Provides the interface for and implements a bundle. The semidefinite quadratic subproblem is solved using TT algorithm by Antonio Frangioni (1996). More...

#include <ROL_Bundle_TT.hpp>

Inheritance diagram for ROL::Bundle_TT< Real >:

Public Member Functions
	Bundle_TT (const unsigned maxSize=10, const Real coeff=0.0, const unsigned remSize=2)

Real	GiTGj (const int i, const int j)

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

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

Public Member Functions inherited from ROL::Bundle< Real >
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)

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)

Private Member Functions
void	swapRowsL (unsigned ind1, unsigned ind2, bool trans=false)

void	updateK ()

void	addSubgradToBase (unsigned ind, Real delta)

void	deleteSubgradFromBase (unsigned ind, Real tol)

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)

void	solveSystem (int size, char tran, Teuchos::SerialDenseMatrix< int, Real > &L, Teuchos::SerialDenseVector< int, Real > &v)

bool	isFeasible (Teuchos::SerialDenseVector< int, Real > &v, const Real &tol)

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

Private Attributes
unsigned	maxSize_

Teuchos::LAPACK< int, Real >	lapack_

int	QPStatus_

Real	INF

int	maxind

int	entering_

std::vector< int >	taboo_

bool	optimal_

unsigned	dependent_

Real	rho_

unsigned	currSize_

std::vector< int >	base

Teuchos::SerialDenseMatrix< int, Real >	L

Teuchos::SerialDenseMatrix< int, Real >	Id

Teuchos::SerialDenseVector< int, Real >	tempv

Teuchos::SerialDenseVector< int, Real >	tempw1

Teuchos::SerialDenseVector< int, Real >	tempw2

Teuchos::SerialDenseVector< int, Real >	lh

Teuchos::SerialDenseVector< int, Real >	lj

Teuchos::SerialDenseVector< int, Real >	z1

Teuchos::SerialDenseVector< int, Real >	z2

Real	lhNorm

Real	ljNorm

Real	z1Tz2

Real	z1Tz1

Real	lhTz1

Real	lhTz2

Real	ljTz1

int	LiMax

int	LiMin

Real	kappa

Real	Quad

Real	Lin

Real	objval

Real	minobjval

Real	deltaLh

Real	deltaLj

Additional Inherited Members
Protected Member Functions inherited from ROL::Bundle< Real >
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)

Detailed Description

template<class Real>
class ROL::Bundle_TT< Real >

Provides the interface for and implements a bundle. The semidefinite quadratic subproblem is solved using TT algorithm by Antonio Frangioni (1996).

Definition at line 77 of file ROL_Bundle_TT.hpp.

Constructor & Destructor Documentation

◆ Bundle_TT()

template<class Real >

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

inline

Definition at line 84 of file ROL_Bundle_TT.hpp.

References ROL::Bundle_TT< Real >::Id, ROL::Bundle_TT< Real >::INF, ROL::Bundle_TT< Real >::maxind, and ROL::Bundle_TT< Real >::maxSize_.

Member Function Documentation

◆ GiTGj()

template<class Real >

Real ROL::Bundle_TT< Real >::GiTGj	(	const int	i,
		const int	j
	)

inline

Definition at line 93 of file ROL_Bundle_TT.hpp.

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

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

◆ swapRowsL()

template<class Real >

void ROL::Bundle_TT< Real >::swapRowsL	(	unsigned	ind1,
		unsigned	ind2,
		bool	trans = `false`
	)

inlineprivate

Definition at line 129 of file ROL_Bundle_TT.hpp.

Referenced by ROL::Bundle_TT< Real >::addSubgradToBase(), and ROL::Bundle_TT< Real >::deleteSubgradFromBase().

◆ updateK()

template<class Real >

void ROL::Bundle_TT< Real >::updateK ( )

inlineprivate

Definition at line 150 of file ROL_Bundle_TT.hpp.

References ROL::Bundle_TT< Real >::dependent_, ROL::Bundle_TT< Real >::INF, and ROL::Bundle_TT< Real >::L.

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

◆ addSubgradToBase()

template<class Real >

void ROL::Bundle_TT< Real >::addSubgradToBase	(	unsigned	ind,
		Real	delta
	)

inlineprivate

Definition at line 171 of file ROL_Bundle_TT.hpp.

References ROL::Bundle< Real >::alpha(), ROL::Bundle_TT< Real >::L, ROL::Bundle_TT< Real >::lhTz1, ROL::Bundle_TT< Real >::lhTz2, and ROL::Bundle_TT< Real >::swapRowsL().

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

◆ deleteSubgradFromBase()

template<class Real >

void ROL::Bundle_TT< Real >::deleteSubgradFromBase	(	unsigned	ind,
		Real	tol
	)

inlineprivate

Definition at line 207 of file ROL_Bundle_TT.hpp.

References ROL::Bundle_TT< Real >::addSubgradToBase(), ROL::Bundle_TT< Real >::currSize_, ROL::Bundle_TT< Real >::deltaLh, ROL::Bundle_TT< Real >::deltaLj, ROL::Bundle_TT< Real >::dependent_, ROL::Bundle_TT< Real >::GiTGj(), ROL::Bundle_TT< Real >::L, ROL::Bundle_TT< Real >::ljNorm, ROL::Bundle_TT< Real >::swapRowsL(), and ROL::Bundle_TT< Real >::updateK().

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

◆ evaluateObjective()

template<class Real >

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

inlineprivate

Definition at line 508 of file ROL_Bundle_TT.hpp.

References ROL::Bundle< Real >::alpha(), ROL::Bundle< Real >::eG_, ROL::Bundle< Real >::gx_, ROL::Bundle< Real >::size(), ROL::Bundle< Real >::subgradient(), ROL::Bundle< Real >::tG_, and ROL::Bundle< Real >::yG_.

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

◆ solveDual_dim1()

template<class Real >

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

inlineprivate

Definition at line 532 of file ROL_Bundle_TT.hpp.

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

◆ solveDual_dim2()

template<class Real >

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

inlineprivate

Definition at line 537 of file ROL_Bundle_TT.hpp.

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

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

◆ solveSystem()

template<class Real >

void ROL::Bundle_TT< Real >::solveSystem	(	int	size,
		char	tran,
		Teuchos::SerialDenseMatrix< int, Real > &	L,
		Teuchos::SerialDenseVector< int, Real > &	v
	)

inlineprivate

Definition at line 565 of file ROL_Bundle_TT.hpp.

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

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

◆ isFeasible()

template<class Real >

bool ROL::Bundle_TT< Real >::isFeasible	(	Teuchos::SerialDenseVector< int, Real > &	v,
		const Real &	tol
	)

inlineprivate

Definition at line 580 of file ROL_Bundle_TT.hpp.

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

◆ solveDual_TT()

template<class Real >

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

inlineprivate

Definition at line 590 of file ROL_Bundle_TT.hpp.

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

◆ solveDual()

template<class Real >

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

inlinevirtual

Implements ROL::Bundle< Real >.

Definition at line 1072 of file ROL_Bundle_TT.hpp.

References ROL::Bundle_TT< Real >::checkPrimary(), ROL::Bundle_TT< Real >::evaluateObjective(), ROL::Bundle< Real >::size(), ROL::Bundle_TT< Real >::solveDual_dim1(), ROL::Bundle_TT< Real >::solveDual_dim2(), and ROL::Bundle_TT< Real >::solveDual_TT().

◆ checkPrimary()

template<class Real >

bool ROL::Bundle_TT< Real >::checkPrimary	(	std::vector< Real > &	g,
		const std::vector< Real > &	x,
		const Real	t
	)		const

inline

Definition at line 1123 of file ROL_Bundle_TT.hpp.

References ROL::Bundle< Real >::alpha(), ROL::Bundle< Real >::eG_, ROL::Bundle< Real >::gx_, ROL::Bundle< Real >::size(), ROL::Bundle< Real >::subgradient(), ROL::Bundle< Real >::tG_, and ROL::Bundle< Real >::yG_.

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

Member Data Documentation

◆ maxSize_

template<class Real >

unsigned ROL::Bundle_TT< Real >::maxSize_

private

Definition at line 80 of file ROL_Bundle_TT.hpp.

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

◆ lapack_

template<class Real >

Teuchos::LAPACK<int, Real> ROL::Bundle_TT< Real >::lapack_

private

Definition at line 81 of file ROL_Bundle_TT.hpp.

◆ QPStatus_

template<class Real >

int ROL::Bundle_TT< Real >::QPStatus_

private

Definition at line 101 of file ROL_Bundle_TT.hpp.

◆ INF

template<class Real >

Real ROL::Bundle_TT< Real >::INF

private

Definition at line 102 of file ROL_Bundle_TT.hpp.

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

◆ maxind

template<class Real >

int ROL::Bundle_TT< Real >::maxind

private

Definition at line 103 of file ROL_Bundle_TT.hpp.

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

◆ entering_

template<class Real >

int ROL::Bundle_TT< Real >::entering_

private

Definition at line 104 of file ROL_Bundle_TT.hpp.

◆ taboo_

template<class Real >

std::vector<int> ROL::Bundle_TT< Real >::taboo_

private

Definition at line 105 of file ROL_Bundle_TT.hpp.

◆ optimal_

template<class Real >

bool ROL::Bundle_TT< Real >::optimal_

private

Definition at line 106 of file ROL_Bundle_TT.hpp.

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

◆ dependent_

template<class Real >

unsigned ROL::Bundle_TT< Real >::dependent_

private

Definition at line 107 of file ROL_Bundle_TT.hpp.

Referenced by ROL::Bundle_TT< Real >::deleteSubgradFromBase(), ROL::Bundle_TT< Real >::solveDual_TT(), and ROL::Bundle_TT< Real >::updateK().

◆ rho_

template<class Real >

Real ROL::Bundle_TT< Real >::rho_

private

Definition at line 108 of file ROL_Bundle_TT.hpp.

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

◆ currSize_

template<class Real >

unsigned ROL::Bundle_TT< Real >::currSize_

private

Definition at line 109 of file ROL_Bundle_TT.hpp.

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

◆ base

template<class Real >

std::vector<int> ROL::Bundle_TT< Real >::base

private

Definition at line 110 of file ROL_Bundle_TT.hpp.

◆ L

template<class Real >

Teuchos::SerialDenseMatrix<int, Real> ROL::Bundle_TT< Real >::L

private

Definition at line 111 of file ROL_Bundle_TT.hpp.

Referenced by ROL::Bundle_TT< Real >::addSubgradToBase(), ROL::Bundle_TT< Real >::deleteSubgradFromBase(), ROL::Bundle_TT< Real >::solveDual_TT(), and ROL::Bundle_TT< Real >::updateK().

◆ Id

template<class Real >

Teuchos::SerialDenseMatrix<int, Real> ROL::Bundle_TT< Real >::Id

private

Definition at line 112 of file ROL_Bundle_TT.hpp.

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

◆ tempv

template<class Real >

Teuchos::SerialDenseVector<int, Real> ROL::Bundle_TT< Real >::tempv

private

Definition at line 113 of file ROL_Bundle_TT.hpp.

◆ tempw1

template<class Real >

Teuchos::SerialDenseVector<int, Real> ROL::Bundle_TT< Real >::tempw1

private

Definition at line 114 of file ROL_Bundle_TT.hpp.

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

◆ tempw2

template<class Real >

Teuchos::SerialDenseVector<int, Real> ROL::Bundle_TT< Real >::tempw2

private

Definition at line 115 of file ROL_Bundle_TT.hpp.

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

◆ lh

template<class Real >

Teuchos::SerialDenseVector<int, Real> ROL::Bundle_TT< Real >::lh

private

Definition at line 116 of file ROL_Bundle_TT.hpp.

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

◆ lj

template<class Real >

Teuchos::SerialDenseVector<int, Real> ROL::Bundle_TT< Real >::lj

private

Definition at line 117 of file ROL_Bundle_TT.hpp.

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

◆ z1

template<class Real >

Teuchos::SerialDenseVector<int, Real> ROL::Bundle_TT< Real >::z1

private

Definition at line 118 of file ROL_Bundle_TT.hpp.

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

◆ z2

template<class Real >

Teuchos::SerialDenseVector<int, Real> ROL::Bundle_TT< Real >::z2

private

Definition at line 119 of file ROL_Bundle_TT.hpp.

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

◆ lhNorm

template<class Real >

Real ROL::Bundle_TT< Real >::lhNorm

private

Definition at line 120 of file ROL_Bundle_TT.hpp.

◆ ljNorm

template<class Real >

Real ROL::Bundle_TT< Real >::ljNorm

private

Definition at line 120 of file ROL_Bundle_TT.hpp.

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

◆ z1Tz2

template<class Real >

Real ROL::Bundle_TT< Real >::z1Tz2

private

Definition at line 120 of file ROL_Bundle_TT.hpp.

◆ z1Tz1

template<class Real >

Real ROL::Bundle_TT< Real >::z1Tz1

private

Definition at line 120 of file ROL_Bundle_TT.hpp.

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

◆ lhTz1

template<class Real >

Real ROL::Bundle_TT< Real >::lhTz1

private

Definition at line 120 of file ROL_Bundle_TT.hpp.

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

◆ lhTz2

template<class Real >

Real ROL::Bundle_TT< Real >::lhTz2

private

Definition at line 120 of file ROL_Bundle_TT.hpp.

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

◆ ljTz1

template<class Real >

Real ROL::Bundle_TT< Real >::ljTz1

private

Definition at line 120 of file ROL_Bundle_TT.hpp.

◆ LiMax

template<class Real >

int ROL::Bundle_TT< Real >::LiMax

private

Definition at line 121 of file ROL_Bundle_TT.hpp.

◆ LiMin

template<class Real >

int ROL::Bundle_TT< Real >::LiMin

private

Definition at line 122 of file ROL_Bundle_TT.hpp.

◆ kappa

template<class Real >

Real ROL::Bundle_TT< Real >::kappa

private

Definition at line 123 of file ROL_Bundle_TT.hpp.

◆ Quad

template<class Real >

Real ROL::Bundle_TT< Real >::Quad

private

Definition at line 124 of file ROL_Bundle_TT.hpp.

◆ Lin

template<class Real >

Real ROL::Bundle_TT< Real >::Lin

private

Definition at line 124 of file ROL_Bundle_TT.hpp.

◆ objval

template<class Real >

Real ROL::Bundle_TT< Real >::objval

private

Definition at line 125 of file ROL_Bundle_TT.hpp.

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

◆ minobjval

template<class Real >

Real ROL::Bundle_TT< Real >::minobjval

private

Definition at line 126 of file ROL_Bundle_TT.hpp.

◆ deltaLh

template<class Real >

Real ROL::Bundle_TT< Real >::deltaLh

private

Definition at line 127 of file ROL_Bundle_TT.hpp.

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

◆ deltaLj

template<class Real >

Real ROL::Bundle_TT< Real >::deltaLj

private

Definition at line 127 of file ROL_Bundle_TT.hpp.

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

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

ROL_Bundle_TT.hpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

template<class Real> class ROL::Bundle_TT< Real >

Constructor & Destructor Documentation

◆ Bundle_TT()

Member Function Documentation

◆ GiTGj()

◆ swapRowsL()

◆ updateK()

◆ addSubgradToBase()

◆ deleteSubgradFromBase()

◆ evaluateObjective()

◆ solveDual_dim1()

◆ solveDual_dim2()

◆ solveSystem()

◆ isFeasible()

◆ solveDual_TT()

◆ solveDual()

◆ checkPrimary()

Member Data Documentation

◆ maxSize_

◆ lapack_

◆ QPStatus_

◆ INF

◆ maxind

◆ entering_

◆ taboo_

◆ optimal_

◆ dependent_

◆ rho_

◆ currSize_

◆ base

◆ L

◆ Id

◆ tempv

◆ tempw1

◆ tempw2

◆ lh

◆ lj

◆ z1

◆ z2

◆ lhNorm

◆ ljNorm

◆ z1Tz2

◆ z1Tz1

◆ lhTz1

◆ lhTz2

◆ ljTz1

◆ LiMax

◆ LiMin

◆ kappa

◆ Quad

◆ Lin

◆ objval

◆ minobjval

◆ deltaLh

◆ deltaLj

template<class Real>
class ROL::Bundle_TT< Real >