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

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

#include <ROL_TypeG_MoreauYosidaAlgorithm.hpp>

Inheritance diagram for ROL::TypeG::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, 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, MoreauYosidaObjective< Real > &myobj, BoundConstraint< Real > &bnd, Constraint< Real > &con, Vector< Real > &pwa, Vector< Real > &dwa, std::ostream &outStream=std::cout)
void updateState (const Vector< Real > &x, const Vector< Real > &l, MoreauYosidaObjective< Real > &myobj, BoundConstraint< Real > &bnd, Constraint< Real > &con, Vector< Real > &pwa, Vector< Real > &dwa, 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 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::MoreauYosidaAlgorithm< Real >

Provides an interface to run the Moreau-Yosida algorithm.

Definition at line 25 of file ROL_TypeG_MoreauYosidaAlgorithm.hpp.

Constructor & Destructor Documentation

◆ MoreauYosidaAlgorithm()

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

Definition at line 19 of file ROL_TypeG_MoreauYosidaAlgorithm_Def.hpp.

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

Member Function Documentation

◆ initialize()

template<typename Real>
void ROL::TypeG::MoreauYosidaAlgorithm< Real >::initialize ( Vector< Real > & x,
const Vector< Real > & g,
const Vector< Real > & l,
const Vector< Real > & c,
MoreauYosidaObjective< Real > & myobj,
BoundConstraint< Real > & bnd,
Constraint< Real > & con,
Vector< Real > & pwa,
Vector< Real > & dwa,
std::ostream & outStream = std::cout )
private

Definition at line 58 of file ROL_TypeG_MoreauYosidaAlgorithm_Def.hpp.

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

◆ updateState()

template<typename Real>
void ROL::TypeG::MoreauYosidaAlgorithm< Real >::updateState ( const Vector< Real > & x,
const Vector< Real > & l,
MoreauYosidaObjective< Real > & myobj,
BoundConstraint< Real > & bnd,
Constraint< Real > & con,
Vector< Real > & pwa,
Vector< Real > & dwa,
std::ostream & outStream = std::cout )
private

Definition at line 85 of file ROL_TypeG_MoreauYosidaAlgorithm_Def.hpp.

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

Referenced by initialize(), and run().

◆ run()

template<typename Real>
void ROL::TypeG::MoreauYosidaAlgorithm< 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 128 of file ROL_TypeG_MoreauYosidaAlgorithm_Def.hpp.

References ROL::TypeE::AlgorithmFactory(), ROL::Vector< Real >::clone(), hasPolyProj_, initialize(), list_, maxPenalty_, printHeader_, ROL::TypeG::Algorithm< Real >::proj_, secant_, ROL::TypeG::Algorithm< Real >::state_, ROL::TypeG::Algorithm< Real >::status_, subproblemIter_, tau_, updateMultiplier_, ROL::MoreauYosidaObjective< Real >::updateMultipliers(), updatePenalty_, updateState(), verbosity_, ROL::TypeG::Algorithm< Real >::writeExitStatus(), writeOutput(), and ROL::Vector< Real >::zero().

◆ writeHeader()

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

Print iterate header.

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

Definition at line 191 of file ROL_TypeG_MoreauYosidaAlgorithm_Def.hpp.

References verbosity_.

Referenced by writeOutput().

◆ writeName()

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

Print step name.

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

Definition at line 228 of file ROL_TypeG_MoreauYosidaAlgorithm_Def.hpp.

References stepname_.

Referenced by writeOutput().

◆ writeOutput()

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

Print iterate status.

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

Definition at line 237 of file ROL_TypeG_MoreauYosidaAlgorithm_Def.hpp.

References compViolation_, gnorm_, 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::MoreauYosidaAlgorithm< Real >::secant_
private

Definition at line 27 of file ROL_TypeG_MoreauYosidaAlgorithm.hpp.

Referenced by MoreauYosidaAlgorithm(), and run().

◆ compViolation_

template<typename Real>
Real ROL::TypeG::MoreauYosidaAlgorithm< Real >::compViolation_
private

Definition at line 29 of file ROL_TypeG_MoreauYosidaAlgorithm.hpp.

Referenced by updateState(), and writeOutput().

◆ gnorm_

template<typename Real>
Real ROL::TypeG::MoreauYosidaAlgorithm< Real >::gnorm_
private

Definition at line 30 of file ROL_TypeG_MoreauYosidaAlgorithm.hpp.

Referenced by updateState(), and writeOutput().

◆ maxPenalty_

template<typename Real>
Real ROL::TypeG::MoreauYosidaAlgorithm< Real >::maxPenalty_
private

Definition at line 31 of file ROL_TypeG_MoreauYosidaAlgorithm.hpp.

Referenced by MoreauYosidaAlgorithm(), and run().

◆ tau_

template<typename Real>
Real ROL::TypeG::MoreauYosidaAlgorithm< Real >::tau_
private

Definition at line 32 of file ROL_TypeG_MoreauYosidaAlgorithm.hpp.

Referenced by MoreauYosidaAlgorithm(), and run().

◆ print_

template<typename Real>
bool ROL::TypeG::MoreauYosidaAlgorithm< Real >::print_
private

Definition at line 33 of file ROL_TypeG_MoreauYosidaAlgorithm.hpp.

Referenced by MoreauYosidaAlgorithm().

◆ updatePenalty_

template<typename Real>
bool ROL::TypeG::MoreauYosidaAlgorithm< Real >::updatePenalty_
private

Definition at line 34 of file ROL_TypeG_MoreauYosidaAlgorithm.hpp.

Referenced by MoreauYosidaAlgorithm(), and run().

◆ updateMultiplier_

template<typename Real>
bool ROL::TypeG::MoreauYosidaAlgorithm< Real >::updateMultiplier_
private

Definition at line 35 of file ROL_TypeG_MoreauYosidaAlgorithm.hpp.

Referenced by MoreauYosidaAlgorithm(), and run().

◆ list_

template<typename Real>
ROL::ParameterList ROL::TypeG::MoreauYosidaAlgorithm< Real >::list_
private

Definition at line 37 of file ROL_TypeG_MoreauYosidaAlgorithm.hpp.

Referenced by MoreauYosidaAlgorithm(), and run().

◆ subproblemIter_

template<typename Real>
int ROL::TypeG::MoreauYosidaAlgorithm< Real >::subproblemIter_
private

Definition at line 38 of file ROL_TypeG_MoreauYosidaAlgorithm.hpp.

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

◆ stepname_

template<typename Real>
std::string ROL::TypeG::MoreauYosidaAlgorithm< Real >::stepname_
private

Definition at line 40 of file ROL_TypeG_MoreauYosidaAlgorithm.hpp.

Referenced by MoreauYosidaAlgorithm(), and writeName().

◆ verbosity_

template<typename Real>
int ROL::TypeG::MoreauYosidaAlgorithm< Real >::verbosity_
private

Definition at line 42 of file ROL_TypeG_MoreauYosidaAlgorithm.hpp.

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

◆ printHeader_

template<typename Real>
bool ROL::TypeG::MoreauYosidaAlgorithm< Real >::printHeader_
private

Definition at line 43 of file ROL_TypeG_MoreauYosidaAlgorithm.hpp.

Referenced by MoreauYosidaAlgorithm(), and run().

◆ hasPolyProj_

template<typename Real>
bool ROL::TypeG::MoreauYosidaAlgorithm< Real >::hasPolyProj_
private

Definition at line 45 of file ROL_TypeG_MoreauYosidaAlgorithm.hpp.

Referenced by initialize(), and run().

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