Provides the interface for and implements an active set bundle. More...

#include <ROL_Bundle_U_AS.hpp>

Inheritance diagram for ROL::Bundle_U_AS< Real >:

Public Member Functions
	Bundle_U_AS (const unsigned maxSize=10, const Real coeff=0.0, const Real omega=2.0, const unsigned remSize=2)
void	initialize (const Vector< Real > &g)
unsigned	solveDual (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)
Public Member Functions inherited from ROL::ROL::Bundle_U< Real >
virtual	~Bundle_U (void)
	Bundle_U (const unsigned maxSize=10, const Real coeff=0.0, const Real omega=2.0, const unsigned remSize=2)
virtual void	initialize (const Vector< Real > &g)
const Real	linearizationError (const unsigned i) const
const Real	distanceMeasure (const unsigned i) const
const Vector< Real > &	subgradient (const unsigned i) const
const Real	getDualVariable (const unsigned i) const
void	setDualVariable (const unsigned i, const Real val)
void	resetDualVariables (void)
const Real	computeAlpha (const Real dm, const Real le) const
const Real	alpha (const unsigned i) const
unsigned	size (void) const
void	aggregate (Vector< Real > &aggSubGrad, Real &aggLinErr, Real &aggDistMeas) const
void	reset (const Vector< Real > &g, const Real le, const Real dm)
void	update (const bool flag, const Real linErr, const Real distMeas, const Vector< Real > &g, const Vector< Real > &s)

Private Member Functions
void	initializeDualSolver (void)
void	computeLagMult (std::vector< Real > &lam, const Real mu, const std::vector< Real > &g) const
bool	isNonnegative (unsigned &ind, const std::vector< Real > &x) const
Real	computeStepSize (unsigned &ind, const std::vector< Real > &x, const std::vector< Real > &p) const
unsigned	solveEQPsubproblem (std::vector< Real > &s, Real &mu, const std::vector< Real > &g, const Real tol) const
void	applyPreconditioner (std::vector< Real > &Px, const std::vector< Real > &x) const
void	applyG (std::vector< Real > &Gx, const std::vector< Real > &x) const
void	applyPreconditioner_Identity (std::vector< Real > &Px, const std::vector< Real > &x) const
void	applyG_Identity (std::vector< Real > &Gx, const std::vector< Real > &x) const
void	applyPreconditioner_Jacobi (std::vector< Real > &Px, const std::vector< Real > &x) const
void	applyG_Jacobi (std::vector< Real > &Gx, const std::vector< Real > &x) const
void	applyPreconditioner_SymGS (std::vector< Real > &Px, const std::vector< Real > &x) const
void	applyG_SymGS (std::vector< Real > &Gx, const std::vector< Real > &x) const
void	computeResidualUpdate (std::vector< Real > &r, std::vector< Real > &g) const
void	applyFullMatrix (std::vector< Real > &Hx, const std::vector< Real > &x) const
void	applyMatrix (std::vector< Real > &Hx, const std::vector< Real > &x) const
unsigned	projectedCG (std::vector< Real > &x, Real &mu, const std::vector< Real > &b, const Real tol) const
Real	dot (const std::vector< Real > &x, const std::vector< Real > &y) const
Real	norm (const std::vector< Real > &x) const
void	axpy (const Real a, const std::vector< Real > &x, std::vector< Real > &y) const
void	scale (std::vector< Real > &x, const Real a) const
void	scale (std::vector< Real > &x, const Real a, const std::vector< Real > &y) const
unsigned	solveDual_arbitrary (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)
void	project (std::vector< Real > &x, const std::vector< Real > &v) const
Real	computeCriticality (const std::vector< Real > &g, const std::vector< Real > &sol) const

Private Attributes
Ptr< Vector< Real > >	tG_
Ptr< Vector< Real > >	eG_
Ptr< Vector< Real > >	yG_
Ptr< Vector< Real > >	gx_
Ptr< Vector< Real > >	ge_
std::set< unsigned >	workingSet_
std::set< unsigned >	nworkingSet_
bool	isInitialized_

Additional Inherited Members
Protected Member Functions inherited from ROL::ROL::Bundle_U< Real >
const Real	GiGj (const unsigned i, const unsigned j) const
const Real	dotGi (const unsigned i, const Vector< Real > &x) const
void	addGi (const unsigned i, const Real a, Vector< Real > &x) const
Real	evaluateObjective (std::vector< Real > &g, const std::vector< Real > &x, const Real t) const
unsigned	solveDual_dim1 (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)
unsigned	solveDual_dim2 (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)

Detailed Description

template<typename Real>
class ROL::Bundle_U_AS< Real >

Provides the interface for and implements an active set bundle.

Definition at line 56 of file ROL_Bundle_U_AS.hpp.

Constructor & Destructor Documentation

◆ Bundle_U_AS()

template<typename Real>

ROL::Bundle_U_AS< Real >::Bundle_U_AS	(	const unsigned	maxSize = 10,
		const Real	coeff = 0.0,
		const Real	omega = 2.0,
		const unsigned	remSize = 2 )

Member Function Documentation

◆ initialize()

template<typename Real>

void ROL::Bundle_U_AS< Real >::initialize ( const Vector< Real > & g )

◆ solveDual()

template<typename Real>

unsigned ROL::Bundle_U_AS< Real >::solveDual	(	const Real	t,
		const unsigned	maxit = 1000,
		const Real	tol = 1.e-8 )

virtual

Implements ROL::ROL::Bundle_U< Real >.

◆ initializeDualSolver()

template<typename Real>

void ROL::Bundle_U_AS< Real >::initializeDualSolver ( void )

private

◆ computeLagMult()

template<typename Real>

void ROL::Bundle_U_AS< Real >::computeLagMult	(	std::vector< Real > &	lam,
		const Real	mu,
		const std::vector< Real > &	g ) const

private

◆ isNonnegative()

template<typename Real>

bool ROL::Bundle_U_AS< Real >::isNonnegative	(	unsigned &	ind,
		const std::vector< Real > &	x ) const

private

◆ computeStepSize()

template<typename Real>

Real ROL::Bundle_U_AS< Real >::computeStepSize	(	unsigned &	ind,
		const std::vector< Real > &	x,
		const std::vector< Real > &	p ) const

private

◆ solveEQPsubproblem()

template<typename Real>

unsigned ROL::Bundle_U_AS< Real >::solveEQPsubproblem	(	std::vector< Real > &	s,
		Real &	mu,
		const std::vector< Real > &	g,
		const Real	tol ) const

private

◆ applyPreconditioner()

template<typename Real>

void ROL::Bundle_U_AS< Real >::applyPreconditioner	(	std::vector< Real > &	Px,
		const std::vector< Real > &	x ) const

private

◆ applyG()

template<typename Real>

void ROL::Bundle_U_AS< Real >::applyG	(	std::vector< Real > &	Gx,
		const std::vector< Real > &	x ) const

private

◆ applyPreconditioner_Identity()

template<typename Real>

void ROL::Bundle_U_AS< Real >::applyPreconditioner_Identity	(	std::vector< Real > &	Px,
		const std::vector< Real > &	x ) const

private

◆ applyG_Identity()

template<typename Real>

void ROL::Bundle_U_AS< Real >::applyG_Identity	(	std::vector< Real > &	Gx,
		const std::vector< Real > &	x ) const

private

◆ applyPreconditioner_Jacobi()

template<typename Real>

void ROL::Bundle_U_AS< Real >::applyPreconditioner_Jacobi	(	std::vector< Real > &	Px,
		const std::vector< Real > &	x ) const

private

◆ applyG_Jacobi()

template<typename Real>

void ROL::Bundle_U_AS< Real >::applyG_Jacobi	(	std::vector< Real > &	Gx,
		const std::vector< Real > &	x ) const

private

◆ applyPreconditioner_SymGS()

template<typename Real>

void ROL::Bundle_U_AS< Real >::applyPreconditioner_SymGS	(	std::vector< Real > &	Px,
		const std::vector< Real > &	x ) const

private

◆ applyG_SymGS()

template<typename Real>

void ROL::Bundle_U_AS< Real >::applyG_SymGS	(	std::vector< Real > &	Gx,
		const std::vector< Real > &	x ) const

private

◆ computeResidualUpdate()

template<typename Real>

void ROL::Bundle_U_AS< Real >::computeResidualUpdate	(	std::vector< Real > &	r,
		std::vector< Real > &	g ) const

private

◆ applyFullMatrix()

template<typename Real>

void ROL::Bundle_U_AS< Real >::applyFullMatrix	(	std::vector< Real > &	Hx,
		const std::vector< Real > &	x ) const

private

◆ applyMatrix()

template<typename Real>

void ROL::Bundle_U_AS< Real >::applyMatrix	(	std::vector< Real > &	Hx,
		const std::vector< Real > &	x ) const

private

◆ projectedCG()

template<typename Real>

unsigned ROL::Bundle_U_AS< Real >::projectedCG	(	std::vector< Real > &	x,
		Real &	mu,
		const std::vector< Real > &	b,
		const Real	tol ) const

private

◆ dot()

template<typename Real>

Real ROL::Bundle_U_AS< Real >::dot	(	const std::vector< Real > &	x,
		const std::vector< Real > &	y ) const

private

◆ norm()

template<typename Real>

Real ROL::Bundle_U_AS< Real >::norm ( const std::vector< Real > & x ) const

private

◆ axpy()

template<typename Real>

void ROL::Bundle_U_AS< Real >::axpy	(	const Real	a,
		const std::vector< Real > &	x,
		std::vector< Real > &	y ) const

private

◆ scale() [1/2]

template<typename Real>

void ROL::Bundle_U_AS< Real >::scale	(	std::vector< Real > &	x,
		const Real	a ) const

private

◆ scale() [2/2]

template<typename Real>

void ROL::Bundle_U_AS< Real >::scale	(	std::vector< Real > &	x,
		const Real	a,
		const std::vector< Real > &	y ) const

private

◆ solveDual_arbitrary()

template<typename Real>

unsigned ROL::Bundle_U_AS< Real >::solveDual_arbitrary	(	const Real	t,
		const unsigned	maxit = 1000,
		const Real	tol = 1.e-8 )

private

◆ project()

template<typename Real>

void ROL::Bundle_U_AS< Real >::project	(	std::vector< Real > &	x,
		const std::vector< Real > &	v ) const

private

◆ computeCriticality()

template<typename Real>

Real ROL::Bundle_U_AS< Real >::computeCriticality	(	const std::vector< Real > &	g,
		const std::vector< Real > &	sol ) const

private

Member Data Documentation

◆ tG_

template<typename Real>

Ptr<Vector<Real> > ROL::Bundle_U_AS< Real >::tG_

private

Definition at line 62 of file ROL_Bundle_U_AS.hpp.

◆ eG_

template<typename Real>

Ptr<Vector<Real> > ROL::Bundle_U_AS< Real >::eG_

private

Definition at line 63 of file ROL_Bundle_U_AS.hpp.

◆ yG_

template<typename Real>

Ptr<Vector<Real> > ROL::Bundle_U_AS< Real >::yG_

private

Definition at line 64 of file ROL_Bundle_U_AS.hpp.

◆ gx_

template<typename Real>

Ptr<Vector<Real> > ROL::Bundle_U_AS< Real >::gx_

private

Definition at line 65 of file ROL_Bundle_U_AS.hpp.

◆ ge_

template<typename Real>

Ptr<Vector<Real> > ROL::Bundle_U_AS< Real >::ge_

private

Definition at line 66 of file ROL_Bundle_U_AS.hpp.

◆ workingSet_

template<typename Real>

std::set<unsigned> ROL::Bundle_U_AS< Real >::workingSet_

private

Definition at line 68 of file ROL_Bundle_U_AS.hpp.

◆ nworkingSet_

template<typename Real>

std::set<unsigned> ROL::Bundle_U_AS< Real >::nworkingSet_

private

Definition at line 69 of file ROL_Bundle_U_AS.hpp.

◆ isInitialized_

template<typename Real>

bool ROL::Bundle_U_AS< Real >::isInitialized_

private

Definition at line 71 of file ROL_Bundle_U_AS.hpp.

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

ROL_Bundle_U_AS.hpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ Bundle_U_AS()

Member Function Documentation

◆ initialize()

◆ solveDual()

◆ initializeDualSolver()

◆ computeLagMult()

◆ isNonnegative()

◆ computeStepSize()

◆ solveEQPsubproblem()

◆ applyPreconditioner()

◆ applyG()

◆ applyPreconditioner_Identity()

◆ applyG_Identity()

◆ applyPreconditioner_Jacobi()

◆ applyG_Jacobi()

◆ applyPreconditioner_SymGS()

◆ applyG_SymGS()

◆ computeResidualUpdate()

◆ applyFullMatrix()

◆ applyMatrix()

◆ projectedCG()

◆ dot()

◆ norm()

◆ axpy()

◆ scale() [1/2]

◆ scale() [2/2]

◆ solveDual_arbitrary()

◆ project()

◆ computeCriticality()

Member Data Documentation

◆ tG_

◆ eG_

◆ yG_

◆ gx_

◆ ge_

◆ workingSet_

◆ nworkingSet_

◆ isInitialized_