126 std::ostream &outStream) {
128 Real zerotol = std::sqrt(ROL_EPSILON<Real>());
130 if (state_->iter == 0) {
141 ipobj.
gradient(*state_->gradientVec, x, zerotol);
143 state_->gradientVec->plus(dwa);
146 pwa.
axpy(-one,state_->gradientVec->dual());
147 proj_->project(pwa,outStream);
149 state_->gnorm = pwa.
norm();
151 con.
value(*state_->constraintVec, x, zerotol);
152 state_->cnorm = state_->constraintVec->norm();
167 std::ostream &outStream ) {
169 Ptr<Vector<Real>> pwa = x.
clone(), dwa = g.
clone();
172 x,g,useLinearDamping_,kappaD_,
174 initialize(x,g,emul,eres,ipobj,bnd,econ,*pwa,*dwa,outStream);
175 Ptr<TypeE::Algorithm<Real>> algo;
178 if (verbosity_ > 0) writeOutput(outStream,
true);
180 while (status_->check(*state_)) {
182 list_.sublist(
"Status Test").set(
"Gradient Tolerance", gtol_);
183 list_.sublist(
"Status Test").set(
"Constraint Tolerance", ctol_);
184 list_.sublist(
"Status Test").set(
"Step Tolerance", stol_);
185 algo = TypeE::AlgorithmFactory<Real>(list_);
186 if (hasPolyProj_) algo->run(x,g,ipobj,econ,emul,eres,
187 *proj_->getLinearConstraint(),
188 *proj_->getMultiplier(),
189 *proj_->getResidual(),outStream);
190 else algo->run(x,g,ipobj,econ,emul,eres,outStream);
191 subproblemIter_ = algo->getState()->iter;
192 state_->nfval += algo->getState()->nfval;
193 state_->ngrad += algo->getState()->ngrad;
194 state_->ncval += algo->getState()->ncval;
197 state_->stepVec->set(x);
198 state_->stepVec->axpy(-one,*state_->iterateVec);
199 state_->lagmultVec->axpy(-one,emul);
200 state_->snorm = state_->stepVec->norm();
201 state_->snorm += state_->lagmultVec->norm();
204 state_->iterateVec->set(x);
205 state_->lagmultVec->set(emul);
212 if( (rho_< one && state_->searchSize > mumin_) || (rho_ > one && state_->searchSize < mumax_) ) {
213 state_->searchSize *= rho_;
216 gtol_ *= gtolrate_; gtol_ = std::max(gtol_,mingtol_);
217 ctol_ *= ctolrate_; ctol_ = std::max(ctol_,minctol_);
218 stol_ =
static_cast<Real
>(1e-6)*std::min(gtol_,ctol_);
222 updateState(x,emul,ipobj,bnd,econ,*pwa,*dwa);
225 if (verbosity_ > 0) writeOutput(outStream,printHeader_);
232 std::stringstream hist;
233 if (verbosity_ > 1) {
234 hist << std::string(109,
'-') << std::endl;
235 hist <<
"Interior Point Solver";
236 hist <<
" status output definitions" << std::endl << std::endl;
237 hist <<
" iter - Number of iterates (steps taken)" << std::endl;
238 hist <<
" fval - Objective function value" << std::endl;
239 hist <<
" cnorm - Norm of the constraint" << std::endl;
240 hist <<
" gLnorm - Norm of the gradient of the Lagrangian" << std::endl;
241 hist <<
" snorm - Norm of the step (update to optimization vector)" << std::endl;
242 hist <<
" penalty - Penalty parameter for bound constraints" << std::endl;
243 hist <<
" #fval - Cumulative number of times the objective function was evaluated" << std::endl;
244 hist <<
" #grad - Cumulative number of times the gradient was computed" << std::endl;
245 hist <<
" #cval - Cumulative number of times the constraint was evaluated" << std::endl;
246 hist <<
" optTol - Subproblem optimality tolerance" << std::endl;
247 hist <<
" feasTol - Subproblem feasibility tolerance" << std::endl;
248 hist <<
" subiter - Number of subproblem iterations" << std::endl;
249 hist << std::string(109,
'-') << std::endl;
253 hist << std::setw(6) << std::left <<
"iter";
254 hist << std::setw(15) << std::left <<
"fval";
255 hist << std::setw(15) << std::left <<
"cnorm";
256 hist << std::setw(15) << std::left <<
"gLnorm";
257 hist << std::setw(15) << std::left <<
"snorm";
258 hist << std::setw(10) << std::left <<
"penalty";
259 hist << std::setw(8) << std::left <<
"#fval";
260 hist << std::setw(8) << std::left <<
"#grad";
261 hist << std::setw(8) << std::left <<
"#cval";
262 hist << std::setw(10) << std::left <<
"optTol";
263 hist << std::setw(10) << std::left <<
"feasTol";
264 hist << std::setw(8) << std::left <<
"subIter";
280 std::stringstream hist;
281 hist << std::scientific << std::setprecision(6);
282 if ( state_->iter == 0 ) writeName(os);
283 if ( print_header ) writeHeader(os);
284 if ( state_->iter == 0 ) {
286 hist << std::setw(6) << std::left << state_->iter;
287 hist << std::setw(15) << std::left << state_->value;
288 hist << std::setw(15) << std::left << state_->cnorm;
289 hist << std::setw(15) << std::left << state_->gnorm;
290 hist << std::setw(15) << std::left <<
"---";
291 hist << std::scientific << std::setprecision(2);
292 hist << std::setw(10) << std::left << state_->searchSize;
293 hist << std::setw(8) << std::left << state_->nfval;
294 hist << std::setw(8) << std::left << state_->ngrad;
295 hist << std::setw(8) << std::left << state_->ncval;
296 hist << std::setw(10) << std::left <<
"---";
297 hist << std::setw(10) << std::left <<
"---";
298 hist << std::setw(8) << std::left <<
"---";
303 hist << std::setw(6) << std::left << state_->iter;
304 hist << std::setw(15) << std::left << state_->value;
305 hist << std::setw(15) << std::left << state_->cnorm;
306 hist << std::setw(15) << std::left << state_->gnorm;
307 hist << std::setw(15) << std::left << state_->snorm;
308 hist << std::scientific << std::setprecision(2);
309 hist << std::setw(10) << std::left << state_->searchSize;
310 hist << std::scientific << std::setprecision(6);
311 hist << std::setw(8) << std::left << state_->nfval;
312 hist << std::setw(8) << std::left << state_->ngrad;
313 hist << std::setw(8) << std::left << state_->ncval;
314 hist << std::scientific << std::setprecision(2);
315 hist << std::setw(10) << std::left << gtol_;
316 hist << std::setw(10) << std::left << ctol_;
317 hist << std::scientific << std::setprecision(6);
318 hist << std::setw(8) << std::left << subproblemIter_;
virtual void applyAdjointJacobian(Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply the adjoint of the the constraint Jacobian at , , to vector .
void updateState(const Vector< Real > &x, const Vector< Real > &l, InteriorPointObjective< Real > &ipobj, BoundConstraint< Real > &bnd, Constraint< Real > &con, Vector< Real > &pwa, Vector< Real > &dwa, std::ostream &outStream=std::cout)
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.
void initialize(Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &l, const Vector< Real > &c, InteriorPointObjective< Real > &ipobj, BoundConstraint< Real > &bnd, Constraint< Real > &con, Vector< Real > &pwa, Vector< Real > &dwa, std::ostream &outStream=std::cout)