ROL_PH_StatusTest.hpp

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// @HEADER
// *****************************************************************************
//               Rapid Optimization Library (ROL) Package
//
// Copyright 2014 NTESS and the ROL contributors.
// SPDX-License-Identifier: BSD-3-Clause
// *****************************************************************************
// @HEADER
 
#ifndef ROL_PH_STATUSTEST_H
#define ROL_PH_STATUSTEST_H
 
#include "ROL_StatusTest.hpp"
 
namespace ROL {
 
template <class Real>
class PH_StatusTest : public StatusTest<Real> {
private:
 
  Real mu_;
  Real epsilon_;
  Ptr<const Vector<Real>> xbar_;
  Real tol_;
  Ptr<Vector<Real>> x_;
 
public:
 
  PH_StatusTest( ROL::ParameterList &parlist, const Vector<Real> &x ) {
    mu_      = parlist.sublist("SOL").sublist("Progressive Hedging").get("Fixed Tolerance", 1e-4);
    epsilon_ = parlist.sublist("SOL").sublist("Progressive Hedging").get("Dynamic Tolerance", 0.1);
    x_       = x.clone();
  }
 
  void setData(const int iter, const Ptr<const Vector<Real>> &xbar) {
    const Real one(1);
    tol_   = mu_*std::pow(one-epsilon_,iter+1);
    xbar_  = xbar;
  }
 
  bool check( AlgorithmState<Real> &state ) {
    const Real one(1);
    x_->set(*state.iterateVec); x_->axpy(-one,*xbar_);
    Real xnorm = x_->norm();
    if ( state.gnorm <= tol_*std::min(one,xnorm) ) {
      state.statusFlag = EXITSTATUS_USERDEFINED;
      return false;
    }
    return true;
  }
 
}; // class PH_StatusTest
 
} // namespace ROL
 
#endif