ROL::AugmentedLagrangianPenalty< Real > Class Template Reference

#include <ROL_AugmentedLagrangianPenalty.hpp>

Inheritance diagram for ROL::AugmentedLagrangianPenalty< Real >:

Public Member Functions
	AugmentedLagrangianPenalty (const Ptr< Constraint< Real > > &con, const Ptr< Projection< Real > > &proj, const Real penaltyParameter, const Vector< Real > &dualOptVec, const Vector< Real > &primConVec, const Vector< Real > &dualConVec, ParameterList &parlist)
	AugmentedLagrangianPenalty (const Ptr< Constraint< Real > > &con, const Ptr< Projection< Real > > &proj, const Real penaltyParameter, const Vector< Real > &dualOptVec, const Vector< Real > &primConVec, const Vector< Real > &dualConVec, const int hessianApprox)
virtual void	update (const Vector< Real > &x, UpdateType type, int iter=-1)
void	setScaling (const Real cscale=1.0)
Real	getScaling ()
virtual Real	value (const Vector< Real > &x, Real &tol)
virtual void	gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
virtual void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Real	dualNorm (const Vector< Real > &x, Real &tol)
Real	dualResidual (const Vector< Real > &x, Real &tol)
Real	feasibility (const Vector< Real > &x, Real &tol)
void	setPenaltyParameter (const Real penaltyParameter)
Real	getPenaltyParameter ()
void	setMultiplier (const Vector< Real > &multiplier)
Real	updateMultiplier (const Vector< Real > &x, Real &tol)
const Ptr< const Vector< Real > >	getConstraintVec (const Vector< Real > &x, Real &tol)
const Ptr< const Vector< Real > >	getDualVec (const Vector< Real > &x, Real &tol)
int	getNumberConstraintEvaluations (void) const
void	reset (void)
Public Member Functions inherited from ROL::ROL::Objective< Real >
virtual	~Objective ()
	Objective ()
virtual void	update (const Vector< Real > &x, UpdateType type, int iter=-1)
	Update objective function.
virtual void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
	Update objective function.
virtual Real	value (const Vector< Real > &x, Real &tol)=0
	Compute value.
virtual void	gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
	Compute gradient.
virtual Real	dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol)
	Compute directional derivative.
virtual void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply Hessian approximation to vector.
virtual void	invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply inverse Hessian approximation to vector.
virtual void	precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply preconditioner to vector.
virtual void	prox (Vector< Real > &Pv, const Vector< Real > &v, Real t, Real &tol)
	Compute the proximity operator.
virtual void	proxJacVec (Vector< Real > &Jv, const Vector< Real > &v, const Vector< Real > &x, Real t, Real &tol)
	Apply the Jacobian of the proximity operator.
virtual std::vector< std::vector< Real > >	checkGradient (const Vector< Real > &x, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
	Finite-difference gradient check.
virtual std::vector< std::vector< Real > >	checkGradient (const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
	Finite-difference gradient check.
virtual std::vector< std::vector< Real > >	checkGradient (const Vector< Real > &x, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
	Finite-difference gradient check with specified step sizes.
virtual std::vector< std::vector< Real > >	checkGradient (const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
	Finite-difference gradient check with specified step sizes.
virtual std::vector< std::vector< Real > >	checkHessVec (const Vector< Real > &x, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
	Finite-difference Hessian-applied-to-vector check.
virtual std::vector< std::vector< Real > >	checkHessVec (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
	Finite-difference Hessian-applied-to-vector check.
virtual std::vector< std::vector< Real > >	checkHessVec (const Vector< Real > &x, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
	Finite-difference Hessian-applied-to-vector check with specified step sizes.
virtual std::vector< std::vector< Real > >	checkHessVec (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
	Finite-difference Hessian-applied-to-vector check with specified step sizes.
virtual std::vector< Real >	checkHessSym (const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &w, const bool printToStream=true, std::ostream &outStream=std::cout)
	Hessian symmetry check.
virtual std::vector< Real >	checkHessSym (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &w, const bool printToStream=true, std::ostream &outStream=std::cout)
	Hessian symmetry check.
virtual std::vector< std::vector< Real > >	checkProxJacVec (const Vector< Real > &x, const Vector< Real > &v, Real t=Real(1), bool printToStream=true, std::ostream &outStream=std::cout, int numSteps=ROL_NUM_CHECKDERIV_STEPS)
	Finite-difference proximity operator Jacobian-applied-to-vector check.
virtual void	setParameter (const std::vector< Real > &param)

Private Attributes
const Ptr< Constraint< Real > >	con_
const Ptr< Projection< Real > >	proj_
nullstream	bhs_
Real	penaltyParameter_
Ptr< Vector< Real > >	multiplier_
Ptr< Vector< Real > >	dualOptVector_
Ptr< Vector< Real > >	dualConVector_
Ptr< Vector< Real > >	primConVector1_
Ptr< Vector< Real > >	primConVector2_
Ptr< VectorController< Real, int > >	conValue_
Ptr< VectorController< Real, int > >	dualValue_
Real	cscale_
int	ncval_
int	hessianApprox_

Additional Inherited Members
Protected Member Functions inherited from ROL::ROL::Objective< Real >
const std::vector< Real >	getParameter (void) const

Detailed Description

template<class Real>
class ROL::AugmentedLagrangianPenalty< Real >

Definition at line 22 of file ROL_AugmentedLagrangianPenalty.hpp.

Constructor & Destructor Documentation

AugmentedLagrangianPenalty() [1/2]

template<class Real>

ROL::AugmentedLagrangianPenalty< Real >::AugmentedLagrangianPenalty ( const Ptr< Constraint< Real > > & con, const Ptr< Projection< Real > > & proj, const Real penaltyParameter, const Vector< Real > & dualOptVec, const Vector< Real > & primConVec, const Vector< Real > & dualConVec, ParameterList & parlist )

inline

Definition at line 53 of file ROL_AugmentedLagrangianPenalty.hpp.

References ROL::Vector< Real >::clone(), con_, conValue_, cscale_, dualConVector_, dualOptVector_, dualValue_, hessianApprox_, multiplier_, ncval_, penaltyParameter_, primConVector1_, primConVector2_, and proj_.

AugmentedLagrangianPenalty() [2/2]

template<class Real>

ROL::AugmentedLagrangianPenalty< Real >::AugmentedLagrangianPenalty ( const Ptr< Constraint< Real > > & con, const Ptr< Projection< Real > > & proj, const Real penaltyParameter, const Vector< Real > & dualOptVec, const Vector< Real > & primConVec, const Vector< Real > & dualConVec, const int hessianApprox )

inline

Definition at line 77 of file ROL_AugmentedLagrangianPenalty.hpp.

References ROL::Vector< Real >::clone(), con_, conValue_, cscale_, dualConVector_, dualOptVector_, dualValue_, hessianApprox_, multiplier_, ncval_, penaltyParameter_, primConVector1_, primConVector2_, and proj_.

Member Function Documentation

update()

template<class Real>

virtual void ROL::AugmentedLagrangianPenalty< Real >::update ( const Vector< Real > & x, UpdateType type, int iter = -1 )

inlinevirtual

Definition at line 98 of file ROL_AugmentedLagrangianPenalty.hpp.

References con_, conValue_, and dualValue_.

setScaling()

template<class Real>

void ROL::AugmentedLagrangianPenalty< Real >::setScaling ( const Real cscale = 1.0 )

inline

Definition at line 104 of file ROL_AugmentedLagrangianPenalty.hpp.

References cscale_.

getScaling()

template<class Real>

Real ROL::AugmentedLagrangianPenalty< Real >::getScaling ( )

inline

Definition at line 108 of file ROL_AugmentedLagrangianPenalty.hpp.

References cscale_.

value()

template<class Real>

virtual Real ROL::AugmentedLagrangianPenalty< Real >::value ( const Vector< Real > & x, Real & tol )

inlinevirtual

Definition at line 112 of file ROL_AugmentedLagrangianPenalty.hpp.

References cscale_, getDualVec(), and penaltyParameter_.

gradient()

template<class Real>

virtual void ROL::AugmentedLagrangianPenalty< Real >::gradient ( Vector< Real > & g, const Vector< Real > & x, Real & tol )

inlinevirtual

Definition at line 120 of file ROL_AugmentedLagrangianPenalty.hpp.

References con_, cscale_, getDualVec(), and ROL::Vector< Real >::scale().

hessVec()

template<class Real>

virtual void ROL::AugmentedLagrangianPenalty< Real >::hessVec ( Vector< Real > & hv, const Vector< Real > & v, const Vector< Real > & x, Real & tol )

inlinevirtual

Definition at line 126 of file ROL_AugmentedLagrangianPenalty.hpp.

References con_, cscale_, dualConVector_, dualOptVector_, getConstraintVec(), getDualVec(), hessianApprox_, multiplier_, penaltyParameter_, ROL::Vector< Real >::plus(), primConVector1_, primConVector2_, proj_, ROL::Vector< Real >::scale(), and ROL::Vector< Real >::zero().

dualNorm()

template<class Real>

Real ROL::AugmentedLagrangianPenalty< Real >::dualNorm ( const Vector< Real > & x, Real & tol )

inline

Definition at line 147 of file ROL_AugmentedLagrangianPenalty.hpp.

References getDualVec().

dualResidual()

template<class Real>

Real ROL::AugmentedLagrangianPenalty< Real >::dualResidual ( const Vector< Real > & x, Real & tol )

inline

Definition at line 151 of file ROL_AugmentedLagrangianPenalty.hpp.

References dualConVector_, getDualVec(), and multiplier_.

feasibility()

template<class Real>

Real ROL::AugmentedLagrangianPenalty< Real >::feasibility ( const Vector< Real > & x, Real & tol )

inline

Definition at line 157 of file ROL_AugmentedLagrangianPenalty.hpp.

References bhs_, getConstraintVec(), primConVector1_, and proj_.

setPenaltyParameter()

template<class Real>

void ROL::AugmentedLagrangianPenalty< Real >::setPenaltyParameter ( const Real penaltyParameter )

inline

Definition at line 164 of file ROL_AugmentedLagrangianPenalty.hpp.

References penaltyParameter_.

getPenaltyParameter()

template<class Real>

Real ROL::AugmentedLagrangianPenalty< Real >::getPenaltyParameter ( )

inline

Definition at line 168 of file ROL_AugmentedLagrangianPenalty.hpp.

References penaltyParameter_.

setMultiplier()

template<class Real>

void ROL::AugmentedLagrangianPenalty< Real >::setMultiplier ( const Vector< Real > & multiplier )

inline

Definition at line 172 of file ROL_AugmentedLagrangianPenalty.hpp.

References multiplier_.

updateMultiplier()

template<class Real>

Real ROL::AugmentedLagrangianPenalty< Real >::updateMultiplier ( const Vector< Real > & x, Real & tol )

inline

Definition at line 176 of file ROL_AugmentedLagrangianPenalty.hpp.

References getDualVec(), and multiplier_.

getConstraintVec()

template<class Real>

const Ptr< const Vector< Real > > ROL::AugmentedLagrangianPenalty< Real >::getConstraintVec ( const Vector< Real > & x, Real & tol )

inline

Definition at line 184 of file ROL_AugmentedLagrangianPenalty.hpp.

References con_, conValue_, ncval_, and primConVector1_.

Referenced by feasibility(), getDualVec(), and hessVec().

getDualVec()

template<class Real>

const Ptr< const Vector< Real > > ROL::AugmentedLagrangianPenalty< Real >::getDualVec ( const Vector< Real > & x, Real & tol )

inline

Definition at line 194 of file ROL_AugmentedLagrangianPenalty.hpp.

References bhs_, dualConVector_, dualValue_, getConstraintVec(), multiplier_, penaltyParameter_, primConVector1_, and proj_.

Referenced by dualNorm(), dualResidual(), gradient(), hessVec(), updateMultiplier(), and value().

getNumberConstraintEvaluations()

template<class Real>

int ROL::AugmentedLagrangianPenalty< Real >::getNumberConstraintEvaluations ( void ) const

inline

Definition at line 210 of file ROL_AugmentedLagrangianPenalty.hpp.

References ncval_.

reset()

template<class Real>

void ROL::AugmentedLagrangianPenalty< Real >::reset ( void )

inline

Definition at line 215 of file ROL_AugmentedLagrangianPenalty.hpp.

References ncval_.

Member Data Documentation

con_

template<class Real>

const Ptr<Constraint<Real> > ROL::AugmentedLagrangianPenalty< Real >::con_

private

Definition at line 25 of file ROL_AugmentedLagrangianPenalty.hpp.

Referenced by AugmentedLagrangianPenalty(), AugmentedLagrangianPenalty(), getConstraintVec(), gradient(), hessVec(), and update().

proj_

template<class Real>

const Ptr<Projection<Real> > ROL::AugmentedLagrangianPenalty< Real >::proj_

private

Definition at line 26 of file ROL_AugmentedLagrangianPenalty.hpp.

Referenced by AugmentedLagrangianPenalty(), AugmentedLagrangianPenalty(), feasibility(), getDualVec(), and hessVec().

bhs_

template<class Real>

nullstream ROL::AugmentedLagrangianPenalty< Real >::bhs_

private

Definition at line 27 of file ROL_AugmentedLagrangianPenalty.hpp.

Referenced by feasibility(), and getDualVec().

penaltyParameter_

template<class Real>

Real ROL::AugmentedLagrangianPenalty< Real >::penaltyParameter_

private

Definition at line 29 of file ROL_AugmentedLagrangianPenalty.hpp.

Referenced by AugmentedLagrangianPenalty(), AugmentedLagrangianPenalty(), getDualVec(), getPenaltyParameter(), hessVec(), setPenaltyParameter(), and value().

multiplier_

template<class Real>

Ptr<Vector<Real> > ROL::AugmentedLagrangianPenalty< Real >::multiplier_

private

Definition at line 30 of file ROL_AugmentedLagrangianPenalty.hpp.

Referenced by AugmentedLagrangianPenalty(), AugmentedLagrangianPenalty(), dualResidual(), getDualVec(), hessVec(), setMultiplier(), and updateMultiplier().

dualOptVector_

template<class Real>

Ptr<Vector<Real> > ROL::AugmentedLagrangianPenalty< Real >::dualOptVector_

private

Definition at line 33 of file ROL_AugmentedLagrangianPenalty.hpp.

Referenced by AugmentedLagrangianPenalty(), AugmentedLagrangianPenalty(), and hessVec().

dualConVector_

template<class Real>

Ptr<Vector<Real> > ROL::AugmentedLagrangianPenalty< Real >::dualConVector_

private

Definition at line 34 of file ROL_AugmentedLagrangianPenalty.hpp.

Referenced by AugmentedLagrangianPenalty(), AugmentedLagrangianPenalty(), dualResidual(), getDualVec(), and hessVec().

primConVector1_

template<class Real>

Ptr<Vector<Real> > ROL::AugmentedLagrangianPenalty< Real >::primConVector1_

private

Definition at line 35 of file ROL_AugmentedLagrangianPenalty.hpp.

Referenced by AugmentedLagrangianPenalty(), AugmentedLagrangianPenalty(), feasibility(), getConstraintVec(), getDualVec(), and hessVec().

primConVector2_

template<class Real>

Ptr<Vector<Real> > ROL::AugmentedLagrangianPenalty< Real >::primConVector2_

private

Definition at line 36 of file ROL_AugmentedLagrangianPenalty.hpp.

Referenced by AugmentedLagrangianPenalty(), AugmentedLagrangianPenalty(), and hessVec().

conValue_

template<class Real>

Ptr<VectorController<Real,int> > ROL::AugmentedLagrangianPenalty< Real >::conValue_

private

Definition at line 39 of file ROL_AugmentedLagrangianPenalty.hpp.

Referenced by AugmentedLagrangianPenalty(), AugmentedLagrangianPenalty(), getConstraintVec(), and update().

dualValue_

template<class Real>

Ptr<VectorController<Real,int> > ROL::AugmentedLagrangianPenalty< Real >::dualValue_

private

Definition at line 40 of file ROL_AugmentedLagrangianPenalty.hpp.

Referenced by AugmentedLagrangianPenalty(), AugmentedLagrangianPenalty(), getDualVec(), and update().

cscale_

template<class Real>

Real ROL::AugmentedLagrangianPenalty< Real >::cscale_

private

Definition at line 43 of file ROL_AugmentedLagrangianPenalty.hpp.

Referenced by AugmentedLagrangianPenalty(), AugmentedLagrangianPenalty(), getScaling(), gradient(), hessVec(), setScaling(), and value().

ncval_

template<class Real>

int ROL::AugmentedLagrangianPenalty< Real >::ncval_

private

Definition at line 46 of file ROL_AugmentedLagrangianPenalty.hpp.

Referenced by AugmentedLagrangianPenalty(), AugmentedLagrangianPenalty(), getConstraintVec(), getNumberConstraintEvaluations(), and reset().

hessianApprox_

template<class Real>

int ROL::AugmentedLagrangianPenalty< Real >::hessianApprox_

private

Definition at line 49 of file ROL_AugmentedLagrangianPenalty.hpp.

Referenced by AugmentedLagrangianPenalty(), AugmentedLagrangianPenalty(), and hessVec().

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The documentation for this class was generated from the following file:

• ROL_AugmentedLagrangianPenalty.hpp