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ROL
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#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_ |
| int | maxit_ |
| std::string | subStep_ |
| Real | optIncreaseExponent_ |
| Real | optDecreaseExponent_ |
| int | verbosity_ |
| bool | printHeader_ |
| Real | outerOptTolerance_ |
| Real | outerFeasTolerance_ |
| Real | outerStepTolerance_ |
| 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_ |
Definition at line 26 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
| ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2 | ( | ParameterList & | list, |
| const Ptr< Secant< Real > > & | secant = nullPtr |
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Definition at line 32 of file ROL_TypeG_AugmentedLagrangianAlgorithm2_Def.hpp.
References ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::alphat_, ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::betat_, ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::cscale_, ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::delta_, ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::epsilon_, ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::fscale_, ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::hessianApprox_, ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::list_, ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::maxit_, ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::maxPenaltyParam_, ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::minPenaltyReciprocal_, ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::optDecreaseExponent_, ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::optIncreaseExponent_, ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::outerFeasTolerance_, ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::outerOptTolerance_, ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::outerStepTolerance_, ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::penaltyUpdate_, ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::printHeader_, ROL::TypeG::Algorithm< Real >::reset(), ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::scaleLagrangian_, ROL::TypeG::Algorithm< Real >::state_, ROL::TypeG::Algorithm< Real >::status_, ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::subStep_, ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::tau0_, ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::theta_, ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::useDefaultInitPen_, ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::useDefaultInitTol_, ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::useDefaultScaling_, ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::useRelTol_, and ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::verbosity_.
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Definition at line 93 of file ROL_TypeG_AugmentedLagrangianAlgorithm2_Def.hpp.
References ROL::Vector< Real >::clone(), ROL::AugmentedLagrangianObjective2< Real >::dualNorm(), ROL::AugmentedLagrangianObjective2< Real >::feasibility(), ROL::AugmentedLagrangianObjective2< Real >::getNumberConstraintEvaluations(), ROL::AugmentedLagrangianObjective2< Real >::getNumberConstraints(), ROL::AugmentedLagrangianObjective2< Real >::getNumberFunctionEvaluations(), ROL::AugmentedLagrangianObjective2< Real >::getNumberGradientEvaluations(), ROL::AugmentedLagrangianObjective2< Real >::getObjectiveGradient(), ROL::AugmentedLagrangianObjective2< Real >::getObjectiveValue(), ROL::AugmentedLagrangianObjective2< Real >::getPenaltyParameter(), ROL::Initial, ROL::AugmentedLagrangianObjective2< Real >::reset(), ROL::AugmentedLagrangianObjective2< Real >::setPenaltyParameter(), ROL::AugmentedLagrangianObjective2< Real >::setScaling(), and ROL::AugmentedLagrangianObjective2< Real >::update().
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Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
Reimplemented from ROL::TypeG::Algorithm< Real >.
Definition at line 266 of file ROL_TypeG_AugmentedLagrangianAlgorithm2_Def.hpp.
References ROL::Vector< Real >::clone(), ROL::Vector< Real >::dual(), ROL::EXITSTATUS_CONVERGED, ROL::EXITSTATUS_USERDEFINED, ROL::Problem< Real >::finalize(), ROL::Solver< Real >::getAlgorithmState(), ROL::Problem< Real >::getBoundConstraint(), ROL::Problem< Real >::getConstraintData(), ROL::Problem< Real >::getGroupConstraintData(), ROL::Problem< Real >::getGroupNames(), ROL::Problem< Real >::getObjective(), ROL::Problem< Real >::getPrimalOptimizationVector(), ROL::Problem< Real >::getUngroupedEqualityConstraintNames(), ROL::Problem< Real >::getUngroupedLinearEqualityConstraintNames(), ROL::Initial, ROL::Solver< Real >::reset(), ROL::AugmentedLagrangianPenalty< Real >::setMultiplier(), ROL::Solver< Real >::solve(), and ROL::TypeG::Algorithm< Real >::writeExitStatus().
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Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
Implements ROL::TypeG::Algorithm< Real >.
Definition at line 492 of file ROL_TypeG_AugmentedLagrangianAlgorithm2_Def.hpp.
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Print iterate header.
Reimplemented from ROL::TypeG::Algorithm< Real >.
Definition at line 504 of file ROL_TypeG_AugmentedLagrangianAlgorithm2_Def.hpp.
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Print step name.
Reimplemented from ROL::TypeG::Algorithm< Real >.
Definition at line 542 of file ROL_TypeG_AugmentedLagrangianAlgorithm2_Def.hpp.
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Print iterate status.
Reimplemented from ROL::TypeG::Algorithm< Real >.
Definition at line 551 of file ROL_TypeG_AugmentedLagrangianAlgorithm2_Def.hpp.
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Definition at line 28 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
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Definition at line 29 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 31 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 32 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 33 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 34 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 36 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 37 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 38 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 39 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 41 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 42 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 43 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 44 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 45 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 47 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 48 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 50 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 51 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 54 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 55 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 56 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 57 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 59 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 60 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 61 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 62 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 63 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::AugmentedLagrangianAlgorithm2().
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Definition at line 65 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
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Definition at line 66 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
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Definition at line 67 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
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Definition at line 68 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.
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Definition at line 69 of file ROL_TypeG_AugmentedLagrangianAlgorithm2.hpp.