Provides an interface to run equality constrained optimization algorithms using Augmented Lagrangians. More...

#include <ROL_TypeE_AugmentedLagrangianAlgorithm.hpp>

Inheritance diagram for ROL::TypeE::AugmentedLagrangianAlgorithm< Real >:

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

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

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

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

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

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

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

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

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

virtual void	run (Vector< Real > &x, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, std::ostream &outStream=std::cout)
	Run algorithm on equality constrained problems (Type-E). This is the primary Type-E interface.

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

virtual void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, const Vector< Real > &eres, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout)
	Run algorithm on equality constrained problems with explicit linear equality constraints (Type-E). 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, const Vector< Real > &l, const Vector< Real > &c, AugmentedLagrangianObjective< Real > &alobj, Constraint< Real > &con, std::ostream &outStream=std::cout)

Private Attributes
const Ptr< Secant< Real > >	secant_

ParameterList	list_

bool	useRelTol_

bool	useDefaultInitPen_

bool	scaleLagrangian_

Real	minPenaltyReciprocal_

Real	minPenaltyLowerBound_

Real	penaltyUpdate_

Real	maxPenaltyParam_

Real	optIncreaseExponent_

Real	optDecreaseExponent_

Real	optToleranceInitial_

Real	optTolerance_

Real	feasIncreaseExponent_

Real	feasDecreaseExponent_

Real	feasToleranceInitial_

Real	feasTolerance_

bool	print_

int	maxit_

int	subproblemIter_

std::string	subStep_

int	HessianApprox_

Real	outerOptTolerance_

Real	outerFeasTolerance_

Real	outerStepTolerance_

bool	useDefaultScaling_

Real	fscale_

Real	cscale_

int	verbosity_

bool	printHeader_

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

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

const Ptr< AlgorithmState< Real > >	state_

Detailed Description

template<typename Real>
class ROL::TypeE::AugmentedLagrangianAlgorithm< Real >

Provides an interface to run equality constrained optimization algorithms using Augmented Lagrangians.

Definition at line 26 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.

Constructor & Destructor Documentation

◆ AugmentedLagrangianAlgorithm()

template<typename Real >

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

Definition at line 19 of file ROL_TypeE_AugmentedLagrangianAlgorithm_Def.hpp.

Member Function Documentation

◆ initialize()

template<typename Real >

void ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::initialize	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		const Vector< Real > &	l,
		const Vector< Real > &	c,
		AugmentedLagrangianObjective< Real > &	alobj,
		Constraint< Real > &	con,
		std::ostream &	outStream = `std::cout`
	)

private

Definition at line 68 of file ROL_TypeE_AugmentedLagrangianAlgorithm_Def.hpp.

◆ run()

template<typename Real >

void ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::run	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		Objective< Real > &	obj,
		Constraint< Real > &	econ,
		Vector< Real > &	emul,
		const Vector< Real > &	eres,
		std::ostream &	outStream = `std::cout`
	)

overridevirtual

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

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

Definition at line 149 of file ROL_TypeE_AugmentedLagrangianAlgorithm_Def.hpp.

References ROL::Vector< Real >::axpy(), ROL::EXITSTATUS_CONVERGED, ROL::AugmentedLagrangianObjective< Real >::getConstraintVec(), ROL::AugmentedLagrangianObjective< Real >::getNumberConstraintEvaluations(), ROL::AugmentedLagrangianObjective< Real >::getNumberFunctionEvaluations(), ROL::AugmentedLagrangianObjective< Real >::getNumberGradientEvaluations(), ROL::AugmentedLagrangianObjective< Real >::getObjectiveValue(), ROL::AugmentedLagrangianObjective< Real >::gradient(), ROL::AugmentedLagrangianObjective< Real >::reset(), ROL::Vector< Real >::scale(), and ROL::TypeE::Algorithm< Real >::writeExitStatus().