ROL
ROL_TypeG_Algorithm.hpp
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1// @HEADER
2// *****************************************************************************
3// Rapid Optimization Library (ROL) Package
4//
5// Copyright 2014 NTESS and the ROL contributors.
6// SPDX-License-Identifier: BSD-3-Clause
7// *****************************************************************************
8// @HEADER
9
10#ifndef ROL_TYPEG_ALGORITHM_H
11#define ROL_TYPEG_ALGORITHM_H
12
13#include "ROL_CombinedStatusTest.hpp"
14#include "ROL_Objective.hpp"
15#include "ROL_Constraint.hpp"
16#include "ROL_BoundConstraint.hpp"
17#include "ROL_PolyhedralProjectionFactory.hpp"
18#include "ROL_Problem.hpp"
19
24namespace ROL {
25namespace TypeG {
26
27template<typename Real>
28struct AlgorithmState : public ROL::AlgorithmState<Real> {
29 Real searchSize;
30 Ptr<Vector<Real>> stepVec;
31 Ptr<Vector<Real>> gradientVec;
32 Ptr<Vector<Real>> constraintVec;
33
34 AlgorithmState()
35 : searchSize(1),
36 stepVec(nullPtr),
37 gradientVec(nullPtr),
38 constraintVec(nullPtr) {}
39
40 void reset() {
41 ROL::AlgorithmState<Real>::reset();
42 searchSize = static_cast<Real>(1);
43 if (stepVec != nullPtr) {
44 stepVec->zero();
45 }
46 if (gradientVec != nullPtr) {
47 gradientVec->zero();
48 }
49 if (constraintVec != nullPtr) {
50 constraintVec->zero();
51 }
52 }
53};
54
55template<typename Real>
56class Algorithm {
57protected:
58 const Ptr<CombinedStatusTest<Real>> status_;
59 const Ptr<AlgorithmState<Real>> state_;
60 Ptr<PolyhedralProjection<Real>> proj_;
61
62 void initialize( const Vector<Real> &x,
63 const Vector<Real> &g,
64 const Vector<Real> &mul,
65 const Vector<Real> &c);
66
67public:
68
69 virtual ~Algorithm() {}
70
73 Algorithm();
74
75 void setStatusTest( const Ptr<StatusTest<Real>> &status,
76 bool combineStatus = false);
77
81 virtual void run( Problem<Real> &problem,
82 std::ostream &outStream = std::cout );
83
87 virtual void run( Vector<Real> &x,
88 Objective<Real> &obj,
89 BoundConstraint<Real> &bnd,
90 Constraint<Real> &econ,
91 Vector<Real> &emul,
92 std::ostream &outStream = std::cout );
93
97 virtual void run( Vector<Real> &x,
98 Objective<Real> &obj,
99 Constraint<Real> &icon,
100 Vector<Real> &imul,
101 BoundConstraint<Real> &ibnd,
102 std::ostream &outStream = std::cout );
103
107 virtual void run( Vector<Real> &x,
108 Objective<Real> &obj,
109 BoundConstraint<Real> &bnd,
110 Constraint<Real> &icon,
111 Vector<Real> &imul,
112 BoundConstraint<Real> &ibnd,
113 std::ostream &outStream = std::cout );
114
118 virtual void run( Vector<Real> &x,
119 Objective<Real> &obj,
120 Constraint<Real> &econ,
121 Vector<Real> &emul,
122 Constraint<Real> &icon,
123 Vector<Real> &imul,
124 BoundConstraint<Real> &ibnd,
125 std::ostream &outStream = std::cout );
126
130 virtual void run( Vector<Real> &x,
131 Objective<Real> &obj,
132 BoundConstraint<Real> &bnd,
133 Constraint<Real> &econ,
134 Vector<Real> &emul,
135 Constraint<Real> &icon,
136 Vector<Real> &imul,
137 BoundConstraint<Real> &ibnd,
138 std::ostream &outStream = std::cout );
139
140
144 virtual void run( Vector<Real> &x,
145 const Vector<Real> &g,
146 Objective<Real> &obj,
147 BoundConstraint<Real> &bnd,
148 Constraint<Real> &econ,
149 Vector<Real> &emul,
150 const Vector<Real> &eres,
151 std::ostream &outStream = std::cout ) = 0;
152
156 virtual void run( Vector<Real> &x,
157 const Vector<Real> &g,
158 Objective<Real> &obj,
159 Constraint<Real> &icon,
160 Vector<Real> &imul,
161 BoundConstraint<Real> &ibnd,
162 const Vector<Real> &ires,
163 std::ostream &outStream = std::cout );
164
168 virtual void run( Vector<Real> &x,
169 const Vector<Real> &g,
170 Objective<Real> &obj,
171 BoundConstraint<Real> &bnd,
172 Constraint<Real> &icon,
173 Vector<Real> &imul,
174 BoundConstraint<Real> &ibnd,
175 const Vector<Real> &ires,
176 std::ostream &outStream = std::cout );
177
181 virtual void run( Vector<Real> &x,
182 const Vector<Real> &g,
183 Objective<Real> &obj,
184 Constraint<Real> &econ,
185 Vector<Real> &emul,
186 const Vector<Real> &eres,
187 Constraint<Real> &icon,
188 Vector<Real> &imul,
189 BoundConstraint<Real> &ibnd,
190 const Vector<Real> &ires,
191 std::ostream &outStream = std::cout );
192
196 virtual void run( Vector<Real> &x,
197 const Vector<Real> &g,
198 Objective<Real> &obj,
199 BoundConstraint<Real> &bnd,
200 Constraint<Real> &econ,
201 Vector<Real> &emul,
202 const Vector<Real> &eres,
203 Constraint<Real> &icon,
204 Vector<Real> &imul,
205 BoundConstraint<Real> &ibnd,
206 const Vector<Real> &ires,
207 std::ostream &outStream = std::cout );
208
209
210
211
215 virtual void run( Vector<Real> &x,
216 Objective<Real> &obj,
217 BoundConstraint<Real> &bnd,
218 Constraint<Real> &econ,
219 Vector<Real> &emul,
220 Constraint<Real> &linear_econ,
221 Vector<Real> &linear_emul,
222 std::ostream &outStream = std::cout );
223
227 virtual void run( Vector<Real> &x,
228 Objective<Real> &obj,
229 Constraint<Real> &icon,
230 Vector<Real> &imul,
231 BoundConstraint<Real> &ibnd,
232 Constraint<Real> &linear_econ,
233 Vector<Real> &linear_emul,
234 std::ostream &outStream = std::cout );
235
239 virtual void run( Vector<Real> &x,
240 Objective<Real> &obj,
241 BoundConstraint<Real> &bnd,
242 Constraint<Real> &icon,
243 Vector<Real> &imul,
244 BoundConstraint<Real> &ibnd,
245 Constraint<Real> &linear_econ,
246 Vector<Real> &linear_emul,
247 std::ostream &outStream = std::cout );
248
252 virtual void run( Vector<Real> &x,
253 Objective<Real> &obj,
254 Constraint<Real> &econ,
255 Vector<Real> &emul,
256 Constraint<Real> &icon,
257 Vector<Real> &imul,
258 BoundConstraint<Real> &ibnd,
259 Constraint<Real> &linear_econ,
260 Vector<Real> &linear_emul,
261 std::ostream &outStream = std::cout );
262
266 virtual void run( Vector<Real> &x,
267 Objective<Real> &obj,
268 BoundConstraint<Real> &bnd,
269 Constraint<Real> &econ,
270 Vector<Real> &emul,
271 Constraint<Real> &icon,
272 Vector<Real> &imul,
273 BoundConstraint<Real> &ibnd,
274 Constraint<Real> &linear_econ,
275 Vector<Real> &linear_emul,
276 std::ostream &outStream = std::cout );
277
278
279
280
284 virtual void run( Vector<Real> &x,
285 const Vector<Real> &g,
286 Objective<Real> &obj,
287 BoundConstraint<Real> &bnd,
288 Constraint<Real> &econ,
289 Vector<Real> &emul,
290 const Vector<Real> &eres,
291 Constraint<Real> &linear_econ,
292 Vector<Real> &linear_emul,
293 const Vector<Real> &linear_eres,
294 std::ostream &outStream = std::cout );
295
299 virtual void run( Vector<Real> &x,
300 const Vector<Real> &g,
301 Objective<Real> &obj,
302 Constraint<Real> &icon,
303 Vector<Real> &imul,
304 BoundConstraint<Real> &ibnd,
305 const Vector<Real> &ires,
306 Constraint<Real> &linear_econ,
307 Vector<Real> &linear_emul,
308 const Vector<Real> &linear_eres,
309 std::ostream &outStream = std::cout );
310
314 virtual void run( Vector<Real> &x,
315 const Vector<Real> &g,
316 Objective<Real> &obj,
317 BoundConstraint<Real> &bnd,
318 Constraint<Real> &icon,
319 Vector<Real> &imul,
320 BoundConstraint<Real> &ibnd,
321 const Vector<Real> &ires,
322 Constraint<Real> &linear_econ,
323 Vector<Real> &linear_emul,
324 const Vector<Real> &linear_eres,
325 std::ostream &outStream = std::cout );
326
330 virtual void run( Vector<Real> &x,
331 const Vector<Real> &g,
332 Objective<Real> &obj,
333 Constraint<Real> &econ,
334 Vector<Real> &emul,
335 const Vector<Real> &eres,
336 Constraint<Real> &icon,
337 Vector<Real> &imul,
338 BoundConstraint<Real> &ibnd,
339 const Vector<Real> &ires,
340 Constraint<Real> &linear_econ,
341 Vector<Real> &linear_emul,
342 const Vector<Real> &linear_eres,
343 std::ostream &outStream = std::cout );
344
348 virtual void run( Vector<Real> &x,
349 const Vector<Real> &g,
350 Objective<Real> &obj,
351 BoundConstraint<Real> &bnd,
352 Constraint<Real> &econ,
353 Vector<Real> &emul,
354 const Vector<Real> &eres,
355 Constraint<Real> &icon,
356 Vector<Real> &imul,
357 BoundConstraint<Real> &ibnd,
358 const Vector<Real> &ires,
359 Constraint<Real> &linear_econ,
360 Vector<Real> &linear_emul,
361 const Vector<Real> &linear_eres,
362 std::ostream &outStream = std::cout );
363
366 virtual void writeHeader( std::ostream& os ) const;
367
370 virtual void writeName( std::ostream& os ) const;
371
374 virtual void writeOutput( std::ostream& os, const bool write_header = false ) const;
375
376 virtual void writeExitStatus( std::ostream& os ) const;
377
378 //Ptr<const AlgorithmState<Real>>& getState() const;
379 Ptr<const AlgorithmState<Real>> getState() const;
380
381 void reset();
382
383}; // class ROL::Algorithm
384
385} // namespace TypeG
386} // namespace ROL
387
388#include "ROL_TypeG_Algorithm_Def.hpp"
389
390#endif
ROL_BoundConstraint.hpp
ROL_CombinedStatusTest.hpp
ROL_Constraint.hpp
ROL_Objective.hpp
ROL_PolyhedralProjectionFactory.hpp
ROL_TypeG_Algorithm_Def.hpp
ROL::BoundConstraint
Provides the interface to apply upper and lower bound constraints.
Definition ROL_BoundConstraint.hpp:39
ROL::Constraint
Defines the general constraint operator interface.
Definition ROL_Constraint.hpp:52
ROL::Objective
Provides the interface to evaluate objective functions.
Definition ROL_Objective.hpp:44
ROL::StatusTest
Provides an interface to check status of optimization algorithms.
Definition ROL_StatusTest.hpp:24
ROL::TypeG::Algorithm
Provides an interface to run general constrained optimization algorithms.
Definition ROL_TypeG_Algorithm.hpp:56
ROL::TypeG::Algorithm::run
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.
Definition ROL_TypeG_Algorithm_Def.hpp:74
ROL::TypeG::Algorithm::writeOutput
virtual void writeOutput(std::ostream &os, const bool write_header=false) const
Print iterate status.
Definition ROL_TypeG_Algorithm_Def.hpp:657
ROL::TypeG::Algorithm::run
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)=0
Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
ROL::TypeG::Algorithm::writeName
virtual void writeName(std::ostream &os) const
Print step name.
Definition ROL_TypeG_Algorithm_Def.hpp:652
ROL::TypeG::Algorithm::Algorithm
Algorithm()
Constructor, given a step and a status test.
Definition ROL_TypeG_Algorithm_Def.hpp:23
ROL::TypeG::Algorithm::writeHeader
virtual void writeHeader(std::ostream &os) const
Print iterate header.
Definition ROL_TypeG_Algorithm_Def.hpp:638
ROL::TypeG::Algorithm::initialize
void initialize(const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &mul, const Vector< Real > &c)
Definition ROL_TypeG_Algorithm_Def.hpp:32
ROL::TypeG::Algorithm::getState
Ptr< const AlgorithmState< Real > > getState() const
Definition ROL_TypeG_Algorithm_Def.hpp:691
ROL::TypeG::Algorithm::writeExitStatus
virtual void writeExitStatus(std::ostream &os) const
Definition ROL_TypeG_Algorithm_Def.hpp:682
ROL::TypeG::Algorithm::status_
const Ptr< CombinedStatusTest< Real > > status_
Definition ROL_TypeG_Algorithm.hpp:58
ROL::TypeG::Algorithm::proj_
Ptr< PolyhedralProjection< Real > > proj_
Definition ROL_TypeG_Algorithm.hpp:60
ROL::TypeG::Algorithm::setStatusTest
void setStatusTest(const Ptr< StatusTest< Real > > &status, bool combineStatus=false)
Definition ROL_TypeG_Algorithm_Def.hpp:65
ROL::TypeG::Algorithm::state_
const Ptr< AlgorithmState< Real > > state_
Definition ROL_TypeG_Algorithm.hpp:59
ROL::Vector
Defines the linear algebra or vector space interface.
Definition ROL_Vector.hpp:50
ROL::AlgorithmState
State for algorithm class. Will be used for restarts.
Definition ROL_Types.hpp:109
ROL::TypeG::AlgorithmState::constraintVec
Ptr< Vector< Real > > constraintVec
Definition ROL_TypeG_Algorithm.hpp:32
ROL::TypeG::AlgorithmState::gradientVec
Ptr< Vector< Real > > gradientVec
Definition ROL_TypeG_Algorithm.hpp:31
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