ROL
ROL_TypeG_StabilizedLCLAlgorithm.hpp
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43 
44 #ifndef ROL_TYPEG_STABILIZEDLCLALGORITHM_H
45 #define ROL_TYPEG_STABILIZEDLCLALGORITHM_H
46 
47 #include "ROL_TypeG_Algorithm.hpp"
50 #include "ROL_ElasticObjective.hpp"
51 
57 namespace ROL {
58 namespace TypeG {
59 
60 template<typename Real>
62 private:
63  ParameterList list_;
64  // Lagrange multiplier update
69  Real sigma_;
70  Real sigmaMax_;
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 
102 
103  void initialize(Vector<Real> &x,
104  const Vector<Real> &g,
105  const Vector<Real> &l,
106  const Vector<Real> &c,
107  ElasticObjective<Real> &alobj,
109  Constraint<Real> &con,
110  std::ostream &outStream = std::cout);
111 
112 public:
113 
114  StabilizedLCLAlgorithm(ParameterList &list);
115 
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 evaluate objective functions.
Provides an interface to run general constrained optimization algorithms using Stabilized LCL...
virtual void writeHeader(std::ostream &os) const override
Print iterate header.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
Provides an interface to run general constrained optimization algorithms.
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...
Provides the interface to evaluate the elastic augmented Lagrangian.
virtual void writeName(std::ostream &os) const override
Print step name.
Provides the interface to apply upper and lower bound constraints.
virtual void writeOutput(std::ostream &os, const bool print_header=false) const override
Print iterate status.
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)
Defines the general constraint operator interface.