ROL
ROL_TypeU_Algorithm.hpp
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43
44#ifndef ROL_TYPEU_ALGORITHM_H
45#define ROL_TYPEU_ALGORITHM_H
46
48#include "ROL_Objective.hpp"
49#include "ROL_Constraint.hpp"
50#include "ROL_Problem.hpp"
51
56namespace ROL {
57namespace TypeU {
58
59template<typename Real>
60struct AlgorithmState : public ROL::AlgorithmState<Real> {
62 Ptr<Vector<Real>> stepVec;
63 Ptr<Vector<Real>> gradientVec;
64
66 : searchSize(1),
67 stepVec(nullPtr),
68 gradientVec(nullPtr) {}
69
70 void reset() {
72 searchSize = static_cast<Real>(1);
73 if (stepVec != nullPtr) {
74 stepVec->zero();
75 }
76 if (gradientVec != nullPtr) {
77 gradientVec->zero();
78 }
79 }
80};
81
82template<typename Real>
83class Algorithm {
84protected:
85 const Ptr<CombinedStatusTest<Real>> status_;
86 const Ptr<AlgorithmState<Real>> state_;
87
88 void initialize(const Vector<Real> &x, const Vector<Real> &g);
89
90public:
91
92 virtual ~Algorithm() {}
93
96 Algorithm();
97
98 void setStatusTest(const Ptr<StatusTest<Real>> &status,
99 bool combineStatus = false);
100
104 virtual void run( Problem<Real> &problem,
105 std::ostream &outStream = std::cout );
106
110 virtual void run( Vector<Real> &x,
111 Objective<Real> &obj,
112 std::ostream &outStream = std::cout );
113
119 virtual void run( Vector<Real> &x,
120 Objective<Real> &obj,
121 Constraint<Real> &linear_con,
122 Vector<Real> &linear_mul,
123 std::ostream &outStream = std::cout );
124
130 virtual void run( Vector<Real> &x,
131 const Vector<Real> &g,
132 Objective<Real> &obj,
133 Constraint<Real> &linear_con,
134 Vector<Real> &linear_mul,
135 const Vector<Real> &linear_c,
136 std::ostream &outStream = std::cout );
137
142 virtual void run( Vector<Real> &x,
143 const Vector<Real> &g,
144 Objective<Real> &obj,
145 std::ostream &outStream = std::cout) = 0;
146
149 virtual void writeHeader( std::ostream& os ) const;
150
153 virtual void writeName( std::ostream& os ) const;
154
157 virtual void writeOutput( std::ostream& os, bool write_header = false ) const;
158
159 virtual void writeExitStatus( std::ostream& os ) const;
160
161 //Ptr<const AlgorithmState<Real>>& getState() const;
162 Ptr<const AlgorithmState<Real>> getState() const;
163
164 void reset();
165
166}; // class ROL::TypeU::Algorithm
167} // namespace TypeU
168} // namespace ROL
169
171
172#endif
Defines the general constraint operator interface.
Provides the interface to evaluate objective functions.
Provides an interface to check status of optimization algorithms.
Provides an interface to run unconstrained optimization algorithms.
Algorithm()
Constructor, given a step and a status test.
const Ptr< CombinedStatusTest< Real > > status_
Ptr< const AlgorithmState< Real > > getState() const
void initialize(const Vector< Real > &x, const Vector< Real > &g)
virtual void writeOutput(std::ostream &os, bool write_header=false) const
Print iterate status.
virtual void writeExitStatus(std::ostream &os) const
virtual void writeHeader(std::ostream &os) const
Print iterate header.
virtual void writeName(std::ostream &os) const
Print step name.
virtual void run(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, std::ostream &outStream=std::cout)=0
Run algorithm on unconstrained problems (Type-U). This general interface supports the use of dual opt...
void setStatusTest(const Ptr< StatusTest< Real > > &status, bool combineStatus=false)
const Ptr< AlgorithmState< Real > > state_
virtual void run(Problem< Real > &problem, std::ostream &outStream=std::cout)
Run algorithm on unconstrained problems (Type-U). This is the primary Type-U interface.
Defines the linear algebra or vector space interface.
State for algorithm class. Will be used for restarts.
Ptr< Vector< Real > > gradientVec