ROL
ROL_TypeG_StabilizedLCLAlgorithm.hpp
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43
44#ifndef ROL_TYPEG_STABILIZEDLCLALGORITHM_H
45#define ROL_TYPEG_STABILIZEDLCLALGORITHM_H
46
51
57namespace ROL {
58namespace TypeG {
59
60template<typename Real>
62private:
63 ParameterList list_;
64 // Lagrange multiplier update
69 Real sigma_;
72 // Optimality tolerance update
77 // Feasibility tolerance update
82 // Subproblem information
83 int maxit_;
85 std::string subStep_;
90 // Scaling information
92 Real fscale_;
93 Real cscale_;
94 // Verbosity flag
98
99 using TypeG::Algorithm<Real>::state_;
100 using TypeG::Algorithm<Real>::status_;
101 using TypeG::Algorithm<Real>::proj_;
102
103 void initialize(Vector<Real> &x,
104 const Vector<Real> &g,
105 const Vector<Real> &l,
106 const Vector<Real> &c,
109 Constraint<Real> &con,
110 std::ostream &outStream = std::cout);
111
112public:
113
114 StabilizedLCLAlgorithm(ParameterList &list);
115
116 using TypeG::Algorithm<Real>::run;
117 virtual void run( Problem<Real> &problem,
118 std::ostream &outStream = std::cout) override;
119
120 virtual void run( Vector<Real> &x,
121 const Vector<Real> &g,
122 Objective<Real> &obj,
124 Constraint<Real> &econ,
125 Vector<Real> &emul,
126 const Vector<Real> &eres,
127 std::ostream &outStream = std::cout) override;
128
129 virtual void writeHeader( std::ostream& os ) const override;
130
131 virtual void writeName( std::ostream& os ) const override;
132
133 virtual void writeOutput( std::ostream& os, const bool print_header = false ) const override;
134
135}; // class ROL::TypeG::StabilizedLCLAlgorithm
136
137} // namespace TypeG
138} // namespace ROL
139
141
142#endif
Provides the interface to apply upper and lower bound constraints.
Defines the general constraint operator interface.
Provides the interface to evaluate the elastic augmented Lagrangian.
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 general constrained optimization algorithms using Stabilized LCL.
virtual void run(Problem< Real > &problem, 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, ElasticObjective< Real > &alobj, BoundConstraint< Real > &bnd, Constraint< Real > &con, std::ostream &outStream=std::cout)
virtual void writeName(std::ostream &os) const override
Print step name.
virtual void writeHeader(std::ostream &os) const override
Print iterate header.
virtual void writeOutput(std::ostream &os, const bool print_header=false) const override
Print iterate status.
Defines the linear algebra or vector space interface.