/usr/include/trilinos/ROL_OptimizationSolver.hpp is in libtrilinos-rol-dev 12.12.1-5.
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// ************************************************************************
//
// Rapid Optimization Library (ROL) Package
// Copyright (2014) Sandia Corporation
//
// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
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// this software without specific prior written permission.
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// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
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// @HEADER
#ifndef ROL_OPTIMIZATIONSOLVER_HPP
#define ROL_OPTIMIZATIONSOLVER_HPP
#define OPTIMIZATION_PROBLEM_REFACTOR
#include "ROL_Algorithm.hpp"
#include "ROL_OptimizationProblemRefactor.hpp"
#include "Teuchos_oblackholestream.hpp"
/** \class ROL::OptimizationSolver
\brief Provides a simplified interface for solving a wide range of
optimization problems
*/
namespace ROL {
template<class Real>
class OptimizationSolver {
typedef Vector<Real> V;
typedef Objective<Real> OBJ;
typedef EqualityConstraint<Real> EQCON;
typedef BoundConstraint<Real> BND;
private:
Teuchos::RCP<Algorithm<Real> > algo_;
Teuchos::RCP<Step<Real> > step_;
Teuchos::RCP<StatusTest<Real> > status_;
Teuchos::RCP<AlgorithmState<Real> > state_;
Teuchos::RCP<V> x_;
Teuchos::RCP<V> g_;
Teuchos::RCP<V> l_;
Teuchos::RCP<V> c_;
Teuchos::RCP<OBJ> obj_;
Teuchos::RCP<BND> bnd_;
Teuchos::RCP<EQCON> eqcon_;
std::vector<std::string> output_;
EProblem problemType_;
public:
OptimizationSolver( OptimizationProblem<Real> &opt,
Teuchos::ParameterList &parlist ) {
using Teuchos::RCP; using Teuchos::rcp;
std::string stepname = parlist.sublist("Step").get("Type","Last Type (Dummy)");
EStep stepType = StringToEStep(stepname);
problemType_ = opt.getProblemType();
TEUCHOS_TEST_FOR_EXCEPTION( !isValidStep(stepType), std::invalid_argument,
"Invalid step name in OptimizationSolver constructor!" );
TEUCHOS_TEST_FOR_EXCEPTION( !isCompatibleStep(problemType_, stepType), std::logic_error,
"Error in OptimizationSolver constructor: Step type " << stepname << " does not support "
<< EProblemToString(problemType_) << " problems" << std::endl );
StepFactory<Real> stepFactory;
StatusTestFactory<Real> statusTestFactory;
step_ = stepFactory.getStep(stepname,parlist);
status_ = statusTestFactory.getStatusTest(stepname,parlist);
state_ = rcp( new AlgorithmState<Real> );
algo_ = rcp( new Algorithm<Real>( step_, status_, state_ ) );
x_ = opt.getSolutionVector();
g_ = x_->dual().clone();
// If there is an equality constraint, get the multiplier and create a constraint vector
if( problemType_ == TYPE_E || problemType_ == TYPE_EB ) {
l_ = opt.getMultiplierVector();
c_ = l_->dual().clone();
}
// Create modified objectives if needed
if( stepType == STEP_AUGMENTEDLAGRANGIAN ) {
RCP<OBJ> raw_obj = opt.getObjective();
eqcon_ = opt.getEqualityConstraint();
// TODO: Provide access to change initial penalty
obj_ = rcp( new AugmentedLagrangian<Real>(raw_obj,eqcon_,*l_,1.0,*x_,*c_,parlist) );
bnd_ = opt.getBoundConstraint();
}
else if( stepType == STEP_MOREAUYOSIDAPENALTY ) {
RCP<OBJ> raw_obj = opt.getObjective();
bnd_ = opt.getBoundConstraint();
eqcon_ = opt.getEqualityConstraint();
// TODO: Provide access to change initial penalty
obj_ = rcp( new MoreauYosidaPenalty<Real>(raw_obj,bnd_,*x_,parlist) );
}
else {
obj_ = opt.getObjective();
bnd_ = opt.getBoundConstraint();
eqcon_ = opt.getEqualityConstraint();
}
}
virtual std::vector<std::string> getOutput() {
return output_;
}
virtual int solve() {
Teuchos::oblackholestream bhs;
return solve(bhs);
}
virtual int solve( std::ostream &outStream ) {
switch(problemType_) {
case TYPE_U:
output_ = algo_->run(*x_,*g_,*obj_,true,outStream);
break;
case TYPE_B:
output_ = algo_->run(*x_,*g_,*obj_,*bnd_,true,outStream);
break;
case TYPE_E:
output_ = algo_->run(*x_,*g_,*l_,*c_,*obj_,*eqcon_,true,outStream);
break;
case TYPE_EB:
output_ = algo_->run(*x_,*g_,*l_,*c_,*obj_,*eqcon_,*bnd_,true,outStream);
break;
case TYPE_LAST:
TEUCHOS_TEST_FOR_EXCEPTION(true,std::invalid_argument,
"Error in OptimizationSolver::solve() : Unsupported problem type");
break;
}
// TODO: Interrogate AlgorithmState and StatusTest to generate a return code
// that indicates why the solver has stopped
// Return an integer code
return 0;
}
Teuchos::RCP<const AlgorithmState<Real> > getAlgorithmState() {
return state_;
}
}; // class OptimizationSolver
} // namespace ROL
#endif // ROL_OPTIMIZATIONSOLVER_HPP
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