ROL
ROL_Types.hpp
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43
49#ifndef ROL_TYPES_HPP
50#define ROL_TYPES_HPP
51
52#ifdef HAVE_ROL_DEBUG
53#define ROL_VALIDATE( A ) A
54#else
55#define ROL_VALIDATE( A ) /* empty */
56#endif
57
58#include <algorithm>
59#include <complex>
60#include <exception>
61#include <string>
62#include <sstream>
63#include <limits>
64#include <type_traits>
65#include <ROL_stacktrace.hpp>
66#include "ROL_ScalarTraits.hpp"
67#include <ROL_Ptr.hpp>
68#include <ROL_Vector.hpp>
69#include <ROL_config.h>
70
74#define ROL_NUM_CHECKDERIV_STEPS 13
75
76
77
78namespace ROL {
79
80 template<class T>
81 std::string NumberToString( T Number )
82 {
83 std::ostringstream ss;
84 ss << Number;
85 return ss.str();
86 }
87
90 template<class Real>
91 inline Real ROL_EPSILON(void) { return std::abs(ROL::ScalarTraits<Real>::eps()); }
92 //static const Real ROL_EPSILON<Real>() = std::abs(ROL::ScalarTraits<Real>::eps());
93
96 template<class Real>
97 inline Real ROL_THRESHOLD(void) { return 10.0 * ROL_EPSILON<Real>(); }
98
101 template<class Real>
102 inline Real ROL_OVERFLOW(void) { return std::abs(ROL::ScalarTraits<Real>::rmax()); }
103
104 template<class Real>
105 inline Real ROL_INF(void) { return 0.1*ROL_OVERFLOW<Real>(); }
106
107 template<class Real>
108 inline Real ROL_NINF(void) { return -ROL_INF<Real>(); }
109
112 template<class Real>
113 inline Real ROL_UNDERFLOW(void) { return std::abs(ROL::ScalarTraits<Real>::rmin()); }
114
125
126 inline std::string EExitStatusToString(EExitStatus tr) {
127 std::string retString;
128 switch(tr) {
129 case EXITSTATUS_CONVERGED: retString = "Converged"; break;
130 case EXITSTATUS_MAXITER: retString = "Iteration Limit Exceeded"; break;
131 case EXITSTATUS_STEPTOL: retString = "Step Tolerance Met"; break;
132 case EXITSTATUS_NAN: retString = "Step and/or Gradient Returned NaN"; break;
133 case EXITSTATUS_USERDEFINED: retString = "User Defined"; break;
134 case EXITSTATUS_LAST: retString = "Last Type (Dummy)"; break;
135 default: retString = "INVALID EExitStatus";
136 }
137 return retString;
138 }
139
142 template<class Real>
144 int iter;
146 int nfval;
147 int ncval;
148 int ngrad;
149 Real value;
151 Real gnorm;
152 Real cnorm;
153 Real snorm;
156 bool flag;
157 ROL::Ptr<Vector<Real> > iterateVec;
158 ROL::Ptr<Vector<Real> > lagmultVec;
159 ROL::Ptr<Vector<Real> > minIterVec;
161
162 AlgorithmState(void) : iter(0), minIter(0), nfval(0), ngrad(0), value(0), minValue(0),
163 gnorm(std::numeric_limits<Real>::max()),
164 cnorm(std::numeric_limits<Real>::max()),
165 snorm(std::numeric_limits<Real>::max()),
166 aggregateGradientNorm(std::numeric_limits<Real>::max()),
167 aggregateModelError(std::numeric_limits<Real>::max()),
168 flag(false),
169 iterateVec(ROL::nullPtr), lagmultVec(ROL::nullPtr), minIterVec(ROL::nullPtr),
171
172 virtual ~AlgorithmState() {}
173
174 void reset(void) {
175 iter = 0;
176 minIter = 0;
177 nfval = 0;
178 ncval = 0;
179 ngrad = 0;
180 value = ROL_INF<Real>();
181 minValue = ROL_INF<Real>();
182 gnorm = ROL_INF<Real>();
183 cnorm = ROL_INF<Real>();
184 snorm = ROL_INF<Real>();
185 aggregateGradientNorm = ROL_INF<Real>();
186 aggregateModelError = ROL_INF<Real>();
187 flag = false;
188 if (iterateVec != ROL::nullPtr) {
189 iterateVec->zero();
190 }
191 if (lagmultVec != ROL::nullPtr) {
192 lagmultVec->zero();
193 }
194 if (minIterVec != ROL::nullPtr) {
195 minIterVec->zero();
196 }
197 }
198 };
199
202 template<class Real>
203 struct StepState {
204 ROL::Ptr<Vector<Real> > gradientVec;
205 ROL::Ptr<Vector<Real> > descentVec;
206 ROL::Ptr<Vector<Real> > constraintVec;
207 int nfval;
208 int ngrad;
209 Real searchSize; // line search parameter (alpha) or trust-region radius (delta)
210 int flag; // Was step successful?
211 int SPiter; // Subproblem iteration count
212 int SPflag; // Subproblem termination flag
213
214 StepState(void) : gradientVec(ROL::nullPtr),
215 descentVec(ROL::nullPtr),
216 constraintVec(ROL::nullPtr),
217 nfval(0),
218 ngrad(0),
219 searchSize(0),
220 flag(0),
221 SPiter(0),
222 SPflag(0) {}
223
224 void reset(const Real searchSizeInput = 1.0) {
225 if (gradientVec != ROL::nullPtr) {
226 gradientVec->zero();
227 }
228 if (descentVec != ROL::nullPtr) {
229 descentVec->zero();
230 }
231 if (constraintVec != ROL::nullPtr) {
232 constraintVec->zero();
233 }
234 nfval = 0;
235 ngrad = 0;
236 searchSize = searchSizeInput;
237 flag = 0;
238 SPiter = 0;
239 SPflag = 0;
240 }
241 };
242
244 bool operator()(char c) {
245 return (c ==' ' || c =='-' || c == '(' || c == ')' || c=='\'' || c=='\r' || c=='\n' || c=='\t');
246 }
247 };
248
249 inline std::string removeStringFormat( std::string s ) {
250 std::string output = s;
251 output.erase( std::remove_if( output.begin(), output.end(), removeSpecialCharacters()), output.end() );
252 std::transform( output.begin(), output.end(), output.begin(), ::tolower );
253 return output;
254 }
255
256 // Types of optimization problem
264
288
289 inline std::string EStepToString(EStep tr) {
290 std::string retString;
291 switch(tr) {
292 case STEP_AUGMENTEDLAGRANGIAN: retString = "Augmented Lagrangian"; break;
293 case STEP_BUNDLE: retString = "Bundle"; break;
294 case STEP_COMPOSITESTEP: retString = "Composite Step"; break;
295 case STEP_LINESEARCH: retString = "Line Search"; break;
296 case STEP_MOREAUYOSIDAPENALTY: retString = "Moreau-Yosida Penalty"; break;
297 case STEP_PRIMALDUALACTIVESET: retString = "Primal Dual Active Set"; break;
298 case STEP_TRUSTREGION: retString = "Trust Region"; break;
299 case STEP_INTERIORPOINT: retString = "Interior Point"; break;
300 case STEP_FLETCHER: retString = "Fletcher"; break;
301 case STEP_LAST: retString = "Last Type (Dummy)"; break;
302 default: retString = "INVALID EStep";
303 }
304 return retString;
305 }
306
307 inline bool isCompatibleStep( EProblem p, EStep s ) {
308 bool comp = false;
309 switch(p) {
310
311 case TYPE_U: comp = ( (s == STEP_LINESEARCH) ||
312 (s == STEP_TRUSTREGION) ||
313 (s == STEP_BUNDLE) );
314 break;
315
316 case TYPE_B: comp = ( (s == STEP_LINESEARCH) ||
317 (s == STEP_TRUSTREGION) ||
320 (s == STEP_INTERIORPOINT) );
321 break;
322
323 case TYPE_E: comp = ( (s == STEP_COMPOSITESTEP) ||
325 (s == STEP_FLETCHER) );
326 break;
327
328 case TYPE_EB: comp = ( (s == STEP_AUGMENTEDLAGRANGIAN) ||
330 (s == STEP_INTERIORPOINT) ||
331 (s == STEP_FLETCHER) );
332 break;
333
334 case TYPE_LAST: comp = false; break;
335 default: comp = false;
336 }
337 return comp;
338 }
339
340 inline std::string EProblemToString( EProblem p ) {
341 std::string retString;
342 switch(p) {
343 case TYPE_U: retString = "Type-U"; break;
344 case TYPE_E: retString = "Type-E"; break;
345 case TYPE_B: retString = "Type-B"; break;
346 case TYPE_EB: retString = "Type-EB"; break;
347 case TYPE_LAST: retString = "Type-Last (Dummy)"; break;
348 default: retString = "Invalid EProblem";
349 }
350 return retString;
351 }
352
353
359 inline int isValidStep(EStep ls) {
360 return( (ls == STEP_AUGMENTEDLAGRANGIAN) ||
361 (ls == STEP_BUNDLE) ||
362 (ls == STEP_COMPOSITESTEP) ||
363 (ls == STEP_LINESEARCH) ||
364 (ls == STEP_MOREAUYOSIDAPENALTY) ||
365 (ls == STEP_PRIMALDUALACTIVESET) ||
366 (ls == STEP_TRUSTREGION) ||
367 (ls == STEP_INTERIORPOINT) ||
368 (ls == STEP_FLETCHER) ) ;
369 }
370
371 inline EStep & operator++(EStep &type) {
372 return type = static_cast<EStep>(type+1);
373 }
374
375 inline EStep operator++(EStep &type, int) {
376 EStep oldval = type;
377 ++type;
378 return oldval;
379 }
380
381 inline EStep & operator--(EStep &type) {
382 return type = static_cast<EStep>(type-1);
383 }
384
385 inline EStep operator--(EStep &type, int) {
386 EStep oldval = type;
387 --type;
388 return oldval;
389 }
390
391 inline EStep StringToEStep(std::string s) {
392 s = removeStringFormat(s);
393 for ( EStep st = STEP_AUGMENTEDLAGRANGIAN; st < STEP_LAST; ++st ) {
394 if ( !s.compare(removeStringFormat(EStepToString(st))) ) {
395 return st;
396 }
397 }
398 return STEP_LAST;
399 }
400
419
420 inline std::string EDescentToString(EDescent tr) {
421 std::string retString;
422 switch(tr) {
423 case DESCENT_STEEPEST: retString = "Steepest Descent"; break;
424 case DESCENT_NONLINEARCG: retString = "Nonlinear CG"; break;
425 case DESCENT_SECANT: retString = "Quasi-Newton Method"; break;
426 case DESCENT_NEWTON: retString = "Newton's Method"; break;
427 case DESCENT_NEWTONKRYLOV: retString = "Newton-Krylov"; break;
428 case DESCENT_LAST: retString = "Last Type (Dummy)"; break;
429 default: retString = "INVALID ESecant";
430 }
431 return retString;
432 }
433
440 return( (d == DESCENT_STEEPEST) ||
441 (d == DESCENT_NONLINEARCG) ||
442 (d == DESCENT_SECANT) ||
443 (d == DESCENT_NEWTON) ||
445 );
446 }
447
448 inline EDescent & operator++(EDescent &type) {
449 return type = static_cast<EDescent>(type+1);
450 }
451
452 inline EDescent operator++(EDescent &type, int) {
453 EDescent oldval = type;
454 ++type;
455 return oldval;
456 }
457
458 inline EDescent & operator--(EDescent &type) {
459 return type = static_cast<EDescent>(type-1);
460 }
461
462 inline EDescent operator--(EDescent &type, int) {
463 EDescent oldval = type;
464 --type;
465 return oldval;
466 }
467
468 inline EDescent StringToEDescent(std::string s) {
469 s = removeStringFormat(s);
470 for ( EDescent des = DESCENT_STEEPEST; des < DESCENT_LAST; des++ ) {
471 if ( !s.compare(removeStringFormat(EDescentToString(des))) ) {
472 return des;
473 }
474 }
475 return DESCENT_SECANT;
476 }
477
494
495 inline std::string ESecantToString(ESecant tr) {
496 std::string retString;
497 switch(tr) {
498 case SECANT_LBFGS: retString = "Limited-Memory BFGS"; break;
499 case SECANT_LDFP: retString = "Limited-Memory DFP"; break;
500 case SECANT_LSR1: retString = "Limited-Memory SR1"; break;
501 case SECANT_BARZILAIBORWEIN: retString = "Barzilai-Borwein"; break;
502 case SECANT_USERDEFINED: retString = "User-Defined"; break;
503 case SECANT_LAST: retString = "Last Type (Dummy)"; break;
504 default: retString = "INVALID ESecant";
505 }
506 return retString;
507 }
508
514 inline int isValidSecant(ESecant s) {
515 return( (s == SECANT_LBFGS) ||
516 (s == SECANT_LDFP) ||
517 (s == SECANT_LSR1) ||
518 (s == SECANT_BARZILAIBORWEIN) ||
519 (s == SECANT_USERDEFINED)
520 );
521 }
522
523 inline ESecant & operator++(ESecant &type) {
524 return type = static_cast<ESecant>(type+1);
525 }
526
527 inline ESecant operator++(ESecant &type, int) {
528 ESecant oldval = type;
529 ++type;
530 return oldval;
531 }
532
533 inline ESecant & operator--(ESecant &type) {
534 return type = static_cast<ESecant>(type-1);
535 }
536
537 inline ESecant operator--(ESecant &type, int) {
538 ESecant oldval = type;
539 --type;
540 return oldval;
541 }
542
543 inline ESecant StringToESecant(std::string s) {
544 s = removeStringFormat(s);
545 for ( ESecant sec = SECANT_LBFGS; sec < SECANT_LAST; sec++ ) {
546 if ( !s.compare(removeStringFormat(ESecantToString(sec))) ) {
547 return sec;
548 }
549 }
550 return SECANT_LBFGS;
551 }
552
579
580 inline std::string ENonlinearCGToString(ENonlinearCG tr) {
581 std::string retString;
582 switch(tr) {
583 case NONLINEARCG_HESTENES_STIEFEL: retString = "Hestenes-Stiefel"; break;
584 case NONLINEARCG_FLETCHER_REEVES: retString = "Fletcher-Reeves"; break;
585 case NONLINEARCG_DANIEL: retString = "Daniel (uses Hessian)"; break;
586 case NONLINEARCG_POLAK_RIBIERE: retString = "Polak-Ribiere"; break;
587 case NONLINEARCG_FLETCHER_CONJDESC: retString = "Fletcher Conjugate Descent"; break;
588 case NONLINEARCG_LIU_STOREY: retString = "Liu-Storey"; break;
589 case NONLINEARCG_DAI_YUAN: retString = "Dai-Yuan"; break;
590 case NONLINEARCG_HAGER_ZHANG: retString = "Hager-Zhang"; break;
591 case NONLINEARCG_OREN_LUENBERGER: retString = "Oren-Luenberger"; break;
592 case NONLINEARCG_USERDEFINED: retString = "User Defined"; break;
593 case NONLINEARCG_LAST: retString = "Last Type (Dummy)"; break;
594 default: retString = "INVALID ENonlinearCG";
595 }
596 return retString;
597 }
598
605 return( (s == NONLINEARCG_HESTENES_STIEFEL) ||
607 (s == NONLINEARCG_DANIEL) ||
610 (s == NONLINEARCG_LIU_STOREY) ||
611 (s == NONLINEARCG_DAI_YUAN) ||
615 );
616 }
617
619 return type = static_cast<ENonlinearCG>(type+1);
620 }
621
623 ENonlinearCG oldval = type;
624 ++type;
625 return oldval;
626 }
627
629 return type = static_cast<ENonlinearCG>(type-1);
630 }
631
633 ENonlinearCG oldval = type;
634 --type;
635 return oldval;
636 }
637
638 inline ENonlinearCG StringToENonlinearCG(std::string s) {
639 s = removeStringFormat(s);
640 for ( ENonlinearCG nlcg = NONLINEARCG_HESTENES_STIEFEL; nlcg < NONLINEARCG_LAST; nlcg++ ) {
641 if ( !s.compare(removeStringFormat(ENonlinearCGToString(nlcg))) ) {
642 return nlcg;
643 }
644 }
646 }
647
669
670 inline std::string ELineSearchToString(ELineSearch ls) {
671 std::string retString;
672 switch(ls) {
673 case LINESEARCH_ITERATIONSCALING: retString = "Iteration Scaling"; break;
674 case LINESEARCH_PATHBASEDTARGETLEVEL: retString = "Path-Based Target Level"; break;
675 case LINESEARCH_BACKTRACKING: retString = "Backtracking"; break;
676 case LINESEARCH_BISECTION: retString = "Bisection"; break;
677 case LINESEARCH_GOLDENSECTION: retString = "Golden Section"; break;
678 case LINESEARCH_CUBICINTERP: retString = "Cubic Interpolation"; break;
679 case LINESEARCH_BRENTS: retString = "Brent's"; break;
680 case LINESEARCH_USERDEFINED: retString = "User Defined"; break;
681 case LINESEARCH_LAST: retString = "Last Type (Dummy)"; break;
682 default: retString = "INVALID ELineSearch";
683 }
684 return retString;
685 }
686
693 return( (ls == LINESEARCH_BACKTRACKING) ||
696 (ls == LINESEARCH_BISECTION) ||
697 (ls == LINESEARCH_GOLDENSECTION) ||
698 (ls == LINESEARCH_CUBICINTERP) ||
699 (ls == LINESEARCH_BRENTS) ||
701 );
702 }
703
705 return type = static_cast<ELineSearch>(type+1);
706 }
707
708 inline ELineSearch operator++(ELineSearch &type, int) {
709 ELineSearch oldval = type;
710 ++type;
711 return oldval;
712 }
713
715 return type = static_cast<ELineSearch>(type-1);
716 }
717
718 inline ELineSearch operator--(ELineSearch &type, int) {
719 ELineSearch oldval = type;
720 --type;
721 return oldval;
722 }
723
724 inline ELineSearch StringToELineSearch(std::string s) {
725 s = removeStringFormat(s);
727 if ( !s.compare(removeStringFormat(ELineSearchToString(ls))) ) {
728 return ls;
729 }
730 }
732 }
733
750
752 std::string retString;
753 switch(ls) {
754 case CURVATURECONDITION_WOLFE: retString = "Wolfe Conditions"; break;
755 case CURVATURECONDITION_STRONGWOLFE: retString = "Strong Wolfe Conditions"; break;
756 case CURVATURECONDITION_GENERALIZEDWOLFE: retString = "Generalized Wolfe Conditions"; break;
757 case CURVATURECONDITION_APPROXIMATEWOLFE: retString = "Approximate Wolfe Conditions"; break;
758 case CURVATURECONDITION_GOLDSTEIN: retString = "Goldstein Conditions"; break;
759 case CURVATURECONDITION_NULL: retString = "Null Curvature Condition"; break;
760 case CURVATURECONDITION_LAST: retString = "Last Type (Dummy)"; break;
761 default: retString = "INVALID ECurvatureCondition";
762 }
763 return retString;
764 }
765
780
782 return type = static_cast<ECurvatureCondition>(type+1);
783 }
784
786 ECurvatureCondition oldval = type;
787 ++type;
788 return oldval;
789 }
790
792 return type = static_cast<ECurvatureCondition>(type-1);
793 }
794
796 ECurvatureCondition oldval = type;
797 --type;
798 return oldval;
799 }
800
802 s = removeStringFormat(s);
804 if ( !s.compare(removeStringFormat(ECurvatureConditionToString(cc))) ) {
805 return cc;
806 }
807 }
809 }
810
829
830
831 inline std::string ECGFlagToString(ECGFlag cgf) {
832 std::string retString;
833 switch(cgf) {
834 case CG_FLAG_SUCCESS:
835 retString = "Residual tolerance met";
836 break;
838 retString = "Iteration limit exceeded";
839 break;
840 case CG_FLAG_NEGCURVE:
841 retString = "Negative curvature detected";
842 break;
843 case CG_FLAG_TRRADEX:
844 retString = "Trust-Region radius exceeded";
845 break;
846 case CG_FLAG_ZERORHS:
847 retString = "Initial right hand side is zero";
848 break;
849 default:
850 retString = "INVALID ECGFlag";
851 }
852 return retString;
853 }
854
855
856
857 // For use in gradient and Hessian checks
858 namespace Finite_Difference_Arrays {
859
860 // Finite difference steps in axpy form
861 const int shifts[4][4] = { { 1, 0, 0, 0 }, // First order
862 { -1, 2, 0, 0 }, // Second order
863 { -1, 2, 1, 0 }, // Third order
864 { -1, -1, 3, 1 } // Fourth order
865 };
866
867 // Finite difference weights
868 const double weights[4][5] = { { -1.0, 1.0, 0.0, 0.0, 0.0 }, // First order
869 { 0.0, -1.0/2.0, 1.0/2.0, 0.0, 0.0 }, // Second order
870 { -1.0/2.0, -1.0/3.0, 1.0, -1.0/6.0, 0.0 }, // Third order
871 { 0.0, -2.0/3.0, 1.0/12.0, 2.0/3.0, -1.0/12.0 } // Fourth order
872 };
873
874 }
875
876
877// Generic conversion from Element type to Real type
878template<class Real, class Element>
880 static Real ElementToReal( const Element &val ) {
881 return Real(0);
882 }
883};
884
885// Partially specialize for complex<Real>
886template<class Real>
887struct TypeCaster<Real, std::complex<Real> > {
888 static Real ElementToReal( const std::complex<Real> &val ) {
889 return val.real();
890 }
891};
892
893// Fully specialize for double,float
894template<>
895struct TypeCaster<double,float> {
896 static double ElementToReal( const float &val ) {
897 return static_cast<double>(val);
898 }
899};
900
901// Cast from Element type to Real type
902template<class Element, class Real>
903Real rol_cast(const Element &val) {
905}
906
907
908
909
910
911
912namespace Exception {
913
914class NotImplemented : public std::logic_error {
915public:
916 NotImplemented( const std::string& what_arg ) :
917 std::logic_error(what_arg) {}
918
919
920}; // class NotImplemented
921
922
923#if __cplusplus >= 201402L // using C++14
924
925using std::enable_if_t;
926
927#else // No C++14
928
929template<bool B, class T=void>
930using enable_if_t = typename std::enable_if<B,T>::type;
931
932#endif
933
934
935
936
937
938} // namespace Exception
939
940
941} // namespace ROL
942
943
1162#endif
NotImplemented(const std::string &what_arg)
typename std::enable_if< B, T >::type enable_if_t
const double weights[4][5]
int isValidLineSearch(ELineSearch ls)
Verifies validity of a LineSearch enum.
std::string EStepToString(EStep tr)
int isValidDescent(EDescent d)
Verifies validity of a Secant enum.
EDescent StringToEDescent(std::string s)
std::string NumberToString(T Number)
Definition ROL_Types.hpp:81
int isValidStep(EStep ls)
Verifies validity of a TrustRegion enum.
std::string removeStringFormat(std::string s)
Real ROL_EPSILON(void)
Platform-dependent machine epsilon.
Definition ROL_Types.hpp:91
ENonlinearCG
@ NONLINEARCG_POLAK_RIBIERE
@ NONLINEARCG_LAST
@ NONLINEARCG_HESTENES_STIEFEL
@ NONLINEARCG_DAI_YUAN
@ NONLINEARCG_OREN_LUENBERGER
@ NONLINEARCG_DANIEL
@ NONLINEARCG_FLETCHER_REEVES
@ NONLINEARCG_HAGER_ZHANG
@ NONLINEARCG_LIU_STOREY
@ NONLINEARCG_FLETCHER_CONJDESC
@ NONLINEARCG_USERDEFINED
@ DESCENT_NEWTONKRYLOV
@ DESCENT_SECANT
@ DESCENT_LAST
@ DESCENT_STEEPEST
@ DESCENT_NONLINEARCG
@ DESCENT_NEWTON
ECurvatureCondition
@ CURVATURECONDITION_GENERALIZEDWOLFE
@ CURVATURECONDITION_LAST
@ CURVATURECONDITION_APPROXIMATEWOLFE
@ CURVATURECONDITION_WOLFE
@ CURVATURECONDITION_NULL
@ CURVATURECONDITION_STRONGWOLFE
@ CURVATURECONDITION_GOLDSTEIN
ESecant StringToESecant(std::string s)
@ SECANT_LSR1
@ SECANT_LAST
@ SECANT_USERDEFINED
@ SECANT_LDFP
@ SECANT_LBFGS
@ SECANT_BARZILAIBORWEIN
std::string EDescentToString(EDescent tr)
std::string ECurvatureConditionToString(ECurvatureCondition ls)
@ TYPE_U
@ TYPE_E
@ TYPE_EB
@ TYPE_B
@ TYPE_LAST
ELineSearch
@ LINESEARCH_LAST
@ LINESEARCH_BISECTION
@ LINESEARCH_BACKTRACKING
@ LINESEARCH_CUBICINTERP
@ LINESEARCH_USERDEFINED
@ LINESEARCH_BRENTS
@ LINESEARCH_GOLDENSECTION
@ LINESEARCH_PATHBASEDTARGETLEVEL
@ LINESEARCH_ITERATIONSCALING
int isValidCurvatureCondition(ECurvatureCondition ls)
Verifies validity of a CurvatureCondition enum.
bool isCompatibleStep(EProblem p, EStep s)
@ CG_FLAG_ITEREXCEED
@ CG_FLAG_ZERORHS
@ CG_FLAG_UNDEFINED
@ CG_FLAG_SUCCESS
@ CG_FLAG_NEGCURVE
@ CG_FLAG_TRRADEX
ENonlinearCG StringToENonlinearCG(std::string s)
std::string ELineSearchToString(ELineSearch ls)
EPolyProjAlgo & operator--(EPolyProjAlgo &type)
Real ROL_OVERFLOW(void)
Platform-dependent maximum double.
int isValidNonlinearCG(ENonlinearCG s)
Verifies validity of a NonlinearCG enum.
Real ROL_NINF(void)
EPolyProjAlgo & operator++(EPolyProjAlgo &type)
std::string ESecantToString(ESecant tr)
std::string EExitStatusToString(EExitStatus tr)
@ STEP_PRIMALDUALACTIVESET
@ STEP_LAST
@ STEP_BUNDLE
@ STEP_AUGMENTEDLAGRANGIAN
@ STEP_LINESEARCH
@ STEP_COMPOSITESTEP
@ STEP_INTERIORPOINT
@ STEP_FLETCHER
@ STEP_MOREAUYOSIDAPENALTY
@ STEP_TRUSTREGION
std::string EProblemToString(EProblem p)
Real rol_cast(const Element &val)
std::string ECGFlagToString(ECGFlag cgf)
Real ROL_INF(void)
std::string ENonlinearCGToString(ENonlinearCG tr)
EStep StringToEStep(std::string s)
Real ROL_UNDERFLOW(void)
Platform-dependent minimum double.
ELineSearch StringToELineSearch(std::string s)
Real ROL_THRESHOLD(void)
Tolerance for various equality tests.
Definition ROL_Types.hpp:97
ECurvatureCondition StringToECurvatureCondition(std::string s)
EExitStatus
Enum for algorithm termination.
@ EXITSTATUS_STEPTOL
@ EXITSTATUS_MAXITER
@ EXITSTATUS_CONVERGED
@ EXITSTATUS_USERDEFINED
@ EXITSTATUS_NAN
@ EXITSTATUS_LAST
int isValidSecant(ESecant s)
Verifies validity of a Secant enum.
State for algorithm class. Will be used for restarts.
virtual ~AlgorithmState()
ROL::Ptr< Vector< Real > > lagmultVec
ROL::Ptr< Vector< Real > > iterateVec
EExitStatus statusFlag
ROL::Ptr< Vector< Real > > minIterVec
State for step class. Will be used for restarts.
void reset(const Real searchSizeInput=1.0)
ROL::Ptr< Vector< Real > > constraintVec
ROL::Ptr< Vector< Real > > descentVec
ROL::Ptr< Vector< Real > > gradientVec
static Real ElementToReal(const std::complex< Real > &val)
static double ElementToReal(const float &val)
static Real ElementToReal(const Element &val)