ROL::TypeG::AugmentedLagrangianAlgorithm< Real > Class Template Reference

Provides an interface to run general constrained optimization algorithms using Augmented Lagrangians. More...

#include <ROL_TypeG_AugmentedLagrangianAlgorithm.hpp>

Inheritance diagram for ROL::TypeG::AugmentedLagrangianAlgorithm< Real >:

Public Member Functions
	AugmentedLagrangianAlgorithm (ParameterList &list, const Ptr< Secant< Real > > &secant=nullPtr)
void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &econ, Vector< Real > &emul, const Vector< Real > &eres, std::ostream &outStream=std::cout) override
	Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
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 print_header=false) const override
	Print iterate status.
Public Member Functions inherited from ROL::TypeG::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 general constrained problems (Type-G). This is the primary Type-G interface.
virtual void	run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &econ, Vector< Real > &emul, std::ostream &outStream=std::cout)
	Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void	run (Vector< Real > &x, Objective< Real > &obj, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, std::ostream &outStream=std::cout)
	Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void	run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, std::ostream &outStream=std::cout)
	Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void	run (Vector< Real > &x, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, std::ostream &outStream=std::cout)
	Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void	run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &econ, Vector< Real > &emul, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, std::ostream &outStream=std::cout)
	Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, const Vector< Real > &ires, std::ostream &outStream=std::cout)
	Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, const Vector< Real > &ires, std::ostream &outStream=std::cout)
	Run algorithm on general constrained problems (Type-G). This is the primary Type-G 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 > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, const Vector< Real > &ires, std::ostream &outStream=std::cout)
	Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &econ, Vector< Real > &emul, const Vector< Real > &eres, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, const Vector< Real > &ires, std::ostream &outStream=std::cout)
	Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void	run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &econ, Vector< Real > &emul, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout)
	Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void	run (Vector< Real > &x, Objective< Real > &obj, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout)
	Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void	run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout)
	Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void	run (Vector< Real > &x, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout)
	Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void	run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &econ, Vector< Real > &emul, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout)
	Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, 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 general constrained problems (Type-G). This is the primary Type-G interface.
virtual void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, const Vector< Real > &ires, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout)
	Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, const Vector< Real > &ires, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout)
	Run algorithm on general constrained problems (Type-G). This is the primary Type-G 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 > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, const Vector< Real > &ires, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout)
	Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &econ, Vector< Real > &emul, const Vector< Real > &eres, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, const Vector< Real > &ires, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout)
	Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
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, const Vector< Real > &l, const Vector< Real > &c, AugmentedLagrangianObjective< Real > &alobj, BoundConstraint< Real > &bnd, Constraint< Real > &con, std::ostream &outStream=std::cout)

Private Attributes
const Ptr< Secant< Real > >	secant_
ParameterList	list_
bool	useRelTol_
bool	useDefaultInitPen_
bool	scaleLagrangian_
Real	minPenaltyReciprocal_
Real	minPenaltyLowerBound_
Real	penaltyUpdate_
Real	maxPenaltyParam_
Real	optIncreaseExponent_
Real	optDecreaseExponent_
Real	optToleranceInitial_
Real	optTolerance_
Real	feasIncreaseExponent_
Real	feasDecreaseExponent_
Real	feasToleranceInitial_
Real	feasTolerance_
bool	print_
int	maxit_
int	subproblemIter_
std::string	subStep_
int	HessianApprox_
Real	outerOptTolerance_
Real	outerFeasTolerance_
Real	outerStepTolerance_
bool	useDefaultScaling_
Real	fscale_
Real	cscale_
int	verbosity_
bool	printHeader_
bool	hasPolyProj_

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

Detailed Description

template<typename Real>
class ROL::TypeG::AugmentedLagrangianAlgorithm< Real >

Provides an interface to run general constrained optimization algorithms using Augmented Lagrangians.

Definition at line 27 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

Constructor & Destructor Documentation

AugmentedLagrangianAlgorithm()

template<typename Real>

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

Definition at line 19 of file ROL_TypeG_AugmentedLagrangianAlgorithm_Def.hpp.

References ROL::TypeG::Algorithm< Real >::Algorithm(), cscale_, feasDecreaseExponent_, feasIncreaseExponent_, feasToleranceInitial_, fscale_, HessianApprox_, list_, maxit_, maxPenaltyParam_, minPenaltyLowerBound_, minPenaltyReciprocal_, optDecreaseExponent_, optIncreaseExponent_, optToleranceInitial_, outerFeasTolerance_, outerOptTolerance_, outerStepTolerance_, penaltyUpdate_, print_, printHeader_, scaleLagrangian_, secant_, ROL::TypeG::Algorithm< Real >::state_, ROL::TypeG::Algorithm< Real >::status_, subproblemIter_, subStep_, useDefaultInitPen_, useDefaultScaling_, useRelTol_, and verbosity_.

Member Function Documentation

initialize()

template<typename Real>

void ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::initialize ( Vector< Real > & x, const Vector< Real > & g, const Vector< Real > & l, const Vector< Real > & c, AugmentedLagrangianObjective< Real > & alobj, BoundConstraint< Real > & bnd, Constraint< Real > & con, std::ostream & outStream = std::cout )

private

Definition at line 68 of file ROL_TypeG_AugmentedLagrangianAlgorithm_Def.hpp.

References ROL::Constraint< Real >::applyAdjointJacobian(), ROL::Vector< Real >::axpy(), ROL::Vector< Real >::basis(), ROL::Vector< Real >::clone(), cscale_, ROL::Vector< Real >::dimension(), feasDecreaseExponent_, feasTolerance_, feasToleranceInitial_, fscale_, ROL::AugmentedLagrangianObjective< Real >::getConstraintVec(), ROL::AugmentedLagrangianObjective< Real >::getNumberConstraintEvaluations(), ROL::AugmentedLagrangianObjective< Real >::getNumberFunctionEvaluations(), ROL::AugmentedLagrangianObjective< Real >::getNumberGradientEvaluations(), ROL::AugmentedLagrangianObjective< Real >::getObjectiveGradient(), ROL::AugmentedLagrangianObjective< Real >::getObjectiveValue(), ROL::AugmentedLagrangianObjective< Real >::gradient(), hasPolyProj_, ROL::Initial, ROL::TypeG::Algorithm< Real >::initialize(), maxPenaltyParam_, minPenaltyLowerBound_, minPenaltyReciprocal_, ROL::Vector< Real >::norm(), optDecreaseExponent_, optTolerance_, optToleranceInitial_, outerFeasTolerance_, outerOptTolerance_, ROL::TypeG::Algorithm< Real >::proj_, ROL::AugmentedLagrangianObjective< Real >::reset(), ROL::ROL_EPSILON(), ROL::Vector< Real >::set(), ROL::AugmentedLagrangianObjective< Real >::setScaling(), ROL::TypeG::Algorithm< Real >::state_, ROL::AugmentedLagrangianObjective< Real >::update(), useDefaultInitPen_, useDefaultScaling_, useRelTol_, and verbosity_.

run()

template<typename Real>

void ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::run ( Vector< Real > & x, const Vector< Real > & g, Objective< Real > & obj, BoundConstraint< Real > & bnd, Constraint< Real > & econ, Vector< Real > & emul, const Vector< Real > & eres, std::ostream & outStream = std::cout )

overridevirtual

Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.

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

Definition at line 162 of file ROL_TypeG_AugmentedLagrangianAlgorithm_Def.hpp.

References ROL::TypeB::AlgorithmFactory(), ROL::Vector< Real >::axpy(), cscale_, ROL::EXITSTATUS_CONVERGED, feasDecreaseExponent_, feasIncreaseExponent_, feasTolerance_, feasToleranceInitial_, fscale_, ROL::AugmentedLagrangianObjective< Real >::getConstraintVec(), ROL::AugmentedLagrangianObjective< Real >::getNumberConstraintEvaluations(), ROL::AugmentedLagrangianObjective< Real >::getNumberFunctionEvaluations(), ROL::AugmentedLagrangianObjective< Real >::getNumberGradientEvaluations(), ROL::AugmentedLagrangianObjective< Real >::getObjectiveValue(), ROL::AugmentedLagrangianObjective< Real >::gradient(), hasPolyProj_, HessianApprox_, initialize(), list_, maxPenaltyParam_, minPenaltyLowerBound_, minPenaltyReciprocal_, ROL::Vector< Real >::norm(), optDecreaseExponent_, optIncreaseExponent_, optTolerance_, optToleranceInitial_, outerFeasTolerance_, outerOptTolerance_, penaltyUpdate_, printHeader_, ROL::TypeG::Algorithm< Real >::proj_, ROL::AugmentedLagrangianObjective< Real >::reset(), ROL::ROL_EPSILON(), scaleLagrangian_, secant_, ROL::Vector< Real >::set(), ROL::TypeG::Algorithm< Real >::state_, ROL::TypeG::Algorithm< Real >::status_, subproblemIter_, verbosity_, ROL::TypeG::Algorithm< Real >::writeExitStatus(), and writeOutput().

writeHeader()

template<typename Real>

void ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::writeHeader ( std::ostream & os ) const

overridevirtual

Print iterate header.

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

Definition at line 250 of file ROL_TypeG_AugmentedLagrangianAlgorithm_Def.hpp.

References verbosity_.

Referenced by writeOutput().

writeName()

template<typename Real>

void ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::writeName ( std::ostream & os ) const

overridevirtual

Print step name.

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

Definition at line 287 of file ROL_TypeG_AugmentedLagrangianAlgorithm_Def.hpp.

References subStep_.

Referenced by writeOutput().

writeOutput()

template<typename Real>

void ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::writeOutput ( std::ostream & os, const bool write_header = false ) const

overridevirtual

Print iterate status.

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

Definition at line 296 of file ROL_TypeG_AugmentedLagrangianAlgorithm_Def.hpp.

References feasTolerance_, optTolerance_, outerFeasTolerance_, outerOptTolerance_, ROL::TypeG::Algorithm< Real >::state_, subproblemIter_, writeHeader(), and writeName().

Referenced by run().

Member Data Documentation

secant_

template<typename Real>

const Ptr<Secant<Real> > ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::secant_

private

Definition at line 29 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

Referenced by AugmentedLagrangianAlgorithm(), and run().

list_

template<typename Real>

ParameterList ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::list_

private

Definition at line 30 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

Referenced by AugmentedLagrangianAlgorithm(), and run().

useRelTol_

template<typename Real>

bool ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::useRelTol_

private

Definition at line 31 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

Referenced by AugmentedLagrangianAlgorithm(), and initialize().

useDefaultInitPen_

template<typename Real>

bool ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::useDefaultInitPen_

private

Definition at line 33 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

Referenced by AugmentedLagrangianAlgorithm(), and initialize().

scaleLagrangian_

template<typename Real>

bool ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::scaleLagrangian_

private

Definition at line 34 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

Referenced by AugmentedLagrangianAlgorithm(), and run().

minPenaltyReciprocal_

template<typename Real>

Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::minPenaltyReciprocal_

private

Definition at line 35 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

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

minPenaltyLowerBound_

template<typename Real>

Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::minPenaltyLowerBound_

private

Definition at line 36 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

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

penaltyUpdate_

template<typename Real>

Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::penaltyUpdate_

private

Definition at line 37 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

Referenced by AugmentedLagrangianAlgorithm(), and run().

maxPenaltyParam_

template<typename Real>

Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::maxPenaltyParam_

private

Definition at line 38 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

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

optIncreaseExponent_

template<typename Real>

Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::optIncreaseExponent_

private

Definition at line 40 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

Referenced by AugmentedLagrangianAlgorithm(), and run().

optDecreaseExponent_

template<typename Real>

Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::optDecreaseExponent_

private

Definition at line 41 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

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

optToleranceInitial_

template<typename Real>

Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::optToleranceInitial_

private

Definition at line 42 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

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

optTolerance_

template<typename Real>

Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::optTolerance_

private

Definition at line 43 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

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

feasIncreaseExponent_

template<typename Real>

Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::feasIncreaseExponent_

private

Definition at line 45 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

Referenced by AugmentedLagrangianAlgorithm(), and run().

feasDecreaseExponent_

template<typename Real>

Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::feasDecreaseExponent_

private

Definition at line 46 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

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

feasToleranceInitial_

template<typename Real>

Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::feasToleranceInitial_

private

Definition at line 47 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

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

feasTolerance_

template<typename Real>

Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::feasTolerance_

private

Definition at line 48 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

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

print_

template<typename Real>

bool ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::print_

private

Definition at line 50 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

Referenced by AugmentedLagrangianAlgorithm().

maxit_

template<typename Real>

int ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::maxit_

private

Definition at line 51 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

Referenced by AugmentedLagrangianAlgorithm().

subproblemIter_

template<typename Real>

int ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::subproblemIter_

private

Definition at line 52 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

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

subStep_

template<typename Real>

std::string ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::subStep_

private

Definition at line 53 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

Referenced by AugmentedLagrangianAlgorithm(), and writeName().

HessianApprox_

template<typename Real>

int ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::HessianApprox_

private

Definition at line 54 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

Referenced by AugmentedLagrangianAlgorithm(), and run().

outerOptTolerance_

template<typename Real>

Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::outerOptTolerance_

private

Definition at line 55 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

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

outerFeasTolerance_

template<typename Real>

Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::outerFeasTolerance_

private

Definition at line 56 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

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

outerStepTolerance_

template<typename Real>

Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::outerStepTolerance_

private

Definition at line 57 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

Referenced by AugmentedLagrangianAlgorithm().

useDefaultScaling_

template<typename Real>

bool ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::useDefaultScaling_

private

Definition at line 59 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

Referenced by AugmentedLagrangianAlgorithm(), and initialize().

fscale_

template<typename Real>

Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::fscale_

private

Definition at line 60 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

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

cscale_

template<typename Real>

Real ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::cscale_

private

Definition at line 61 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

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

verbosity_

template<typename Real>

int ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::verbosity_

private

Definition at line 63 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

Referenced by AugmentedLagrangianAlgorithm(), initialize(), run(), and writeHeader().

printHeader_

template<typename Real>

bool ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::printHeader_

private

Definition at line 64 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

Referenced by AugmentedLagrangianAlgorithm(), and run().

hasPolyProj_

template<typename Real>

bool ROL::TypeG::AugmentedLagrangianAlgorithm< Real >::hasPolyProj_

private

Definition at line 65 of file ROL_TypeG_AugmentedLagrangianAlgorithm.hpp.

Referenced by initialize(), and run().

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

• ROL_TypeG_AugmentedLagrangianAlgorithm.hpp
• ROL_TypeG_AugmentedLagrangianAlgorithm_Def.hpp