ROL
Public Member Functions | Private Attributes | List of all members
ROL::BundleStep< Real > Class Template Reference
Optimization Steps

Provides the interface to compute bundle trust-region steps. More...

#include <ROL_BundleStep.hpp>

+ Inheritance diagram for ROL::BundleStep< Real >:

Public Member Functions

 BundleStep (ROL::ParameterList &parlist)
 
void initialize (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &con, AlgorithmState< Real > &algo_state)
 
void compute (Vector< Real > &s, const Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &con, AlgorithmState< Real > &algo_state)
 
void update (Vector< Real > &x, const Vector< Real > &s, Objective< Real > &obj, BoundConstraint< Real > &con, 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 print_header=false) const
 
- 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 Attributes

ROL::Ptr< Bundle< Real > > bundle_
 
ROL::Ptr< LineSearch< Real > > lineSearch_
 
unsigned QPiter_
 
unsigned QPmaxit_
 
Real QPtol_
 
int step_flag_
 
ROL::Ptr< Vector< Real > > y_
 
Real linErrNew_
 
Real valueNew_
 
ROL::Ptr< Vector< Real > > aggSubGradNew_
 
Real aggSubGradOldNorm_
 
Real aggLinErrNew_
 
Real aggLinErrOld_
 
Real aggDistMeasNew_
 
Real T_
 
Real tol_
 
Real m1_
 
Real m2_
 
Real m3_
 
Real nu_
 
int ls_maxit_
 
bool first_print_
 
bool isConvex_
 
Real ftol_
 
int verbosity_
 

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::BundleStep< Real >

Provides the interface to compute bundle trust-region steps.

Definition at line 67 of file ROL_BundleStep.hpp.

Constructor & Destructor Documentation

◆ BundleStep()

template<class Real>
ROL::BundleStep< Real >::BundleStep ( ROL::ParameterList & parlist)
inline

Definition at line 119 of file ROL_BundleStep.hpp.

References aggDistMeasNew_, aggLinErrNew_, aggLinErrOld_, aggSubGradNew_, aggSubGradOldNorm_, bundle_, first_print_, ftol_, ROL::Step< Real >::getState(), isConvex_, linErrNew_, lineSearch_, ROL::LineSearchFactory(), ls_maxit_, m1_, m2_, m3_, nu_, QPiter_, QPmaxit_, QPtol_, ROL::ROL_EPSILON(), step_flag_, T_, tol_, valueNew_, verbosity_, y_, and zero.

Member Function Documentation

◆ initialize()

template<class Real>
void ROL::BundleStep< Real >::initialize ( Vector< Real > & x,
const Vector< Real > & g,
Objective< Real > & obj,
BoundConstraint< Real > & con,
AlgorithmState< Real > & algo_state )
inline

Definition at line 167 of file ROL_BundleStep.hpp.

References aggSubGradNew_, aggSubGradOldNorm_, bundle_, ROL::Vector< Real >::clone(), ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::Step< Real >::initialize(), isConvex_, lineSearch_, and y_.

◆ compute()

template<class Real>
void ROL::BundleStep< Real >::compute ( Vector< Real > & s,
const Vector< Real > & x,
Objective< Real > & obj,
BoundConstraint< Real > & con,
AlgorithmState< Real > & algo_state )
inline

Definition at line 188 of file ROL_BundleStep.hpp.

References aggDistMeasNew_, aggLinErrNew_, aggLinErrOld_, ROL::AlgorithmState< Real >::aggregateGradientNorm, ROL::AlgorithmState< Real >::aggregateModelError, aggSubGradNew_, aggSubGradOldNorm_, bundle_, ROL::Vector< Real >::dot(), first_print_, ROL::AlgorithmState< Real >::flag, ftol_, ROL::Step< Real >::getState(), ROL::Objective< Real >::gradient(), isConvex_, ROL::AlgorithmState< Real >::iter, linErrNew_, lineSearch_, ls_maxit_, m1_, m2_, m3_, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, nu_, QPiter_, QPmaxit_, QPtol_, ROL::ROL_EPSILON(), ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), ROL::AlgorithmState< Real >::snorm, step_flag_, T_, tol_, ROL::Objective< Real >::update(), ROL::AlgorithmState< Real >::value, ROL::Objective< Real >::value(), valueNew_, verbosity_, y_, ROL::Vector< Real >::zero(), and zero.

◆ update()

template<class Real>
void ROL::BundleStep< Real >::update ( Vector< Real > & x,
const Vector< Real > & s,
Objective< Real > & obj,
BoundConstraint< Real > & con,
AlgorithmState< Real > & algo_state )
inline

Definition at line 390 of file ROL_BundleStep.hpp.

References aggLinErrNew_, aggSubGradNew_, bundle_, ROL::AlgorithmState< Real >::flag, ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, ROL::AlgorithmState< Real >::iter, ROL::AlgorithmState< Real >::iterateVec, linErrNew_, ROL::Vector< Real >::plus(), QPiter_, ROL::AlgorithmState< Real >::snorm, step_flag_, ROL::AlgorithmState< Real >::value, and valueNew_.

◆ printHeader()

template<class Real>
std::string ROL::BundleStep< Real >::printHeader ( void ) const
inlinevirtual

Print iterate header.

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

Definition at line 425 of file ROL_BundleStep.hpp.

Referenced by print().

◆ printName()

template<class Real>
std::string ROL::BundleStep< Real >::printName ( void ) const
inlinevirtual

Print step name.

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

Definition at line 442 of file ROL_BundleStep.hpp.

Referenced by print().

◆ print()

template<class Real>
std::string ROL::BundleStep< Real >::print ( AlgorithmState< Real > & algo_state,
bool print_header = false ) const
inline

Definition at line 448 of file ROL_BundleStep.hpp.

References ROL::AlgorithmState< Real >::aggregateGradientNorm, ROL::AlgorithmState< Real >::aggregateModelError, first_print_, ROL::Step< Real >::getStepState(), ROL::AlgorithmState< Real >::gnorm, ROL::AlgorithmState< Real >::iter, ROL::AlgorithmState< Real >::nfval, ROL::AlgorithmState< Real >::ngrad, printHeader(), printName(), QPiter_, ROL::AlgorithmState< Real >::snorm, step_flag_, and ROL::AlgorithmState< Real >::value.

Member Data Documentation

◆ bundle_

template<class Real>
ROL::Ptr<Bundle<Real> > ROL::BundleStep< Real >::bundle_
private

Definition at line 70 of file ROL_BundleStep.hpp.

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

◆ lineSearch_

template<class Real>
ROL::Ptr<LineSearch<Real> > ROL::BundleStep< Real >::lineSearch_
private

Definition at line 71 of file ROL_BundleStep.hpp.

Referenced by BundleStep(), compute(), and initialize().

◆ QPiter_

template<class Real>
unsigned ROL::BundleStep< Real >::QPiter_
private

Definition at line 74 of file ROL_BundleStep.hpp.

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

◆ QPmaxit_

template<class Real>
unsigned ROL::BundleStep< Real >::QPmaxit_
private

Definition at line 75 of file ROL_BundleStep.hpp.

Referenced by BundleStep(), and compute().

◆ QPtol_

template<class Real>
Real ROL::BundleStep< Real >::QPtol_
private

Definition at line 76 of file ROL_BundleStep.hpp.

Referenced by BundleStep(), and compute().

◆ step_flag_

template<class Real>
int ROL::BundleStep< Real >::step_flag_
private

Definition at line 79 of file ROL_BundleStep.hpp.

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

◆ y_

template<class Real>
ROL::Ptr<Vector<Real> > ROL::BundleStep< Real >::y_
private

Definition at line 82 of file ROL_BundleStep.hpp.

Referenced by BundleStep(), compute(), and initialize().

◆ linErrNew_

template<class Real>
Real ROL::BundleStep< Real >::linErrNew_
private

Definition at line 85 of file ROL_BundleStep.hpp.

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

◆ valueNew_

template<class Real>
Real ROL::BundleStep< Real >::valueNew_
private

Definition at line 86 of file ROL_BundleStep.hpp.

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

◆ aggSubGradNew_

template<class Real>
ROL::Ptr<Vector<Real> > ROL::BundleStep< Real >::aggSubGradNew_
private

Definition at line 89 of file ROL_BundleStep.hpp.

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

◆ aggSubGradOldNorm_

template<class Real>
Real ROL::BundleStep< Real >::aggSubGradOldNorm_
private

Definition at line 90 of file ROL_BundleStep.hpp.

Referenced by BundleStep(), compute(), and initialize().

◆ aggLinErrNew_

template<class Real>
Real ROL::BundleStep< Real >::aggLinErrNew_
private

Definition at line 91 of file ROL_BundleStep.hpp.

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

◆ aggLinErrOld_

template<class Real>
Real ROL::BundleStep< Real >::aggLinErrOld_
private

Definition at line 92 of file ROL_BundleStep.hpp.

Referenced by BundleStep(), and compute().

◆ aggDistMeasNew_

template<class Real>
Real ROL::BundleStep< Real >::aggDistMeasNew_
private

Definition at line 93 of file ROL_BundleStep.hpp.

Referenced by BundleStep(), and compute().

◆ T_

template<class Real>
Real ROL::BundleStep< Real >::T_
private

Definition at line 96 of file ROL_BundleStep.hpp.

Referenced by BundleStep(), and compute().

◆ tol_

template<class Real>
Real ROL::BundleStep< Real >::tol_
private

Definition at line 97 of file ROL_BundleStep.hpp.

Referenced by BundleStep(), and compute().

◆ m1_

template<class Real>
Real ROL::BundleStep< Real >::m1_
private

Definition at line 98 of file ROL_BundleStep.hpp.

Referenced by BundleStep(), and compute().

◆ m2_

template<class Real>
Real ROL::BundleStep< Real >::m2_
private

Definition at line 99 of file ROL_BundleStep.hpp.

Referenced by BundleStep(), and compute().

◆ m3_

template<class Real>
Real ROL::BundleStep< Real >::m3_
private

Definition at line 100 of file ROL_BundleStep.hpp.

Referenced by BundleStep(), and compute().

◆ nu_

template<class Real>
Real ROL::BundleStep< Real >::nu_
private

Definition at line 101 of file ROL_BundleStep.hpp.

Referenced by BundleStep(), and compute().

◆ ls_maxit_

template<class Real>
int ROL::BundleStep< Real >::ls_maxit_
private

Definition at line 104 of file ROL_BundleStep.hpp.

Referenced by BundleStep(), and compute().

◆ first_print_

template<class Real>
bool ROL::BundleStep< Real >::first_print_
private

Definition at line 106 of file ROL_BundleStep.hpp.

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

◆ isConvex_

template<class Real>
bool ROL::BundleStep< Real >::isConvex_
private

Definition at line 107 of file ROL_BundleStep.hpp.

Referenced by BundleStep(), compute(), and initialize().

◆ ftol_

template<class Real>
Real ROL::BundleStep< Real >::ftol_
private

Definition at line 109 of file ROL_BundleStep.hpp.

Referenced by BundleStep(), and compute().

◆ verbosity_

template<class Real>
int ROL::BundleStep< Real >::verbosity_
private

Definition at line 111 of file ROL_BundleStep.hpp.

Referenced by BundleStep(), and compute().

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