ROL
ROL_TypeG_InteriorPointAlgorithm.hpp
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43
44#ifndef ROL_TYPEG_INTERIORPOINTALGORITHM_H
45#define ROL_TYPEG_INTERIORPOINTALGORITHM_H
46
49
54namespace ROL {
55namespace TypeG {
56
57template<typename Real>
59private:
60 Real mumin_;
61 Real mumax_;
62 Real rho_;
64 Real kappaD_;
65 Real gtol_;
66 Real ctol_;
67 Real stol_;
72
73 ROL::ParameterList list_;
75
76 std::string stepname_;
77
78 bool print_;
81
83
84 using TypeG::Algorithm<Real>::status_;
85 using TypeG::Algorithm<Real>::state_;
86 using TypeG::Algorithm<Real>::proj_;
87
89 const Vector<Real> &g,
90 const Vector<Real> &l,
91 const Vector<Real> &c,
95 Vector<Real> &pwa,
96 Vector<Real> &dwa,
97 std::ostream &outStream = std::cout);
98
99 void updateState(const Vector<Real> &x,
100 const Vector<Real> &l,
103 Constraint<Real> &con,
104 Vector<Real> &pwa,
105 Vector<Real> &dwa,
106 std::ostream &outStream = std::cout);
107public:
108
109 InteriorPointAlgorithm(ParameterList &list);
110
111 using TypeG::Algorithm<Real>::run;
112 void run( Vector<Real> &x,
113 const Vector<Real> &g,
114 Objective<Real> &obj,
116 Constraint<Real> &econ,
117 Vector<Real> &emul,
118 const Vector<Real> &eres,
119 std::ostream &outStream = std::cout) override;
120
121 void writeHeader( std::ostream& os ) const override;
122
123 void writeName( std::ostream& os ) const override;
124
125 void writeOutput( std::ostream& os, const bool print_header = false ) const override;
126
127}; // class ROL::TypeG::InteriorPointAlgorithm
128
129} // namespace TypeG
130} // namespace ROL
131
133
134#endif
Provides the interface to apply upper and lower bound constraints.
Defines the general constraint operator interface.
Provides the interface to evaluate objective functions.
Provides an interface to run general constrained optimization algorithms.
const Ptr< CombinedStatusTest< Real > > status_
Ptr< PolyhedralProjection< Real > > proj_
const Ptr< AlgorithmState< Real > > state_
Provides an interface to run the interior point algorithm.
void updateState(const Vector< Real > &x, const Vector< Real > &l, InteriorPointObjective< Real > &ipobj, BoundConstraint< Real > &bnd, Constraint< Real > &con, Vector< Real > &pwa, Vector< Real > &dwa, std::ostream &outStream=std::cout)
void writeName(std::ostream &os) const override
Print step name.
void writeHeader(std::ostream &os) const override
Print iterate header.
void writeOutput(std::ostream &os, const bool print_header=false) const override
Print iterate status.
void run(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &bnd, Constraint< Real > &econ, Vector< Real > &emul, const Vector< Real > &eres, std::ostream &outStream=std::cout) override
Run algorithm on general constrained problems (Type-G). This is the primary Type-G interface.
void initialize(Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &l, const Vector< Real > &c, InteriorPointObjective< Real > &ipobj, BoundConstraint< Real > &bnd, Constraint< Real > &con, Vector< Real > &pwa, Vector< Real > &dwa, std::ostream &outStream=std::cout)
Defines the linear algebra or vector space interface.