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 
56 namespace ROL {
57 namespace TypeU {
58 
59 template<typename Real>
60 struct AlgorithmState : public ROL::AlgorithmState<Real> {
61  Real searchSize;
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 
82 template<typename Real>
83 class Algorithm {
84 protected:
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 
90 public:
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 setStatusTest(const Ptr< StatusTest< Real >> &status, bool combineStatus=false)
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...
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.
Definition: ROL_Vector.hpp:84
State for algorithm class. Will be used for restarts.
Definition: ROL_Types.hpp:143
Ptr< Vector< Real > > stepVec
Ptr< Vector< Real > > gradientVec