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ROL
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#include <ROL_Constraint_SerialSimOpt.hpp>
Inheritance diagram for ROL::ROL::TypeU::LineSearchAlgorithm< Real >:Public Member Functions | |
| LineSearchAlgorithm (ParameterList &parlist, const Ptr< DescentDirection_U< Real > > &descent=nullPtr, const Ptr< LineSearch_U< Real > > &lineSearch=nullPtr) | |
| Constructor. | |
| void | initialize (const Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, std::ostream &outStream=std::cout) |
| void | run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, std::ostream &outStream=std::cout) override |
| 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. | |
| 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 | writeExitStatus (std::ostream &os) const |
| Ptr< const AlgorithmState< Real > > | getState () const |
| void | reset () |
Private Attributes | |
| Ptr< DescentDirection_U< Real > > | desc_ |
| Unglobalized step object. | |
| Ptr< LineSearch_U< Real > > | lineSearch_ |
| Line-search object. | |
| EDescentU | edesc_ |
| enum determines type of descent direction | |
| ELineSearchU | els_ |
| enum determines type of line search | |
| ECurvatureConditionU | econd_ |
| enum determines type of curvature condition | |
| bool | acceptLastAlpha_ |
| For backwards compatibility. When max function evaluations are reached take last step. | |
| bool | usePreviousAlpha_ |
| If true, use the previously accepted step length (if any) as the new initial step length. | |
| int | verbosity_ |
| bool | printHeader_ |
| int | ls_nfval_ |
| int | ls_ngrad_ |
| int | SPflag_ |
| int | SPiter_ |
| std::string | lineSearchName_ |
| std::string | descentName_ |
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_ |
Definition at line 100 of file ROL_Constraint_SerialSimOpt.hpp.
| ROL::TypeU::LineSearchAlgorithm< Real >::LineSearchAlgorithm | ( | ParameterList & | parlist, |
| const Ptr< DescentDirection_U< Real > > & | descent = nullPtr, | ||
| const Ptr< LineSearch_U< Real > > & | lineSearch = nullPtr ) |
Constructor.
Standard constructor to build a LineSearchStep object. Algorithmic specifications are passed in through a ROL::ParameterList. The line-search type, secant type, Krylov type, or nonlinear CG type can be set using user-defined objects.
| [in] | parlist | is a parameter list containing algorithmic specifications |
| [in] | lineSearch | is a user-defined descent direction object |
| [in] | lineSearch | is a user-defined line search object |
Definition at line 54 of file ROL_TypeU_LineSearchAlgorithm_Def.hpp.
References acceptLastAlpha_, ROL::ROL::TypeU::Algorithm< Real >::Algorithm(), ROL::ROL::CURVATURECONDITION_U_WOLFE, desc_, ROL::ROL::DESCENT_U_USERDEFINED, ROL::DescentDirectionUFactory(), descentName_, econd_, edesc_, els_, lineSearch_, ROL::ROL::LINESEARCH_U_USERDEFINED, lineSearchName_, ROL::LineSearchUFactory(), printHeader_, ROL::ROL::TypeU::Algorithm< Real >::status_, ROL::StringToECurvatureConditionU(), ROL::StringToEDescentU(), ROL::StringToELineSearchU(), and verbosity_.
| void ROL::TypeU::LineSearchAlgorithm< Real >::initialize | ( | const Vector< Real > & | x, |
| const Vector< Real > & | g, | ||
| Objective< Real > & | obj, | ||
| std::ostream & | outStream = std::cout ) |
Definition at line 92 of file ROL_TypeU_LineSearchAlgorithm_Def.hpp.
References desc_, ROL::ROL::Objective< Real >::gradient(), ROL::ROL::Initial, ROL::TypeU::Algorithm< Real >::initialize(), lineSearch_, ROL::ROL::ROL_EPSILON(), ROL::ROL_INF(), ROL::ROL::TypeU::Algorithm< Real >::state_, ROL::ROL::Objective< Real >::update(), and ROL::ROL::Objective< Real >::value().
Referenced by run().
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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.
Implements ROL::ROL::TypeU::Algorithm< Real >.
Definition at line 112 of file ROL_TypeU_LineSearchAlgorithm_Def.hpp.
References ROL::ROL::Accept, acceptLastAlpha_, ROL::ROL::Vector< Real >::clone(), desc_, ROL::ROL::Objective< Real >::gradient(), initialize(), lineSearch_, ls_nfval_, ls_ngrad_, ROL::ROL::Vector< Real >::plus(), printHeader_, ROL::ROL::ROL_EPSILON(), SPflag_, SPiter_, ROL::ROL::TypeU::Algorithm< Real >::state_, ROL::ROL::TypeU::Algorithm< Real >::status_, ROL::ROL::Objective< Real >::update(), ROL::ROL::Objective< Real >::value(), verbosity_, ROL::TypeU::Algorithm< Real >::writeExitStatus(), and writeOutput().
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Print iterate header.
Reimplemented from ROL::ROL::TypeU::Algorithm< Real >.
Definition at line 171 of file ROL_TypeU_LineSearchAlgorithm_Def.hpp.
References ROL::ROL::DESCENT_U_NEWTONKRYLOV, descentName_, edesc_, and verbosity_.
Referenced by writeOutput().
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Print step name.
Reimplemented from ROL::ROL::TypeU::Algorithm< Real >.
Definition at line 212 of file ROL_TypeU_LineSearchAlgorithm_Def.hpp.
References desc_, econd_, ROL::ECurvatureConditionUToString(), and lineSearchName_.
Referenced by writeOutput().
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Print iterate status.
Reimplemented from ROL::ROL::TypeU::Algorithm< Real >.
Definition at line 222 of file ROL_TypeU_LineSearchAlgorithm_Def.hpp.
References ROL::ROL::DESCENT_U_NEWTONKRYLOV, edesc_, ls_nfval_, ls_ngrad_, SPflag_, SPiter_, ROL::ROL::TypeU::Algorithm< Real >::state_, writeHeader(), and writeName().
Referenced by run().
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Unglobalized step object.
Definition at line 103 of file ROL_Constraint_SerialSimOpt.hpp.
Referenced by initialize(), LineSearchAlgorithm(), run(), and writeName().
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Line-search object.
Definition at line 104 of file ROL_Constraint_SerialSimOpt.hpp.
Referenced by initialize(), LineSearchAlgorithm(), and run().
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enum determines type of descent direction
Definition at line 106 of file ROL_Constraint_SerialSimOpt.hpp.
Referenced by LineSearchAlgorithm(), writeHeader(), and writeOutput().
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enum determines type of line search
Definition at line 107 of file ROL_Constraint_SerialSimOpt.hpp.
Referenced by LineSearchAlgorithm().
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enum determines type of curvature condition
Definition at line 108 of file ROL_Constraint_SerialSimOpt.hpp.
Referenced by LineSearchAlgorithm(), and writeName().
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For backwards compatibility. When max function evaluations are reached take last step.
Definition at line 110 of file ROL_Constraint_SerialSimOpt.hpp.
Referenced by LineSearchAlgorithm(), and run().
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If true, use the previously accepted step length (if any) as the new initial step length.
Definition at line 112 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 114 of file ROL_Constraint_SerialSimOpt.hpp.
Referenced by LineSearchAlgorithm(), run(), and writeHeader().
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Definition at line 115 of file ROL_Constraint_SerialSimOpt.hpp.
Referenced by LineSearchAlgorithm(), and run().
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Definition at line 116 of file ROL_Constraint_SerialSimOpt.hpp.
Referenced by run(), and writeOutput().
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Definition at line 116 of file ROL_Constraint_SerialSimOpt.hpp.
Referenced by run(), and writeOutput().
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Definition at line 117 of file ROL_Constraint_SerialSimOpt.hpp.
Referenced by run(), and writeOutput().
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Definition at line 117 of file ROL_Constraint_SerialSimOpt.hpp.
Referenced by run(), and writeOutput().
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Definition at line 119 of file ROL_Constraint_SerialSimOpt.hpp.
Referenced by LineSearchAlgorithm(), and writeName().
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Definition at line 119 of file ROL_Constraint_SerialSimOpt.hpp.
Referenced by LineSearchAlgorithm(), and writeHeader().