44#ifndef ROL_TYPEG_AUGMENTEDLAGRANGIANALGORITHM_H
45#define ROL_TYPEG_AUGMENTEDLAGRANGIANALGORITHM_H
59template<
typename Real>
110 std::ostream &outStream = std::cout);
124 std::ostream &outStream = std::cout)
override ;
126 void writeHeader( std::ostream& os )
const override;
128 void writeName( std::ostream& os )
const override;
130 void writeOutput( std::ostream& os,
const bool print_header =
false )
const override;
Provides the interface to evaluate the augmented Lagrangian.
Provides the interface to apply upper and lower bound constraints.
Defines the general constraint operator interface.
Provides the interface to evaluate objective functions.
Provides an interface to run general constrained optimization algorithms.
const Ptr< CombinedStatusTest< Real > > status_
Ptr< PolyhedralProjection< Real > > proj_
const Ptr< AlgorithmState< Real > > state_
Provides an interface to run general constrained optimization algorithms using Augmented Lagrangians.
Real optIncreaseExponent_
void writeOutput(std::ostream &os, const bool print_header=false) const override
Print iterate status.
Real optDecreaseExponent_
Real feasDecreaseExponent_
Real minPenaltyLowerBound_
void writeName(std::ostream &os) const override
Print step name.
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.
Real feasIncreaseExponent_
void initialize(Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &l, const Vector< Real > &c, AugmentedLagrangianObjective< Real > &alobj, BoundConstraint< Real > &bnd, Constraint< Real > &con, std::ostream &outStream=std::cout)
Real feasToleranceInitial_
Real minPenaltyReciprocal_
void writeHeader(std::ostream &os) const override
Print iterate header.
Real optToleranceInitial_
Defines the linear algebra or vector space interface.