Provides the interface for and implements a bundle. More...

#include <ROL_Bundle.hpp>

Inheritance diagram for ROL::Bundle< Real >:

Public Member Functions
virtual	~Bundle (void)

	Bundle (const unsigned maxSize=10, const Real coeff=0.0, const Real omega=2.0, const unsigned remSize=2)

virtual void	initialize (const Vector< Real > &g)

virtual unsigned	solveDual (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)=0

const Real	linearizationError (const unsigned i) const

const Real	distanceMeasure (const unsigned i) const

const Vector< Real > &	subgradient (const unsigned i) const

const Real	getDualVariable (const unsigned i) const

void	setDualVariable (const unsigned i, const Real val)

void	resetDualVariables (void)

const Real	computeAlpha (const Real dm, const Real le) const

const Real	alpha (const unsigned i) const

unsigned	size (void) const

void	aggregate (Vector< Real > &aggSubGrad, Real &aggLinErr, Real &aggDistMeas) const

void	reset (const Vector< Real > &g, const Real le, const Real dm)

void	update (const bool flag, const Real linErr, const Real distMeas, const Vector< Real > &g, const Vector< Real > &s)

Protected Member Functions
const Real	GiGj (const unsigned i, const unsigned j) const

const Real	dotGi (const unsigned i, const Vector< Real > &x) const

void	addGi (const unsigned i, const Real a, Vector< Real > &x) const

Real	evaluateObjective (std::vector< Real > &g, const std::vector< Real > &x, const Real t) const

unsigned	solveDual_dim1 (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)

unsigned	solveDual_dim2 (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)

Private Member Functions
void	remove (const std::vector< unsigned > &ind)

void	add (const Vector< Real > &g, const Real le, const Real dm)

Private Attributes
std::vector< Teuchos::RCP< Vector< Real > > >	subgradients_

std::vector< Real >	linearizationErrors_

std::vector< Real >	distanceMeasures_

std::vector< Real >	dualVariables_

Teuchos::RCP< Vector< Real > >	tG_

Teuchos::RCP< Vector< Real > >	eG_

Teuchos::RCP< Vector< Real > >	yG_

Teuchos::RCP< Vector< Real > >	gx_

Teuchos::RCP< Vector< Real > >	ge_

unsigned	size_

unsigned	maxSize_

unsigned	remSize_

Real	coeff_

Real	omega_

bool	isInitialized_

Detailed Description

template<class Real>
class ROL::Bundle< Real >

Provides the interface for and implements a bundle.

Definition at line 62 of file ROL_Bundle.hpp.

Constructor & Destructor Documentation

◆ ~Bundle()

template<class Real >

virtual ROL::Bundle< Real >::~Bundle ( void )

inlinevirtual

Definition at line 124 of file ROL_Bundle.hpp.

◆ Bundle()

template<class Real >

ROL::Bundle< Real >::Bundle	(	const unsigned	maxSize = `10`,
		const Real	coeff = `0.0`,
		const Real	omega = `2.0`,
		const unsigned	remSize = `2`
	)

inline

Definition at line 126 of file ROL_Bundle.hpp.

Member Function Documentation

◆ remove()

template<class Real >

void ROL::Bundle< Real >::remove ( const std::vector< unsigned > & ind )

inlineprivate

Definition at line 88 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::size_.

◆ add()

template<class Real >

void ROL::Bundle< Real >::add	(	const Vector< Real > &	g,
		const Real	le,
		const Real	dm
	)

inlineprivate

Definition at line 111 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::size_.

Referenced by ROL::Bundle< Real >::reset().

◆ initialize()

template<class Real >

virtual void ROL::Bundle< Real >::initialize ( const Vector< Real > & g )

inlinevirtual

Reimplemented in ROL::Bundle_AS< Real >.

Definition at line 146 of file ROL_Bundle.hpp.

References ROL::Vector< Real >::clone(), ROL::Bundle< Real >::maxSize_, and ROL::Bundle< Real >::solveDual().

Referenced by ROL::Bundle_AS< Real >::initialize().

◆ solveDual()

template<class Real >

virtual unsigned ROL::Bundle< Real >::solveDual	(	const Real	t,
		const unsigned	maxit = `1000`,
		const Real	tol = `1.e-8`
	)

pure virtual

Implemented in ROL::Bundle_TT< Real >, and ROL::Bundle_AS< Real >.

Referenced by ROL::Bundle< Real >::initialize().

◆ linearizationError()

template<class Real >

const Real ROL::Bundle< Real >::linearizationError ( const unsigned i ) const

inline

Definition at line 168 of file ROL_Bundle.hpp.

◆ distanceMeasure()

template<class Real >

const Real ROL::Bundle< Real >::distanceMeasure ( const unsigned i ) const

inline

Definition at line 172 of file ROL_Bundle.hpp.

◆ subgradient()

template<class Real >

const Vector<Real>& ROL::Bundle< Real >::subgradient ( const unsigned i ) const

inline

Definition at line 176 of file ROL_Bundle.hpp.

Referenced by ROL::Bundle< Real >::addGi(), ROL::Bundle_TT< Real >::checkPrimary(), ROL::Bundle< Real >::dotGi(), ROL::Bundle< Real >::evaluateObjective(), ROL::Bundle_TT< Real >::evaluateObjective(), ROL::Bundle< Real >::GiGj(), ROL::Bundle_TT< Real >::GiTGj(), ROL::Bundle< Real >::solveDual_dim2(), and ROL::Bundle_TT< Real >::solveDual_dim2().

◆ getDualVariable()

template<class Real >

const Real ROL::Bundle< Real >::getDualVariable ( const unsigned i ) const

inline

Definition at line 180 of file ROL_Bundle.hpp.

Referenced by ROL::Bundle_AS< Real >::initializeDualSolver(), ROL::Bundle_AS< Real >::solveDual_arbitrary(), and ROL::Bundle< Real >::solveDual_dim2().

◆ setDualVariable()

template<class Real >

void ROL::Bundle< Real >::setDualVariable	(	const unsigned	i,
		const Real	val
	)

inline

Definition at line 184 of file ROL_Bundle.hpp.

Referenced by ROL::Bundle_AS< Real >::initializeDualSolver(), ROL::Bundle_AS< Real >::solveDual_arbitrary(), ROL::Bundle< Real >::solveDual_dim1(), and ROL::Bundle< Real >::solveDual_dim2().

◆ resetDualVariables()

template<class Real >

void ROL::Bundle< Real >::resetDualVariables ( void )

inline

Definition at line 188 of file ROL_Bundle.hpp.

Referenced by ROL::Bundle_TT< Real >::solveDual_TT().

◆ computeAlpha()

template<class Real >

const Real ROL::Bundle< Real >::computeAlpha	(	const Real	dm,
		const Real	le
	)		const

inline

Definition at line 193 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::alpha().

Referenced by ROL::Bundle< Real >::alpha().

◆ alpha()

template<class Real >

const Real ROL::Bundle< Real >::alpha ( const unsigned i ) const

inline

Definition at line 201 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::computeAlpha().

Referenced by ROL::Bundle_TT< Real >::addSubgradToBase(), ROL::Bundle_TT< Real >::checkPrimary(), ROL::Bundle< Real >::computeAlpha(), ROL::Bundle_AS< Real >::computeStepSize(), ROL::Bundle< Real >::evaluateObjective(), ROL::Bundle_TT< Real >::evaluateObjective(), ROL::Bundle_AS< Real >::projectedCG(), ROL::Bundle_AS< Real >::solveDual_arbitrary(), ROL::Bundle< Real >::solveDual_dim2(), ROL::Bundle_TT< Real >::solveDual_dim2(), and ROL::Bundle_TT< Real >::solveDual_TT().

◆ size()

template<class Real >

unsigned ROL::Bundle< Real >::size ( void ) const

inline

Definition at line 205 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::size_.

Referenced by ROL::Bundle_TT< Real >::checkPrimary(), ROL::Bundle_AS< Real >::computeStepSize(), ROL::Bundle< Real >::evaluateObjective(), ROL::Bundle_TT< Real >::evaluateObjective(), ROL::Bundle_AS< Real >::isNonnegative(), ROL::Bundle_AS< Real >::project(), ROL::Bundle_TT< Real >::solveDual(), ROL::Bundle_TT< Real >::solveDual_TT(), and ROL::Bundle_TT< Real >::solveSystem().

◆ aggregate()

template<class Real >

void ROL::Bundle< Real >::aggregate	(	Vector< Real > &	aggSubGrad,
		Real &	aggLinErr,
		Real &	aggDistMeas
	)		const

inline

Definition at line 209 of file ROL_Bundle.hpp.

References ROL::Vector< Real >::set(), ROL::Bundle< Real >::size_, and ROL::Vector< Real >::zero().

◆ reset()

template<class Real >

void ROL::Bundle< Real >::reset	(	const Vector< Real > &	g,
		const Real	le,
		const Real	dm
	)

inline

Definition at line 235 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::add(), and ROL::Bundle< Real >::size_.

◆ update()

template<class Real >

void ROL::Bundle< Real >::update	(	const bool	flag,
		const Real	linErr,
		const Real	distMeas,
		const Vector< Real > &	g,
		const Vector< Real > &	s
	)

inline

Definition at line 262 of file ROL_Bundle.hpp.

References ROL::Vector< Real >::dual(), and ROL::Bundle< Real >::size_.

◆ GiGj()

template<class Real >

const Real ROL::Bundle< Real >::GiGj	(	const unsigned	i,
		const unsigned	j
	)		const

inlineprotected

Definition at line 288 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::subgradient().

Referenced by ROL::Bundle_AS< Real >::applyPreconditioner_SymGS().

◆ dotGi()

template<class Real >

const Real ROL::Bundle< Real >::dotGi	(	const unsigned	i,
		const Vector< Real > &	x
	)		const

inlineprotected

Definition at line 292 of file ROL_Bundle.hpp.

References ROL::Vector< Real >::dot(), and ROL::Bundle< Real >::subgradient().

Referenced by ROL::Bundle_AS< Real >::applyFullMatrix(), ROL::Bundle_AS< Real >::applyMatrix(), ROL::Bundle_AS< Real >::applyPreconditioner_SymGS(), ROL::Bundle< Real >::evaluateObjective(), and ROL::Bundle< Real >::solveDual_dim2().

◆ addGi()

template<class Real >

void ROL::Bundle< Real >::addGi	(	const unsigned	i,
		const Real	a,
		Vector< Real > &	x
	)		const

inlineprotected

Definition at line 296 of file ROL_Bundle.hpp.

References ROL::Vector< Real >::axpy(), and ROL::Bundle< Real >::subgradient().

Referenced by ROL::Bundle_AS< Real >::applyPreconditioner_SymGS(), and ROL::Bundle< Real >::solveDual_dim2().

◆ evaluateObjective()

template<class Real >

Real ROL::Bundle< Real >::evaluateObjective	(	std::vector< Real > &	g,
		const std::vector< Real > &	x,
		const Real	t
	)		const

inlineprotected

Definition at line 300 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::alpha(), ROL::Bundle< Real >::dotGi(), ROL::Bundle< Real >::size(), and ROL::Bundle< Real >::subgradient().

Referenced by ROL::Bundle_AS< Real >::solveDual_arbitrary().

◆ solveDual_dim1()

template<class Real >

unsigned ROL::Bundle< Real >::solveDual_dim1	(	const Real	t,
		const unsigned	maxit = `1000`,
		const Real	tol = `1.e-8`
	)

inlineprotected

Definition at line 327 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::setDualVariable().

Referenced by ROL::Bundle_AS< Real >::solveDual().

◆ solveDual_dim2()

template<class Real >

unsigned ROL::Bundle< Real >::solveDual_dim2	(	const Real	t,
		const unsigned	maxit = `1000`,
		const Real	tol = `1.e-8`
	)

inlineprotected

Definition at line 333 of file ROL_Bundle.hpp.

References ROL::Bundle< Real >::addGi(), ROL::Bundle< Real >::alpha(), ROL::Bundle< Real >::dotGi(), ROL::Bundle< Real >::getDualVariable(), ROL::Bundle< Real >::setDualVariable(), and ROL::Bundle< Real >::subgradient().

Referenced by ROL::Bundle_AS< Real >::solveDual().

Member Data Documentation

◆ subgradients_

template<class Real >

std::vector<Teuchos::RCP<Vector<Real> > > ROL::Bundle< Real >::subgradients_

private

Definition at line 67 of file ROL_Bundle.hpp.

◆ linearizationErrors_

template<class Real >

std::vector<Real> ROL::Bundle< Real >::linearizationErrors_

private

Definition at line 68 of file ROL_Bundle.hpp.

◆ distanceMeasures_

template<class Real >

std::vector<Real> ROL::Bundle< Real >::distanceMeasures_

private

Definition at line 69 of file ROL_Bundle.hpp.

◆ dualVariables_

template<class Real >

std::vector<Real> ROL::Bundle< Real >::dualVariables_

private

Definition at line 71 of file ROL_Bundle.hpp.

◆ tG_

template<class Real >

Teuchos::RCP<Vector<Real> > ROL::Bundle< Real >::tG_

private

Definition at line 73 of file ROL_Bundle.hpp.

Referenced by ROL::Bundle_TT< Real >::checkPrimary(), and ROL::Bundle_TT< Real >::evaluateObjective().

◆ eG_

template<class Real >

Teuchos::RCP<Vector<Real> > ROL::Bundle< Real >::eG_

private

Definition at line 74 of file ROL_Bundle.hpp.

Referenced by ROL::Bundle_TT< Real >::checkPrimary(), and ROL::Bundle_TT< Real >::evaluateObjective().

◆ yG_

template<class Real >

Teuchos::RCP<Vector<Real> > ROL::Bundle< Real >::yG_

private

Definition at line 75 of file ROL_Bundle.hpp.

Referenced by ROL::Bundle_TT< Real >::checkPrimary(), and ROL::Bundle_TT< Real >::evaluateObjective().

◆ gx_

template<class Real >

Teuchos::RCP<Vector<Real> > ROL::Bundle< Real >::gx_

private

Definition at line 76 of file ROL_Bundle.hpp.

Referenced by ROL::Bundle_TT< Real >::checkPrimary(), ROL::Bundle_TT< Real >::evaluateObjective(), and ROL::Bundle_TT< Real >::solveDual_dim2().

◆ ge_

template<class Real >

Teuchos::RCP<Vector<Real> > ROL::Bundle< Real >::ge_

private

Definition at line 77 of file ROL_Bundle.hpp.

◆ size_

template<class Real >

unsigned ROL::Bundle< Real >::size_

private

Definition at line 79 of file ROL_Bundle.hpp.

Referenced by ROL::Bundle< Real >::add(), ROL::Bundle< Real >::aggregate(), ROL::Bundle< Real >::remove(), ROL::Bundle< Real >::reset(), ROL::Bundle< Real >::size(), and ROL::Bundle< Real >::update().

◆ maxSize_

template<class Real >

unsigned ROL::Bundle< Real >::maxSize_

private

Definition at line 81 of file ROL_Bundle.hpp.

Referenced by ROL::Bundle< Real >::initialize().

◆ remSize_

template<class Real >

unsigned ROL::Bundle< Real >::remSize_

private

Definition at line 82 of file ROL_Bundle.hpp.

◆ coeff_

template<class Real >

Real ROL::Bundle< Real >::coeff_

private

Definition at line 83 of file ROL_Bundle.hpp.

◆ omega_

template<class Real >

Real ROL::Bundle< Real >::omega_

private

Definition at line 84 of file ROL_Bundle.hpp.

◆ isInitialized_

template<class Real >

bool ROL::Bundle< Real >::isInitialized_

private

Definition at line 86 of file ROL_Bundle.hpp.

The documentation for this class was generated from the following file:

ROL_Bundle.hpp

Public Member Functions

Protected Member Functions

Private Member Functions

Private Attributes

Detailed Description

template<class Real> class ROL::Bundle< Real >

Constructor & Destructor Documentation

◆ ~Bundle()

◆ Bundle()

Member Function Documentation

◆ remove()

◆ add()

◆ initialize()

◆ solveDual()

◆ linearizationError()

◆ distanceMeasure()

◆ subgradient()

◆ getDualVariable()

◆ setDualVariable()

◆ resetDualVariables()

◆ computeAlpha()

◆ alpha()

◆ size()

◆ aggregate()

◆ reset()

◆ update()

◆ GiGj()

◆ dotGi()

◆ addGi()

◆ evaluateObjective()

◆ solveDual_dim1()

◆ solveDual_dim2()

Member Data Documentation

◆ subgradients_

◆ linearizationErrors_

◆ distanceMeasures_

◆ dualVariables_

◆ tG_

◆ eG_

◆ yG_

◆ gx_

◆ ge_

◆ size_

◆ maxSize_

◆ remSize_

◆ coeff_

◆ omega_

◆ isInitialized_

template<class Real>
class ROL::Bundle< Real >