Provides an interface to run the Moreau-Yosida algorithm. More...

#include <ROL_TypeB_MoreauYosidaAlgorithm.hpp>

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

Public Member Functions
	MoreauYosidaAlgorithm (ParameterList &list, const Ptr< Secant< Real > > &secant=nullPtr)
void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout) override
	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.
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 write_header=false) const override
	Print iterate status.
Public Member Functions inherited from ROL::TypeB::Algorithm< Real >
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, 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	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, MoreauYosidaObjective< Real > &myobj, BoundConstraint< Real > &bnd, Vector< Real > &pwa, std::ostream &outStream=std::cout)
void	updateState (const Vector< Real > &x, MoreauYosidaObjective< Real > &myobj, BoundConstraint< Real > &bnd, Vector< Real > &pwa, std::ostream &outStream=std::cout)

Private Attributes
const Ptr< Secant< Real > >	secant_
Real	compViolation_
Real	gnorm_
Real	maxPenalty_
Real	tau_
bool	print_
bool	updatePenalty_
bool	updateMultiplier_
ROL::ParameterList	list_
int	subproblemIter_
std::string	stepname_
int	verbosity_
bool	writeHeader_
bool	hasEcon_

Additional Inherited Members
Protected Member Functions inherited from ROL::TypeB::Algorithm< Real >
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 inherited from ROL::TypeB::Algorithm< Real >
const Ptr< CombinedStatusTest< Real > >	status_
const Ptr< AlgorithmState< Real > >	state_
Ptr< PolyhedralProjection< Real > >	proj_

Detailed Description

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

Provides an interface to run the Moreau-Yosida algorithm.

Definition at line 25 of file ROL_TypeB_MoreauYosidaAlgorithm.hpp.

Constructor & Destructor Documentation

◆ MoreauYosidaAlgorithm()

template<typename Real>

ROL::TypeB::MoreauYosidaAlgorithm< Real >::MoreauYosidaAlgorithm	(	ParameterList &	list,
		const Ptr< Secant< Real > > &	secant = nullPtr )

Definition at line 19 of file ROL_TypeB_MoreauYosidaAlgorithm_Def.hpp.

References ROL::TypeB::Algorithm< Real >::Algorithm(), list_, maxPenalty_, print_, secant_, ROL::TypeB::Algorithm< Real >::state_, ROL::TypeB::Algorithm< Real >::status_, stepname_, subproblemIter_, tau_, updateMultiplier_, updatePenalty_, verbosity_, and writeHeader_.

Member Function Documentation

◆ initialize()

template<typename Real>

void ROL::TypeB::MoreauYosidaAlgorithm< Real >::initialize	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		MoreauYosidaObjective< Real > &	myobj,
		BoundConstraint< Real > &	bnd,
		Vector< Real > &	pwa,
		std::ostream &	outStream = std::cout )

private

Definition at line 58 of file ROL_TypeB_MoreauYosidaAlgorithm_Def.hpp.

References hasEcon_, ROL::TypeB::Algorithm< Real >::initialize(), ROL::TypeB::Algorithm< Real >::proj_, ROL::TypeB::Algorithm< Real >::state_, and updateState().

◆ updateState()

template<typename Real>

void ROL::TypeB::MoreauYosidaAlgorithm< Real >::updateState	(	const Vector< Real > &	x,
		MoreauYosidaObjective< Real > &	myobj,
		BoundConstraint< Real > &	bnd,
		Vector< Real > &	pwa,
		std::ostream &	outStream = std::cout )

private

Definition at line 79 of file ROL_TypeB_MoreauYosidaAlgorithm_Def.hpp.

References ROL::Vector< Real >::axpy(), compViolation_, ROL::MoreauYosidaObjective< Real >::getObjectiveGradient(), ROL::MoreauYosidaObjective< Real >::getObjectiveValue(), gnorm_, ROL::Initial, ROL::Vector< Real >::norm(), ROL::TypeB::Algorithm< Real >::proj_, ROL::ROL_EPSILON(), ROL::Vector< Real >::set(), ROL::TypeB::Algorithm< Real >::state_, ROL::MoreauYosidaObjective< Real >::testComplementarity(), and ROL::MoreauYosidaObjective< Real >::update().

Referenced by initialize(), and run().

◆ run()

template<typename Real>

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

overridevirtual

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.

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

Definition at line 112 of file ROL_TypeB_MoreauYosidaAlgorithm_Def.hpp.

References ROL::TypeU::AlgorithmFactory(), ROL::Vector< Real >::clone(), ROL::MoreauYosidaObjective< Real >::getNumberFunctionEvaluations(), ROL::MoreauYosidaObjective< Real >::getNumberGradientEvaluations(), hasEcon_, initialize(), list_, maxPenalty_, ROL::TypeB::Algorithm< Real >::proj_, secant_, ROL::TypeB::Algorithm< Real >::state_, ROL::TypeB::Algorithm< Real >::status_, subproblemIter_, tau_, updateMultiplier_, ROL::MoreauYosidaObjective< Real >::updateMultipliers(), updatePenalty_, updateState(), verbosity_, ROL::TypeB::Algorithm< Real >::writeExitStatus(), writeHeader_, and writeOutput().