ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp

Go to the documentation of this file.

// @HEADER
// *****************************************************************************
//               Rapid Optimization Library (ROL) Package
//
// Copyright 2014 NTESS and the ROL contributors.
// SPDX-License-Identifier: BSD-3-Clause
// *****************************************************************************
// @HEADER
 
#ifndef ROL_TYPEG_AUGMENTEDLAGRANGIANALGORITHM2_H
#define ROL_TYPEG_AUGMENTEDLAGRANGIANALGORITHM2_H
 
#include "ROL_TypeG_Algorithm.hpp"
#include "ROL_Secant.hpp"
 
namespace ROL {
namespace TypeG {
 
 
template<typename Real>
class AugmentedLagrangianAlgorithm2 : public TypeG::Algorithm<Real> {
private:
  const Ptr<Secant<Real>> secant_;
  ParameterList list_;
  // Penalty parameter quantities
  bool useDefaultInitPen_;
  Real penaltyUpdate_;
  Real maxPenaltyParam_;
  Real minPenaltyReciprocal_;
  // Dual feasiblity parameters
  Real alphat_;
  Real betat_;
  Real tau0_;
  Real theta_;
  // Subproblem information
  bool useDefaultInitTol_;
  Real delta_;
  Real epsilon_;
  int maxit_;
  std::string subStep_;
  // Optimality tolerance update
  Real optIncreaseExponent_;
  Real optDecreaseExponent_;
  // Verbosity
  int verbosity_;
  bool printHeader_;
  // Outer tolerances
 
  Real outerOptTolerance_;
  Real outerFeasTolerance_;
  Real outerStepTolerance_;
  bool useRelTol_;
  // Scaling information
  bool useDefaultScaling_;
  bool scaleLagrangian_;
  Real fscale_;
  Real cscale_;
  int hessianApprox_;
 
  int subproblemIter_;
  bool isUpdated_;
  std::vector<std::string> group_names_;
  std::vector<Real> feasibilities_;
  std::vector<Real> penalty_growthf_;
 
  using TypeG::Algorithm<Real>::state_;
  using TypeG::Algorithm<Real>::status_;
  using TypeG::Algorithm<Real>::proj_;
 
  void initialize(Vector<Real>                        &x,
                  const Vector<Real>                  &g,
                  AugmentedLagrangianObjective2<Real> &alobj,
                  std::ostream                        &outStream = std::cout);
 
public:
 
  AugmentedLagrangianAlgorithm2(ParameterList &list, const Ptr<Secant<Real>> &secant = nullPtr);
 
  using TypeG::Algorithm<Real>::run;
 
  void run( Problem<Real> &problem,
            std::ostream  &outStream = std::cout ) override;
 
  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 ;
 
  void writeHeader( std::ostream& os ) const override;
 
  void writeName( std::ostream& os ) const override;
 
  void writeOutput( std::ostream& os, const bool print_header = false ) const override;
 
}; // class ROL::TypeG::AugmentedLagrangianAlgorithm2
 
} // namespace TypeG
} // namespace ROL
 
#include "ROL_TypeG_AugmentedLagrangianAlgorithm2_Def.hpp"
 
#endif