Provides an interface to run equality constrained optimization algorithms using Augmented Lagrangians. More...

#include <ROL_TypeE_AugmentedLagrangianAlgorithm.hpp>

Inheritance diagram for ROL::TypeE::AugmentedLagrangianAlgorithm< Real >:

Public Member Functions
	AugmentedLagrangianAlgorithm (ParameterList &list, const Ptr< Secant< Real > > &secant=nullPtr)
virtual void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, const Vector< Real > &eres, std::ostream &outStream=std::cout) override
virtual void	writeHeader (std::ostream &os) const override
	Print iterate header.
virtual void	writeName (std::ostream &os) const override
	Print step name.
virtual void	writeOutput (std::ostream &os, const bool print_header=false) const override
	Print iterate status.
Public Member Functions inherited from ROL::ROL::TypeE::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 equality constrained problems (Type-E). This is the primary Type-E interface.
virtual void	run (Vector< Real > &x, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, std::ostream &outStream=std::cout)
	Run algorithm on equality constrained problems (Type-E). This is the primary Type-E interface.
virtual void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, const Vector< Real > &eres, std::ostream &outStream=std::cout)=0
	Run algorithm on equality constrained problems (Type-E). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.
virtual void	run (Vector< Real > &x, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout)
	Run algorithm on equality constrained problems with explicit linear equality constraints (Type-E). This is the primary Type-E with explicit linear equality constraints 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 > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout)
	Run algorithm on equality constrained problems with explicit linear equality constraints (Type-E). This general interface supports the use of dual optimization vector spaces, where the user does not define the dual() method.
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, AugmentedLagrangianObjective< Real > &alobj, Constraint< Real > &con, std::ostream &outStream=std::cout)

Private Attributes
const Ptr< Secant< Real > >	secant_
ParameterList	list_
bool	useRelTol_
bool	useDefaultInitPen_
bool	scaleLagrangian_
Real	minPenaltyReciprocal_
Real	minPenaltyLowerBound_
Real	penaltyUpdate_
Real	maxPenaltyParam_
Real	optIncreaseExponent_
Real	optDecreaseExponent_
Real	optToleranceInitial_
Real	optTolerance_
Real	feasIncreaseExponent_
Real	feasDecreaseExponent_
Real	feasToleranceInitial_
Real	feasTolerance_
bool	print_
int	maxit_
int	subproblemIter_
std::string	subStep_
int	HessianApprox_
Real	outerOptTolerance_
Real	outerFeasTolerance_
Real	outerStepTolerance_
bool	useDefaultScaling_
Real	fscale_
Real	cscale_
int	verbosity_
bool	printHeader_

Additional Inherited Members
Protected Member Functions inherited from ROL::ROL::TypeE::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::ROL::TypeE::Algorithm< Real >
const Ptr< CombinedStatusTest< Real > >	status_
const Ptr< AlgorithmState< Real > >	state_

Detailed Description

template<typename Real>
class ROL::TypeE::AugmentedLagrangianAlgorithm< Real >

Provides an interface to run equality constrained optimization algorithms using Augmented Lagrangians.

Definition at line 60 of file ROL_TypeE_AugmentedLagrangianAlgorithm.hpp.

Constructor & Destructor Documentation

◆ AugmentedLagrangianAlgorithm()

template<typename Real>

ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::AugmentedLagrangianAlgorithm	(	ParameterList &	list,
		const Ptr< Secant< Real > > &	secant = nullPtr )

References run().

Member Function Documentation

◆ initialize()

template<typename Real>

void ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::initialize	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		const Vector< Real > &	l,
		const Vector< Real > &	c,
		AugmentedLagrangianObjective< Real > &	alobj,
		Constraint< Real > &	con,
		std::ostream &	outStream = std::cout )

private

◆ run()

template<typename Real>

virtual void ROL::TypeE::AugmentedLagrangianAlgorithm< Real >::run	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		Objective< Real > &	obj,
		Constraint< Real > &	econ,
		Vector< Real > &	emul,
		const Vector< Real > &	eres,
		std::ostream &	outStream = std::cout )