ROL
ROL_TypeB_InteriorPointAlgorithm.hpp
Go to the documentation of this file.
1// @HEADER
2// ************************************************************************
3//
4// Rapid Optimization Library (ROL) Package
5// Copyright (2014) Sandia Corporation
6//
7// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
8// license for use of this work by or on behalf of the U.S. Government.
9//
10// Redistribution and use in source and binary forms, with or without
11// modification, are permitted provided that the following conditions are
12// met:
13//
14// 1. Redistributions of source code must retain the above copyright
15// notice, this list of conditions and the following disclaimer.
16//
17// 2. Redistributions in binary form must reproduce the above copyright
18// notice, this list of conditions and the following disclaimer in the
19// documentation and/or other materials provided with the distribution.
20//
21// 3. Neither the name of the Corporation nor the names of the
22// contributors may be used to endorse or promote products derived from
23// this software without specific prior written permission.
24//
25// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
26// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
27// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
28// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
29// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
30// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
31// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
32// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
33// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
34// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
35// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
36//
37// Questions? Contact lead developers:
38// Drew Kouri (dpkouri@sandia.gov) and
39// Denis Ridzal (dridzal@sandia.gov)
40//
41// ************************************************************************
42// @HEADER
43
44#ifndef ROL_TYPEB_INTERIORPOINTALGORITHM_HPP
45#define ROL_TYPEB_INTERIORPOINTALGORITHM_HPP
46
49
54namespace ROL {
55namespace TypeB {
56
57template<typename Real>
59private:
60 Real mumin_;
61 Real mumax_;
62 Real rho_;
64 Real kappaD_;
65 Real gtol_;
66 Real stol_;
69
70 ROL::ParameterList list_;
72
73 std::string stepname_;
74
75 bool print_;
78
80
81 using TypeB::Algorithm<Real>::status_;
82 using TypeB::Algorithm<Real>::state_;
83 using TypeB::Algorithm<Real>::proj_;
84
86 const Vector<Real> &g,
89 Vector<Real> &pwa,
90 std::ostream &outStream = std::cout);
91
92 void updateState(const Vector<Real> &x,
95 Vector<Real> &pwa,
96 std::ostream &outStream = std::cout);
97public:
98
99 InteriorPointAlgorithm(ParameterList &list);
100
101 using TypeB::Algorithm<Real>::run;
102 void run( Vector<Real> &x,
103 const Vector<Real> &g,
104 Objective<Real> &obj,
106 std::ostream &outStream = std::cout) override;
107
108 void writeHeader( std::ostream& os ) const override;
109
110 void writeName( std::ostream& os ) const override;
111
112 void writeOutput( std::ostream& os, bool write_header = false ) const override;
113
114}; // class ROL::TypeB::InteriorPointAlgorithm
115
116} // namespace TypeB
117} // namespace ROL
118
120
121#endif
Provides the interface to apply upper and lower bound constraints.
Provides the interface to evaluate objective functions.
Provides an interface to run bound constrained optimization algorithms.
Ptr< PolyhedralProjection< Real > > proj_
const Ptr< AlgorithmState< Real > > state_
const Ptr< CombinedStatusTest< Real > > status_
Provides an interface to run the Moreau-Yosida algorithm.
void writeName(std::ostream &os) const override
Print step name.
void run(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout) override
Run algorithm on bound constrained problems (Type-B). This general interface supports the use of dual...
void updateState(const Vector< Real > &x, InteriorPointObjective< Real > &ipobj, BoundConstraint< Real > &bnd, Vector< Real > &pwa, std::ostream &outStream=std::cout)
void initialize(Vector< Real > &x, const Vector< Real > &g, InteriorPointObjective< Real > &ipobj, BoundConstraint< Real > &bnd, Vector< Real > &pwa, std::ostream &outStream=std::cout)
void writeOutput(std::ostream &os, bool write_header=false) const override
Print iterate status.
void writeHeader(std::ostream &os) const override
Print iterate header.
Defines the linear algebra or vector space interface.