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ROL::TypeB::PrimalDualActiveSetAlgorithm< Real > Class Template Reference

Provides an interface to run the projected secant algorithm. More...

#include <ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp>

+ Inheritance diagram for ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >:

Classes

class  HessianPDAS
 
class  HessianPDAS_Poly
 
class  PrecondPDAS
 
class  PrecondPDAS_Poly
 

Public Member Functions

 PrimalDualActiveSetAlgorithm (ParameterList &list, const Ptr< Secant< Real > > &secant=nullPtr)
 
void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout) override
 Run algorithm on bound constrained problems (Type-B). 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 write_header=false) const override
 Print iterate status.
 
- Public Member Functions inherited from ROL::TypeB::Algorithm< Real >
virtual ~Algorithm ()
 
 Algorithm ()
 Constructor, given a step and a status test.
 
void setStatusTest (const Ptr< StatusTest< Real > > &status, const bool combineStatus=false)
 
virtual void run (Problem< Real > &problem, std::ostream &outStream=std::cout)
 Run algorithm on bound constrained problems (Type-B). This is the primary Type-B interface.
 
virtual void run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout)
 Run algorithm on bound constrained problems (Type-B). This is the primary Type-B interface.
 
virtual void run (Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, std::ostream &outStream=std::cout)
 Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface.
 
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, std::ostream &outStream=std::cout)
 Run algorithm on bound constrained problems with explicit linear constraints (Type-B). 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, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, std::ostream &outStream=std::cout)
 Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface.
 
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, const Vector< Real > &linear_ires, std::ostream &outStream=std::cout)
 Run algorithm on bound constrained problems with explicit linear constraints (Type-B). 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, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, std::ostream &outStream=std::cout)
 Run algorithm on bound constrained problems with explicit linear constraints (Type-B). This is the primary Type-B with explicit linear constraints interface.
 
virtual void run (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &linear_econ, Vector< Real > &linear_emul, const Vector< Real > &linear_eres, Constraint< Real > &linear_icon, Vector< Real > &linear_imul, BoundConstraint< Real > &linear_ibnd, const Vector< Real > &linear_ires, std::ostream &outStream=std::cout)
 Run algorithm on bound constrained problems with explicit linear constraints (Type-B). 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 (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, std::ostream &outStream=std::cout)
 

Private Attributes

Ptr< Secant< Real > > secant_
 Secant object (used for quasi-Newton)
 
ESecant esec_
 Secant type.
 
std::string secantName_
 Secant name.
 
Ptr< Krylov< Real > > krylov_
 Krylov solver object (used for inexact Newton)
 
EKrylov ekv_
 Krylov type.
 
std::string krylovName_
 Krylov name.
 
int totalKrylov_
 Total number of Krylov iterations per PDAS iteration.
 
int iterKrylov_
 Number of Krylov iterations (used for inexact Newton)
 
int flagKrylov_
 Termination flag for Krylov method (used for inexact Newton)
 
bool useSecantHessVec_
 Whether or not to use to a secant approximation as the Hessian.
 
bool useSecantPrecond_
 Whether or not to use a secant approximation to precondition inexact Newton.
 
int maxit_
 Maximum number of PDAS steps (default: 10)
 
int iter_
 PDAS iteration counter.
 
int flag_
 PDAS termination flag.
 
Real stol_
 PDAS minimum step size stopping tolerance (default: 1e-8)
 
Real gtol_
 PDAS gradient stopping tolerance (default: 1e-6)
 
Real scale_
 Scale for dual variables in the active set, \(c\) (default: 1)
 
Real neps_
 \(\epsilon\)-active set parameter
 
Real itol_
 Inexact Krylov tolerance.
 
Real atolKrylov_
 Absolute tolerance for Krylov solve (default: 1e-4)
 
Real rtolKrylov_
 Relative tolerance for Krylov solve (default: 1e-2)
 
int maxitKrylov_
 Maximum number of Krylov iterations (default: 100)
 
bool feasible_
 Flag whether the current iterate is feasible or not.
 
int verbosity_
 
bool writeHeader_
 
bool hasPoly_
 

Additional Inherited Members

- Protected Member Functions inherited from ROL::TypeB::Algorithm< Real >
void initialize (const Vector< Real > &x, const Vector< Real > &g)
 
Real optimalityCriterion (const Vector< Real > &x, const Vector< Real > &g, Vector< Real > &primal, std::ostream &outStream=std::cout) const
 
- Protected Attributes inherited from ROL::TypeB::Algorithm< Real >
const Ptr< CombinedStatusTest< Real > > status_
 
const Ptr< AlgorithmState< Real > > state_
 
Ptr< PolyhedralProjection< Real > > proj_
 

Detailed Description

template<typename Real>
class ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >

Provides an interface to run the projected secant algorithm.

Definition at line 59 of file ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp.

Constructor & Destructor Documentation

◆ PrimalDualActiveSetAlgorithm()

template<typename Real >
ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::PrimalDualActiveSetAlgorithm ( ParameterList & list,
const Ptr< Secant< Real > > & secant = nullPtr )

Member Function Documentation

◆ initialize()

template<typename Real >
void ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::initialize ( Vector< Real > & x,
const Vector< Real > & g,
Objective< Real > & obj,
BoundConstraint< Real > & bnd,
std::ostream & outStream = std::cout )
private

◆ run()

template<typename Real >
void ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::run ( Vector< Real > & x,
const Vector< Real > & g,
Objective< Real > & obj,
BoundConstraint< Real > & bnd,
std::ostream & outStream = std::cout )
overridevirtual

◆ writeHeader()

template<typename Real >
void ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::writeHeader ( std::ostream & os) const
overridevirtual

◆ writeName()

template<typename Real >
void ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::writeName ( std::ostream & os) const
overridevirtual

Print step name.

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

Definition at line 360 of file ROL_TypeB_PrimalDualActiveSetAlgorithm_Def.hpp.

◆ writeOutput()

template<typename Real >
void ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::writeOutput ( std::ostream & os,
bool write_header = false ) const
overridevirtual

Print iterate status.

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

Definition at line 373 of file ROL_TypeB_PrimalDualActiveSetAlgorithm_Def.hpp.

Member Data Documentation

◆ secant_

template<typename Real >
Ptr<Secant<Real> > ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::secant_
private

◆ esec_

template<typename Real >
ESecant ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::esec_
private

◆ secantName_

template<typename Real >
std::string ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::secantName_
private

◆ krylov_

template<typename Real >
Ptr<Krylov<Real> > ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::krylov_
private

Krylov solver object (used for inexact Newton)

Definition at line 65 of file ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp.

◆ ekv_

template<typename Real >
EKrylov ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::ekv_
private

Krylov type.

Definition at line 66 of file ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp.

◆ krylovName_

template<typename Real >
std::string ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::krylovName_
private

Krylov name.

Definition at line 67 of file ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp.

◆ totalKrylov_

template<typename Real >
int ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::totalKrylov_
private

Total number of Krylov iterations per PDAS iteration.

Definition at line 69 of file ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp.

◆ iterKrylov_

template<typename Real >
int ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::iterKrylov_
private

Number of Krylov iterations (used for inexact Newton)

Definition at line 70 of file ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp.

◆ flagKrylov_

template<typename Real >
int ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::flagKrylov_
private

Termination flag for Krylov method (used for inexact Newton)

Definition at line 71 of file ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp.

◆ useSecantHessVec_

template<typename Real >
bool ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::useSecantHessVec_
private

Whether or not to use to a secant approximation as the Hessian.

Definition at line 73 of file ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp.

Referenced by ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::PrimalDualActiveSetAlgorithm().

◆ useSecantPrecond_

template<typename Real >
bool ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::useSecantPrecond_
private

Whether or not to use a secant approximation to precondition inexact Newton.

Definition at line 74 of file ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp.

Referenced by ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::PrimalDualActiveSetAlgorithm().

◆ maxit_

template<typename Real >
int ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::maxit_
private

Maximum number of PDAS steps (default: 10)

Definition at line 76 of file ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp.

Referenced by ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::PrimalDualActiveSetAlgorithm().

◆ iter_

template<typename Real >
int ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::iter_
private

PDAS iteration counter.

Definition at line 77 of file ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp.

◆ flag_

template<typename Real >
int ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::flag_
private

PDAS termination flag.

Definition at line 78 of file ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp.

◆ stol_

template<typename Real >
Real ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::stol_
private

PDAS minimum step size stopping tolerance (default: 1e-8)

Definition at line 79 of file ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp.

Referenced by ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::PrimalDualActiveSetAlgorithm().

◆ gtol_

template<typename Real >
Real ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::gtol_
private

PDAS gradient stopping tolerance (default: 1e-6)

Definition at line 80 of file ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp.

Referenced by ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::PrimalDualActiveSetAlgorithm().

◆ scale_

template<typename Real >
Real ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::scale_
private

Scale for dual variables in the active set, \(c\) (default: 1)

Definition at line 81 of file ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp.

Referenced by ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::PrimalDualActiveSetAlgorithm().

◆ neps_

template<typename Real >
Real ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::neps_
private

\(\epsilon\)-active set parameter

Definition at line 82 of file ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp.

◆ itol_

template<typename Real >
Real ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::itol_
private

Inexact Krylov tolerance.

Definition at line 83 of file ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp.

◆ atolKrylov_

template<typename Real >
Real ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::atolKrylov_
private

Absolute tolerance for Krylov solve (default: 1e-4)

Definition at line 84 of file ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp.

Referenced by ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::PrimalDualActiveSetAlgorithm().

◆ rtolKrylov_

template<typename Real >
Real ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::rtolKrylov_
private

Relative tolerance for Krylov solve (default: 1e-2)

Definition at line 85 of file ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp.

Referenced by ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::PrimalDualActiveSetAlgorithm().

◆ maxitKrylov_

template<typename Real >
int ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::maxitKrylov_
private

Maximum number of Krylov iterations (default: 100)

Definition at line 86 of file ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp.

Referenced by ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::PrimalDualActiveSetAlgorithm().

◆ feasible_

template<typename Real >
bool ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::feasible_
private

Flag whether the current iterate is feasible or not.

Definition at line 87 of file ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp.

◆ verbosity_

template<typename Real >
int ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::verbosity_
private

◆ writeHeader_

template<typename Real >
bool ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::writeHeader_
private

◆ hasPoly_

template<typename Real >
bool ROL::TypeB::PrimalDualActiveSetAlgorithm< Real >::hasPoly_
private

Definition at line 91 of file ROL_TypeB_PrimalDualActiveSetAlgorithm.hpp.


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