#include <ROL_Constraint_SerialSimOpt.hpp>

Inheritance diagram for ROL::ROL::TypeU::TrustRegionAlgorithm< Real >:

Public Member Functions
	TrustRegionAlgorithm (ParameterList &parlist, const Ptr< Secant< Real > > &secant=nullPtr)
void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, std::ostream &outStream=std::cout) override
	Run algorithm on unconstrained problems (Type-U). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.
void	writeHeader (std::ostream &os) const override
	Print iterate header.
void	writeName (std::ostream &os) const override
	Print step name.
void	writeOutput (std::ostream &os, const bool print_header=false) const override
	Print iterate status.
Public Member Functions inherited from ROL::ROL::TypeU::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 unconstrained problems (Type-U). This is the primary Type-U interface.
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, 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). This is the primary Type-U with explicit linear equality constraints interface.
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). 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 (const Vector< Real > &x, const Vector< Real > &g, Vector< Real > &Bg, Objective< Real > &obj, std::ostream &outStream=std::cout)
Real	computeValue (const Vector< Real > &x, Objective< Real > &obj, Real pRed)
void	computeGradient (const Vector< Real > &x, Objective< Real > &obj, bool accept)
	Compute gradient to iteratively satisfy inexactness condition.

Private Attributes
Ptr< TrustRegion_U< Real > >	solver_
	Container for trust-region solver object.
Ptr< TrustRegionModel_U< Real > >	model_
	Container for trust-region model.
ETrustRegionU	etr_
	Trust-region subproblem solver type.
Real	delMax_
	Maximum trust-region radius.
Real	eta0_
	Step acceptance threshold.
Real	eta1_
	Radius decrease threshold.
Real	eta2_
	Radius increase threshold.
Real	gamma0_
	Radius decrease rate (negative rho).
Real	gamma1_
	Radius decrease rate (positive rho).
Real	gamma2_
	Radius increase rate.
Real	TRsafe_
	Safeguard size for numerically evaluating ratio.
Real	eps_
	Safeguard for numerically evaluating ratio.
TRUtils::ETRFlag	TRflag_
	Trust-region exit flag.
int	SPflag_
	Subproblem solver termination flag.
int	SPiter_
	Subproblem solver iteration count.
bool	useNM_
int	NMstorage_
ESecant	esec_
	Secant type.
bool	useSecantPrecond_
bool	useSecantHessVec_
std::vector< bool >	useInexact_
	Flags for inexact (0) objective function, (1) gradient, (2) Hessian.
Real	scale0_
	Scale for inexact gradient computation.
Real	scale1_
	Scale for inexact gradient computation.
Real	scale_
Real	omega_
Real	force_
Real	forceFactor_
int	updateIter_
Real	gtol_
int	verbosity_
	Print additional information to screen if > 0.
bool	printHeader_
	Print header at every iteration.

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

Detailed Description

template<typename Real>
class ROL::ROL::TypeU::TrustRegionAlgorithm< Real >

Definition at line 28 of file ROL_Constraint_SerialSimOpt.hpp.

Constructor & Destructor Documentation

◆ TrustRegionAlgorithm()

template<typename Real>

ROL::TypeU::TrustRegionAlgorithm< Real >::TrustRegionAlgorithm	(	ParameterList &	parlist,
		const Ptr< Secant< Real > > &	secant = nullPtr )

Definition at line 19 of file ROL_Constraint_SerialSimOpt.hpp.

Member Function Documentation

◆ run()

template<typename Real>

void ROL::TypeU::TrustRegionAlgorithm< Real >::run	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		Objective< Real > &	obj,
		std::ostream &	outStream = std::cout )

overridevirtual

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

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

Definition at line 157 of file ROL_Constraint_SerialSimOpt.hpp.

◆ writeHeader()

template<typename Real>

void ROL::TypeU::TrustRegionAlgorithm< Real >::writeHeader ( std::ostream & os ) const

overridevirtual

Print iterate header.

Reimplemented from ROL::ROL::TypeU::Algorithm< Real >.

Definition at line 242 of file ROL_Constraint_SerialSimOpt.hpp.

◆ writeName()

template<typename Real>

void ROL::TypeU::TrustRegionAlgorithm< Real >::writeName ( std::ostream & os ) const

overridevirtual

Print step name.

Reimplemented from ROL::ROL::TypeU::Algorithm< Real >.

Definition at line 298 of file ROL_Constraint_SerialSimOpt.hpp.

◆ writeOutput()

template<typename Real>

void ROL::TypeU::TrustRegionAlgorithm< Real >::writeOutput	(	std::ostream &	os,
		const bool	write_header = false ) const

overridevirtual

Print iterate status.

Reimplemented from ROL::ROL::TypeU::Algorithm< Real >.

Definition at line 319 of file ROL_Constraint_SerialSimOpt.hpp.

◆ initialize()

template<typename Real>

void ROL::TypeU::TrustRegionAlgorithm< Real >::initialize	(	const Vector< Real > &	x,
		const Vector< Real > &	g,
		Vector< Real > &	Bg,
		Objective< Real > &	obj,
		std::ostream &	outStream = std::cout )

private

Definition at line 77 of file ROL_Constraint_SerialSimOpt.hpp.

◆ computeValue()

template<typename Real>

Real ROL::TypeU::TrustRegionAlgorithm< Real >::computeValue	(	const Vector< Real > &	x,
		Objective< Real > &	obj,
		Real	pRed )

private

Definition at line 111 of file ROL_Constraint_SerialSimOpt.hpp.

◆ computeGradient()

template<typename Real>

void ROL::TypeU::TrustRegionAlgorithm< Real >::computeGradient	(	const Vector< Real > &	x,
		Objective< Real > &	obj,
		bool	accept )

private

Compute gradient to iteratively satisfy inexactness condition.

This function attempts to ensure that the inexact gradient condition,

\[ \|g_k-\nabla J(x_k)\|_{\mathcal{X}} \le \kappa_1\min\{\,\|g_k\|_{\mathcal{X}},\,\Delta_k\,\}, \]

is satisfied. This function works under the assumption that the gradient function returns a gradient approximation which satisfies the error tolerance prescribed by the tol input parameter.

Parameters