ROL
Public Member Functions | Private Attributes | List of all members
ROL::TypeE::FletcherAlgorithm< Real > Class Template Reference

Provides an interface to run equality constrained optimization algorithms using Fletcher's exact penalty. More...

#include <ROL_TypeE_FletcherAlgorithm.hpp>

Inheritance diagram for ROL::TypeE::FletcherAlgorithm< Real >:

Public Member Functions

 FletcherAlgorithm (ParameterList &list, const Ptr< Secant< Real > > &secant=nullPtr)
void initialize (Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &l, const Vector< Real > &c, FletcherObjectiveE< Real > &fobj, Constraint< Real > &con, std::ostream &outStream)
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, const Vector< Real > &eres, std::ostream &outStream=std::cout) override
virtual void writeHeader (std::ostream &os) const override
 Print iterate header.
virtual void writeName (std::ostream &os) const override
 Print step name.
virtual void writeOutput (std::ostream &os, const bool print_header=false) const override
 Print iterate status.
Public Member Functions inherited from ROL::ROL::TypeE::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 equality constrained problems (Type-E). This is the primary Type-E interface.
virtual void run (Vector< Real > &x, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, std::ostream &outStream=std::cout)
 Run algorithm on equality constrained problems (Type-E). This is the primary Type-E interface.
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, const Vector< Real > &eres, std::ostream &outStream=std::cout)=0
 Run algorithm on equality constrained problems (Type-E). 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, Constraint< Real > &econ, Vector< Real > &emul, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout)
 Run algorithm on equality constrained problems with explicit linear equality constraints (Type-E). This is the primary Type-E with explicit linear equality constraints interface.
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, const Vector< Real > &eres, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout)
 Run algorithm on equality constrained problems with explicit linear equality constraints (Type-E). 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 Attributes

const Ptr< Secant< Real > > secant_
ParameterList list_
std::string subStep_
Real merit_
Real gpnorm_
Real sigma_
Real delta_
Real minSigma_
Real maxSigma_
Real sigmaUpdate_
Real minDelta_
Real deltaUpdate_
bool modifySigma_
int subproblemIter_
int verbosity_
bool printHeader_

Additional Inherited Members

Protected Member Functions inherited from ROL::ROL::TypeE::Algorithm< Real >
void initialize (const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &mul, const Vector< Real > &c)
Protected Attributes inherited from ROL::ROL::TypeE::Algorithm< Real >
const Ptr< CombinedStatusTest< Real > > status_
const Ptr< AlgorithmState< Real > > state_

Detailed Description

template<typename Real>
class ROL::TypeE::FletcherAlgorithm< Real >

Provides an interface to run equality constrained optimization algorithms using Fletcher's exact penalty.

Definition at line 26 of file ROL_TypeE_FletcherAlgorithm.hpp.

Constructor & Destructor Documentation

◆ FletcherAlgorithm()

template<typename Real>
ROL::TypeE::FletcherAlgorithm< Real >::FletcherAlgorithm ( ParameterList & list,
const Ptr< Secant< Real > > & secant = nullPtr )

Definition at line 19 of file ROL_TypeE_FletcherAlgorithm_Def.hpp.

References ROL::ROL::TypeE::Algorithm< Real >::Algorithm(), delta_, deltaUpdate_, list_, maxSigma_, minDelta_, minSigma_, modifySigma_, printHeader_, secant_, sigma_, sigmaUpdate_, ROL::ROL::TypeE::Algorithm< Real >::status_, subproblemIter_, subStep_, and verbosity_.

Member Function Documentation

◆ initialize()

template<typename Real>
void ROL::TypeE::FletcherAlgorithm< Real >::initialize ( Vector< Real > & x,
const Vector< Real > & g,
const Vector< Real > & l,
const Vector< Real > & c,
FletcherObjectiveE< Real > & fobj,
Constraint< Real > & con,
std::ostream & outStream )

Definition at line 47 of file ROL_TypeE_FletcherAlgorithm_Def.hpp.

References delta_, ROL::FletcherObjectiveBase< Real >::getConstraintVec(), ROL::FletcherObjectiveBase< Real >::getLagrangianGradient(), ROL::FletcherObjectiveBase< Real >::getNumberConstraintEvaluations(), ROL::FletcherObjectiveBase< Real >::getNumberFunctionEvaluations(), ROL::FletcherObjectiveBase< Real >::getNumberGradientEvaluations(), ROL::FletcherObjectiveBase< Real >::getObjectiveValue(), gpnorm_, ROL::FletcherObjectiveE< Real >::gradient(), ROL::Initial, ROL::TypeE::Algorithm< Real >::initialize(), merit_, ROL::FletcherObjectiveBase< Real >::reset(), ROL::ROL_EPSILON(), sigma_, ROL::ROL::TypeE::Algorithm< Real >::state_, ROL::FletcherObjectiveBase< Real >::update(), and ROL::FletcherObjectiveE< Real >::value().

◆ run()

template<typename Real>
void ROL::TypeE::FletcherAlgorithm< Real >::run ( Vector< Real > & x,
const Vector< Real > & g,
Objective< Real > & obj,
Constraint< Real > & econ,
Vector< Real > & emul,
const Vector< Real > & eres,
std::ostream & outStream = std::cout )
overridevirtual

Definition at line 83 of file ROL_TypeE_FletcherAlgorithm_Def.hpp.

References ROL::TypeU::AlgorithmFactory(), ROL::Vector< Real >::clone(), delta_, deltaUpdate_, ROL::EXITSTATUS_CONVERGED, ROL::FletcherObjectiveBase< Real >::getConstraintVec(), ROL::FletcherObjectiveBase< Real >::getLagrangianGradient(), ROL::FletcherObjectiveBase< Real >::getMultiplierVec(), ROL::FletcherObjectiveBase< Real >::getNumberConstraintEvaluations(), ROL::FletcherObjectiveBase< Real >::getNumberFunctionEvaluations(), ROL::FletcherObjectiveBase< Real >::getNumberGradientEvaluations(), ROL::FletcherObjectiveBase< Real >::getObjectiveValue(), gpnorm_, ROL::FletcherObjectiveE< Real >::gradient(), initialize(), list_, maxSigma_, merit_, minDelta_, minSigma_, modifySigma_, printHeader_, ROL::FletcherObjectiveBase< Real >::reset(), ROL::ROL_EPSILON(), secant_, ROL::Vector< Real >::set(), sigma_, sigmaUpdate_, ROL::ROL::TypeE::Algorithm< Real >::state_, ROL::ROL::TypeE::Algorithm< Real >::status_, subproblemIter_, ROL::FletcherObjectiveE< Real >::value(), verbosity_, ROL::TypeE::Algorithm< Real >::writeExitStatus(), and writeOutput().

◆ writeHeader()

template<typename Real>
void ROL::TypeE::FletcherAlgorithm< Real >::writeHeader ( std::ostream & os) const
overridevirtual

Print iterate header.

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

Definition at line 169 of file ROL_TypeE_FletcherAlgorithm_Def.hpp.

References verbosity_.

Referenced by writeOutput().

◆ writeName()

template<typename Real>
void ROL::TypeE::FletcherAlgorithm< Real >::writeName ( std::ostream & os) const
overridevirtual

Print step name.

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

Definition at line 208 of file ROL_TypeE_FletcherAlgorithm_Def.hpp.

References subStep_.

Referenced by writeOutput().

◆ writeOutput()

template<typename Real>
void ROL::TypeE::FletcherAlgorithm< Real >::writeOutput ( std::ostream & os,
const bool write_header = false ) const
overridevirtual

Print iterate status.

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

Definition at line 217 of file ROL_TypeE_FletcherAlgorithm_Def.hpp.

References delta_, gpnorm_, merit_, sigma_, ROL::ROL::TypeE::Algorithm< Real >::state_, subproblemIter_, writeHeader(), and writeName().

Referenced by run().

Member Data Documentation

◆ secant_

template<typename Real>
const Ptr<Secant<Real> > ROL::TypeE::FletcherAlgorithm< Real >::secant_
private

Definition at line 29 of file ROL_TypeE_FletcherAlgorithm.hpp.

Referenced by FletcherAlgorithm(), and run().

◆ list_

template<typename Real>
ParameterList ROL::TypeE::FletcherAlgorithm< Real >::list_
private

Definition at line 30 of file ROL_TypeE_FletcherAlgorithm.hpp.

Referenced by FletcherAlgorithm(), and run().

◆ subStep_

template<typename Real>
std::string ROL::TypeE::FletcherAlgorithm< Real >::subStep_
private

Definition at line 31 of file ROL_TypeE_FletcherAlgorithm.hpp.

Referenced by FletcherAlgorithm(), and writeName().

◆ merit_

template<typename Real>
Real ROL::TypeE::FletcherAlgorithm< Real >::merit_
private

Definition at line 33 of file ROL_TypeE_FletcherAlgorithm.hpp.

Referenced by initialize(), run(), and writeOutput().

◆ gpnorm_

template<typename Real>
Real ROL::TypeE::FletcherAlgorithm< Real >::gpnorm_
private

Definition at line 33 of file ROL_TypeE_FletcherAlgorithm.hpp.

Referenced by initialize(), run(), and writeOutput().

◆ sigma_

template<typename Real>
Real ROL::TypeE::FletcherAlgorithm< Real >::sigma_
private

Definition at line 34 of file ROL_TypeE_FletcherAlgorithm.hpp.

Referenced by FletcherAlgorithm(), initialize(), run(), and writeOutput().

◆ delta_

template<typename Real>
Real ROL::TypeE::FletcherAlgorithm< Real >::delta_
private

Definition at line 34 of file ROL_TypeE_FletcherAlgorithm.hpp.

Referenced by FletcherAlgorithm(), initialize(), run(), and writeOutput().

◆ minSigma_

template<typename Real>
Real ROL::TypeE::FletcherAlgorithm< Real >::minSigma_
private

Definition at line 35 of file ROL_TypeE_FletcherAlgorithm.hpp.

Referenced by FletcherAlgorithm(), and run().

◆ maxSigma_

template<typename Real>
Real ROL::TypeE::FletcherAlgorithm< Real >::maxSigma_
private

Definition at line 35 of file ROL_TypeE_FletcherAlgorithm.hpp.

Referenced by FletcherAlgorithm(), and run().

◆ sigmaUpdate_

template<typename Real>
Real ROL::TypeE::FletcherAlgorithm< Real >::sigmaUpdate_
private

Definition at line 35 of file ROL_TypeE_FletcherAlgorithm.hpp.

Referenced by FletcherAlgorithm(), and run().

◆ minDelta_

template<typename Real>
Real ROL::TypeE::FletcherAlgorithm< Real >::minDelta_
private

Definition at line 36 of file ROL_TypeE_FletcherAlgorithm.hpp.

Referenced by FletcherAlgorithm(), and run().

◆ deltaUpdate_

template<typename Real>
Real ROL::TypeE::FletcherAlgorithm< Real >::deltaUpdate_
private

Definition at line 36 of file ROL_TypeE_FletcherAlgorithm.hpp.

Referenced by FletcherAlgorithm(), and run().

◆ modifySigma_

template<typename Real>
bool ROL::TypeE::FletcherAlgorithm< Real >::modifySigma_
private

Definition at line 37 of file ROL_TypeE_FletcherAlgorithm.hpp.

Referenced by FletcherAlgorithm(), and run().

◆ subproblemIter_

template<typename Real>
int ROL::TypeE::FletcherAlgorithm< Real >::subproblemIter_
private

Definition at line 38 of file ROL_TypeE_FletcherAlgorithm.hpp.

Referenced by FletcherAlgorithm(), run(), and writeOutput().

◆ verbosity_

template<typename Real>
int ROL::TypeE::FletcherAlgorithm< Real >::verbosity_
private

Definition at line 40 of file ROL_TypeE_FletcherAlgorithm.hpp.

Referenced by FletcherAlgorithm(), run(), and writeHeader().

◆ printHeader_

template<typename Real>
bool ROL::TypeE::FletcherAlgorithm< Real >::printHeader_
private

Definition at line 41 of file ROL_TypeE_FletcherAlgorithm.hpp.

Referenced by FletcherAlgorithm(), and run().

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