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

Provides an interface to run general constrained optimization algorithms using Stabilized LCL. More...

#include <ROL_TypeG_StabilizedLCLAlgorithm.hpp>

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

Public Member Functions

 StabilizedLCLAlgorithm (ParameterList &list, const Ptr< Secant< Real > > &secant=nullPtr)
virtual void run (Problem< Real > &problem, std::ostream &outStream=std::cout) override
 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, std::ostream &outStream=std::cout) override
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
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::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 (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, ElasticObjective< Real > &alobj, BoundConstraint< Real > &bnd, Constraint< Real > &con, std::ostream &outStream=std::cout)

Private Attributes

const Ptr< Secant< Real > > secant_
ParameterList list_
bool useDefaultInitPen_
bool scaleLagrangian_
Real penaltyUpdate_
Real maxPenaltyParam_
Real sigma_
Real sigmaMax_
Real sigmaUpdate_
Real optIncreaseExponent_
Real optDecreaseExponent_
Real optToleranceInitial_
Real optTolerance_
Real feasIncreaseExponent_
Real feasDecreaseExponent_
Real feasToleranceInitial_
Real feasTolerance_
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::StabilizedLCLAlgorithm< Real >

Provides an interface to run general constrained optimization algorithms using Stabilized LCL.

Definition at line 28 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

Constructor & Destructor Documentation

◆ StabilizedLCLAlgorithm()

Member Function Documentation

◆ initialize()

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

◆ run() [1/2]

◆ run() [2/2]

template<typename Real>
void ROL::TypeG::StabilizedLCLAlgorithm< 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 180 of file ROL_TypeG_StabilizedLCLAlgorithm_Def.hpp.

References ROL::Problem< Real >::addBoundConstraint(), ROL::Problem< Real >::addLinearConstraint(), ROL::TypeB::AlgorithmFactory(), ROL::Constraint< Real >::applyAdjointJacobian(), ROL::Vector< Real >::axpy(), ROL::Problem< Real >::check(), ROL::Vector< Real >::clone(), cscale_, ROL::EXITSTATUS_CONVERGED, feasDecreaseExponent_, feasIncreaseExponent_, feasTolerance_, feasToleranceInitial_, ROL::Problem< Real >::finalize(), fscale_, ROL::ElasticObjective< Real >::getAugmentedLagrangian(), ROL::ElasticObjective< Real >::getConstraintVec(), ROL::ElasticObjective< Real >::getNumberConstraintEvaluations(), ROL::ElasticObjective< Real >::getNumberFunctionEvaluations(), ROL::ElasticObjective< Real >::getNumberGradientEvaluations(), ROL::ElasticObjective< Real >::getObjectiveValue(), ROL::Problem< Real >::getPolyhedralProjection(), HessianApprox_, initialize(), list_, maxPenaltyParam_, ROL::Vector< Real >::norm(), optDecreaseExponent_, optIncreaseExponent_, optTolerance_, optToleranceInitial_, outerFeasTolerance_, outerOptTolerance_, penaltyUpdate_, printHeader_, ROL::TypeG::Algorithm< Real >::proj_, ROL::ElasticObjective< Real >::reset(), ROL::ROL_EPSILON(), scaleLagrangian_, secant_, ROL::Vector< Real >::set(), ROL::Problem< Real >::setProjectionAlgorithm(), sigma_, sigmaMax_, sigmaUpdate_, 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::StabilizedLCLAlgorithm< Real >::writeHeader ( std::ostream & os) const
overridevirtual

Print iterate header.

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

Definition at line 309 of file ROL_TypeG_StabilizedLCLAlgorithm_Def.hpp.

References verbosity_.

Referenced by writeOutput().

◆ writeName()

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

Print step name.

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

Definition at line 348 of file ROL_TypeG_StabilizedLCLAlgorithm_Def.hpp.

References subStep_.

Referenced by writeOutput().

◆ writeOutput()

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

Member Data Documentation

◆ secant_

template<typename Real>
const Ptr<Secant<Real> > ROL::TypeG::StabilizedLCLAlgorithm< Real >::secant_
private

Definition at line 30 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

Referenced by run(), and StabilizedLCLAlgorithm().

◆ list_

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

Definition at line 31 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

Referenced by run(), and StabilizedLCLAlgorithm().

◆ useDefaultInitPen_

template<typename Real>
bool ROL::TypeG::StabilizedLCLAlgorithm< Real >::useDefaultInitPen_
private

Definition at line 33 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

Referenced by initialize(), and StabilizedLCLAlgorithm().

◆ scaleLagrangian_

template<typename Real>
bool ROL::TypeG::StabilizedLCLAlgorithm< Real >::scaleLagrangian_
private

Definition at line 34 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

Referenced by run(), and StabilizedLCLAlgorithm().

◆ penaltyUpdate_

template<typename Real>
Real ROL::TypeG::StabilizedLCLAlgorithm< Real >::penaltyUpdate_
private

Definition at line 35 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

Referenced by run(), and StabilizedLCLAlgorithm().

◆ maxPenaltyParam_

template<typename Real>
Real ROL::TypeG::StabilizedLCLAlgorithm< Real >::maxPenaltyParam_
private

Definition at line 36 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

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

◆ sigma_

template<typename Real>
Real ROL::TypeG::StabilizedLCLAlgorithm< Real >::sigma_
private

◆ sigmaMax_

template<typename Real>
Real ROL::TypeG::StabilizedLCLAlgorithm< Real >::sigmaMax_
private

Definition at line 38 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

Referenced by run(), and StabilizedLCLAlgorithm().

◆ sigmaUpdate_

template<typename Real>
Real ROL::TypeG::StabilizedLCLAlgorithm< Real >::sigmaUpdate_
private

Definition at line 39 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

Referenced by run(), and StabilizedLCLAlgorithm().

◆ optIncreaseExponent_

template<typename Real>
Real ROL::TypeG::StabilizedLCLAlgorithm< Real >::optIncreaseExponent_
private

Definition at line 41 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

Referenced by run(), and StabilizedLCLAlgorithm().

◆ optDecreaseExponent_

template<typename Real>
Real ROL::TypeG::StabilizedLCLAlgorithm< Real >::optDecreaseExponent_
private

Definition at line 42 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

Referenced by run(), and StabilizedLCLAlgorithm().

◆ optToleranceInitial_

template<typename Real>
Real ROL::TypeG::StabilizedLCLAlgorithm< Real >::optToleranceInitial_
private

Definition at line 43 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

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

◆ optTolerance_

template<typename Real>
Real ROL::TypeG::StabilizedLCLAlgorithm< Real >::optTolerance_
private

Definition at line 44 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

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

◆ feasIncreaseExponent_

template<typename Real>
Real ROL::TypeG::StabilizedLCLAlgorithm< Real >::feasIncreaseExponent_
private

Definition at line 46 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

Referenced by run(), and StabilizedLCLAlgorithm().

◆ feasDecreaseExponent_

template<typename Real>
Real ROL::TypeG::StabilizedLCLAlgorithm< Real >::feasDecreaseExponent_
private

Definition at line 47 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

Referenced by run(), and StabilizedLCLAlgorithm().

◆ feasToleranceInitial_

template<typename Real>
Real ROL::TypeG::StabilizedLCLAlgorithm< Real >::feasToleranceInitial_
private

Definition at line 48 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

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

◆ feasTolerance_

template<typename Real>
Real ROL::TypeG::StabilizedLCLAlgorithm< Real >::feasTolerance_
private

Definition at line 49 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

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

◆ maxit_

template<typename Real>
int ROL::TypeG::StabilizedLCLAlgorithm< Real >::maxit_
private

Definition at line 51 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

Referenced by StabilizedLCLAlgorithm().

◆ subproblemIter_

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

Definition at line 52 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

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

◆ subStep_

template<typename Real>
std::string ROL::TypeG::StabilizedLCLAlgorithm< Real >::subStep_
private

Definition at line 53 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

Referenced by StabilizedLCLAlgorithm(), and writeName().

◆ HessianApprox_

template<typename Real>
int ROL::TypeG::StabilizedLCLAlgorithm< Real >::HessianApprox_
private

Definition at line 54 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

Referenced by run(), and StabilizedLCLAlgorithm().

◆ outerOptTolerance_

template<typename Real>
Real ROL::TypeG::StabilizedLCLAlgorithm< Real >::outerOptTolerance_
private

◆ outerFeasTolerance_

template<typename Real>
Real ROL::TypeG::StabilizedLCLAlgorithm< Real >::outerFeasTolerance_
private

◆ outerStepTolerance_

template<typename Real>
Real ROL::TypeG::StabilizedLCLAlgorithm< Real >::outerStepTolerance_
private

Definition at line 57 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

Referenced by StabilizedLCLAlgorithm().

◆ useDefaultScaling_

template<typename Real>
bool ROL::TypeG::StabilizedLCLAlgorithm< Real >::useDefaultScaling_
private

Definition at line 59 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

Referenced by initialize(), and StabilizedLCLAlgorithm().

◆ fscale_

template<typename Real>
Real ROL::TypeG::StabilizedLCLAlgorithm< Real >::fscale_
private

Definition at line 60 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

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

◆ cscale_

template<typename Real>
Real ROL::TypeG::StabilizedLCLAlgorithm< Real >::cscale_
private

Definition at line 61 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

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

◆ verbosity_

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

◆ printHeader_

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

Definition at line 64 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

Referenced by run(), and StabilizedLCLAlgorithm().

◆ hasPolyProj_

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

Definition at line 65 of file ROL_TypeG_StabilizedLCLAlgorithm.hpp.

Referenced by initialize().


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