ROL::InteriorPointStep< Real > Class Template Reference

#include <ROL_InteriorPointStep.hpp>

Inheritance diagram for ROL::InteriorPointStep< Real >:

Public Member Functions
	~InteriorPointStep ()
	InteriorPointStep (ROL::ParameterList &parlist)
void	initialize (Vector< Real > &x, const Vector< Real > &g, Vector< Real > &l, const Vector< Real > &c, Objective< Real > &obj, Constraint< Real > &con, AlgorithmState< Real > &algo_state)
	Initialize step with equality constraint.
void	initialize (Vector< Real > &x, const Vector< Real > &g, Vector< Real > &l, const Vector< Real > &c, Objective< Real > &obj, Constraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
void	initialize (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
	Initialize step with no equality constraint.
void	compute (Vector< Real > &s, const Vector< Real > &x, const Vector< Real > &l, Objective< Real > &obj, Constraint< Real > &con, AlgorithmState< Real > &algo_state)
	Compute step (equality constraints).
void	compute (Vector< Real > &s, const Vector< Real > &x, const Vector< Real > &l, Objective< Real > &obj, Constraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
void	compute (Vector< Real > &s, const Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
void	update (Vector< Real > &x, Vector< Real > &l, const Vector< Real > &s, Objective< Real > &obj, Constraint< Real > &con, AlgorithmState< Real > &algo_state)
	Update step, if successful (equality constraints).
void	update (Vector< Real > &x, Vector< Real > &l, const Vector< Real > &s, Objective< Real > &obj, Constraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
void	update (Vector< Real > &x, const Vector< Real > &s, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
std::string	printHeader (void) const
	Print iterate header.
std::string	printName (void) const
	Print step name.
std::string	print (AlgorithmState< Real > &algo_state, bool pHeader=false) const
	Print iterate status.
Public Member Functions inherited from ROL::ROL::Step< Real >
virtual	~Step ()
	Step (void)
virtual void	initialize (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &con, AlgorithmState< Real > &algo_state)
	Initialize step with bound constraint.
virtual void	initialize (Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &con, AlgorithmState< Real > &algo_state)
	Initialize step with bound constraint.
virtual void	initialize (Vector< Real > &x, const Vector< Real > &g, Vector< Real > &l, const Vector< Real > &c, Objective< Real > &obj, Constraint< Real > &con, AlgorithmState< Real > &algo_state)
	Initialize step with equality constraint.
virtual void	initialize (Vector< Real > &x, const Vector< Real > &g, Vector< Real > &l, const Vector< Real > &c, Objective< Real > &obj, Constraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
	Initialize step with equality constraint.
virtual void	compute (Vector< Real > &s, const Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
	Compute step.
virtual void	update (Vector< Real > &x, const Vector< Real > &s, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
	Update step, if successful.
virtual void	compute (Vector< Real > &s, const Vector< Real > &x, const Vector< Real > &l, Objective< Real > &obj, Constraint< Real > &con, AlgorithmState< Real > &algo_state)
	Compute step (equality constraints).
virtual void	update (Vector< Real > &x, Vector< Real > &l, const Vector< Real > &s, Objective< Real > &obj, Constraint< Real > &con, AlgorithmState< Real > &algo_state)
	Update step, if successful (equality constraints).
virtual void	compute (Vector< Real > &s, const Vector< Real > &x, const Vector< Real > &l, Objective< Real > &obj, Constraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
	Compute step (equality constraints).
virtual void	update (Vector< Real > &x, Vector< Real > &l, const Vector< Real > &s, Objective< Real > &obj, Constraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
	Update step, if successful (equality constraints).
virtual std::string	print (AlgorithmState< Real > &algo_state, bool printHeader=false) const
	Print iterate status.
const ROL::Ptr< const StepState< Real > >	getStepState (void) const
	Get state for step object.
void	reset (const Real searchSize=1.0)
	Get state for step object.

Private Types
typedef InteriorPoint::PenalizedObjective< Real >	IPOBJ
typedef Constraint_Partitioned< Real >	IPCON

Private Attributes
ROL::Ptr< StatusTest< Real > >	status_
ROL::Ptr< Step< Real > >	step_
ROL::Ptr< Algorithm< Real > >	algo_
ROL::Ptr< BoundConstraint< Real > >	bnd_
ROL::ParameterList	parlist_
ROL::Ptr< Vector< Real > >	x_
ROL::Ptr< Vector< Real > >	g_
ROL::Ptr< Vector< Real > >	l_
ROL::Ptr< Vector< Real > >	c_
Real	mu_
Real	mumin_
Real	mumax_
Real	rho_
int	subproblemIter_
int	verbosity_
bool	print_
bool	hasEquality_
EStep	stepType_
std::string	stepname_

Additional Inherited Members
Protected Member Functions inherited from ROL::ROL::Step< Real >
ROL::Ptr< StepState< Real > >	getState (void)

Detailed Description

template<class Real>
class ROL::InteriorPointStep< Real >

Definition at line 67 of file ROL_InteriorPointStep.hpp.

Member Typedef Documentation

IPOBJ

template<class Real>

typedef InteriorPoint::PenalizedObjective<Real> ROL::InteriorPointStep< Real >::IPOBJ

private

Definition at line 69 of file ROL_InteriorPointStep.hpp.

IPCON

template<class Real>

typedef Constraint_Partitioned<Real> ROL::InteriorPointStep< Real >::IPCON

private

Definition at line 70 of file ROL_InteriorPointStep.hpp.

Constructor & Destructor Documentation

~InteriorPointStep()

template<class Real>

ROL::InteriorPointStep< Real >::~InteriorPointStep ( )

inline

Definition at line 108 of file ROL_InteriorPointStep.hpp.

InteriorPointStep()

template<class Real>

ROL::InteriorPointStep< Real >::InteriorPointStep ( ROL::ParameterList & parlist )

inline

Definition at line 110 of file ROL_InteriorPointStep.hpp.

References algo_, c_, g_, hasEquality_, l_, mu_, mumax_, mumin_, parlist_, print_, rho_, status_, ROL::ROL::Step< Real >::Step(), step_, ROL::STEP_COMPOSITESTEP, stepname_, stepType_, ROL::StringToEStep(), verbosity_, and x_.

Member Function Documentation

initialize() [1/3]

template<class Real>

void ROL::InteriorPointStep< Real >::initialize ( Vector< Real > & x, const Vector< Real > & g, Vector< Real > & l, const Vector< Real > & c, Objective< Real > & obj, Constraint< Real > & con, AlgorithmState< Real > & algo_state )

inline

Initialize step with equality constraint.

Definition at line 152 of file ROL_InteriorPointStep.hpp.

References c_, ROL::Vector< Real >::clone(), ROL::AlgorithmState< Real >::cnorm, g_, ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::Objective< Real >::gradient(), hasEquality_, ROL::AlgorithmState< Real >::iter, l_, mu_, ROL::AlgorithmState< Real >::ncval, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::Objective< Real >::update(), ROL::AlgorithmState< Real >::value, ROL::Constraint< Real >::value(), ROL::Objective< Real >::value(), and x_.

Referenced by initialize().

initialize() [2/3]

template<class Real>

void ROL::InteriorPointStep< Real >::initialize ( Vector< Real > & x, const Vector< Real > & g, Vector< Real > & l, const Vector< Real > & c, Objective< Real > & obj, Constraint< Real > & con, BoundConstraint< Real > & bnd, AlgorithmState< Real > & algo_state )

inline

Definition at line 199 of file ROL_InteriorPointStep.hpp.

References initialize(), and ROL::BoundConstraint< Real >::projectInterior().

initialize() [3/3]

template<class Real>

void ROL::InteriorPointStep< Real >::initialize ( Vector< Real > & x, const Vector< Real > & g, Objective< Real > & obj, BoundConstraint< Real > & bnd, AlgorithmState< Real > & algo_state )

inline

Initialize step with no equality constraint.

Definition at line 209 of file ROL_InteriorPointStep.hpp.

References bnd_, ROL::Vector< Real >::clone(), ROL::AlgorithmState< Real >::cnorm, g_, ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::Objective< Real >::gradient(), ROL::AlgorithmState< Real >::iter, mu_, ROL::AlgorithmState< Real >::ncval, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::BoundConstraint< Real >::projectInterior(), ROL::ROL_EPSILON(), ROL::Objective< Real >::update(), ROL::AlgorithmState< Real >::value, ROL::Objective< Real >::value(), and x_.

compute() [1/3]

template<class Real>

void ROL::InteriorPointStep< Real >::compute ( Vector< Real > & s, const Vector< Real > & x, const Vector< Real > & l, Objective< Real > & obj, Constraint< Real > & con, AlgorithmState< Real > & algo_state )

inline

Compute step (equality constraints).

Definition at line 250 of file ROL_InteriorPointStep.hpp.

References algo_, ROL::Vector< Real >::axpy(), c_, g_, ROL::Step< Real >::getState(), l_, parlist_, print_, ROL::Vector< Real >::set(), status_, step_, ROL::STEP_AUGMENTEDLAGRANGIAN, ROL::STEP_COMPOSITESTEP, ROL::STEP_FLETCHER, stepname_, stepType_, subproblemIter_, and x_.

Referenced by compute().

compute() [2/3]

template<class Real>

void ROL::InteriorPointStep< Real >::compute ( Vector< Real > & s, const Vector< Real > & x, const Vector< Real > & l, Objective< Real > & obj, Constraint< Real > & con, BoundConstraint< Real > & bnd, AlgorithmState< Real > & algo_state )

inline

Definition at line 295 of file ROL_InteriorPointStep.hpp.

References compute().

compute() [3/3]

template<class Real>

void ROL::InteriorPointStep< Real >::compute ( Vector< Real > & s, const Vector< Real > & x, Objective< Real > & obj, BoundConstraint< Real > & bnd, AlgorithmState< Real > & algo_state )

inline

Definition at line 306 of file ROL_InteriorPointStep.hpp.

References algo_, ROL::Vector< Real >::axpy(), bnd_, g_, parlist_, print_, ROL::Vector< Real >::set(), status_, step_, ROL::STEP_BUNDLE, ROL::STEP_LINESEARCH, stepType_, subproblemIter_, and x_.

update() [1/3]

template<class Real>

void ROL::InteriorPointStep< Real >::update ( Vector< Real > & x, Vector< Real > & l, const Vector< Real > & s, Objective< Real > & obj, Constraint< Real > & con, AlgorithmState< Real > & algo_state )

inline

Update step, if successful (equality constraints).

Definition at line 342 of file ROL_InteriorPointStep.hpp.

References c_, ROL::AlgorithmState< Real >::cnorm, g_, ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::AlgorithmState< Real >::iter, ROL::AlgorithmState< Real >::iterateVec, l_, mu_, mumax_, mumin_, ROL::AlgorithmState< Real >::ncval, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::Vector< Real >::norm(), ROL::Vector< Real >::plus(), rho_, ROL::AlgorithmState< Real >::snorm, subproblemIter_, and ROL::AlgorithmState< Real >::value.

Referenced by update().

update() [2/3]

template<class Real>

void ROL::InteriorPointStep< Real >::update ( Vector< Real > & x, Vector< Real > & l, const Vector< Real > & s, Objective< Real > & obj, Constraint< Real > & con, BoundConstraint< Real > & bnd, AlgorithmState< Real > & algo_state )

inline

Definition at line 393 of file ROL_InteriorPointStep.hpp.

References ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::BoundConstraint< Real >::project(), update(), and x_.

update() [3/3]

template<class Real>

void ROL::InteriorPointStep< Real >::update ( Vector< Real > & x, const Vector< Real > & s, Objective< Real > & obj, BoundConstraint< Real > & bnd, AlgorithmState< Real > & algo_state )

inline

Definition at line 410 of file ROL_InteriorPointStep.hpp.

References g_, ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::AlgorithmState< Real >::iter, ROL::AlgorithmState< Real >::iterateVec, mu_, mumax_, mumin_, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, ROL::Vector< Real >::norm(), ROL::Vector< Real >::plus(), ROL::BoundConstraint< Real >::project(), rho_, ROL::ROL_EPSILON(), ROL::AlgorithmState< Real >::snorm, ROL::AlgorithmState< Real >::value, and x_.

printHeader()

template<class Real>

std::string ROL::InteriorPointStep< Real >::printHeader ( void ) const

inlinevirtual

Print iterate header.

Reimplemented from ROL::ROL::Step< Real >.

Definition at line 456 of file ROL_InteriorPointStep.hpp.

References hasEquality_, and verbosity_.

Referenced by print().

printName()

template<class Real>

std::string ROL::InteriorPointStep< Real >::printName ( void ) const

inlinevirtual

Print step name.

Reimplemented from ROL::ROL::Step< Real >.

Definition at line 509 of file ROL_InteriorPointStep.hpp.

Referenced by print().

print()

template<class Real>

std::string ROL::InteriorPointStep< Real >::print ( AlgorithmState< Real > & algo_state, bool pHeader = false ) const

inline

Print iterate status.

Definition at line 517 of file ROL_InteriorPointStep.hpp.

References ROL::AlgorithmState< Real >::cnorm, ROL::AlgorithmState< Real >::gnorm, hasEquality_, ROL::AlgorithmState< Real >::iter, mu_, ROL::AlgorithmState< Real >::ncval, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, printHeader(), printName(), ROL::AlgorithmState< Real >::snorm, subproblemIter_, and ROL::AlgorithmState< Real >::value.

Member Data Documentation

status_

template<class Real>

ROL::Ptr<StatusTest<Real> > ROL::InteriorPointStep< Real >::status_

private

Definition at line 74 of file ROL_InteriorPointStep.hpp.

Referenced by compute(), compute(), and InteriorPointStep().

step_

template<class Real>

ROL::Ptr<Step<Real> > ROL::InteriorPointStep< Real >::step_

private

Definition at line 75 of file ROL_InteriorPointStep.hpp.

Referenced by compute(), compute(), and InteriorPointStep().

algo_

template<class Real>

ROL::Ptr<Algorithm<Real> > ROL::InteriorPointStep< Real >::algo_

private

Definition at line 76 of file ROL_InteriorPointStep.hpp.

Referenced by compute(), compute(), and InteriorPointStep().

bnd_

template<class Real>

ROL::Ptr<BoundConstraint<Real> > ROL::InteriorPointStep< Real >::bnd_

private

Definition at line 77 of file ROL_InteriorPointStep.hpp.

Referenced by compute(), and initialize().

parlist_

template<class Real>

ROL::ParameterList ROL::InteriorPointStep< Real >::parlist_

private

Definition at line 78 of file ROL_InteriorPointStep.hpp.

Referenced by compute(), compute(), and InteriorPointStep().

x_

template<class Real>

ROL::Ptr<Vector<Real> > ROL::InteriorPointStep< Real >::x_

private

Definition at line 81 of file ROL_InteriorPointStep.hpp.

Referenced by compute(), compute(), initialize(), initialize(), InteriorPointStep(), update(), and update().

g_

template<class Real>

ROL::Ptr<Vector<Real> > ROL::InteriorPointStep< Real >::g_

private

Definition at line 82 of file ROL_InteriorPointStep.hpp.

Referenced by compute(), compute(), initialize(), initialize(), InteriorPointStep(), update(), and update().

l_

template<class Real>

ROL::Ptr<Vector<Real> > ROL::InteriorPointStep< Real >::l_

private

Definition at line 83 of file ROL_InteriorPointStep.hpp.

Referenced by compute(), initialize(), InteriorPointStep(), and update().

c_

template<class Real>

ROL::Ptr<Vector<Real> > ROL::InteriorPointStep< Real >::c_

private

Definition at line 84 of file ROL_InteriorPointStep.hpp.

Referenced by compute(), initialize(), InteriorPointStep(), and update().

mu_

template<class Real>

Real ROL::InteriorPointStep< Real >::mu_

private

Definition at line 86 of file ROL_InteriorPointStep.hpp.

Referenced by initialize(), initialize(), InteriorPointStep(), print(), update(), and update().

mumin_

template<class Real>

Real ROL::InteriorPointStep< Real >::mumin_

private

Definition at line 87 of file ROL_InteriorPointStep.hpp.

Referenced by InteriorPointStep(), update(), and update().

mumax_

template<class Real>

Real ROL::InteriorPointStep< Real >::mumax_

private

Definition at line 88 of file ROL_InteriorPointStep.hpp.

Referenced by InteriorPointStep(), update(), and update().

rho_

template<class Real>

Real ROL::InteriorPointStep< Real >::rho_

private

Definition at line 89 of file ROL_InteriorPointStep.hpp.

Referenced by InteriorPointStep(), update(), and update().

subproblemIter_

template<class Real>

int ROL::InteriorPointStep< Real >::subproblemIter_

private

Definition at line 92 of file ROL_InteriorPointStep.hpp.

Referenced by compute(), compute(), print(), and update().

verbosity_

template<class Real>

int ROL::InteriorPointStep< Real >::verbosity_

private

Definition at line 94 of file ROL_InteriorPointStep.hpp.

Referenced by InteriorPointStep(), and printHeader().

print_

template<class Real>

bool ROL::InteriorPointStep< Real >::print_

private

Definition at line 95 of file ROL_InteriorPointStep.hpp.

Referenced by compute(), compute(), and InteriorPointStep().

hasEquality_

template<class Real>

bool ROL::InteriorPointStep< Real >::hasEquality_

private

Definition at line 97 of file ROL_InteriorPointStep.hpp.

Referenced by initialize(), InteriorPointStep(), print(), and printHeader().

stepType_

template<class Real>

EStep ROL::InteriorPointStep< Real >::stepType_

private

Definition at line 99 of file ROL_InteriorPointStep.hpp.

Referenced by compute(), compute(), and InteriorPointStep().

stepname_

template<class Real>

std::string ROL::InteriorPointStep< Real >::stepname_

private

Definition at line 100 of file ROL_InteriorPointStep.hpp.

Referenced by compute(), and InteriorPointStep().

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

• ROL_AugmentedLagrangianStep.hpp
• ROL_InteriorPointStep.hpp