ROL
ROL_Step.hpp
Go to the documentation of this file.
1// @HEADER
2// ************************************************************************
3//
4// Rapid Optimization Library (ROL) Package
5// Copyright (2014) Sandia Corporation
6//
7// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
8// license for use of this work by or on behalf of the U.S. Government.
9//
10// Redistribution and use in source and binary forms, with or without
11// modification, are permitted provided that the following conditions are
12// met:
13//
14// 1. Redistributions of source code must retain the above copyright
15// notice, this list of conditions and the following disclaimer.
16//
17// 2. Redistributions in binary form must reproduce the above copyright
18// notice, this list of conditions and the following disclaimer in the
19// documentation and/or other materials provided with the distribution.
20//
21// 3. Neither the name of the Corporation nor the names of the
22// contributors may be used to endorse or promote products derived from
23// this software without specific prior written permission.
24//
25// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
26// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
27// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
28// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
29// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
30// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
31// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
32// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
33// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
34// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
35// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
36//
37// Questions? Contact lead developers:
38// Drew Kouri (dpkouri@sandia.gov) and
39// Denis Ridzal (dridzal@sandia.gov)
40//
41// ************************************************************************
42// @HEADER
43
44#ifndef ROL_STEP_H
45#define ROL_STEP_H
46
47#include "ROL_Vector.hpp"
48#include "ROL_Objective.hpp"
50#include "ROL_Constraint.hpp"
51#include "ROL_Types.hpp"
52
53#include "ROL_ParameterList.hpp"
54
61namespace ROL {
62
63// We need a forward declaration here, because some steps are algorithms.
64template<class Real>
65class Algorithm;
66
67template <class Real>
68class Step {
69private:
70 ROL::Ptr<StepState<Real> > state_;
71
72protected:
73 ROL::Ptr<StepState<Real> > getState(void) {
74 return state_;
75 }
76
77public:
78
79 virtual ~Step() {}
80
81 Step(void) {
82 state_ = ROL::makePtr<StepState<Real>>();
83 }
84
85
88 virtual void initialize( Vector<Real> &x, const Vector<Real> &g,
90 AlgorithmState<Real> &algo_state ) {
91 initialize(x,x,g,obj,con,algo_state);
92 }
93
96 virtual void initialize( Vector<Real> &x, const Vector<Real> &s, const Vector<Real> &g,
98 AlgorithmState<Real> &algo_state ) {
99 Real tol = std::sqrt(ROL_EPSILON<Real>()), one(1), zero(0);
100 // Initialize state descent direction and gradient storage
101 state_->descentVec = s.clone();
102 state_->gradientVec = g.clone();
103 state_->searchSize = zero;
104 // Project x onto constraint set
105 if ( con.isActivated() ) {
106 con.project(x);
107 }
108 // Update objective function, get value, and get gradient
109 obj.update(x,true,algo_state.iter);
110 algo_state.value = obj.value(x,tol);
111 algo_state.nfval++;
112 obj.gradient(*(state_->gradientVec),x,tol);
113 algo_state.ngrad++;
114 if ( con.isActivated() ) {
115 ROL::Ptr<Vector<Real> > xnew = x.clone();
116 xnew->set(x);
117 xnew->axpy(-one,(Step<Real>::state_->gradientVec)->dual());
118 con.project(*xnew);
119 xnew->axpy(-one,x);
120 algo_state.gnorm = xnew->norm();
121 }
122 else {
123 algo_state.gnorm = (state_->gradientVec)->norm();
124 }
125 }
126
129 virtual void initialize( Vector<Real> &x, const Vector<Real> &g, Vector<Real> &l, const Vector<Real> &c,
131 AlgorithmState<Real> &algo_state ) {
132 }
133
136 virtual void initialize( Vector<Real> &x, const Vector<Real> &g, Vector<Real> &l, const Vector<Real> &c,
138 AlgorithmState<Real> &algo_state ) {
139 }
140
143 virtual void compute( Vector<Real> &s, const Vector<Real> &x,
145 AlgorithmState<Real> &algo_state ) {
146 throw Exception::NotImplemented(">>> ROL::Step::compute(s,x,obj,bnd,algo_state) is not implemented!");
147 }
148
151 virtual void update( Vector<Real> &x, const Vector<Real> &s,
153 AlgorithmState<Real> &algo_state ) {
154 throw Exception::NotImplemented(">>> ROL::Step::update(x,s,obj,bnd,algo_state) is not implemented!");
155 }
156
159 virtual void compute( Vector<Real> &s, const Vector<Real> &x, const Vector<Real> &l,
161 AlgorithmState<Real> &algo_state ) {
162 throw Exception::NotImplemented(">>> ROL::Step::compute(s,x,l,obj,con,algo_state) is not implemented!");
163 }
164
167 virtual void update( Vector<Real> &x, Vector<Real> &l, const Vector<Real> &s,
169 AlgorithmState<Real> &algo_state ) {
170 throw Exception::NotImplemented(">>> ROL::Step::update(x,s,l,obj,bnd,con,algo_state) is not implemented!");
171 }
172
175 virtual void compute( Vector<Real> &s, const Vector<Real> &x, const Vector<Real> &l,
178 AlgorithmState<Real> &algo_state ) {
179 throw Exception::NotImplemented(">>> ROL::Step::compute(s,x,l,obj,bnd,con,algo_state) is not implemented!");
180 }
181
184 virtual void update( Vector<Real> &x, Vector<Real> &l, const Vector<Real> &s,
187 AlgorithmState<Real> &algo_state ) {
188 throw Exception::NotImplemented(">>> ROL::Step::update(x,s,l,obj,bnd,con,algo_state) is not implemented!");
189 }
190
193 virtual std::string printHeader( void ) const {
194 throw Exception::NotImplemented(">>> ROL::Step::printHeader() is not implemented!");
195 }
196
199 virtual std::string printName( void ) const {
200 throw Exception::NotImplemented(">>> ROL::Step::printName() is not implemented!");
201 }
202
205 virtual std::string print( AlgorithmState<Real> &algo_state, bool printHeader = false ) const {
206 throw Exception::NotImplemented(">>> ROL::Step::print(algo_state,printHeader) is not implemented!");
207 }
208
211 const ROL::Ptr<const StepState<Real> > getStepState(void) const {
212 return state_;
213 }
214
217 void reset(const Real searchSize = 1.0) {
218 state_->reset(searchSize);
219 }
220
221 // struct StepState (scalars, vectors) map?
222
223 // getState
224
225 // setState
226
227}; // class Step
228
229} // namespace ROL
230
231#endif
Objective_SerialSimOpt(const Ptr< Obj > &obj, const V &ui) z0_ zero()
Contains definitions of custom data types in ROL.
Provides the interface to apply upper and lower bound constraints.
bool isActivated(void) const
Check if bounds are on.
virtual void project(Vector< Real > &x)
Project optimization variables onto the bounds.
Defines the general constraint operator interface.
Provides the interface to evaluate objective functions.
virtual void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
virtual Real value(const Vector< Real > &x, Real &tol)=0
Compute value.
virtual void update(const Vector< Real > &x, UpdateType type, int iter=-1)
Update objective function.
Provides the interface to compute optimization steps.
Definition: ROL_Step.hpp:68
virtual void initialize(Vector< Real > &x, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &con, AlgorithmState< Real > &algo_state)
Initialize step with bound constraint.
Definition: ROL_Step.hpp:88
ROL::Ptr< StepState< Real > > getState(void)
Definition: ROL_Step.hpp:73
virtual std::string print(AlgorithmState< Real > &algo_state, bool printHeader=false) const
Print iterate status.
Definition: ROL_Step.hpp:205
virtual void compute(Vector< Real > &s, const Vector< Real > &x, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
Compute step.
Definition: ROL_Step.hpp:143
virtual void compute(Vector< Real > &s, const Vector< Real > &x, const Vector< Real > &l, Objective< Real > &obj, Constraint< Real > &con, AlgorithmState< Real > &algo_state)
Compute step (equality constraints).
Definition: ROL_Step.hpp:159
void reset(const Real searchSize=1.0)
Get state for step object.
Definition: ROL_Step.hpp:217
virtual std::string printName(void) const
Print step name.
Definition: ROL_Step.hpp:199
virtual void initialize(Vector< Real > &x, const Vector< Real > &g, Vector< Real > &l, const Vector< Real > &c, Objective< Real > &obj, Constraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
Initialize step with equality constraint.
Definition: ROL_Step.hpp:136
ROL::Ptr< StepState< Real > > state_
Definition: ROL_Step.hpp:70
virtual ~Step()
Definition: ROL_Step.hpp:79
virtual void update(Vector< Real > &x, Vector< Real > &l, const Vector< Real > &s, Objective< Real > &obj, Constraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
Update step, if successful (equality constraints).
Definition: ROL_Step.hpp:184
virtual std::string printHeader(void) const
Print iterate header.
Definition: ROL_Step.hpp:193
Step(void)
Definition: ROL_Step.hpp:81
virtual void initialize(Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &g, Objective< Real > &obj, BoundConstraint< Real > &con, AlgorithmState< Real > &algo_state)
Initialize step with bound constraint.
Definition: ROL_Step.hpp:96
virtual void initialize(Vector< Real > &x, const Vector< Real > &g, Vector< Real > &l, const Vector< Real > &c, Objective< Real > &obj, Constraint< Real > &con, AlgorithmState< Real > &algo_state)
Initialize step with equality constraint.
Definition: ROL_Step.hpp:129
virtual void update(Vector< Real > &x, Vector< Real > &l, const Vector< Real > &s, Objective< Real > &obj, Constraint< Real > &con, AlgorithmState< Real > &algo_state)
Update step, if successful (equality constraints).
Definition: ROL_Step.hpp:167
virtual void compute(Vector< Real > &s, const Vector< Real > &x, const Vector< Real > &l, Objective< Real > &obj, Constraint< Real > &con, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
Compute step (equality constraints).
Definition: ROL_Step.hpp:175
virtual void update(Vector< Real > &x, const Vector< Real > &s, Objective< Real > &obj, BoundConstraint< Real > &bnd, AlgorithmState< Real > &algo_state)
Update step, if successful.
Definition: ROL_Step.hpp:151
const ROL::Ptr< const StepState< Real > > getStepState(void) const
Get state for step object.
Definition: ROL_Step.hpp:211
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
State for algorithm class. Will be used for restarts.
Definition: ROL_Types.hpp:143