ROL
ROL_PH_StatusTest.hpp
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43
44#ifndef ROL_PH_STATUSTEST_H
45#define ROL_PH_STATUSTEST_H
46
47#include "ROL_StatusTest.hpp"
48
54namespace ROL {
55
56template <class Real>
57class PH_StatusTest : public StatusTest<Real> {
58private:
59
60 Real mu_;
62 Ptr<const Vector<Real>> xbar_;
63 Real tol_;
64 Ptr<Vector<Real>> x_;
65
66public:
67
68 PH_StatusTest( ROL::ParameterList &parlist, const Vector<Real> &x ) {
69 mu_ = parlist.sublist("SOL").sublist("Progressive Hedging").get("Fixed Tolerance", 1e-4);
70 epsilon_ = parlist.sublist("SOL").sublist("Progressive Hedging").get("Dynamic Tolerance", 0.1);
71 x_ = x.clone();
72 }
73
74 void setData(const int iter, const Ptr<const Vector<Real>> &xbar) {
75 const Real one(1);
76 tol_ = mu_*std::pow(one-epsilon_,iter+1);
77 xbar_ = xbar;
78 }
79
80 bool check( AlgorithmState<Real> &state ) {
81 const Real one(1);
82 x_->set(*state.iterateVec); x_->axpy(-one,*xbar_);
83 Real xnorm = x_->norm();
84 if ( state.gnorm <= tol_*std::min(one,xnorm) ) {
86 return false;
87 }
88 return true;
89 }
90
91}; // class PH_StatusTest
92
93} // namespace ROL
94
95#endif
Provides an interface to check status of the progressive hedging algorithm.
Ptr< const Vector< Real > > xbar_
PH_StatusTest(ROL::ParameterList &parlist, const Vector< Real > &x)
Ptr< Vector< Real > > x_
bool check(AlgorithmState< Real > &state)
Check algorithm status.
void setData(const int iter, const Ptr< const Vector< Real > > &xbar)
Provides an interface to check status of optimization algorithms.
Defines the linear algebra or vector space interface.
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
@ EXITSTATUS_USERDEFINED
State for algorithm class. Will be used for restarts.
ROL::Ptr< Vector< Real > > iterateVec
EExitStatus statusFlag