45 #ifndef ROL_RIDDERSPROJECTION_DEF_H 46 #define ROL_RIDDERSPROJECTION_DEF_H 50 template<
typename Real>
61 DEFAULT_maxit_ (5000),
62 DEFAULT_verbosity_ (0),
63 atol_ (DEFAULT_atol_),
64 rtol_ (DEFAULT_rtol_),
65 ltol_ (DEFAULT_ltol_),
66 maxit_ (DEFAULT_maxit_),
67 verbosity_ (DEFAULT_verbosity_) {
69 ROL_TEST_FOR_EXCEPTION(
dim_!=1,std::logic_error,
70 ">>> ROL::RiddersProjection : The range of the linear constraint must be one dimensional!");
72 mul1_ =
static_cast<Real
>(0);
73 dlam1_ =
static_cast<Real
>(2);
75 Real tol(std::sqrt(ROL_EPSILON<Real>()));
80 mul_->setScalar(static_cast<Real>(1));
90 Real res0 = std::max(resl,resu);
92 res0 =
static_cast<Real
>(1);
97 template<
typename Real>
106 atol_ = list.sublist(
"General").sublist(
"Polyhedral Projection").get(
"Absolute Tolerance",
DEFAULT_atol_);
107 rtol_ = list.sublist(
"General").sublist(
"Polyhedral Projection").get(
"Relative Tolerance",
DEFAULT_rtol_);
108 ltol_ = list.sublist(
"General").sublist(
"Polyhedral Projection").get(
"Multiplier Tolerance",
DEFAULT_ltol_);
109 maxit_ = list.sublist(
"General").sublist(
"Polyhedral Projection").get(
"Iteration Limit",
DEFAULT_maxit_);
113 template<
typename Real>
115 if (con_ == nullPtr) {
119 mul1_ = -residual(x)/cdot_;
121 dlam1_ =
static_cast<Real
>(2);
123 project_df(x, mul1_, dlam1_, stream);
124 mul_->setScalar(mul1_);
128 template<
typename Real>
130 return xprim_->dot(x) + b_;
133 template<
typename Real>
140 template<
typename Real>
142 const Real
zero(0), one(1), c1(0.1);
143 Real lamLower(0), lamUpper(0), res(0), resLower(0), resUpper(0), s(0);
147 update_primal(*xnew_,x,lam);
148 res = residual(*xnew_);
153 std::ios_base::fmtflags streamFlags(stream.flags());
154 if (verbosity_ > 2) {
155 stream << std::scientific << std::setprecision(6);
157 stream <<
" Polyhedral Projection using Ridders' Algorithm" << std::endl;
158 stream <<
" Bracketing Phase" << std::endl;
165 update_primal(*xnew_,x,lam);
166 res = residual(*xnew_);
167 if (verbosity_ > 2) {
169 stream << std::setw(6) << std::left <<
"iter";
170 stream << std::setw(15) << std::left <<
"lam";
171 stream << std::setw(15) << std::left <<
"res";
172 stream << std::setw(15) << std::left <<
"lower lam";
173 stream << std::setw(15) << std::left <<
"lower res";
176 stream << std::setw(6) << std::left << cnt;
177 stream << std::setw(15) << std::left << lam;
178 stream << std::setw(15) << std::left << res;
179 stream << std::setw(15) << std::left << lamLower;
180 stream << std::setw(15) << std::left << resLower;
183 while ( res <
zero && std::abs(res) > rtol && cnt < maxit_ ) {
184 s = std::max(resLower/res-one,c1);
189 update_primal(*xnew_,x,lam);
190 res = residual(*xnew_);
192 if (verbosity_ > 2) {
194 stream << std::setw(6) << std::left << cnt;
195 stream << std::setw(15) << std::left << lam;
196 stream << std::setw(15) << std::left << res;
197 stream << std::setw(15) << std::left << lamLower;
198 stream << std::setw(15) << std::left << resLower;
209 update_primal(*xnew_,x,lam);
210 res = residual(*xnew_);
211 if (verbosity_ > 2) {
213 stream << std::setw(6) << std::left <<
"iter";
214 stream << std::setw(15) << std::left <<
"lam";
215 stream << std::setw(15) << std::left <<
"res";
216 stream << std::setw(15) << std::left <<
"upper lam";
217 stream << std::setw(15) << std::left <<
"upper res";
220 stream << std::setw(6) << std::left << cnt;
221 stream << std::setw(15) << std::left << lam;
222 stream << std::setw(15) << std::left << res;
223 stream << std::setw(15) << std::left << lamUpper;
224 stream << std::setw(15) << std::left << resUpper;
227 while ( res >
zero && std::abs(res) > rtol && cnt < maxit_ ) {
228 s = std::max(resUpper/res-one,c1);
233 update_primal(*xnew_,x,lam);
234 res = residual(*xnew_);
236 if (verbosity_ > 2) {
238 stream << std::setw(6) << std::left << cnt;
239 stream << std::setw(15) << std::left << lam;
240 stream << std::setw(15) << std::left << res;
241 stream << std::setw(15) << std::left << lamUpper;
242 stream << std::setw(15) << std::left << resUpper;
249 if (verbosity_ > 2) {
250 stream <<
" Bracket: ";
251 stream << std::setw(15) << std::left << lamLower;
252 stream << std::setw(15) << std::left << lamUpper;
259 if (verbosity_ > 2) {
261 stream <<
" Ridders' Phase" << std::endl;
263 stream << std::setw(6) << std::left <<
"iter";
264 stream << std::setw(15) << std::left <<
"rtol";
265 stream << std::setw(15) << std::left <<
"lam";
266 stream << std::setw(15) << std::left <<
"res";
267 stream << std::setw(15) << std::left <<
"lam mid";
268 stream << std::setw(15) << std::left <<
"res mid";
269 stream << std::setw(15) << std::left <<
"lam low";
270 stream << std::setw(15) << std::left <<
"res low";
271 stream << std::setw(15) << std::left <<
"lam up";
272 stream << std::setw(15) << std::left <<
"res up";
275 const Real half(0.5);
276 Real lamMid(0), resMid(0);
277 for (cnt = 0; cnt < maxit_; cnt++) {
280 if (std::abs(lamUpper-lamLower) < ltol_)
break;
282 lamMid = half*(lamUpper+lamLower);
283 update_primal(*xnew_,x,lamMid);
284 resMid = residual(*xnew_);
285 if (std::abs(resMid) <= rtol) {
291 lam = lamMid-(lamMid-lamLower)*resMid/std::sqrt(resMid*resMid-resLower*resUpper);
292 update_primal(*xnew_,x,lam);
293 res = residual(*xnew_);
294 if (std::abs(res) <= rtol)
break;
297 if (resMid < -rtol) {
298 resLower = (lam < lamMid ? resMid : res);
299 lamLower = (lam < lamMid ? lamMid : lam);
309 if (resMid < -rtol) {
316 resUpper = (lam < lamMid ? res : resMid);
317 lamUpper = (lam < lamMid ? lam : lamMid);
322 if (verbosity_ > 2) {
324 stream << std::setw(6) << std::left << cnt;
325 stream << std::setw(15) << std::left << rtol;
326 stream << std::setw(15) << std::left << lam;
327 stream << std::setw(15) << std::left << res;
328 stream << std::setw(15) << std::left << lamMid;
329 stream << std::setw(15) << std::left << resMid;
330 stream << std::setw(15) << std::left << lamLower;
331 stream << std::setw(15) << std::left << resLower;
332 stream << std::setw(15) << std::left << lamUpper;
333 stream << std::setw(15) << std::left << resUpper;
337 if (verbosity_ > 2) {
340 stream << std::setw(6) << std::left << cnt;
341 stream << std::setw(15) << std::left << rtol;
342 stream << std::setw(15) << std::left << lam;
343 stream << std::setw(15) << std::left << res;
344 stream << std::setw(15) << std::left << lamMid;
345 stream << std::setw(15) << std::left << resMid;
346 stream << std::setw(15) << std::left << lamLower;
347 stream << std::setw(15) << std::left << resLower;
348 stream << std::setw(15) << std::left << lamUpper;
349 stream << std::setw(15) << std::left << resUpper;
356 if (std::abs(res) > rtol ) {
358 stream <<
">>> ROL::PolyhedralProjection::project : Projection may be inaccurate! rnorm = ";
359 stream << std::abs(res) <<
" rtol = " << rtol << std::endl;
361 stream.flags(streamFlags);
Ptr< Vector< Real > > xprim_
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
Ptr< Vector< Real > > res_
virtual void axpy(const Real alpha, const Vector &x)
Compute where .
Ptr< Vector< Real > > xdual_
const Ptr< BoundConstraint< Real > > bnd_
Real residual(const Vector< Real > &x) const
Defines the linear algebra or vector space interface.
Objective_SerialSimOpt(const Ptr< Obj > &obj, const V &ui) z0_ zero()
const Ptr< Constraint< Real > > con_
void project(Vector< Real > &x, std::ostream &stream=std::cout) override
Ptr< Vector< Real > > mul_
virtual int dimension() const
Return dimension of the vector space.
Ptr< Vector< Real > > xnew_
RiddersProjection(const Vector< Real > &xprim, const Vector< Real > &xdual, const Ptr< BoundConstraint< Real >> &bnd, const Ptr< Constraint< Real >> &con, const Vector< Real > &mul, const Vector< Real > &res)
Provides the interface to apply upper and lower bound constraints.
void update_primal(Vector< Real > &y, const Vector< Real > &x, const Real lam) const
virtual void set(const Vector &x)
Set where .
void project_df(Vector< Real > &x, Real &lam, Real &dlam, std::ostream &stream=std::cout) const
Real ROL_EPSILON(void)
Platform-dependent machine epsilon.
Defines the general constraint operator interface.