ROL
Public Member Functions | Private Member Functions | Private Attributes | List of all members
ROL::TypeG::MoreauYosidaAlgorithm< Real > Class Template Reference

Provides an interface to run the Moreau-Yosida algorithm. More...

#include <ROL_TypeG_MoreauYosidaAlgorithm.hpp>

+ Inheritance diagram for ROL::TypeG::MoreauYosidaAlgorithm< Real >:

Public Member Functions

 MoreauYosidaAlgorithm (ParameterList &list)
 
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 (Problem< Real > &problem, 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, 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, const Vector< Real > &l, const Vector< Real > &c, MoreauYosidaObjective< Real > &myobj, BoundConstraint< Real > &bnd, Constraint< Real > &con, Vector< Real > &pwa, Vector< Real > &dwa, std::ostream &outStream=std::cout)
 
void updateState (const Vector< Real > &x, const Vector< Real > &l, MoreauYosidaObjective< Real > &myobj, BoundConstraint< Real > &bnd, Constraint< Real > &con, Vector< Real > &pwa, Vector< Real > &dwa, std::ostream &outStream=std::cout)
 

Private Attributes

Real compViolation_
 
Real gnorm_
 
Real maxPenalty_
 
Real tau_
 
bool print_
 
bool updatePenalty_
 
bool updateMultiplier_
 
ROL::ParameterList list_
 
int subproblemIter_
 
std::string stepname_
 
int verbosity_
 
bool printHeader_
 
bool hasPolyProj_
 

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::MoreauYosidaAlgorithm< Real >

Provides an interface to run the Moreau-Yosida algorithm.

Definition at line 58 of file ROL_TypeG_MoreauYosidaAlgorithm.hpp.

Constructor & Destructor Documentation

◆ MoreauYosidaAlgorithm()

template<typename Real >
ROL::TypeG::MoreauYosidaAlgorithm< Real >::MoreauYosidaAlgorithm ( ParameterList & list)

Member Function Documentation

◆ initialize()

template<typename Real >
void ROL::TypeG::MoreauYosidaAlgorithm< Real >::initialize ( Vector< Real > & x,
const Vector< Real > & g,
const Vector< Real > & l,
const Vector< Real > & c,
MoreauYosidaObjective< Real > & myobj,
BoundConstraint< Real > & bnd,
Constraint< Real > & con,
Vector< Real > & pwa,
Vector< Real > & dwa,
std::ostream & outStream = std::cout )
private

◆ updateState()

template<typename Real >
void ROL::TypeG::MoreauYosidaAlgorithm< Real >::updateState ( const Vector< Real > & x,
const Vector< Real > & l,
MoreauYosidaObjective< Real > & myobj,
BoundConstraint< Real > & bnd,
Constraint< Real > & con,
Vector< Real > & pwa,
Vector< Real > & dwa,
std::ostream & outStream = std::cout )
private

◆ run()

template<typename Real >
void ROL::TypeG::MoreauYosidaAlgorithm< 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 159 of file ROL_TypeG_MoreauYosidaAlgorithm_Def.hpp.

References ROL::Vector< Real >::clone(), ROL::MoreauYosidaObjective< Real >::updateMultipliers(), ROL::TypeG::Algorithm< Real >::writeExitStatus(), and ROL::Vector< Real >::zero().

◆ writeHeader()

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

Print iterate header.

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

Definition at line 224 of file ROL_TypeG_MoreauYosidaAlgorithm_Def.hpp.

◆ writeName()

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

Print step name.

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

Definition at line 261 of file ROL_TypeG_MoreauYosidaAlgorithm_Def.hpp.

◆ writeOutput()

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

Print iterate status.

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

Definition at line 270 of file ROL_TypeG_MoreauYosidaAlgorithm_Def.hpp.

Member Data Documentation

◆ compViolation_

template<typename Real >
Real ROL::TypeG::MoreauYosidaAlgorithm< Real >::compViolation_
private

Definition at line 60 of file ROL_TypeG_MoreauYosidaAlgorithm.hpp.

◆ gnorm_

template<typename Real >
Real ROL::TypeG::MoreauYosidaAlgorithm< Real >::gnorm_
private

Definition at line 61 of file ROL_TypeG_MoreauYosidaAlgorithm.hpp.

◆ maxPenalty_

template<typename Real >
Real ROL::TypeG::MoreauYosidaAlgorithm< Real >::maxPenalty_
private

◆ tau_

template<typename Real >
Real ROL::TypeG::MoreauYosidaAlgorithm< Real >::tau_
private

◆ print_

template<typename Real >
bool ROL::TypeG::MoreauYosidaAlgorithm< Real >::print_
private

◆ updatePenalty_

template<typename Real >
bool ROL::TypeG::MoreauYosidaAlgorithm< Real >::updatePenalty_
private

◆ updateMultiplier_

template<typename Real >
bool ROL::TypeG::MoreauYosidaAlgorithm< Real >::updateMultiplier_
private

◆ list_

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

◆ subproblemIter_

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

Definition at line 69 of file ROL_TypeG_MoreauYosidaAlgorithm.hpp.

◆ stepname_

template<typename Real >
std::string ROL::TypeG::MoreauYosidaAlgorithm< Real >::stepname_
private

◆ verbosity_

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

◆ printHeader_

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

◆ hasPolyProj_

template<typename Real >
bool ROL::TypeG::MoreauYosidaAlgorithm< Real >::hasPolyProj_
private

Definition at line 76 of file ROL_TypeG_MoreauYosidaAlgorithm.hpp.


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