ROL
ROL_TypeE_AugmentedLagrangianAlgorithm.hpp
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43
44#ifndef ROL_TYPEE_AUGMENTEDLAGRANGIANALGORITHM_H
45#define ROL_TYPEE_AUGMENTEDLAGRANGIANALGORITHM_H
46
49
55namespace ROL {
56namespace TypeE {
57
58template<typename Real>
60private:
61 ParameterList list_;
63 // Lagrange multiplier update
70 // Optimality tolerance update
75 // Feasibility tolerance update
80 // Subproblem information
81 bool print_;
82 int maxit_;
84 std::string subStep_;
89 // Scaling information
91 Real fscale_;
92 Real cscale_;
93 // Verbosity flag
96
97 using TypeE::Algorithm<Real>::state_;
98 using TypeE::Algorithm<Real>::status_;
99
100 void initialize(Vector<Real> &x,
101 const Vector<Real> &g,
102 const Vector<Real> &l,
103 const Vector<Real> &c,
105 Constraint<Real> &con,
106 std::ostream &outStream = std::cout);
107
108public:
109
110 AugmentedLagrangianAlgorithm(ParameterList &list);
111
112 using TypeE::Algorithm<Real>::run;
113 virtual void run( Vector<Real> &x,
114 const Vector<Real> &g,
115 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 virtual void writeHeader( std::ostream& os ) const override;
122
123 virtual void writeName( std::ostream& os ) const override;
124
125 virtual void writeOutput( std::ostream& os, const bool print_header = false ) const override;
126
127}; // class ROL::TypeE::AugmentedLagrangianAlgorithm
128
129} // namespace TypeE
130} // namespace ROL
131
133
134#endif
Provides the interface to evaluate the augmented Lagrangian.
Defines the general constraint operator interface.
Provides the interface to evaluate objective functions.
const Ptr< AlgorithmState< Real > > state_
const Ptr< CombinedStatusTest< Real > > status_
Provides an interface to run equality constrained optimization algorithms using Augmented Lagrangians...
virtual void writeName(std::ostream &os) const override
Print step name.
virtual void writeHeader(std::ostream &os) const override
Print iterate header.
void initialize(Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &l, const Vector< Real > &c, AugmentedLagrangianObjective< Real > &alobj, Constraint< Real > &con, std::ostream &outStream=std::cout)
virtual void writeOutput(std::ostream &os, const bool print_header=false) const override
Print iterate status.
virtual void run(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, const Vector< Real > &eres, std::ostream &outStream=std::cout) override
Run algorithm on equality constrained problems (Type-E). This general interface supports the use of d...
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84