Provides an interface to run the proximal gradient algorithm. More...

#include <ROL_TypeP_ProxGradientAlgorithm.hpp>

Inheritance diagram for ROL::TypeP::ProxGradientAlgorithm< Real >:

Public Member Functions
	ProxGradientAlgorithm (ParameterList &list)
void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &sobj, Objective< Real > &nobj, std::ostream &outStream=std::cout) override
	Run algorithm on unconstrained problems (Type-U). 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, bool write_header=false) const override
	Print iterate status.
Public Member Functions inherited from ROL::TypeP::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 unconstrained problems (Type-U). This is the primary Type-U interface.
virtual void	run (Vector< Real > &x, Objective< Real > &sobj, Objective< Real > &nobj, std::ostream &outStream=std::cout)
	Run algorithm on unconstrained problems (Type-U). This is the primary Type-U 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, Objective< Real > &sobj, Objective< Real > &nobj, Vector< Real > &px, Vector< Real > &dg, std::ostream &outStream=std::cout)

Private Attributes
int	maxit_
Real	alpha0_
Real	alpha0bnd_
Real	rhodec_
Real	rhoinc_
Real	c1_
Real	maxAlpha_
Real	t0_
bool	useralpha_
bool	usePrevAlpha_
bool	useAdapt_
bool	normAlpha_
bool	initProx_
int	verbosity_
bool	writeHeader_

Additional Inherited Members
Protected Member Functions inherited from ROL::TypeP::Algorithm< Real >
void	initialize (const Vector< Real > &x, const Vector< Real > &g)
void	pgstep (Vector< Real > &pgiter, Vector< Real > &pgstep, Objective< Real > &nobj, const Vector< Real > &x, const Vector< Real > &dg, Real t, Real &tol) const
Protected Attributes inherited from ROL::TypeP::Algorithm< Real >
const Ptr< CombinedStatusTest< Real > >	status_
const Ptr< AlgorithmState< Real > >	state_

Detailed Description

template<typename Real>
class ROL::TypeP::ProxGradientAlgorithm< Real >

Provides an interface to run the proximal gradient algorithm.

Definition at line 23 of file ROL_TypeP_ProxGradientAlgorithm.hpp.

Constructor & Destructor Documentation

◆ ProxGradientAlgorithm()

template<typename Real>

ROL::TypeP::ProxGradientAlgorithm< Real >::ProxGradientAlgorithm ( ParameterList & list )

Definition at line 17 of file ROL_TypeP_ProxGradientAlgorithm_Def.hpp.

References alpha0_, alpha0bnd_, c1_, initProx_, maxAlpha_, maxit_, normAlpha_, rhodec_, rhoinc_, ROL::TypeP::Algorithm< Real >::status_, t0_, useAdapt_, usePrevAlpha_, useralpha_, verbosity_, and writeHeader_.

Member Function Documentation

◆ initialize()

template<typename Real>

void ROL::TypeP::ProxGradientAlgorithm< Real >::initialize	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		Objective< Real > &	sobj,
		Objective< Real > &	nobj,
		Vector< Real > &	px,
		Vector< Real > &	dg,
		std::ostream &	outStream = std::cout )

private

◆ run()

template<typename Real>

void ROL::TypeP::ProxGradientAlgorithm< Real >::run	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		Objective< Real > &	sobj,
		Objective< Real > &	nobj,
		std::ostream &	outStream = std::cout )

overridevirtual

Run algorithm on unconstrained problems (Type-U). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.

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

Definition at line 95 of file ROL_TypeP_ProxGradientAlgorithm_Def.hpp.

References ROL::Accept, alpha0_, c1_, ROL::Vector< Real >::clone(), ROL::Objective< Real >::gradient(), initialize(), maxAlpha_, maxit_, ROL::TypeP::Algorithm< Real >::pgstep(), ROL::Revert, rhodec_, rhoinc_, ROL::ROL_EPSILON(), ROL::ROL_INF(), ROL::Vector< Real >::set(), ROL::TypeP::Algorithm< Real >::state_, ROL::TypeP::Algorithm< Real >::status_, ROL::Trial, ROL::Objective< Real >::update(), useAdapt_, usePrevAlpha_, ROL::Objective< Real >::value(), verbosity_, ROL::TypeP::Algorithm< Real >::writeExitStatus(), writeHeader_, and writeOutput().