ROL
ROL::TypeB::Algorithm< Real > Class Template Referenceabstract

Provides an interface to run bound constrained optimization algorithms. More...

#include <ROL_TypeB_Algorithm.hpp>

Inheritance diagram for ROL::TypeB::Algorithm< Real >:

Public Member Functions

virtual ~Algorithm ()
 Algorithm ()
 Constructor, given a step and a status test.
void setStatusTest (const Ptr< StatusTest< Real > > &status, const bool combineStatus=false)
virtual void run (Problem< Real > &problem, std::ostream &outStream=std::cout)
 Run algorithm on bound constrained problems (Type-B). This is the primary Type-B interface.
virtual void run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout)
 Run algorithm on bound constrained problems (Type-B). This is the primary Type-B interface.
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout)=0
 Run algorithm on bound constrained problems (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.
virtual void run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout)
 Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface.
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout)
 Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.
virtual void run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, std::ostream &outStream=std::cout)
 Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface.
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, const Vector< Real > &linear_ires, std::ostream &outStream=std::cout)
 Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.
virtual void run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, std::ostream &outStream=std::cout)
 Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface.
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, const Vector< Real > &linear_ires, std::ostream &outStream=std::cout)
 Run algorithm on bound constrained problems with explicit linear constraints (Type-B). 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
 Print iterate header.
virtual void writeName (std::ostream &os) const
 Print step name.
virtual void writeOutput (std::ostream &os, const bool write_header=false) const
 Print iterate status.
virtual void writeExitStatus (std::ostream &os) const
Ptr< const AlgorithmState< Real > > getState () const
void reset ()

Protected Member Functions

void initialize (const Vector< Real > &x, const Vector< Real > &g)
Real optimalityCriterion (const Vector< Real > &x, const Vector< Real > &g, Vector< Real > &primal, std::ostream &outStream=std::cout) const

Protected Attributes

const Ptr< CombinedStatusTest< Real > > status_
const Ptr< AlgorithmState< Real > > state_
Ptr< PolyhedralProjection< Real > > proj_

Detailed Description

template<typename Real>
class ROL::TypeB::Algorithm< Real >

Provides an interface to run bound constrained optimization algorithms.

Definition at line 50 of file ROL_TypeB_Algorithm.hpp.

Constructor & Destructor Documentation

◆ ~Algorithm()

template<typename Real>
virtual ROL::TypeB::Algorithm< Real >::~Algorithm ( )
inlinevirtual

Definition at line 63 of file ROL_TypeB_Algorithm.hpp.

◆ Algorithm()

template<typename Real>
ROL::TypeB::Algorithm< Real >::Algorithm ( )

Member Function Documentation

◆ initialize()

◆ optimalityCriterion()

◆ setStatusTest()

template<typename Real>
void ROL::TypeB::Algorithm< Real >::setStatusTest ( const Ptr< StatusTest< Real > > & status,
const bool combineStatus = false )

Definition at line 64 of file ROL_TypeB_Algorithm_Def.hpp.

References status_.

◆ run() [1/9]

◆ run() [2/9]

template<typename Real>
void ROL::TypeB::Algorithm< Real >::run ( Vector< Real > & x,
Objective< Real > & obj,
BoundConstraint< Real > & bnd,
std::ostream & outStream = std::cout )
virtual

Run algorithm on bound constrained problems (Type-B). This is the primary Type-B interface.

Definition at line 90 of file ROL_TypeB_Algorithm_Def.hpp.

References ROL::Vector< Real >::dual(), and run().

◆ run() [3/9]

template<typename Real>
virtual void ROL::TypeB::Algorithm< Real >::run ( Vector< Real > & x,
const Vector< Real > & g,
Objective< Real > & obj,
BoundConstraint< Real > & bnd,
std::ostream & outStream = std::cout )
pure virtual

◆ run() [4/9]

template<typename Real>
void ROL::TypeB::Algorithm< Real >::run ( Vector< Real > & x,
Objective< Real > & obj,
BoundConstraint< Real > & bnd,
Constraint< Real > & linear_econ,
Vector< Real > & linear_emul,
std::ostream & outStream = std::cout )
virtual

Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface.

Definition at line 98 of file ROL_TypeB_Algorithm_Def.hpp.

References ROL::Vector< Real >::dual(), and run().

◆ run() [5/9]

template<typename Real>
void ROL::TypeB::Algorithm< Real >::run ( Vector< Real > & x,
const Vector< Real > & g,
Objective< Real > & obj,
BoundConstraint< Real > & bnd,
Constraint< Real > & linear_econ,
Vector< Real > & linear_emul,
const Vector< Real > & linear_eres,
std::ostream & outStream = std::cout )
virtual

Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.

Reimplemented in ROL::TypeB::KelleySachsAlgorithm< Real >, and ROL::TypeB::NewtonKrylovAlgorithm< Real >.

Definition at line 108 of file ROL_TypeB_Algorithm_Def.hpp.

References ROL::PolyhedralProjectionFactory(), proj_, and run().

◆ run() [6/9]

template<typename Real>
void ROL::TypeB::Algorithm< Real >::run ( Vector< Real > & x,
Objective< Real > & obj,
BoundConstraint< Real > & bnd,
Constraint< Real > & linear_icon,
Vector< Real > & linear_imul,
BoundConstraint< Real > & linear_ibnd,
std::ostream & outStream = std::cout )
virtual

Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface.

Definition at line 122 of file ROL_TypeB_Algorithm_Def.hpp.

References ROL::Vector< Real >::dual(), and run().

◆ run() [7/9]

template<typename Real>
void ROL::TypeB::Algorithm< Real >::run ( Vector< Real > & x,
const Vector< Real > & g,
Objective< Real > & obj,
BoundConstraint< Real > & bnd,
Constraint< Real > & linear_icon,
Vector< Real > & linear_imul,
BoundConstraint< Real > & linear_ibnd,
const Vector< Real > & linear_ires,
std::ostream & outStream = std::cout )
virtual

Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.

Definition at line 133 of file ROL_TypeB_Algorithm_Def.hpp.

References ROL::Problem< Real >::addBoundConstraint(), ROL::Problem< Real >::addLinearConstraint(), ROL::Vector< Real >::clone(), ROL::Problem< Real >::finalize(), and run().

◆ run() [8/9]

template<typename Real>
void ROL::TypeB::Algorithm< Real >::run ( Vector< Real > & x,
Objective< Real > & obj,
BoundConstraint< Real > & bnd,
Constraint< Real > & linear_econ,
Vector< Real > & linear_emul,
Constraint< Real > & linear_icon,
Vector< Real > & linear_imul,
BoundConstraint< Real > & linear_ibnd,
std::ostream & outStream = std::cout )
virtual

Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface.

Definition at line 166 of file ROL_TypeB_Algorithm_Def.hpp.

References ROL::Vector< Real >::dual(), and run().

◆ run() [9/9]

template<typename Real>
void ROL::TypeB::Algorithm< Real >::run ( Vector< Real > & x,
const Vector< Real > & g,
Objective< Real > & obj,
BoundConstraint< Real > & bnd,
Constraint< Real > & linear_econ,
Vector< Real > & linear_emul,
const Vector< Real > & linear_eres,
Constraint< Real > & linear_icon,
Vector< Real > & linear_imul,
BoundConstraint< Real > & linear_ibnd,
const Vector< Real > & linear_ires,
std::ostream & outStream = std::cout )
virtual

Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.

Definition at line 180 of file ROL_TypeB_Algorithm_Def.hpp.

References ROL::Problem< Real >::addBoundConstraint(), ROL::Problem< Real >::addLinearConstraint(), ROL::Vector< Real >::clone(), ROL::Problem< Real >::finalize(), and run().

◆ writeHeader()

◆ writeName()

◆ writeOutput()

◆ writeExitStatus()

◆ getState()

template<typename Real>
Ptr< const AlgorithmState< Real > > ROL::TypeB::Algorithm< Real >::getState ( ) const

Definition at line 280 of file ROL_TypeB_Algorithm_Def.hpp.

References state_.

◆ reset()

template<typename Real>
void ROL::TypeB::Algorithm< Real >::reset ( )

Definition at line 285 of file ROL_TypeB_Algorithm_Def.hpp.

References state_.

Member Data Documentation

◆ status_

template<typename Real>
const Ptr<CombinedStatusTest<Real> > ROL::TypeB::Algorithm< Real >::status_
protected

Definition at line 52 of file ROL_TypeB_Algorithm.hpp.

Referenced by Algorithm(), ROL::TypeB::ColemanLiAlgorithm< Real >::ColemanLiAlgorithm(), ROL::TypeB::GradientAlgorithm< Real >::GradientAlgorithm(), ROL::TypeB::InteriorPointAlgorithm< Real >::InteriorPointAlgorithm(), ROL::TypeB::KelleySachsAlgorithm< Real >::KelleySachsAlgorithm(), ROL::TypeB::LinMoreAlgorithm< Real >::LinMoreAlgorithm(), ROL::TypeB::LSecantBAlgorithm< Real >::LSecantBAlgorithm(), ROL::TypeB::MoreauYosidaAlgorithm< Real >::MoreauYosidaAlgorithm(), ROL::TypeB::NewtonKrylovAlgorithm< Real >::parseParameterList(), ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::PrimalDualActiveSetAlgorithm(), ROL::TypeB::QuasiNewtonAlgorithm< Real >::QuasiNewtonAlgorithm(), ROL::TypeB::ColemanLiAlgorithm< Real >::run(), ROL::TypeB::GradientAlgorithm< Real >::run(), ROL::TypeB::InteriorPointAlgorithm< Real >::run(), ROL::TypeB::KelleySachsAlgorithm< Real >::run(), ROL::TypeB::LinMoreAlgorithm< Real >::run(), ROL::TypeB::LSecantBAlgorithm< Real >::run(), ROL::TypeB::MoreauYosidaAlgorithm< Real >::run(), ROL::TypeB::NewtonKrylovAlgorithm< Real >::run(), ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::run(), ROL::TypeB::QuasiNewtonAlgorithm< Real >::run(), ROL::TypeB::SpectralGradientAlgorithm< Real >::run(), ROL::TypeB::TrustRegionSPGAlgorithm< Real >::run(), setStatusTest(), ROL::TypeB::SpectralGradientAlgorithm< Real >::SpectralGradientAlgorithm(), and ROL::TypeB::TrustRegionSPGAlgorithm< Real >::TrustRegionSPGAlgorithm().

◆ state_

template<typename Real>
const Ptr<AlgorithmState<Real> > ROL::TypeB::Algorithm< Real >::state_
protected

Definition at line 53 of file ROL_TypeB_Algorithm.hpp.

Referenced by Algorithm(), ROL::TypeB::ColemanLiAlgorithm< Real >::ColemanLiAlgorithm(), ROL::TypeB::ColemanLiAlgorithm< Real >::dgpstep(), ROL::TypeB::LinMoreAlgorithm< Real >::dgpstep(), ROL::TypeB::LSecantBAlgorithm< Real >::dgpstep(), ROL::TypeB::TrustRegionSPGAlgorithm< Real >::dgpstep(), ROL::TypeB::TrustRegionSPGAlgorithm< Real >::dproj(), ROL::TypeB::TrustRegionSPGAlgorithm< Real >::dpsg_simple(), ROL::TypeB::LSecantBAlgorithm< Real >::dsrch(), getState(), initialize(), ROL::TypeB::ColemanLiAlgorithm< Real >::initialize(), ROL::TypeB::GradientAlgorithm< Real >::initialize(), ROL::TypeB::InteriorPointAlgorithm< Real >::initialize(), ROL::TypeB::KelleySachsAlgorithm< Real >::initialize(), ROL::TypeB::LinMoreAlgorithm< Real >::initialize(), ROL::TypeB::LSecantBAlgorithm< Real >::initialize(), ROL::TypeB::MoreauYosidaAlgorithm< Real >::initialize(), ROL::TypeB::NewtonKrylovAlgorithm< Real >::initialize(), ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::initialize(), ROL::TypeB::QuasiNewtonAlgorithm< Real >::initialize(), ROL::TypeB::SpectralGradientAlgorithm< Real >::initialize(), ROL::TypeB::TrustRegionSPGAlgorithm< Real >::initialize(), ROL::TypeB::InteriorPointAlgorithm< Real >::InteriorPointAlgorithm(), ROL::TypeB::KelleySachsAlgorithm< Real >::KelleySachsAlgorithm(), ROL::TypeB::LinMoreAlgorithm< Real >::LinMoreAlgorithm(), ROL::TypeB::LSecantBAlgorithm< Real >::LSecantBAlgorithm(), ROL::TypeB::MoreauYosidaAlgorithm< Real >::MoreauYosidaAlgorithm(), optimalityCriterion(), reset(), ROL::TypeB::ColemanLiAlgorithm< Real >::run(), ROL::TypeB::GradientAlgorithm< Real >::run(), ROL::TypeB::InteriorPointAlgorithm< Real >::run(), ROL::TypeB::KelleySachsAlgorithm< Real >::run(), ROL::TypeB::LinMoreAlgorithm< Real >::run(), ROL::TypeB::LSecantBAlgorithm< Real >::run(), ROL::TypeB::MoreauYosidaAlgorithm< Real >::run(), ROL::TypeB::NewtonKrylovAlgorithm< Real >::run(), ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::run(), ROL::TypeB::QuasiNewtonAlgorithm< Real >::run(), ROL::TypeB::SpectralGradientAlgorithm< Real >::run(), ROL::TypeB::TrustRegionSPGAlgorithm< Real >::run(), ROL::TypeB::TrustRegionSPGAlgorithm< Real >::TrustRegionSPGAlgorithm(), ROL::TypeB::InteriorPointAlgorithm< Real >::updateState(), ROL::TypeB::MoreauYosidaAlgorithm< Real >::updateState(), writeExitStatus(), writeOutput(), ROL::TypeB::ColemanLiAlgorithm< Real >::writeOutput(), ROL::TypeB::GradientAlgorithm< Real >::writeOutput(), ROL::TypeB::InteriorPointAlgorithm< Real >::writeOutput(), ROL::TypeB::KelleySachsAlgorithm< Real >::writeOutput(), ROL::TypeB::LinMoreAlgorithm< Real >::writeOutput(), ROL::TypeB::LSecantBAlgorithm< Real >::writeOutput(), ROL::TypeB::MoreauYosidaAlgorithm< Real >::writeOutput(), ROL::TypeB::NewtonKrylovAlgorithm< Real >::writeOutput(), ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::writeOutput(), ROL::TypeB::QuasiNewtonAlgorithm< Real >::writeOutput(), ROL::TypeB::SpectralGradientAlgorithm< Real >::writeOutput(), and ROL::TypeB::TrustRegionSPGAlgorithm< Real >::writeOutput().

◆ proj_

template<typename Real>
Ptr<PolyhedralProjection<Real> > ROL::TypeB::Algorithm< Real >::proj_
protected

Definition at line 54 of file ROL_TypeB_Algorithm.hpp.

Referenced by Algorithm(), ROL::TypeB::ColemanLiAlgorithm< Real >::dgpstep(), ROL::TypeB::LinMoreAlgorithm< Real >::dgpstep(), ROL::TypeB::LSecantBAlgorithm< Real >::dgpstep(), ROL::TypeB::TrustRegionSPGAlgorithm< Real >::dgpstep(), ROL::TypeB::TrustRegionSPGAlgorithm< Real >::dproj(), ROL::TypeB::TrustRegionSPGAlgorithm< Real >::dpsg_simple(), ROL::TypeB::ColemanLiAlgorithm< Real >::initialize(), ROL::TypeB::GradientAlgorithm< Real >::initialize(), ROL::TypeB::InteriorPointAlgorithm< Real >::initialize(), ROL::TypeB::LinMoreAlgorithm< Real >::initialize(), ROL::TypeB::LSecantBAlgorithm< Real >::initialize(), ROL::TypeB::MoreauYosidaAlgorithm< Real >::initialize(), ROL::TypeB::NewtonKrylovAlgorithm< Real >::initialize(), ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::initialize(), ROL::TypeB::QuasiNewtonAlgorithm< Real >::initialize(), ROL::TypeB::SpectralGradientAlgorithm< Real >::initialize(), ROL::TypeB::TrustRegionSPGAlgorithm< Real >::initialize(), optimalityCriterion(), run(), run(), ROL::TypeB::GradientAlgorithm< Real >::run(), ROL::TypeB::InteriorPointAlgorithm< Real >::run(), ROL::TypeB::LSecantBAlgorithm< Real >::run(), ROL::TypeB::MoreauYosidaAlgorithm< Real >::run(), ROL::TypeB::NewtonKrylovAlgorithm< Real >::run(), ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::run(), ROL::TypeB::QuasiNewtonAlgorithm< Real >::run(), ROL::TypeB::SpectralGradientAlgorithm< Real >::run(), ROL::TypeB::InteriorPointAlgorithm< Real >::updateState(), and ROL::TypeB::MoreauYosidaAlgorithm< Real >::updateState().


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