Provides an interface to run optimization algorithms to minimize composite optimization problems f+phi. More...

#include <ROL_TypeP_Algorithm.hpp>

Inheritance diagram for ROL::TypeP::Algorithm< Real >:

Public Member Functions
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 unconstrained problems (Type-U). This is the primary Type-U interface.

virtual void	run (Vector< Real > &x, Objective< Real > &sobj, Objective< Real > &nobj, std::ostream &outStream=std::cout)
	Run algorithm on unconstrained problems (Type-U). This is the primary Type-U interface.

virtual void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &sobj, Objective< Real > &nobj, std::ostream &outStream=std::cout)=0
	Run algorithm on unconstrained problems (Type-U). 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
	Print iterate header.

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

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

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

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

void	reset ()

Protected Member Functions
void	initialize (const Vector< Real > &x, const Vector< Real > &g)

void	pgstep (Vector< Real > &pgiter, Vector< Real > &pgstep, Objective< Real > &nobj, const Vector< Real > &x, const Vector< Real > &dg, Real t, Real &tol) const

Protected Attributes
const Ptr< CombinedStatusTest< Real > >	status_

const Ptr< AlgorithmState< Real > >	state_

Detailed Description

template<typename Real>
class ROL::TypeP::Algorithm< Real >

Provides an interface to run optimization algorithms to minimize composite optimization problems f+phi.

Definition at line 56 of file ROL_TypeP_Algorithm.hpp.

Constructor & Destructor Documentation

◆ ~Algorithm()

template<typename Real >

virtual ROL::TypeP::Algorithm< Real >::~Algorithm ( )

inlinevirtual

Definition at line 72 of file ROL_TypeP_Algorithm.hpp.

◆ Algorithm()

template<typename Real >

ROL::TypeP::Algorithm< Real >::Algorithm ( )

Constructor, given a step and a status test.

Definition at line 20 of file ROL_TypeP_Algorithm_Def.hpp.

References ROL::TypeP::Algorithm< Real >::status_.

Member Function Documentation

◆ initialize()

template<typename Real >

void ROL::TypeP::Algorithm< Real >::initialize	(	const Vector< Real > &	x,
		const Vector< Real > &	g
	)

protected

Definition at line 28 of file ROL_TypeP_Algorithm_Def.hpp.

References ROL::Vector< Real >::clone().

Referenced by ROL::TypeP::QuasiNewtonAlgorithm< Real >::initialize(), ROL::TypeP::InexactNewtonAlgorithm< Real >::initialize(), ROL::TypeP::iPianoAlgorithm< Real >::initialize(), ROL::TypeP::ProxGradientAlgorithm< Real >::initialize(), ROL::TypeP::SpectralGradientAlgorithm< Real >::initialize(), and ROL::TypeP::TrustRegionAlgorithm< Real >::initialize().

◆ pgstep()

template<typename Real >

void ROL::TypeP::Algorithm< Real >::pgstep	(	Vector< Real > &	pgiter,
		Vector< Real > &	pgstep,
		Objective< Real > &	nobj,
		const Vector< Real > &	x,
		const Vector< Real > &	dg,
		Real	t,
		Real &	tol
	)		const

protected

Definition at line 46 of file ROL_TypeP_Algorithm_Def.hpp.

References ROL::Vector< Real >::axpy(), ROL::Objective< Real >::prox(), and ROL::Vector< Real >::set().

◆ setStatusTest()

template<typename Real >

void ROL::TypeP::Algorithm< Real >::setStatusTest	(	const Ptr< StatusTest< Real > > &	status,
		bool	combineStatus = `false`
	)

Definition at line 62 of file ROL_TypeP_Algorithm_Def.hpp.

◆ run() [1/3]

template<typename Real >

void ROL::TypeP::Algorithm< Real >::run	(	Problem< Real > &	problem,
		std::ostream &	outStream = `std::cout`
	)

virtual

Run algorithm on unconstrained problems (Type-U). This is the primary Type-U interface.

Definition at line 70 of file ROL_TypeP_Algorithm_Def.hpp.

References ROL::Problem< Real >::finalizeIteration(), ROL::Problem< Real >::getDualOptimizationVector(), ROL::Problem< Real >::getObjective(), ROL::Problem< Real >::getPrimalOptimizationVector(), ROL::Problem< Real >::getProblemType(), ROL::Problem< Real >::getProximableObjective(), and ROL::TYPE_P.

◆ run() [2/3]

template<typename Real >

void ROL::TypeP::Algorithm< Real >::run	(	Vector< Real > &	x,
		Objective< Real > &	sobj,
		Objective< Real > &	nobj,
		std::ostream &	outStream = `std::cout`
	)

virtual

Run algorithm on unconstrained problems (Type-U). This is the primary Type-U interface.

Definition at line 86 of file ROL_TypeP_Algorithm_Def.hpp.

References ROL::Vector< Real >::dual(), and ROL::TypeP::Algorithm< Real >::run().

Referenced by ROL::TypeP::Algorithm< Real >::run().

◆ run() [3/3]

template<typename Real >

virtual void ROL::TypeP::Algorithm< Real >::run	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		Objective< Real > &	sobj,
		Objective< Real > &	nobj,
		std::ostream &	outStream = `std::cout`
	)

pure virtual

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

Implemented in ROL::TypeP::InexactNewtonAlgorithm< Real >, ROL::TypeP::iPianoAlgorithm< Real >, ROL::TypeP::ProxGradientAlgorithm< Real >, ROL::TypeP::QuasiNewtonAlgorithm< Real >, ROL::TypeP::SpectralGradientAlgorithm< Real >, and ROL::TypeP::TrustRegionAlgorithm< Real >.