Provides an interface to run trust-bundle methods for unconstrained optimization algorithms. More...

#include <ROL_TypeU_BundleAlgorithm.hpp>

Inheritance diagram for ROL::TypeU::BundleAlgorithm< Real >:

Public Member Functions
	BundleAlgorithm (ParameterList &parlist, const Ptr< LineSearch_U< Real > > &lineSearch=nullPtr)

void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, std::ostream &outStream=std::cout) override
	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.

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::TypeU::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 unconstrained problems (Type-U). This is the primary Type-U interface.

virtual void	run (Vector< Real > &x, Objective< Real > &obj, 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 > &obj, Constraint< Real > &linear_con, Vector< Real > &linear_mul, std::ostream &outStream=std::cout)
	Run algorithm on unconstrained problems with explicit linear equality constraints (Type-U). This is the primary Type-U with explicit linear equality constraints interface.

virtual void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &linear_con, Vector< Real > &linear_mul, const Vector< Real > &linear_c, std::ostream &outStream=std::cout)
	Run algorithm on unconstrained problems with explicit linear equality constraints (Type-U). 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 (const Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, std::ostream &outStream=std::cout)

Private Attributes
Ptr< Bundle_U< Real > >	bundle_

Ptr< LineSearch_U< Real > >	lineSearch_

unsigned	QPiter_

unsigned	QPmaxit_

Real	QPtol_

int	step_flag_

Real	T_

Real	tol_

Real	m1_

Real	m2_

Real	m3_

Real	nu_

int	ls_maxit_

bool	first_print_

bool	isConvex_

int	verbosity_

bool	printHeader_

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

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

const Ptr< AlgorithmState< Real > >	state_

Detailed Description

template<typename Real>
class ROL::TypeU::BundleAlgorithm< Real >

Provides an interface to run trust-bundle methods for unconstrained optimization algorithms.

Definition at line 26 of file ROL_TypeU_BundleAlgorithm.hpp.

Constructor & Destructor Documentation

◆ BundleAlgorithm()

template<typename Real >

ROL::TypeU::BundleAlgorithm< Real >::BundleAlgorithm	(	ParameterList &	parlist,
		const Ptr< LineSearch_U< Real > > &	lineSearch = `nullPtr`
	)

Definition at line 23 of file ROL_TypeU_BundleAlgorithm_Def.hpp.

Member Function Documentation

◆ run()

template<typename Real >

void ROL::TypeU::BundleAlgorithm< Real >::run	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		Objective< Real > &	obj,
		std::ostream &	outStream = `std::cout`
	)

overridevirtual

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.

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

Definition at line 98 of file ROL_TypeU_BundleAlgorithm_Def.hpp.

References ROL::Accept, ROL::Vector< Real >::clone(), ROL::Objective< Real >::gradient(), ROL::Vector< Real >::plus(), ROL::Objective< Real >::update(), ROL::Objective< Real >::value(), ROL::TypeU::Algorithm< Real >::writeExitStatus(), and zero.

◆ writeHeader()

template<typename Real >

void ROL::TypeU::BundleAlgorithm< Real >::writeHeader ( std::ostream & os ) const

overridevirtual

Print iterate header.

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

Definition at line 353 of file ROL_TypeU_BundleAlgorithm_Def.hpp.

◆ writeName()

template<typename Real >

void ROL::TypeU::BundleAlgorithm< Real >::writeName ( std::ostream & os ) const

overridevirtual

Print step name.

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

Definition at line 371 of file ROL_TypeU_BundleAlgorithm_Def.hpp.

◆ writeOutput()

template<typename Real >

void ROL::TypeU::BundleAlgorithm< Real >::writeOutput	(	std::ostream &	os,
		const bool	write_header = `false`
	)		const

overridevirtual

Print iterate status.

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

Definition at line 378 of file ROL_TypeU_BundleAlgorithm_Def.hpp.

◆ initialize()

template<typename Real >

void ROL::TypeU::BundleAlgorithm< Real >::initialize	(	const Vector< Real > &	x,
		const Vector< Real > &	g,
		Objective< Real > &	obj,
		std::ostream &	outStream = `std::cout`
	)