ROL
ROL_TypeG_InteriorPointAlgorithm.hpp
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43 
44 #ifndef ROL_TYPEG_INTERIORPOINTALGORITHM_H
45 #define ROL_TYPEG_INTERIORPOINTALGORITHM_H
46 
47 #include "ROL_TypeG_Algorithm.hpp"
49 #include "ROL_Secant.hpp"
50 
55 namespace ROL {
56 namespace TypeG {
57 
58 template<typename Real>
60 private:
61  const Ptr<Secant<Real>> secant_;
62 
63  Real mumin_;
64  Real mumax_;
65  Real rho_;
67  Real kappaD_;
68  Real gtol_;
69  Real ctol_;
70  Real stol_;
71  Real gtolrate_;
72  Real ctolrate_;
73  Real mingtol_;
74  Real minctol_;
75 
76  ROL::ParameterList list_;
78 
79  std::string stepname_;
80 
81  bool print_;
84 
86 
90 
91  void initialize(Vector<Real> &x,
92  const Vector<Real> &g,
93  const Vector<Real> &l,
94  const Vector<Real> &c,
97  Constraint<Real> &con,
98  Vector<Real> &pwa,
99  Vector<Real> &dwa,
100  std::ostream &outStream = std::cout);
101 
102  void updateState(const Vector<Real> &x,
103  const Vector<Real> &l,
106  Constraint<Real> &con,
107  Vector<Real> &pwa,
108  Vector<Real> &dwa,
109  std::ostream &outStream = std::cout);
110 public:
111 
112  InteriorPointAlgorithm(ParameterList &list, const Ptr<Secant<Real>> &secant_ = nullPtr);
113 
115  void run( Vector<Real> &x,
116  const Vector<Real> &g,
117  Objective<Real> &obj,
119  Constraint<Real> &econ,
120  Vector<Real> &emul,
121  const Vector<Real> &eres,
122  std::ostream &outStream = std::cout) override;
123 
124  void writeHeader( std::ostream& os ) const override;
125 
126  void writeName( std::ostream& os ) const override;
127 
128  void writeOutput( std::ostream& os, const bool print_header = false ) const override;
129 
130 }; // class ROL::TypeG::InteriorPointAlgorithm
131 
132 } // namespace TypeG
133 } // namespace ROL
134 
136 
137 #endif
Provides the interface to evaluate objective functions.
Provides an interface to run the interior point algorithm.
InteriorPointAlgorithm(ParameterList &list, const Ptr< Secant< Real >> &secant_=nullPtr)
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
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)
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 writeName(std::ostream &os) const override
Print step name.
Provides an interface to run general constrained optimization algorithms.
void writeOutput(std::ostream &os, const bool print_header=false) const override
Print iterate status.
Provides interface for and implements limited-memory secant operators.
Definition: ROL_Secant.hpp:79
Provides the interface to apply upper and lower bound constraints.
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 writeHeader(std::ostream &os) const override
Print iterate header.
Defines the general constraint operator interface.