Provides an interface to run trust-bundle methods for unconstrained optimization algorithms. More...

#include <ROL_TypeU_BundleAlgorithm.hpp>

Inheritance diagram for ROL::TypeU::BundleAlgorithm< Real >:

Public Member Functions
	BundleAlgorithm (ParameterList &parlist, const Ptr< LineSearch_U< Real > > &lineSearch=nullPtr)
void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, std::ostream &outStream=std::cout) override
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, bool print_header=false) const override
	Print iterate status.
Public Member Functions inherited from ROL::ROL::TypeU::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 unconstrained problems (Type-U). This is the primary Type-U interface.
virtual void	run (Vector< Real > &x, Objective< Real > &obj, std::ostream &outStream=std::cout)
	Run algorithm on unconstrained problems (Type-U). This is the primary Type-U interface.
virtual void	run (Vector< Real > &x, Objective< Real > &obj, Constraint< Real > &linear_con, Vector< Real > &linear_mul, std::ostream &outStream=std::cout)
	Run algorithm on unconstrained problems with explicit linear equality constraints (Type-U). This is the primary Type-U with explicit linear equality constraints interface.
virtual void	run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &linear_con, Vector< Real > &linear_mul, const Vector< Real > &linear_c, std::ostream &outStream=std::cout)
	Run algorithm on unconstrained problems with explicit linear equality constraints (Type-U). 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, const Vector< Real > &g, Objective< Real > &obj, std::ostream &outStream=std::cout)=0
	Run algorithm on unconstrained problems (Type-U). 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 (const Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, std::ostream &outStream=std::cout)

Private Attributes
Ptr< Bundle_U< Real > >	bundle_
Ptr< LineSearch_U< Real > >	lineSearch_
unsigned	QPiter_
unsigned	QPmaxit_
Real	QPtol_
int	step_flag_
Real	T_
Real	tol_
Real	m1_
Real	m2_
Real	m3_
Real	nu_
int	ls_maxit_
bool	first_print_
bool	isConvex_
int	verbosity_
bool	printHeader_

Additional Inherited Members
Protected Member Functions inherited from ROL::ROL::TypeU::Algorithm< Real >
void	initialize (const Vector< Real > &x, const Vector< Real > &g)
Protected Attributes inherited from ROL::ROL::TypeU::Algorithm< Real >
const Ptr< CombinedStatusTest< Real > >	status_
const Ptr< AlgorithmState< Real > >	state_

Detailed Description

template<typename Real>
class ROL::TypeU::BundleAlgorithm< Real >

Provides an interface to run trust-bundle methods for unconstrained optimization algorithms.

Definition at line 60 of file ROL_TypeU_BundleAlgorithm.hpp.

Constructor & Destructor Documentation

◆ BundleAlgorithm()

template<typename Real>

ROL::TypeU::BundleAlgorithm< Real >::BundleAlgorithm	(	ParameterList &	parlist,
		const Ptr< LineSearch_U< Real > > &	lineSearch = nullPtr )

Member Function Documentation

◆ run()

template<typename Real>

void ROL::TypeU::BundleAlgorithm< Real >::run	(	Vector< Real > &	x,
		const Vector< Real > &	g,
		Objective< Real > &	obj,
		std::ostream &	outStream = std::cout )

override

◆ writeHeader()

template<typename Real>

void ROL::TypeU::BundleAlgorithm< Real >::writeHeader ( std::ostream & os ) const

overridevirtual

Print iterate header.

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

◆ writeName()

template<typename Real>

void ROL::TypeU::BundleAlgorithm< Real >::writeName ( std::ostream & os ) const

overridevirtual

Print step name.

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

◆ writeOutput()

template<typename Real>

void ROL::TypeU::BundleAlgorithm< Real >::writeOutput	(	std::ostream &	os,
		bool	write_header = false ) const

overridevirtual

Print iterate status.

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

◆ initialize()

template<typename Real>

void ROL::TypeU::BundleAlgorithm< Real >::initialize	(	const Vector< Real > &	x,
		const Vector< Real > &	g,
		Objective< Real > &	obj,
		std::ostream &	outStream = std::cout )