ROL
ROL_TypeG_MoreauYosidaAlgorithm.hpp
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43 
44 #ifndef ROL_TYPEG_MOREAUYOSIDAALGORITHM_H
45 #define ROL_TYPEG_MOREAUYOSIDAALGORITHM_H
46 
47 #include "ROL_TypeG_Algorithm.hpp"
49 
54 namespace ROL {
55 namespace TypeG {
56 
57 template<typename Real>
59 private:
61  Real gnorm_;
63  Real tau_;
64  bool print_;
67 
68  ROL::ParameterList list_;
70 
71  std::string stepname_;
72 
75 
77 
81 
82  void initialize(Vector<Real> &x,
83  const Vector<Real> &g,
84  const Vector<Real> &l,
85  const Vector<Real> &c,
88  Constraint<Real> &con,
89  Vector<Real> &pwa,
90  Vector<Real> &dwa,
91  std::ostream &outStream = std::cout);
92 
93  void updateState(const Vector<Real> &x,
94  const Vector<Real> &l,
97  Constraint<Real> &con,
98  Vector<Real> &pwa,
99  Vector<Real> &dwa,
100  std::ostream &outStream = std::cout);
101 public:
102 
103  MoreauYosidaAlgorithm(ParameterList &list);
104 
106  void run( Vector<Real> &x,
107  const Vector<Real> &g,
108  Objective<Real> &obj,
110  Constraint<Real> &econ,
111  Vector<Real> &emul,
112  const Vector<Real> &eres,
113  std::ostream &outStream = std::cout) override;
114 
115  void writeHeader( std::ostream& os ) const override;
116 
117  void writeName( std::ostream& os ) const override;
118 
119  void writeOutput( std::ostream& os, const bool print_header = false ) const override;
120 
121 }; // class ROL::TypeG::MoreauYosidaAlgorithm
122 
123 } // namespace TypeG
124 } // namespace ROL
125 
127 
128 #endif
void updateState(const Vector< Real > &x, const Vector< Real > &l, MoreauYosidaObjective< Real > &myobj, BoundConstraint< Real > &bnd, Constraint< Real > &con, Vector< Real > &pwa, Vector< Real > &dwa, std::ostream &outStream=std::cout)
Provides the interface to evaluate objective functions.
void writeHeader(std::ostream &os) const override
Print iterate header.
void writeName(std::ostream &os) const override
Print step name.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
Provides an interface to run general constrained optimization algorithms.
void initialize(Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &l, const Vector< Real > &c, MoreauYosidaObjective< Real > &myobj, BoundConstraint< Real > &bnd, Constraint< Real > &con, Vector< Real > &pwa, Vector< Real > &dwa, std::ostream &outStream=std::cout)
Provides the interface to evaluate the Moreau-Yosida penalty function.
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...
Provides the interface to apply upper and lower bound constraints.
Provides an interface to run the Moreau-Yosida algorithm.
Defines the general constraint operator interface.