Provides an interface to run the projected secant algorithm. More...

#include <ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp>

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

Classes
class	HessianPDAS
class	PrecondPDAS
class	HessianPDAS_Poly
class	PrecondPDAS_Poly

Public Member Functions
	PrimalDualActiveSetAlgorithm (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, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout)

Private Attributes
Ptr< Secant< Real > >	secant_
	Secant object (used for quasi-Newton).
ESecant	esec_
	Secant type.
std::string	secantName_
	Secant name.
Ptr< Krylov< Real > >	krylov_
	Krylov solver object (used for inexact Newton).
EKrylov	ekv_
	Krylov type.
std::string	krylovName_
	Krylov name.
int	totalKrylov_
	Total number of Krylov iterations per PDAS iteration.
int	iterKrylov_
	Number of Krylov iterations (used for inexact Newton).
int	flagKrylov_
	Termination flag for Krylov method (used for inexact Newton).
bool	useSecantHessVec_
	Whether or not to use to a secant approximation as the Hessian.
bool	useSecantPrecond_
	Whether or not to use a secant approximation to precondition inexact Newton.
int	maxit_
	Maximum number of PDAS steps (default: 10).
int	iter_
	PDAS iteration counter.
int	flag_
	PDAS termination flag.
Real	stol_
	PDAS minimum step size stopping tolerance (default: 1e-8).
Real	gtol_
	PDAS gradient stopping tolerance (default: 1e-6).
Real	scale_
	Scale for dual variables in the active set, \(c\) (default: 1).
Real	neps_
	\(\epsilon\)-active set parameter
Real	itol_
	Inexact Krylov tolerance.
Real	atolKrylov_
	Absolute tolerance for Krylov solve (default: 1e-4).
Real	rtolKrylov_
	Relative tolerance for Krylov solve (default: 1e-2).
int	maxitKrylov_
	Maximum number of Krylov iterations (default: 100).
bool	feasible_
	Flag whether the current iterate is feasible or not.
int	verbosity_
bool	writeHeader_
bool	hasPoly_

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::PrimalDualActiveSetAlgorithm< Real >

Provides an interface to run the projected secant algorithm.

Definition at line 25 of file ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp.

Constructor & Destructor Documentation

◆ PrimalDualActiveSetAlgorithm()

template<typename Real>

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

Definition at line 17 of file ROL_TypeB_PrimalDualActiveSetAlgorithm_Def.hpp.

References atolKrylov_, esec_, gtol_, hasPoly_, itol_, maxit_, maxitKrylov_, neps_, ROL::ROL_EPSILON(), rtolKrylov_, scale_, secant_, ROL::SECANT_USERDEFINED, ROL::SecantFactory(), secantName_, ROL::TypeB::Algorithm< Real >::status_, stol_, ROL::StringToESecant(), useSecantHessVec_, useSecantPrecond_, verbosity_, and writeHeader_.

Member Function Documentation

◆ initialize()

template<typename Real>

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

private

Definition at line 53 of file ROL_TypeB_PrimalDualActiveSetAlgorithm_Def.hpp.

References atolKrylov_, ekv_, ROL::Objective< Real >::gradient(), hasPoly_, ROL::Initial, ROL::TypeB::Algorithm< Real >::initialize(), krylov_, krylovName_, maxitKrylov_, ROL::TypeB::Algorithm< Real >::proj_, ROL::ROL_EPSILON(), ROL::ROL_INF(), rtolKrylov_, ROL::TypeB::Algorithm< Real >::state_, ROL::StringToEKrylov(), ROL::Objective< Real >::update(), and ROL::Objective< Real >::value().

◆ run()

template<typename Real>

void ROL::TypeB::PrimalDualActiveSetAlgorithm< 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 96 of file ROL_TypeB_PrimalDualActiveSetAlgorithm_Def.hpp.