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) | |
| 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 |
| 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. More... | |
| virtual void | writeHeader (std::ostream &os) const override |
| Print iterate header. More... | |
| virtual void | writeName (std::ostream &os) const override |
| Print step name. More... | |
| virtual void | writeOutput (std::ostream &os, const bool print_header=false) const override |
| Print iterate status. More... | |
| Public Member Functions inherited from ROL::TypeE::Algorithm< Real > | |
| virtual | ~Algorithm () |
| Algorithm () | |
| Constructor, given a step and a status test. More... | |
| 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. More... | |
| 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. More... | |
| 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. More... | |
| 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. More... | |
| virtual void | writeExitStatus (std::ostream &os) const |
| Ptr< const AlgorithmState< Real > > | getState () const |
| void | reset () |
Private Attributes | |
| 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::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::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 59 of file ROL_TypeE_FletcherAlgorithm.hpp.
Constructor & Destructor Documentation
◆ FletcherAlgorithm()
| ROL::TypeE::FletcherAlgorithm< Real >::FletcherAlgorithm | ( | ParameterList & | list | ) |
Definition at line 53 of file ROL_TypeE_FletcherAlgorithm_Def.hpp.
References ROL::TypeE::FletcherAlgorithm< Real >::delta_, ROL::TypeE::FletcherAlgorithm< Real >::deltaUpdate_, ROL::TypeE::FletcherAlgorithm< Real >::list_, ROL::TypeE::FletcherAlgorithm< Real >::maxSigma_, ROL::TypeE::FletcherAlgorithm< Real >::minDelta_, ROL::TypeE::FletcherAlgorithm< Real >::minSigma_, ROL::TypeE::FletcherAlgorithm< Real >::modifySigma_, ROL::TypeE::FletcherAlgorithm< Real >::printHeader_, ROL::TypeE::FletcherAlgorithm< Real >::sigma_, ROL::TypeE::FletcherAlgorithm< Real >::sigmaUpdate_, ROL::TypeE::Algorithm< Real >::status_, ROL::TypeE::FletcherAlgorithm< Real >::subStep_, and ROL::TypeE::FletcherAlgorithm< Real >::verbosity_.
Member Function Documentation
◆ initialize()
| 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 81 of file ROL_TypeE_FletcherAlgorithm_Def.hpp.
References ROL::FletcherObjectiveBase< Real >::getConstraintVec(), ROL::FletcherObjectiveBase< Real >::getLagrangianGradient(), ROL::FletcherObjectiveBase< Real >::getNumberConstraintEvaluations(), ROL::FletcherObjectiveBase< Real >::getNumberFunctionEvaluations(), ROL::FletcherObjectiveBase< Real >::getNumberGradientEvaluations(), ROL::FletcherObjectiveBase< Real >::getObjectiveValue(), ROL::FletcherObjectiveE< Real >::gradient(), ROL::Initial, ROL::TypeE::Algorithm< Real >::initialize(), ROL::FletcherObjectiveBase< Real >::reset(), ROL::FletcherObjectiveBase< Real >::update(), and ROL::FletcherObjectiveE< Real >::value().
◆ run()
|
overridevirtual |
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.
Implements ROL::TypeE::Algorithm< Real >.
Definition at line 117 of file ROL_TypeE_FletcherAlgorithm_Def.hpp.
References ROL::Vector< Real >::clone(), 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(), ROL::FletcherObjectiveE< Real >::gradient(), ROL::FletcherObjectiveBase< Real >::reset(), ROL::Vector< Real >::set(), ROL::FletcherObjectiveE< Real >::value(), and ROL::TypeE::Algorithm< Real >::writeExitStatus().
◆ writeHeader()
|
overridevirtual |
Print iterate header.
Reimplemented from ROL::TypeE::Algorithm< Real >.
Definition at line 203 of file ROL_TypeE_FletcherAlgorithm_Def.hpp.
◆ writeName()
|
overridevirtual |
Print step name.
Reimplemented from ROL::TypeE::Algorithm< Real >.
Definition at line 242 of file ROL_TypeE_FletcherAlgorithm_Def.hpp.
◆ writeOutput()
|
overridevirtual |
Print iterate status.
Reimplemented from ROL::TypeE::Algorithm< Real >.
Definition at line 251 of file ROL_TypeE_FletcherAlgorithm_Def.hpp.
Member Data Documentation
◆ list_
|
private |
Definition at line 62 of file ROL_TypeE_FletcherAlgorithm.hpp.
Referenced by ROL::TypeE::FletcherAlgorithm< Real >::FletcherAlgorithm().
◆ subStep_
|
private |
Definition at line 63 of file ROL_TypeE_FletcherAlgorithm.hpp.
Referenced by ROL::TypeE::FletcherAlgorithm< Real >::FletcherAlgorithm().
◆ merit_
|
private |
Definition at line 65 of file ROL_TypeE_FletcherAlgorithm.hpp.
◆ gpnorm_
|
private |
Definition at line 65 of file ROL_TypeE_FletcherAlgorithm.hpp.
◆ sigma_
|
private |
Definition at line 66 of file ROL_TypeE_FletcherAlgorithm.hpp.
Referenced by ROL::TypeE::FletcherAlgorithm< Real >::FletcherAlgorithm().
◆ delta_
|
private |
Definition at line 66 of file ROL_TypeE_FletcherAlgorithm.hpp.
Referenced by ROL::TypeE::FletcherAlgorithm< Real >::FletcherAlgorithm().
◆ minSigma_
|
private |
Definition at line 67 of file ROL_TypeE_FletcherAlgorithm.hpp.
Referenced by ROL::TypeE::FletcherAlgorithm< Real >::FletcherAlgorithm().
◆ maxSigma_
|
private |
Definition at line 67 of file ROL_TypeE_FletcherAlgorithm.hpp.
Referenced by ROL::TypeE::FletcherAlgorithm< Real >::FletcherAlgorithm().
◆ sigmaUpdate_
|
private |
Definition at line 67 of file ROL_TypeE_FletcherAlgorithm.hpp.
Referenced by ROL::TypeE::FletcherAlgorithm< Real >::FletcherAlgorithm().
◆ minDelta_
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private |
Definition at line 68 of file ROL_TypeE_FletcherAlgorithm.hpp.
Referenced by ROL::TypeE::FletcherAlgorithm< Real >::FletcherAlgorithm().
◆ deltaUpdate_
|
private |
Definition at line 68 of file ROL_TypeE_FletcherAlgorithm.hpp.
Referenced by ROL::TypeE::FletcherAlgorithm< Real >::FletcherAlgorithm().
◆ modifySigma_
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private |
Definition at line 69 of file ROL_TypeE_FletcherAlgorithm.hpp.
Referenced by ROL::TypeE::FletcherAlgorithm< Real >::FletcherAlgorithm().
◆ subproblemIter_
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private |
Definition at line 70 of file ROL_TypeE_FletcherAlgorithm.hpp.
◆ verbosity_
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private |
Definition at line 72 of file ROL_TypeE_FletcherAlgorithm.hpp.
Referenced by ROL::TypeE::FletcherAlgorithm< Real >::FletcherAlgorithm().
◆ printHeader_
|
private |
Definition at line 73 of file ROL_TypeE_FletcherAlgorithm.hpp.
Referenced by ROL::TypeE::FletcherAlgorithm< Real >::FletcherAlgorithm().
The documentation for this class was generated from the following files:
