Provides the interface for and implements an active set bundle. More...

#include <ROL_Bundle_U_AS.hpp>

Inheritance diagram for ROL::Bundle_U_AS< Real >:

Public Member Functions
	Bundle_U_AS (const unsigned maxSize=10, const Real coeff=0.0, const Real omega=2.0, const unsigned remSize=2)

void	initialize (const Vector< Real > &g)

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

Public Member Functions inherited from ROL::Bundle_U< Real >
virtual	~Bundle_U (void)

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

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	initializeDualSolver (void)

void	computeLagMult (std::vector< Real > &lam, const Real mu, const std::vector< Real > &g) const

bool	isNonnegative (unsigned &ind, const std::vector< Real > &x) const

Real	computeStepSize (unsigned &ind, const std::vector< Real > &x, const std::vector< Real > &p) const

unsigned	solveEQPsubproblem (std::vector< Real > &s, Real &mu, const std::vector< Real > &g, const Real tol) const

void	applyPreconditioner (std::vector< Real > &Px, const std::vector< Real > &x) const

void	applyG (std::vector< Real > &Gx, const std::vector< Real > &x) const

void	applyPreconditioner_Identity (std::vector< Real > &Px, const std::vector< Real > &x) const

void	applyG_Identity (std::vector< Real > &Gx, const std::vector< Real > &x) const

void	applyPreconditioner_Jacobi (std::vector< Real > &Px, const std::vector< Real > &x) const

void	applyG_Jacobi (std::vector< Real > &Gx, const std::vector< Real > &x) const

void	applyPreconditioner_SymGS (std::vector< Real > &Px, const std::vector< Real > &x) const

void	applyG_SymGS (std::vector< Real > &Gx, const std::vector< Real > &x) const

void	computeResidualUpdate (std::vector< Real > &r, std::vector< Real > &g) const

void	applyFullMatrix (std::vector< Real > &Hx, const std::vector< Real > &x) const

void	applyMatrix (std::vector< Real > &Hx, const std::vector< Real > &x) const

unsigned	projectedCG (std::vector< Real > &x, Real &mu, const std::vector< Real > &b, const Real tol) const

Real	dot (const std::vector< Real > &x, const std::vector< Real > &y) const

Real	norm (const std::vector< Real > &x) const

void	axpy (const Real a, const std::vector< Real > &x, std::vector< Real > &y) const

void	scale (std::vector< Real > &x, const Real a) const

void	scale (std::vector< Real > &x, const Real a, const std::vector< Real > &y) const

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

void	project (std::vector< Real > &x, const std::vector< Real > &v) const

Real	computeCriticality (const std::vector< Real > &g, const std::vector< Real > &sol) const

Private Attributes
Ptr< Vector< Real > >	tG_

Ptr< Vector< Real > >	eG_

Ptr< Vector< Real > >	yG_

Ptr< Vector< Real > >	gx_

Ptr< Vector< Real > >	ge_

std::set< unsigned >	workingSet_

std::set< unsigned >	nworkingSet_

bool	isInitialized_

Additional Inherited Members
Protected Member Functions inherited from ROL::Bundle_U< 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<typename Real>
class ROL::Bundle_U_AS< Real >

Provides the interface for and implements an active set bundle.

Definition at line 56 of file ROL_Bundle_U_AS.hpp.

Constructor & Destructor Documentation

◆ Bundle_U_AS()

template<typename Real >

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

Definition at line 50 of file ROL_Bundle_U_AS_Def.hpp.

Member Function Documentation

◆ initialize()

template<typename Real >

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

virtual

Reimplemented from ROL::Bundle_U< Real >.

Definition at line 57 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Vector< Real >::clone(), and ROL::Bundle_U< Real >::initialize().

◆ solveDual()

template<typename Real >

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

virtual

Implements ROL::Bundle_U< Real >.

Definition at line 70 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Bundle_U< Real >::solveDual_dim1(), and ROL::Bundle_U< Real >::solveDual_dim2().

◆ initializeDualSolver()

template<typename Real >

void ROL::Bundle_U_AS< Real >::initializeDualSolver ( void )

private

Definition at line 85 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Bundle_U< Real >::getDualVariable(), ROL::Bundle_U< Real >::setDualVariable(), and zero.

◆ computeLagMult()

template<typename Real >

void ROL::Bundle_U_AS< Real >::computeLagMult	(	std::vector< Real > &	lam,
		const Real	mu,
		const std::vector< Real > &	g
	)		const

private

Definition at line 113 of file ROL_Bundle_U_AS_Def.hpp.

References zero.

◆ isNonnegative()

template<typename Real >

bool ROL::Bundle_U_AS< Real >::isNonnegative	(	unsigned &	ind,
		const std::vector< Real > &	x
	)		const

private

Definition at line 129 of file ROL_Bundle_U_AS_Def.hpp.

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

◆ computeStepSize()

template<typename Real >

Real ROL::Bundle_U_AS< Real >::computeStepSize	(	unsigned &	ind,
		const std::vector< Real > &	x,
		const std::vector< Real > &	p
	)		const

private

Definition at line 149 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Bundle_U< Real >::size(), and zero.

◆ solveEQPsubproblem()

template<typename Real >

unsigned ROL::Bundle_U_AS< Real >::solveEQPsubproblem	(	std::vector< Real > &	s,
		Real &	mu,
		const std::vector< Real > &	g,
		const Real	tol
	)		const

private

Definition at line 167 of file ROL_Bundle_U_AS_Def.hpp.

References zero.

◆ applyPreconditioner()

template<typename Real >

void ROL::Bundle_U_AS< Real >::applyPreconditioner	(	std::vector< Real > &	Px,
		const std::vector< Real > &	x
	)		const

private

Definition at line 191 of file ROL_Bundle_U_AS_Def.hpp.

References zero.

◆ applyG()

template<typename Real >

void ROL::Bundle_U_AS< Real >::applyG	(	std::vector< Real > &	Gx,
		const std::vector< Real > &	x
	)		const

private

Definition at line 204 of file ROL_Bundle_U_AS_Def.hpp.

◆ applyPreconditioner_Identity()

template<typename Real >

void ROL::Bundle_U_AS< Real >::applyPreconditioner_Identity	(	std::vector< Real > &	Px,
		const std::vector< Real > &	x
	)		const

private

Definition at line 214 of file ROL_Bundle_U_AS_Def.hpp.

References dim.

◆ applyG_Identity()

template<typename Real >

void ROL::Bundle_U_AS< Real >::applyG_Identity	(	std::vector< Real > &	Gx,
		const std::vector< Real > &	x
	)		const

private

Definition at line 232 of file ROL_Bundle_U_AS_Def.hpp.

◆ applyPreconditioner_Jacobi()

template<typename Real >

void ROL::Bundle_U_AS< Real >::applyPreconditioner_Jacobi	(	std::vector< Real > &	Px,
		const std::vector< Real > &	x
	)		const

private

Definition at line 237 of file ROL_Bundle_U_AS_Def.hpp.

References dim, and zero.

◆ applyG_Jacobi()

template<typename Real >

void ROL::Bundle_U_AS< Real >::applyG_Jacobi	(	std::vector< Real > &	Gx,
		const std::vector< Real > &	x
	)		const

private

Definition at line 266 of file ROL_Bundle_U_AS_Def.hpp.

References dim.

◆ applyPreconditioner_SymGS()

template<typename Real >

void ROL::Bundle_U_AS< Real >::applyPreconditioner_SymGS	(	std::vector< Real > &	Px,
		const std::vector< Real > &	x
	)		const

private

Definition at line 275 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Bundle_U< Real >::addGi(), dim, ROL::Bundle_U< Real >::dotGi(), and ROL::Bundle_U< Real >::GiGj().

◆ applyG_SymGS()

template<typename Real >

void ROL::Bundle_U_AS< Real >::applyG_SymGS	(	std::vector< Real > &	Gx,
		const std::vector< Real > &	x
	)		const

private

Definition at line 324 of file ROL_Bundle_U_AS_Def.hpp.

References dim.

◆ computeResidualUpdate()

template<typename Real >

void ROL::Bundle_U_AS< Real >::computeResidualUpdate	(	std::vector< Real > &	r,
		std::vector< Real > &	g
	)		const

private

Definition at line 333 of file ROL_Bundle_U_AS_Def.hpp.

◆ applyFullMatrix()

template<typename Real >

void ROL::Bundle_U_AS< Real >::applyFullMatrix	(	std::vector< Real > &	Hx,
		const std::vector< Real > &	x
	)		const

private

Definition at line 355 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Bundle_U< Real >::dotGi().

◆ applyMatrix()

template<typename Real >

void ROL::Bundle_U_AS< Real >::applyMatrix	(	std::vector< Real > &	Hx,
		const std::vector< Real > &	x
	)		const

private

Definition at line 373 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Bundle_U< Real >::dotGi().

◆ projectedCG()

template<typename Real >

unsigned ROL::Bundle_U_AS< Real >::projectedCG	(	std::vector< Real > &	x,
		Real &	mu,
		const std::vector< Real > &	b,
		const Real	tol
	)		const

private

Definition at line 395 of file ROL_Bundle_U_AS_Def.hpp.

References zero.

◆ dot()

template<typename Real >

Real ROL::Bundle_U_AS< Real >::dot	(	const std::vector< Real > &	x,
		const std::vector< Real > &	y
	)		const

private

Definition at line 442 of file ROL_Bundle_U_AS_Def.hpp.

◆ norm()

template<typename Real >

Real ROL::Bundle_U_AS< Real >::norm ( const std::vector< Real > & x ) const

private

Definition at line 457 of file ROL_Bundle_U_AS_Def.hpp.

◆ axpy()

template<typename Real >

void ROL::Bundle_U_AS< Real >::axpy	(	const Real	a,
		const std::vector< Real > &	x,
		std::vector< Real > &	y
	)		const

private

Definition at line 462 of file ROL_Bundle_U_AS_Def.hpp.

◆ scale() [1/2]

template<typename Real >

void ROL::Bundle_U_AS< Real >::scale	(	std::vector< Real > &	x,
		const Real	a
	)		const

private

Definition at line 470 of file ROL_Bundle_U_AS_Def.hpp.

◆ scale() [2/2]

template<typename Real >

void ROL::Bundle_U_AS< Real >::scale	(	std::vector< Real > &	x,
		const Real	a,
		const std::vector< Real > &	y
	)		const

private

Definition at line 477 of file ROL_Bundle_U_AS_Def.hpp.

◆ solveDual_arbitrary()

template<typename Real >

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

private

Definition at line 485 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Bundle_U< Real >::evaluateObjective(), ROL::Bundle_U< Real >::getDualVariable(), ROL::Bundle_U< Real >::setDualVariable(), and zero.

◆ project()

template<typename Real >

void ROL::Bundle_U_AS< Real >::project	(	std::vector< Real > &	x,
		const std::vector< Real > &	v
	)		const

private

Definition at line 540 of file ROL_Bundle_U_AS_Def.hpp.

References ROL::Bundle_U< Real >::size(), and zero.

◆ computeCriticality()

template<typename Real >

Real ROL::Bundle_U_AS< Real >::computeCriticality	(	const std::vector< Real > &	g,
		const std::vector< Real > &	sol
	)		const

private

Definition at line 562 of file ROL_Bundle_U_AS_Def.hpp.

References zero.

Member Data Documentation

◆ tG_

template<typename Real >

Ptr<Vector<Real> > ROL::Bundle_U_AS< Real >::tG_

private

Definition at line 62 of file ROL_Bundle_U_AS.hpp.

◆ eG_

template<typename Real >

Ptr<Vector<Real> > ROL::Bundle_U_AS< Real >::eG_

private

Definition at line 63 of file ROL_Bundle_U_AS.hpp.

◆ yG_

template<typename Real >

Ptr<Vector<Real> > ROL::Bundle_U_AS< Real >::yG_

private

Definition at line 64 of file ROL_Bundle_U_AS.hpp.

◆ gx_

template<typename Real >

Ptr<Vector<Real> > ROL::Bundle_U_AS< Real >::gx_

private

Definition at line 65 of file ROL_Bundle_U_AS.hpp.

◆ ge_

template<typename Real >

Ptr<Vector<Real> > ROL::Bundle_U_AS< Real >::ge_

private

Definition at line 66 of file ROL_Bundle_U_AS.hpp.

◆ workingSet_

template<typename Real >

std::set<unsigned> ROL::Bundle_U_AS< Real >::workingSet_

private

Definition at line 68 of file ROL_Bundle_U_AS.hpp.

◆ nworkingSet_

template<typename Real >

std::set<unsigned> ROL::Bundle_U_AS< Real >::nworkingSet_

private

Definition at line 69 of file ROL_Bundle_U_AS.hpp.

◆ isInitialized_

template<typename Real >

bool ROL::Bundle_U_AS< Real >::isInitialized_

private

Definition at line 71 of file ROL_Bundle_U_AS.hpp.

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

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

template<typename Real> class ROL::Bundle_U_AS< Real >

Constructor & Destructor Documentation

◆ Bundle_U_AS()

Member Function Documentation

◆ initialize()

◆ solveDual()

◆ initializeDualSolver()

◆ computeLagMult()

◆ isNonnegative()

◆ computeStepSize()

◆ solveEQPsubproblem()

◆ applyPreconditioner()

◆ applyG()

◆ applyPreconditioner_Identity()

◆ applyG_Identity()

◆ applyPreconditioner_Jacobi()

◆ applyG_Jacobi()

◆ applyPreconditioner_SymGS()

◆ applyG_SymGS()

◆ computeResidualUpdate()

◆ applyFullMatrix()

◆ applyMatrix()

◆ projectedCG()

◆ dot()

◆ norm()

◆ axpy()

◆ scale() [1/2]

◆ scale() [2/2]

◆ solveDual_arbitrary()

◆ project()

◆ computeCriticality()

Member Data Documentation

◆ tG_

◆ eG_

◆ yG_

◆ gx_

◆ ge_

◆ workingSet_

◆ nworkingSet_

◆ isInitialized_

template<typename Real>
class ROL::Bundle_U_AS< Real >