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

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

#include <ROL_BundleStep.hpp>

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

Public Member Functions

 BundleStep (Teuchos::ParameterList &parlist)
 
void initialize (Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &con, AlgorithmState< Real > &algo_state)
 Initialize step with bound constraint. More...
 
void compute (Vector< Real > &s, const Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &con, AlgorithmState< Real > &algo_state)
 Compute step. More...
 
void update (Vector< Real > &x, const Vector< Real > &s, Objective< Real > &obj, BoundConstraint< Real > &con, AlgorithmState< Real > &algo_state)
 Update step, if successful. More...
 
std::string printHeader (void) const
 Print iterate header. More...
 
std::string printName (void) const
 Print step name. More...
 
std::string print (AlgorithmState< Real > &algo_state, bool print_header=false) const
 Print iterate status. More...
 
- Public Member Functions inherited from ROL::Step< Real >
virtual ~Step ()
 
 Step (void)
 
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. More...
 
virtual void initialize (Vector< Real > &x, const Vector< Real > &g, Vector< Real > &l, const Vector< Real > &c, Objective< Real > &obj, EqualityConstraint< Real > &con, AlgorithmState< Real > &algo_state)
 Initialize step with equality constraint. More...
 
virtual void initialize (Vector< Real > &x, const Vector< Real > &g, Vector< Real > &l, const Vector< Real > &c, Objective< Real > &obj, EqualityConstraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
 Initialize step with equality constraint. More...
 
virtual void compute (Vector< Real > &s, const Vector< Real > &x, const Vector< Real > &l, Objective< Real > &obj, EqualityConstraint< Real > &con, AlgorithmState< Real > &algo_state)
 Compute step (equality constraints). More...
 
virtual void update (Vector< Real > &x, Vector< Real > &l, const Vector< Real > &s, Objective< Real > &obj, EqualityConstraint< Real > &con, AlgorithmState< Real > &algo_state)
 Update step, if successful (equality constraints). More...
 
virtual void compute (Vector< Real > &s, const Vector< Real > &x, const Vector< Real > &l, Objective< Real > &obj, EqualityConstraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
 Compute step (equality constraints). More...
 
virtual void update (Vector< Real > &x, Vector< Real > &l, const Vector< Real > &s, Objective< Real > &obj, EqualityConstraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
 Update step, if successful (equality constraints). More...
 
virtual Teuchos::RCP< const StepState< Real > > getStepState (void) const
 Get state for step object. More...
 

Private Attributes

Teuchos::RCP< Bundle< Real > > bundle_
 
Teuchos::RCP< LineSearch< Real > > lineSearch_
 
unsigned QPiter_
 
unsigned QPmaxit_
 
Real QPtol_
 
int step_flag_
 
Teuchos::RCP< Vector< Real > > y_
 
Real linErrNew_
 
Real valueNew_
 
Teuchos::RCP< 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_
 

Additional Inherited Members

- Protected Member Functions inherited from ROL::Step< Real >
Teuchos::RCP< 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

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

Definition at line 113 of file ROL_BundleStep.hpp.

References ROL::Step< Real >::getState().

Member Function Documentation

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 
)
inlinevirtual

Initialize step with bound constraint.

Reimplemented from ROL::Step< Real >.

Definition at line 156 of file ROL_BundleStep.hpp.

References ROL::Vector< Real >::clone(), ROL::Step< Real >::getState(), ROL::AlgorithmState< Real >::gnorm, and ROL::Step< Real >::initialize().

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

Print iterate header.

Implements ROL::Step< Real >.

Definition at line 340 of file ROL_BundleStep.hpp.

Referenced by ROL::BundleStep< Real >::print().

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

Print step name.

Implements ROL::Step< Real >.

Definition at line 357 of file ROL_BundleStep.hpp.

Referenced by ROL::BundleStep< Real >::print().

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

Member Data Documentation

template<class Real >
Teuchos::RCP<Bundle<Real> > ROL::BundleStep< Real >::bundle_
private

Definition at line 70 of file ROL_BundleStep.hpp.

template<class Real >
Teuchos::RCP<LineSearch<Real> > ROL::BundleStep< Real >::lineSearch_
private

Definition at line 71 of file ROL_BundleStep.hpp.

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

Definition at line 75 of file ROL_BundleStep.hpp.

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

Definition at line 76 of file ROL_BundleStep.hpp.

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

Definition at line 79 of file ROL_BundleStep.hpp.

template<class Real >
Teuchos::RCP<Vector<Real> > ROL::BundleStep< Real >::y_
private

Definition at line 82 of file ROL_BundleStep.hpp.

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

Definition at line 85 of file ROL_BundleStep.hpp.

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

Definition at line 86 of file ROL_BundleStep.hpp.

Referenced by ROL::BundleStep< Real >::update().

template<class Real >
Teuchos::RCP<Vector<Real> > ROL::BundleStep< Real >::aggSubGradNew_
private

Definition at line 89 of file ROL_BundleStep.hpp.

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

Definition at line 90 of file ROL_BundleStep.hpp.

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

Definition at line 91 of file ROL_BundleStep.hpp.

Referenced by ROL::BundleStep< Real >::compute().

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

Definition at line 92 of file ROL_BundleStep.hpp.

Referenced by ROL::BundleStep< Real >::compute().

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

Definition at line 93 of file ROL_BundleStep.hpp.

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

Definition at line 96 of file ROL_BundleStep.hpp.

Referenced by ROL::BundleStep< Real >::compute().

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

Definition at line 97 of file ROL_BundleStep.hpp.

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

Definition at line 98 of file ROL_BundleStep.hpp.

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

Definition at line 99 of file ROL_BundleStep.hpp.

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

Definition at line 100 of file ROL_BundleStep.hpp.

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

Definition at line 101 of file ROL_BundleStep.hpp.

Referenced by ROL::BundleStep< Real >::compute().

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

Definition at line 104 of file ROL_BundleStep.hpp.

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

Definition at line 106 of file ROL_BundleStep.hpp.

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

Definition at line 107 of file ROL_BundleStep.hpp.

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

Definition at line 109 of file ROL_BundleStep.hpp.


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