization-space vector
  @param[in]       l     is the Lagrange multiplier; a dual constraint-space vector
  @param[in]       delta is the trust-region radius for the tangential subproblem
  @param[in]       obj   is the objective function
  @param[in]       con   is the equality constraint object

Definition at line 287 of file ROL_Constraint_SerialSimOpt.hpp.

◆ accept()

template<typename Real>

void ROL::TypeE::CompositeStepAlgorithm< Real >::accept	(	Vector< Real > &	s,
		Vector< Real > &	n,
		Vector< Real > &	t,
		Real	f_new,
		Vector< Real > &	c_new,
		Vector< Real > &	gf_new,
		Vector< Real > &	l_new,
		Vector< Real > &	g_new,
		const Vector< Real > &	x,
		const Vector< Real > &	l,
		Real	f,
		const Vector< Real > &	gf,
		const Vector< Real > &	c,
		const Vector< Real > &	g,
		Vector< Real > &	tCP,
		Vector< Real > &	Wg,
		Objective< Real > &	obj,
		Constraint< Real > &	con,
		std::ostream &	os )

private

Check acceptance of subproblem solutions, adjust merit function penalty parameter, ensure global convergence.

Definition at line 621 of file ROL_Constraint_SerialSimOpt.hpp.

◆ sgn()

template<typename Real>

template<typename T>

int ROL::TypeE::CompositeStepAlgorithm< Real >::sgn ( T val ) const

private

Definition at line 1160 of file ROL_Constraint_SerialSimOpt.hpp.

◆ printInfoLS()

template<typename Real>

void ROL::TypeE::CompositeStepAlgorithm< Real >::printInfoLS	(	const std::vector< Real > &	res,
		std::ostream &	os ) const

private

Definition at line 1166 of file ROL_Constraint_SerialSimOpt.hpp.

◆ setTolOSS()

template<typename Real>

Real ROL::TypeE::CompositeStepAlgorithm< Real >::setTolOSS ( const Real intol ) const

private

Definition at line 1182 of file ROL_Constraint_SerialSimOpt.hpp.

◆ run()

template<typename Real>

void ROL::TypeE::CompositeStepAlgorithm< Real >::run	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		Objective< Real > &	obj,
		Constraint< Real > &	econ,
		Vector< Real > &	emul,
		const Vector< Real > &	eres,
		std::ostream &	outStream = std::cout )

overridevirtual

Run algorithm on equality constrained problems (Type-E). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.

Implements ROL::ROL::TypeE::Algorithm< Real >.

Definition at line 1031 of file ROL_Constraint_SerialSimOpt.hpp.