ROL
ROL_TypeE_FletcherAlgorithm.hpp
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43 
44 #ifndef ROL_TYPEE_FLETCHERALGORITHM_H
45 #define ROL_TYPEE_FLETCHERALGORITHM_H
46 
47 #include "ROL_TypeE_Algorithm.hpp"
49 
55 namespace ROL {
56 namespace TypeE {
57 
58 template<typename Real>
59 class FletcherAlgorithm : public TypeE::Algorithm<Real> {
60 private:
61 
62  ParameterList list_;
63  std::string subStep_;
64  // Penalty function data
65  Real merit_, gpnorm_;
66  Real sigma_, delta_;
71  // Verbosity flag
74 
77 
78 public:
79 
80  FletcherAlgorithm(ParameterList &list);
81 
82  void initialize( Vector<Real> &x,
83  const Vector<Real> &g,
84  const Vector<Real> &l,
85  const Vector<Real> &c,
87  Constraint<Real> &con,
88  std::ostream &outStream);
89 
91  virtual void run( Vector<Real> &x,
92  const Vector<Real> &g,
93  Objective<Real> &obj,
94  Constraint<Real> &econ,
95  Vector<Real> &emul,
96  const Vector<Real> &eres,
97  std::ostream &outStream = std::cout) override;
98 
99  virtual void writeHeader( std::ostream& os ) const override;
100 
101  virtual void writeName( std::ostream& os ) const override;
102 
103  virtual void writeOutput( std::ostream& os, const bool print_header = false ) const override;
104 
105 }; // class ROL::TypeE::FletcherAlgorithm
106 
107 } // namespace TypeE
108 } // namespace ROL
109 
111 
112 #endif
Provides the interface to evaluate objective functions.
virtual void writeName(std::ostream &os) const override
Print step name.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
virtual void writeOutput(std::ostream &os, const bool print_header=false) const override
Print iterate status.
virtual void run(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, Constraint< Real > &econ, Vector< Real > &emul, const Vector< Real > &eres, std::ostream &outStream=std::cout) override
Run algorithm on equality constrained problems (Type-E). This general interface supports the use of d...
void initialize(Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &l, const Vector< Real > &c, FletcherObjectiveE< Real > &fobj, Constraint< Real > &con, std::ostream &outStream)
virtual void writeHeader(std::ostream &os) const override
Print iterate header.
Provides an interface to run equality constrained optimization algorithms using Fletcher&#39;s exact pena...
Defines the general constraint operator interface.