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

#include <ROL_Constraint_SerialSimOpt.hpp>

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

Public Member Functions

 Bundle_U_TT (const unsigned maxSize=10, const Real coeff=0.0, const Real omega=2.0, const unsigned remSize=2)
 
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

Real sgn (const Real x) const
 
void swapRowsL (unsigned ind1, unsigned ind2, bool trans=false)
 
void updateK (void)
 
void addSubgradToBase (unsigned ind, Real delta)
 
void deleteSubgradFromBase (unsigned ind, Real tol)
 
void solveSystem (int size, char tran, LA::Matrix< Real > &L, LA::Vector< Real > &v)
 
bool isFeasible (LA::Vector< Real > &v, const Real &tol)
 
unsigned solveDual_TT (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)
 
unsigned solveDual_arbitrary (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)
 

Private Attributes

LAPACK< int, Real > lapack_
 
int QPStatus_
 
int maxind_
 
int entering_
 
int LiMax_
 
int LiMin_
 
unsigned maxSize_
 
unsigned dependent_
 
unsigned currSize_
 
bool isInitialized_
 
bool optimal_
 
Real rho_
 
Real lhNorm
 
Real ljNorm
 
Real lhz1_
 
Real lhz2_
 
Real ljz1_
 
Real kappa_
 
Real objval_
 
Real minobjval_
 
Real deltaLh_
 
Real deltaLj_
 
std::vector< int > taboo_
 
std::vector< int > base_
 
LA::Matrix< Real > L_
 
LA::Matrix< Real > Id_
 
LA::Vector< Real > tempv_
 
LA::Vector< Real > tempw1_
 
LA::Vector< Real > tempw2_
 
LA::Vector< Real > lh_
 
LA::Vector< Real > lj_
 
LA::Vector< Real > z1_
 
LA::Vector< Real > z2_
 

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::ROL::Bundle_U_TT< Real >

Definition at line 61 of file ROL_Constraint_SerialSimOpt.hpp.

Constructor & Destructor Documentation

◆ Bundle_U_TT()

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

Definition at line 61 of file ROL_Constraint_SerialSimOpt.hpp.

Member Function Documentation

◆ solveDual()

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

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

Definition at line 82 of file ROL_Constraint_SerialSimOpt.hpp.

◆ sgn()

template<typename Real>
Real ROL::Bundle_U_TT< Real >::sgn ( const Real x) const
private

Definition at line 75 of file ROL_Constraint_SerialSimOpt.hpp.

◆ swapRowsL()

template<typename Real>
void ROL::Bundle_U_TT< Real >::swapRowsL ( unsigned ind1,
unsigned ind2,
bool trans = false )
private

Definition at line 97 of file ROL_Constraint_SerialSimOpt.hpp.

◆ updateK()

template<typename Real>
void ROL::Bundle_U_TT< Real >::updateK ( void )
private

Definition at line 122 of file ROL_Constraint_SerialSimOpt.hpp.

◆ addSubgradToBase()

template<typename Real>
void ROL::Bundle_U_TT< Real >::addSubgradToBase ( unsigned ind,
Real delta )
private

Definition at line 144 of file ROL_Constraint_SerialSimOpt.hpp.

◆ deleteSubgradFromBase()

template<typename Real>
void ROL::Bundle_U_TT< Real >::deleteSubgradFromBase ( unsigned ind,
Real tol )
private

Definition at line 178 of file ROL_Constraint_SerialSimOpt.hpp.

◆ solveSystem()

template<typename Real>
void ROL::Bundle_U_TT< Real >::solveSystem ( int size,
char tran,
LA::Matrix< Real > & L,
LA::Vector< Real > & v )
private

Definition at line 405 of file ROL_Constraint_SerialSimOpt.hpp.

◆ isFeasible()

template<typename Real>
bool ROL::Bundle_U_TT< Real >::isFeasible ( LA::Vector< Real > & v,
const Real & tol )
private

Definition at line 420 of file ROL_Constraint_SerialSimOpt.hpp.

◆ solveDual_TT()

template<typename Real>
unsigned ROL::Bundle_U_TT< Real >::solveDual_TT ( const Real t,
const unsigned maxit = 1000,
const Real tol = 1.e-8 )
private

Definition at line 431 of file ROL_Constraint_SerialSimOpt.hpp.

◆ solveDual_arbitrary()

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

Definition at line 799 of file ROL_Constraint_SerialSimOpt.hpp.

Member Data Documentation

◆ lapack_

template<typename Real>
LAPACK<int, Real> ROL::ROL::Bundle_U_TT< Real >::lapack_
private

Definition at line 63 of file ROL_Constraint_SerialSimOpt.hpp.

◆ QPStatus_

template<typename Real>
int ROL::ROL::Bundle_U_TT< Real >::QPStatus_
private

Definition at line 65 of file ROL_Constraint_SerialSimOpt.hpp.

◆ maxind_

template<typename Real>
int ROL::ROL::Bundle_U_TT< Real >::maxind_
private

Definition at line 66 of file ROL_Constraint_SerialSimOpt.hpp.

◆ entering_

template<typename Real>
int ROL::ROL::Bundle_U_TT< Real >::entering_
private

Definition at line 67 of file ROL_Constraint_SerialSimOpt.hpp.

◆ LiMax_

template<typename Real>
int ROL::ROL::Bundle_U_TT< Real >::LiMax_
private

Definition at line 68 of file ROL_Constraint_SerialSimOpt.hpp.

◆ LiMin_

template<typename Real>
int ROL::ROL::Bundle_U_TT< Real >::LiMin_
private

Definition at line 69 of file ROL_Constraint_SerialSimOpt.hpp.

◆ maxSize_

template<typename Real>
unsigned ROL::ROL::Bundle_U_TT< Real >::maxSize_
private

Definition at line 71 of file ROL_Constraint_SerialSimOpt.hpp.

◆ dependent_

template<typename Real>
unsigned ROL::ROL::Bundle_U_TT< Real >::dependent_
private

Definition at line 72 of file ROL_Constraint_SerialSimOpt.hpp.

◆ currSize_

template<typename Real>
unsigned ROL::ROL::Bundle_U_TT< Real >::currSize_
private

Definition at line 73 of file ROL_Constraint_SerialSimOpt.hpp.

◆ isInitialized_

template<typename Real>
bool ROL::ROL::Bundle_U_TT< Real >::isInitialized_
private

Definition at line 75 of file ROL_Constraint_SerialSimOpt.hpp.

◆ optimal_

template<typename Real>
bool ROL::ROL::Bundle_U_TT< Real >::optimal_
private

Definition at line 76 of file ROL_Constraint_SerialSimOpt.hpp.

◆ rho_

template<typename Real>
Real ROL::ROL::Bundle_U_TT< Real >::rho_
private

Definition at line 78 of file ROL_Constraint_SerialSimOpt.hpp.

◆ lhNorm

template<typename Real>
Real ROL::ROL::Bundle_U_TT< Real >::lhNorm
private

Definition at line 79 of file ROL_Constraint_SerialSimOpt.hpp.

◆ ljNorm

template<typename Real>
Real ROL::ROL::Bundle_U_TT< Real >::ljNorm
private

Definition at line 80 of file ROL_Constraint_SerialSimOpt.hpp.

◆ lhz1_

template<typename Real>
Real ROL::ROL::Bundle_U_TT< Real >::lhz1_
private

Definition at line 81 of file ROL_Constraint_SerialSimOpt.hpp.

◆ lhz2_

template<typename Real>
Real ROL::ROL::Bundle_U_TT< Real >::lhz2_
private

Definition at line 82 of file ROL_Constraint_SerialSimOpt.hpp.

◆ ljz1_

template<typename Real>
Real ROL::ROL::Bundle_U_TT< Real >::ljz1_
private

Definition at line 83 of file ROL_Constraint_SerialSimOpt.hpp.

◆ kappa_

template<typename Real>
Real ROL::ROL::Bundle_U_TT< Real >::kappa_
private

Definition at line 84 of file ROL_Constraint_SerialSimOpt.hpp.

◆ objval_

template<typename Real>
Real ROL::ROL::Bundle_U_TT< Real >::objval_
private

Definition at line 85 of file ROL_Constraint_SerialSimOpt.hpp.

◆ minobjval_

template<typename Real>
Real ROL::ROL::Bundle_U_TT< Real >::minobjval_
private

Definition at line 86 of file ROL_Constraint_SerialSimOpt.hpp.

◆ deltaLh_

template<typename Real>
Real ROL::ROL::Bundle_U_TT< Real >::deltaLh_
private

Definition at line 87 of file ROL_Constraint_SerialSimOpt.hpp.

◆ deltaLj_

template<typename Real>
Real ROL::ROL::Bundle_U_TT< Real >::deltaLj_
private

Definition at line 88 of file ROL_Constraint_SerialSimOpt.hpp.

◆ taboo_

template<typename Real>
std::vector<int> ROL::ROL::Bundle_U_TT< Real >::taboo_
private

Definition at line 90 of file ROL_Constraint_SerialSimOpt.hpp.

◆ base_

template<typename Real>
std::vector<int> ROL::ROL::Bundle_U_TT< Real >::base_
private

Definition at line 91 of file ROL_Constraint_SerialSimOpt.hpp.

◆ L_

template<typename Real>
LA::Matrix<Real> ROL::ROL::Bundle_U_TT< Real >::L_
private

Definition at line 93 of file ROL_Constraint_SerialSimOpt.hpp.

◆ Id_

template<typename Real>
LA::Matrix<Real> ROL::ROL::Bundle_U_TT< Real >::Id_
private

Definition at line 94 of file ROL_Constraint_SerialSimOpt.hpp.

◆ tempv_

template<typename Real>
LA::Vector<Real> ROL::ROL::Bundle_U_TT< Real >::tempv_
private

Definition at line 95 of file ROL_Constraint_SerialSimOpt.hpp.

◆ tempw1_

template<typename Real>
LA::Vector<Real> ROL::ROL::Bundle_U_TT< Real >::tempw1_
private

Definition at line 96 of file ROL_Constraint_SerialSimOpt.hpp.

◆ tempw2_

template<typename Real>
LA::Vector<Real> ROL::ROL::Bundle_U_TT< Real >::tempw2_
private

Definition at line 97 of file ROL_Constraint_SerialSimOpt.hpp.

◆ lh_

template<typename Real>
LA::Vector<Real> ROL::ROL::Bundle_U_TT< Real >::lh_
private

Definition at line 98 of file ROL_Constraint_SerialSimOpt.hpp.

◆ lj_

template<typename Real>
LA::Vector<Real> ROL::ROL::Bundle_U_TT< Real >::lj_
private

Definition at line 99 of file ROL_Constraint_SerialSimOpt.hpp.

◆ z1_

template<typename Real>
LA::Vector<Real> ROL::ROL::Bundle_U_TT< Real >::z1_
private

Definition at line 100 of file ROL_Constraint_SerialSimOpt.hpp.

◆ z2_

template<typename Real>
LA::Vector<Real> ROL::ROL::Bundle_U_TT< Real >::z2_
private

Definition at line 101 of file ROL_Constraint_SerialSimOpt.hpp.

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