Provides an interface to run the projected secant algorithm. More...

#include <ROL_TypeB_QuasiNewtonAlgorithm.hpp>

Inheritance diagram for ROL::TypeB::QuasiNewtonAlgorithm< Real >:

Public Member Functions
	QuasiNewtonAlgorithm (ParameterList &list, const Ptr< Secant< Real > > &secant=nullPtr)

void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout) override
	Run algorithm on bound constrained problems (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.

void	writeHeader (std::ostream &os) const override
	Print iterate header.

void	writeName (std::ostream &os) const override
	Print step name.

void	writeOutput (std::ostream &os, const bool write_header=false) const override
	Print iterate status.

Public Member Functions inherited from ROL::TypeB::Algorithm< Real >
virtual	~Algorithm ()

	Algorithm ()
	Constructor, given a step and a status test.

void	setStatusTest (const Ptr< StatusTest< Real > > &status, const bool combineStatus=false)

virtual void	run (Problem< Real > &problem, std::ostream &outStream=std::cout)
	Run algorithm on bound constrained problems (Type-B). This is the primary Type-B interface.

virtual void	run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout)
	Run algorithm on bound constrained problems (Type-B). This is the primary Type-B interface.

virtual void	run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout)
	Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface.

virtual void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout)
	Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.

virtual void	run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, std::ostream &outStream=std::cout)
	Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface.

virtual void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, const Vector< Real > &linear_ires, std::ostream &outStream=std::cout)
	Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.

virtual void	run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, std::ostream &outStream=std::cout)
	Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface.

virtual void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, const Vector< Real > &linear_ires, std::ostream &outStream=std::cout)
	Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.

virtual void	writeExitStatus (std::ostream &os) const

Ptr< const AlgorithmState< Real > >	getState () const

void	reset ()

Private Member Functions
void	initialize (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout)

Private Attributes
Ptr< Secant< Real > >	secant_
	Secant object (used for quasi-Newton)

ESecant	esec_
	Secant type.

std::string	secantName_
	Secant name.

int	maxit_
	Maximum number of line search steps (default: 20)

Real	rhodec_
	Backtracking rate (default: 0.5)

Real	c1_
	Sufficient Decrease Parameter (default: 1e-4)

Real	sigma1_
	Lower safeguard for quadratic line search (default: 0.1)

Real	sigma2_
	Upper safeguard for quadratic line search (default: 0.9)

Real	sp_tol1_

Real	sp_tol2_

Real	sp_tol_min_

std::string	algoName_

ParameterList	list_

bool	hasLEC_

int	ls_nfval_

int	spgIter_

int	verbosity_

bool	writeHeader_

Additional Inherited Members
Protected Member Functions inherited from ROL::TypeB::Algorithm< Real >
void	initialize (const Vector< Real > &x, const Vector< Real > &g)

Real	optimalityCriterion (const Vector< Real > &x, const Vector< Real > &g, Vector< Real > &primal, std::ostream &outStream=std::cout) const

Protected Attributes inherited from ROL::TypeB::Algorithm< Real >
const Ptr< CombinedStatusTest< Real > >	status_

const Ptr< AlgorithmState< Real > >	state_

Ptr< PolyhedralProjection< Real > >	proj_

Detailed Description

template<typename Real>
class ROL::TypeB::QuasiNewtonAlgorithm< Real >

Provides an interface to run the projected secant algorithm.

Definition at line 24 of file ROL_TypeB_QuasiNewtonAlgorithm.hpp.

Constructor & Destructor Documentation

◆ QuasiNewtonAlgorithm()

template<typename Real >

ROL::TypeB::QuasiNewtonAlgorithm< Real >::QuasiNewtonAlgorithm	(	ParameterList &	list,
		const Ptr< Secant< Real > > &	secant = `nullPtr`
	)

Definition at line 25 of file ROL_TypeB_QuasiNewtonAlgorithm_Def.hpp.

Member Function Documentation

◆ initialize()

template<typename Real >

void ROL::TypeB::QuasiNewtonAlgorithm< Real >::initialize	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		Objective< Real > &	obj,
		BoundConstraint< Real > &	bnd,
		std::ostream &	outStream = `std::cout`
	)

private

Definition at line 64 of file ROL_TypeB_QuasiNewtonAlgorithm_Def.hpp.

References ROL::Objective< Real >::gradient(), ROL::Initial, ROL::TypeB::Algorithm< Real >::initialize(), ROL::Objective< Real >::update(), and ROL::Objective< Real >::value().

◆ run()

template<typename Real >

void ROL::TypeB::QuasiNewtonAlgorithm< Real >::run	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		Objective< Real > &	obj,
		BoundConstraint< Real > &	bnd,
		std::ostream &	outStream = `std::cout`
	)

overridevirtual

Run algorithm on bound constrained problems (Type-B). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.

Implements ROL::TypeB::Algorithm< Real >.

Definition at line 92 of file ROL_TypeB_QuasiNewtonAlgorithm_Def.hpp.

References ROL::Accept, ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), ROL::Objective< Real >::gradient(), ROL::Vector< Real >::set(), ROL::Trial, ROL::Objective< Real >::update(), ROL::Objective< Real >::value(), and ROL::TypeB::Algorithm< Real >::writeExitStatus().