ROL
Public Member Functions | Protected Member Functions | Private Member Functions | Private Attributes | List of all members
ROL::ROL::Bundle_U< Real > Class Template Referenceabstract

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

#include <ROL_Constraint_SerialSimOpt.hpp>

+ Inheritance diagram for ROL::ROL::Bundle_U< Real >:

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

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

Provides the interface for and implements a bundle.

Definition at line 59 of file ROL_Constraint_SerialSimOpt.hpp.

Constructor & Destructor Documentation

◆ ~Bundle_U()

template<typename Real >
virtual ROL::ROL::Bundle_U< Real >::~Bundle_U ( void )
inlinevirtual

Definition at line 93 of file ROL_Constraint_SerialSimOpt.hpp.

◆ Bundle_U()

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

Definition at line 86 of file ROL_Constraint_SerialSimOpt.hpp.

Member Function Documentation

◆ remove()

template<typename Real >
void Bundle_U::remove ( const std::vector< unsigned > & ind)
private

Definition at line 52 of file ROL_Constraint_SerialSimOpt.hpp.

◆ add()

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

Definition at line 76 of file ROL_Constraint_SerialSimOpt.hpp.

◆ initialize()

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

Reimplemented in ROL::ROL::Bundle_U_AS< Real >.

Definition at line 107 of file ROL_Constraint_SerialSimOpt.hpp.

◆ solveDual()

template<typename Real >
virtual unsigned ROL::ROL::Bundle_U< Real >::solveDual ( const Real t,
const unsigned maxit = 1000,
const Real tol = 1.e-8 )
pure virtual

Implemented in ROL::ROL::Bundle_U_AS< Real >, and ROL::ROL::Bundle_U_TT< Real >.

◆ linearizationError()

template<typename Real >
const Real Bundle_U::linearizationError ( const unsigned i) const

Definition at line 128 of file ROL_Constraint_SerialSimOpt.hpp.

◆ distanceMeasure()

template<typename Real >
const Real Bundle_U::distanceMeasure ( const unsigned i) const

Definition at line 133 of file ROL_Constraint_SerialSimOpt.hpp.

◆ subgradient()

template<typename Real >
const Vector< Real > & Bundle_U::subgradient ( const unsigned i) const

Definition at line 138 of file ROL_Constraint_SerialSimOpt.hpp.

◆ getDualVariable()

template<typename Real >
const Real Bundle_U::getDualVariable ( const unsigned i) const

Definition at line 143 of file ROL_Constraint_SerialSimOpt.hpp.

◆ setDualVariable()

template<typename Real >
void Bundle_U::setDualVariable ( const unsigned i,
const Real val )

Definition at line 148 of file ROL_Constraint_SerialSimOpt.hpp.

◆ resetDualVariables()

template<typename Real >
void Bundle_U::resetDualVariables ( void )

Definition at line 153 of file ROL_Constraint_SerialSimOpt.hpp.

◆ computeAlpha()

template<typename Real >
const Real Bundle_U::computeAlpha ( const Real dm,
const Real le ) const

Definition at line 159 of file ROL_Constraint_SerialSimOpt.hpp.

◆ alpha()

template<typename Real >
const Real Bundle_U::alpha ( const unsigned i) const

Definition at line 168 of file ROL_Constraint_SerialSimOpt.hpp.

◆ size()

template<typename Real >
unsigned Bundle_U::size ( void ) const

Definition at line 173 of file ROL_Constraint_SerialSimOpt.hpp.

◆ aggregate()

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

Definition at line 178 of file ROL_Constraint_SerialSimOpt.hpp.

◆ reset()

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

Definition at line 205 of file ROL_Constraint_SerialSimOpt.hpp.

◆ update()

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

Definition at line 233 of file ROL_Constraint_SerialSimOpt.hpp.

◆ GiGj()

template<typename Real >
const Real Bundle_U::GiGj ( const unsigned i,
const unsigned j ) const
protected

Definition at line 260 of file ROL_Constraint_SerialSimOpt.hpp.

◆ dotGi()

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

Definition at line 265 of file ROL_Constraint_SerialSimOpt.hpp.

◆ addGi()

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

Definition at line 270 of file ROL_Constraint_SerialSimOpt.hpp.

◆ evaluateObjective()

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

Definition at line 275 of file ROL_Constraint_SerialSimOpt.hpp.

◆ solveDual_dim1()

template<typename Real >
unsigned Bundle_U::solveDual_dim1 ( const Real t,
const unsigned maxit = 1000,
const Real tol = 1.e-8 )
protected

Definition at line 303 of file ROL_Constraint_SerialSimOpt.hpp.

◆ solveDual_dim2()

template<typename Real >
unsigned Bundle_U::solveDual_dim2 ( const Real t,
const unsigned maxit = 1000,
const Real tol = 1.e-8 )
protected

Definition at line 310 of file ROL_Constraint_SerialSimOpt.hpp.

Member Data Documentation

◆ subgradients_

template<typename Real >
std::vector<Ptr<Vector<Real> > > ROL::ROL::Bundle_U< Real >::subgradients_
private

Definition at line 64 of file ROL_Constraint_SerialSimOpt.hpp.

◆ linearizationErrors_

template<typename Real >
std::vector<Real> ROL::ROL::Bundle_U< Real >::linearizationErrors_
private

Definition at line 65 of file ROL_Constraint_SerialSimOpt.hpp.

◆ distanceMeasures_

template<typename Real >
std::vector<Real> ROL::ROL::Bundle_U< Real >::distanceMeasures_
private

Definition at line 66 of file ROL_Constraint_SerialSimOpt.hpp.

◆ dualVariables_

template<typename Real >
std::vector<Real> ROL::ROL::Bundle_U< Real >::dualVariables_
private

Definition at line 68 of file ROL_Constraint_SerialSimOpt.hpp.

◆ tG_

template<typename Real >
Ptr<Vector<Real> > ROL::ROL::Bundle_U< Real >::tG_
private

Definition at line 70 of file ROL_Constraint_SerialSimOpt.hpp.

◆ eG_

template<typename Real >
Ptr<Vector<Real> > ROL::ROL::Bundle_U< Real >::eG_
private

Definition at line 71 of file ROL_Constraint_SerialSimOpt.hpp.

◆ yG_

template<typename Real >
Ptr<Vector<Real> > ROL::ROL::Bundle_U< Real >::yG_
private

Definition at line 72 of file ROL_Constraint_SerialSimOpt.hpp.

◆ gx_

template<typename Real >
Ptr<Vector<Real> > ROL::ROL::Bundle_U< Real >::gx_
private

Definition at line 73 of file ROL_Constraint_SerialSimOpt.hpp.

◆ ge_

template<typename Real >
Ptr<Vector<Real> > ROL::ROL::Bundle_U< Real >::ge_
private

Definition at line 74 of file ROL_Constraint_SerialSimOpt.hpp.

◆ size_

template<typename Real >
unsigned ROL::ROL::Bundle_U< Real >::size_
private

Definition at line 76 of file ROL_Constraint_SerialSimOpt.hpp.

◆ maxSize_

template<typename Real >
unsigned ROL::ROL::Bundle_U< Real >::maxSize_
private

Definition at line 78 of file ROL_Constraint_SerialSimOpt.hpp.

◆ remSize_

template<typename Real >
unsigned ROL::ROL::Bundle_U< Real >::remSize_
private

Definition at line 79 of file ROL_Constraint_SerialSimOpt.hpp.

◆ coeff_

template<typename Real >
Real ROL::ROL::Bundle_U< Real >::coeff_
private

Definition at line 80 of file ROL_Constraint_SerialSimOpt.hpp.

◆ omega_

template<typename Real >
Real ROL::ROL::Bundle_U< Real >::omega_
private

Definition at line 81 of file ROL_Constraint_SerialSimOpt.hpp.

◆ isInitialized_

template<typename Real >
bool ROL::ROL::Bundle_U< Real >::isInitialized_
private

Definition at line 83 of file ROL_Constraint_SerialSimOpt.hpp.

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