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 
54 namespace ROL {
55 namespace TypeG {
56 
57 template<typename Real>
59 private:
60  Real mumin_;
61  Real mumax_;
62  Real rho_;
64  Real kappaD_;
65  Real gtol_;
66  Real ctol_;
67  Real stol_;
68  Real gtolrate_;
69  Real ctolrate_;
70  Real mingtol_;
71  Real minctol_;
72 
73  ROL::ParameterList list_;
75 
76  std::string stepname_;
77 
78  bool print_;
81 
83 
87 
88  void initialize(Vector<Real> &x,
89  const Vector<Real> &g,
90  const Vector<Real> &l,
91  const Vector<Real> &c,
94  Constraint<Real> &con,
95  Vector<Real> &pwa,
96  Vector<Real> &dwa,
97  std::ostream &outStream = std::cout);
98 
99  void updateState(const Vector<Real> &x,
100  const Vector<Real> &l,
103  Constraint<Real> &con,
104  Vector<Real> &pwa,
105  Vector<Real> &dwa,
106  std::ostream &outStream = std::cout);
107 public:
108 
109  InteriorPointAlgorithm(ParameterList &list);
110 
112  void run( Vector<Real> &x,
113  const Vector<Real> &g,
114  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  void writeHeader( std::ostream& os ) const override;
122 
123  void writeName( std::ostream& os ) const override;
124 
125  void writeOutput( std::ostream& os, const bool print_header = false ) const override;
126 
127 }; // class ROL::TypeG::InteriorPointAlgorithm
128 
129 } // namespace TypeG
130 } // namespace ROL
131 
133 
134 #endif
Provides the interface to apply upper and lower bound constraints.
Defines the general constraint operator interface.
Provides the interface to evaluate objective functions.
Provides an interface to run general constrained optimization algorithms.
Provides an interface to run the interior point algorithm.
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 writeName(std::ostream &os) const override
Print step name.
void writeHeader(std::ostream &os) const override
Print iterate header.
void writeOutput(std::ostream &os, const bool print_header=false) const override
Print iterate status.
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 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)
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84