ROL
ROL_TypeG_MoreauYosidaAlgorithm.hpp
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43
44#ifndef ROL_TYPEG_MOREAUYOSIDAALGORITHM_H
45#define ROL_TYPEG_MOREAUYOSIDAALGORITHM_H
46
49
54namespace ROL {
55namespace TypeG {
56
57template<typename Real>
59private:
61 Real gnorm_;
63 Real tau_;
64 bool print_;
67
68 ROL::ParameterList list_;
70
71 std::string stepname_;
72
75
77
78 using TypeG::Algorithm<Real>::status_;
79 using TypeG::Algorithm<Real>::state_;
80 using TypeG::Algorithm<Real>::proj_;
81
83 const Vector<Real> &g,
84 const Vector<Real> &l,
85 const Vector<Real> &c,
89 Vector<Real> &pwa,
90 Vector<Real> &dwa,
91 std::ostream &outStream = std::cout);
92
93 void updateState(const Vector<Real> &x,
94 const Vector<Real> &l,
98 Vector<Real> &pwa,
99 Vector<Real> &dwa,
100 std::ostream &outStream = std::cout);
101public:
102
103 MoreauYosidaAlgorithm(ParameterList &list);
104
105 using TypeG::Algorithm<Real>::run;
106 void run( Vector<Real> &x,
107 const Vector<Real> &g,
108 Objective<Real> &obj,
110 Constraint<Real> &econ,
111 Vector<Real> &emul,
112 const Vector<Real> &eres,
113 std::ostream &outStream = std::cout) override;
114
115 void writeHeader( std::ostream& os ) const override;
116
117 void writeName( std::ostream& os ) const override;
118
119 void writeOutput( std::ostream& os, const bool print_header = false ) const override;
120
121}; // class ROL::TypeG::MoreauYosidaAlgorithm
122
123} // namespace TypeG
124} // namespace ROL
125
127
128#endif
Provides the interface to apply upper and lower bound constraints.
Defines the general constraint operator interface.
Provides the interface to evaluate the Moreau-Yosida penalty function.
Provides the interface to evaluate objective functions.
Provides an interface to run general constrained optimization algorithms.
const Ptr< CombinedStatusTest< Real > > status_
Ptr< PolyhedralProjection< Real > > proj_
const Ptr< AlgorithmState< Real > > state_
Provides an interface to run the Moreau-Yosida algorithm.
void writeName(std::ostream &os) const override
Print step name.
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)
void writeOutput(std::ostream &os, const bool print_header=false) const override
Print iterate status.
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.
Defines the linear algebra or vector space interface.