Bundle_U Class Reference

Provides the interface for and implements a bundle. More...

#include <ROL_Bundle_U.hpp>

Public Member Functions
virtual	~Bundle_U (void)
	Bundle_U (const unsigned maxSize=10, const Real coeff=0.0, const Real omega=2.0, const unsigned remSize=2)
virtual void	initialize (const Vector< Real > &g)
virtual unsigned	solveDual (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)=0
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)

Protected Member Functions
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)

Private Member Functions
void	remove (const std::vector< unsigned > &ind)
void	add (const Vector< Real > &g, const Real le, const Real dm)

Private Attributes
std::vector< Ptr< Vector< Real > > >	subgradients_
std::vector< Real >	linearizationErrors_
std::vector< Real >	distanceMeasures_
std::vector< Real >	dualVariables_
Ptr< Vector< Real > >	tG_
Ptr< Vector< Real > >	eG_
Ptr< Vector< Real > >	yG_
Ptr< Vector< Real > >	gx_
Ptr< Vector< Real > >	ge_
unsigned	size_
unsigned	maxSize_
unsigned	remSize_
Real	coeff_
Real	omega_
bool	isInitialized_

Detailed Description

Provides the interface for and implements a bundle.

Constructor & Destructor Documentation

~Bundle_U()

virtual Bundle_U::~Bundle_U ( void )

inlinevirtual

Definition at line 93 of file ROL_Bundle_U.hpp.

Bundle_U()

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

Member Function Documentation

remove()

void Bundle_U::remove ( const std::vector< unsigned > & ind )

private

add()

void Bundle_U::add ( const Vector< Real > & g, const Real le, const Real dm )

private

initialize()

virtual void Bundle_U::initialize ( const Vector< Real > & g )

virtual

Reimplemented in Bundle_U_AS.

solveDual()

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

pure virtual

Implemented in Bundle_U_AS, and Bundle_U_TT.

linearizationError()

const Real Bundle_U::linearizationError

(

const unsigned

i

)

const

distanceMeasure()

const Real Bundle_U::distanceMeasure

(

const unsigned

i

)

const

subgradient()

const Vector< Real > & Bundle_U::subgradient

(

const unsigned

i

)

const

getDualVariable()

const Real Bundle_U::getDualVariable

(

const unsigned

i

)

const

setDualVariable()

void Bundle_U::setDualVariable	(	const unsigned	i,
		const Real	val )

resetDualVariables()

void Bundle_U::resetDualVariables

(

void

)

computeAlpha()

const Real Bundle_U::computeAlpha	(	const Real	dm,
		const Real	le ) const

alpha()

const Real Bundle_U::alpha

(

const unsigned

i

)

const

size()

unsigned Bundle_U::size

(

void

)

const

aggregate()

void Bundle_U::aggregate	(	Vector< Real > &	aggSubGrad,
		Real &	aggLinErr,
		Real &	aggDistMeas ) const

reset()

void Bundle_U::reset	(	const Vector< Real > &	g,
		const Real	le,
		const Real	dm )

update()

void Bundle_U::update	(	const bool	flag,
		const Real	linErr,
		const Real	distMeas,
		const Vector< Real > &	g,
		const Vector< Real > &	s )

GiGj()

const Real Bundle_U::GiGj ( const unsigned i, const unsigned j ) const

protected

dotGi()

const Real Bundle_U::dotGi ( const unsigned i, const Vector< Real > & x ) const

protected

addGi()

void Bundle_U::addGi ( const unsigned i, const Real a, Vector< Real > & x ) const

protected

evaluateObjective()

Real Bundle_U::evaluateObjective ( std::vector< Real > & g, const std::vector< Real > & x, const Real t ) const

protected

solveDual_dim1()

unsigned Bundle_U::solveDual_dim1 ( const Real t, const unsigned maxit = 1000, const Real tol = 1.e-8 )

protected

solveDual_dim2()

unsigned Bundle_U::solveDual_dim2 ( const Real t, const unsigned maxit = 1000, const Real tol = 1.e-8 )

protected

Member Data Documentation

subgradients_

std::vector<Ptr<Vector<Real> > > Bundle_U::subgradients_

private

Definition at line 64 of file ROL_Bundle_U.hpp.

linearizationErrors_

std::vector<Real> Bundle_U::linearizationErrors_

private

Definition at line 65 of file ROL_Bundle_U.hpp.

distanceMeasures_

std::vector<Real> Bundle_U::distanceMeasures_

private

Definition at line 66 of file ROL_Bundle_U.hpp.

dualVariables_

std::vector<Real> Bundle_U::dualVariables_

private

Definition at line 68 of file ROL_Bundle_U.hpp.

tG_

Ptr<Vector<Real> > Bundle_U::tG_

private

Definition at line 70 of file ROL_Bundle_U.hpp.

eG_

Ptr<Vector<Real> > Bundle_U::eG_

private

Definition at line 71 of file ROL_Bundle_U.hpp.

yG_

Ptr<Vector<Real> > Bundle_U::yG_

private

Definition at line 72 of file ROL_Bundle_U.hpp.

gx_

Ptr<Vector<Real> > Bundle_U::gx_

private

Definition at line 73 of file ROL_Bundle_U.hpp.

ge_

Ptr<Vector<Real> > Bundle_U::ge_

private

Definition at line 74 of file ROL_Bundle_U.hpp.

size_

unsigned Bundle_U::size_

private

Definition at line 76 of file ROL_Bundle_U.hpp.

maxSize_

unsigned Bundle_U::maxSize_

private

Definition at line 78 of file ROL_Bundle_U.hpp.

remSize_

unsigned Bundle_U::remSize_

private

Definition at line 79 of file ROL_Bundle_U.hpp.

coeff_

Real Bundle_U::coeff_

private

Definition at line 80 of file ROL_Bundle_U.hpp.

omega_

Real Bundle_U::omega_

private

Definition at line 81 of file ROL_Bundle_U.hpp.

isInitialized_

bool Bundle_U::isInitialized_

private

Definition at line 83 of file ROL_Bundle_U.hpp.

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

• ROL_Bundle_U.hpp