ROL
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ROL::TypeG::AugmentedLagrangianAlgorithm2< Real > Class Template Reference

#include <ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp>

Inheritance diagram for ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >:

Public Member Functions

 AugmentedLagrangianAlgorithm2 (ParameterList &list, const Ptr< Secant< Real > > &secant=nullPtr)
void run (Problem< Real > &problem, std::ostream &outStream=std::cout) override
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
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
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
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 print_header=false) const override
 Print iterate status.
Public Member Functions inherited from ROL::TypeG::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 (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &econ, Vector< Real > &emul, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void run (Vector< Real > &x, Objective< Real > &obj, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void run (Vector< Real > &x, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &econ, Vector< Real > &emul, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, const Vector< Real > &ires, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, const Vector< Real > &ires, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G 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 > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, const Vector< Real > &ires, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
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, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, const Vector< Real > &ires, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &econ, Vector< Real > &emul, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void run (Vector< Real > &x, Objective< Real > &obj, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void run (Vector< Real > &x, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &econ, Vector< Real > &emul, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
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, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, const Vector< Real > &ires, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, const Vector< Real > &ires, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G 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 > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, const Vector< Real > &ires, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
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, Constraint< Real > &icon, Vector< Real > &imul, BoundConstraint< Real > &ibnd, const Vector< Real > &ires, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout)
 Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
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, AugmentedLagrangianObjective2< Real > &alobj, std::ostream &outStream=std::cout)

Private Attributes

const Ptr< Secant< Real > > secant_
ParameterList list_
bool useDefaultInitPen_
Real penaltyUpdate_
Real maxPenaltyParam_
Real minPenaltyReciprocal_
Real alphat_
Real betat_
Real tau0_
Real theta_
bool useDefaultInitTol_
Real delta_
Real epsilon_
Real subproblemTolFactor_
int maxit_
std::string subStep_
Real optIncreaseExponent_
Real optDecreaseExponent_
int verbosity_
bool printHeader_
Real outerOptTolerance_
Real outerFeasTolerance_
Real outerStepTolerance_
int outerIterationLimit_
bool useRelTol_
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_

Additional Inherited Members

Protected Member Functions inherited from ROL::TypeG::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::TypeG::Algorithm< Real >
const Ptr< CombinedStatusTest< Real > > status_
const Ptr< AlgorithmState< Real > > state_
Ptr< PolyhedralProjection< Real > > proj_

Detailed Description

template<typename Real>
class ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >

Definition at line 26 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.

Constructor & Destructor Documentation

◆ AugmentedLagrangianAlgorithm2()

Member Function Documentation

◆ initialize()

template<typename Real>
void ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::initialize ( Vector< Real > & x,
const Vector< Real > & g,
AugmentedLagrangianObjective2< Real > & alobj,
std::ostream & outStream = std::cout )
private

◆ run() [1/2]

template<typename Real>
void ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::run ( Problem< Real > & problem,
std::ostream & outStream = std::cout )
overridevirtual

◆ run() [2/2]

template<typename Real>
void ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::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 )
overridevirtual

Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.

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

Definition at line 511 of file ROL_TypeG_AugmentedLagrangianAlgorithm2_Def.hpp.

◆ writeHeader()

template<typename Real>
void ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::writeHeader ( std::ostream & os) const
overridevirtual

Print iterate header.

Reimplemented from ROL::TypeG::Algorithm< Real >.

Definition at line 523 of file ROL_TypeG_AugmentedLagrangianAlgorithm2_Def.hpp.

References ROL::TypeG::Algorithm< Real >::state_, and verbosity_.

Referenced by writeOutput().

◆ writeName()

template<typename Real>
void ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::writeName ( std::ostream & os) const
overridevirtual

Print step name.

Reimplemented from ROL::TypeG::Algorithm< Real >.

Definition at line 561 of file ROL_TypeG_AugmentedLagrangianAlgorithm2_Def.hpp.

References subStep_.

Referenced by writeOutput().

◆ writeOutput()

template<typename Real>
void ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::writeOutput ( std::ostream & os,
const bool write_header = false ) const
overridevirtual

Member Data Documentation

◆ secant_

template<typename Real>
const Ptr<Secant<Real> > ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::secant_
private

◆ list_

template<typename Real>
ParameterList ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::list_
private

◆ useDefaultInitPen_

template<typename Real>
bool ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::useDefaultInitPen_
private

◆ penaltyUpdate_

template<typename Real>
Real ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::penaltyUpdate_
private

◆ maxPenaltyParam_

template<typename Real>
Real ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::maxPenaltyParam_
private

◆ minPenaltyReciprocal_

template<typename Real>
Real ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::minPenaltyReciprocal_
private

◆ alphat_

template<typename Real>
Real ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::alphat_
private

◆ betat_

template<typename Real>
Real ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::betat_
private

◆ tau0_

template<typename Real>
Real ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::tau0_
private

◆ theta_

template<typename Real>
Real ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::theta_
private

◆ useDefaultInitTol_

template<typename Real>
bool ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::useDefaultInitTol_
private

◆ delta_

template<typename Real>
Real ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::delta_
private

◆ epsilon_

template<typename Real>
Real ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::epsilon_
private

◆ subproblemTolFactor_

template<typename Real>
Real ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::subproblemTolFactor_
private

◆ maxit_

template<typename Real>
int ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::maxit_
private

◆ subStep_

template<typename Real>
std::string ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::subStep_
private

◆ optIncreaseExponent_

template<typename Real>
Real ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::optIncreaseExponent_
private

◆ optDecreaseExponent_

template<typename Real>
Real ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::optDecreaseExponent_
private

◆ verbosity_

template<typename Real>
int ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::verbosity_
private

◆ printHeader_

template<typename Real>
bool ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::printHeader_
private

◆ outerOptTolerance_

template<typename Real>
Real ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::outerOptTolerance_
private

◆ outerFeasTolerance_

template<typename Real>
Real ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::outerFeasTolerance_
private

◆ outerStepTolerance_

template<typename Real>
Real ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::outerStepTolerance_
private

◆ outerIterationLimit_

template<typename Real>
int ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::outerIterationLimit_
private

◆ useRelTol_

template<typename Real>
bool ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::useRelTol_
private

◆ useDefaultScaling_

template<typename Real>
bool ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::useDefaultScaling_
private

◆ scaleLagrangian_

template<typename Real>
bool ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::scaleLagrangian_
private

◆ fscale_

template<typename Real>
Real ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::fscale_
private

◆ cscale_

template<typename Real>
Real ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::cscale_
private

◆ hessianApprox_

template<typename Real>
int ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::hessianApprox_
private

◆ subproblemIter_

template<typename Real>
int ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::subproblemIter_
private

◆ isUpdated_

template<typename Real>
bool ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::isUpdated_
private

◆ group_names_

template<typename Real>
std::vector<std::string> ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::group_names_
private

Definition at line 68 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.

Referenced by initialize(), run(), and writeOutput().

◆ feasibilities_

template<typename Real>
std::vector<Real> ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::feasibilities_
private

Definition at line 69 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.

Referenced by initialize(), run(), and writeOutput().

◆ penalty_growthf_

template<typename Real>
std::vector<Real> ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::penalty_growthf_
private

Definition at line 70 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.

Referenced by initialize(), and run().


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