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

#include <ROL_TypeB_QuasiNewtonAlgorithm.hpp>

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

Public Member Functions
	QuasiNewtonAlgorithm (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.
int	maxit_
	Maximum number of line search steps (default: 20).
Real	rhodec_
	Backtracking rate (default: 0.5).
Real	c1_
	Sufficient Decrease Parameter (default: 1e-4).
Real	sigma1_
	Lower safeguard for quadratic line search (default: 0.1).
Real	sigma2_
	Upper safeguard for quadratic line search (default: 0.9).
Real	sp_tol1_
Real	sp_tol2_
Real	sp_tol_min_
std::string	algoName_
ParameterList	list_
bool	hasLEC_
int	ls_nfval_
int	spgIter_
int	verbosity_
bool	writeHeader_

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::QuasiNewtonAlgorithm< Real >

Provides an interface to run the projected secant algorithm.

Definition at line 24 of file ROL_TypeB_QuasiNewtonAlgorithm.hpp.

Constructor & Destructor Documentation

◆ QuasiNewtonAlgorithm()

template<typename Real>

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

Definition at line 25 of file ROL_TypeB_QuasiNewtonAlgorithm_Def.hpp.

References algoName_, c1_, esec_, hasLEC_, list_, maxit_, rhodec_, secant_, ROL::SECANT_USERDEFINED, ROL::SecantFactory(), secantName_, sigma1_, sigma2_, sp_tol1_, sp_tol2_, sp_tol_min_, ROL::TypeB::Algorithm< Real >::status_, ROL::StringToESecant(), verbosity_, and writeHeader_.

Member Function Documentation

◆ initialize()

template<typename Real>

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

private

Definition at line 64 of file ROL_TypeB_QuasiNewtonAlgorithm_Def.hpp.

References ROL::Objective< Real >::gradient(), hasLEC_, ROL::Initial, ROL::TypeB::Algorithm< Real >::initialize(), ROL::TypeB::Algorithm< Real >::proj_, ROL::ROL_EPSILON(), ROL::ROL_INF(), ROL::TypeB::Algorithm< Real >::state_, ROL::Objective< Real >::update(), and ROL::Objective< Real >::value().

◆ run()

template<typename Real>

void ROL::TypeB::QuasiNewtonAlgorithm< 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 92 of file ROL_TypeB_QuasiNewtonAlgorithm_Def.hpp.

References ROL::Accept, algoName_, ROL::Vector< Real >::axpy(), c1_, ROL::Vector< Real >::clone(), ROL::Objective< Real >::gradient(), hasLEC_, initialize(), list_, ls_nfval_, maxit_, ROL::TypeB::Algorithm< Real >::proj_, rhodec_, ROL::ROL_EPSILON(), secant_, ROL::Vector< Real >::set(), sigma1_, sigma2_, sp_tol1_, sp_tol2_, sp_tol_min_, spgIter_, ROL::TypeB::Algorithm< Real >::state_, ROL::TypeB::Algorithm< Real >::status_, ROL::Trial, ROL::Objective< Real >::update(), ROL::Objective< Real >::value(), verbosity_, ROL::TypeB::Algorithm< Real >::writeExitStatus(), writeHeader_, and writeOutput().