#include <reducedalgorithm.h>

Inheritance diagram for DOpE::ReducedAlgorithm< PROBLEM, VECTOR >:

Public Member Functions
	ReducedAlgorithm (PROBLEM OP, ReducedProblemInterface< PROBLEM, VECTOR > S, ParameterReader &param_reader, DOpEExceptionHandler< VECTOR > Except=NULL, DOpEOutputHandler< VECTOR > Output=NULL, int base_priority=0)

virtual	~ReducedAlgorithm ()

virtual void	ReInit ()

virtual int	Solve (ControlVector< VECTOR > &q, double global_tol=-1.)=0

virtual void	SolveForward (ControlVector< VECTOR > &q)

virtual void	CheckGrads (double c, ControlVector< VECTOR > &q, ControlVector< VECTOR > &dq, unsigned int niter=1, double eps=1.)

virtual void	FirstDifferenceQuotient (double exact, double eps, const ControlVector< VECTOR > &q, const ControlVector< VECTOR > &dq)

virtual void	CheckHessian (double c, ControlVector< VECTOR > &q, ControlVector< VECTOR > &dq, unsigned int niter=1, double eps=1.)

virtual void	SecondDifferenceQuotient (double exact, double eps, const ControlVector< VECTOR > &q, const ControlVector< VECTOR > &dq)

DOpEExceptionHandler< VECTOR > *	GetExceptionHandler ()

DOpEOutputHandler< VECTOR > *	GetOutputHandler ()

Static Public Member Functions
static void	declare_params (ParameterReader &param_reader)

Protected Member Functions
PROBLEM *	GetProblem ()

const PROBLEM *	GetProblem () const

const ReducedProblemInterface < PROBLEM, VECTOR > *	GetReducedProblem () const

ReducedProblemInterface < PROBLEM, VECTOR > *	GetReducedProblem ()

int	GetBasePriority () const

Detailed Description

template<typename PROBLEM, typename VECTOR>
class DOpE::ReducedAlgorithm< PROBLEM, VECTOR >

This class is the base class for solvers for equality constrained optimization problems in reduced form, i.e., the dependent variable is assumed to be eliminated by solving the equation. I.e., we solve the problem min j(q)

Template Parameters

<PROBLEM>	The problem container. See, e.g., OptProblemContainer
<VECTOR>	The vector type of the solution.

Constructor & Destructor Documentation

template<typename PROBLEM , typename VECTOR >

DOpE::ReducedAlgorithm< PROBLEM, VECTOR >::ReducedAlgorithm	(	PROBLEM *	OP,
		ReducedProblemInterface< PROBLEM, VECTOR > *	S,
		ParameterReader &	param_reader,
		DOpEExceptionHandler< VECTOR > *	Except = `NULL`,
		DOpEOutputHandler< VECTOR > *	Output = `NULL`,
		int	base_priority = `0`
	)

The constructor for the algorithm

Parameters

OP	A pointer to the problem container
S	The reduced problem. This object handles the equality constraint. For the interface see ReducedProblemInterface.
param_reader	A parameter reader to access user given runtime parameters.
Except	The DOpEExceptionHandler. This is used to handle the output by all exception.
Output	The DOpEOutputHandler. This takes care of all output generated by the problem.
base_priority	An offset for the priority of the output generated by the algorithm.

template<typename PROBLEM , typename VECTOR >

DOpE::ReducedAlgorithm< PROBLEM, VECTOR >::~ReducedAlgorithm ( )

virtual

Member Function Documentation

template<typename PROBLEM , typename VECTOR >

void DOpE::ReducedAlgorithm< PROBLEM, VECTOR >::CheckGrads	(	double	c,
		ControlVector< VECTOR > &	q,
		ControlVector< VECTOR > &	dq,
		unsigned int	niter = `1`,
		double	eps = `1.`
	)

virtual

This function calculates j'(q)dq, i.e., the directional derivative and difference quotients for comparison to allow checking of the implementation of all things related to the first derivative of the functional once it is confirmed that functional evaluations are correct.

c The direction will be initialized to the constant value c.

Parameters

q	The point at which we calculate the derivative.
dq	Storage or the direction.
niter	Number of difference quotient evaluations, i.e., how many times eps is reduced.
eps	The initial value for eps in the difference quotients.

template<typename PROBLEM , typename VECTOR >

void DOpE::ReducedAlgorithm< PROBLEM, VECTOR >::CheckHessian	(	double	c,
		ControlVector< VECTOR > &	q,
		ControlVector< VECTOR > &	dq,
		unsigned int	niter = `1`,
		double	eps = `1.`
	)

virtual

This function calculates dq*H(q)dq , i.e., some diagonal entry of the hessian and corresponting difference quotients for comparison.

c The direction will be initialized to the constant value c.

Parameters

q	The point at which we calculate the derivative.
dq	Storage or the direction.
niter	Number of difference quotient evaluations, i.e., how many times eps is reduced.
eps	The initial value for eps in the difference quotients.

template<typename PROBLEM , typename VECTOR >

void DOpE::ReducedAlgorithm< PROBLEM, VECTOR >::declare_params ( ParameterReader & param_reader )

static

Used to declare run time parameters. This is needed to declare all parameters a startup without the need for an object to be already declared.

template<typename PROBLEM , typename VECTOR >

void DOpE::ReducedAlgorithm< PROBLEM, VECTOR >::FirstDifferenceQuotient	(	double	exact,
		double	eps,
		const ControlVector< VECTOR > &	q,
		const ControlVector< VECTOR > &	dq
	)

virtual

Is called to calculate first difference quotients

exact The value of j'(q)

Parameters

eps	The value for eps in the difference quotient .
q	The point at which we try to approximate the derivative.
dq	The direction.

template<typename PROBLEM , typename VECTOR >

int DOpE::ReducedAlgorithm< PROBLEM, VECTOR >::GetBasePriority ( ) const

inlineprotected

template<typename PROBLEM , typename VECTOR >

DOpEExceptionHandler<VECTOR>* DOpE::ReducedAlgorithm< PROBLEM, VECTOR >::GetExceptionHandler ( )

inline

template<typename PROBLEM , typename VECTOR >

DOpEOutputHandler<VECTOR>* DOpE::ReducedAlgorithm< PROBLEM, VECTOR >::GetOutputHandler ( )

inline

template<typename PROBLEM , typename VECTOR >

PROBLEM* DOpE::ReducedAlgorithm< PROBLEM, VECTOR >::GetProblem ( )

inlineprotected

Grants access to the optimization problem container

template<typename PROBLEM , typename VECTOR >

const PROBLEM* DOpE::ReducedAlgorithm< PROBLEM, VECTOR >::GetProblem ( ) const

inlineprotected

Grants access to the optimization problem container

template<typename PROBLEM , typename VECTOR >

const ReducedProblemInterface<PROBLEM,VECTOR>* DOpE::ReducedAlgorithm< PROBLEM, VECTOR >::GetReducedProblem ( ) const

inlineprotected

Grants access to the reduced optimization problem

template<typename PROBLEM , typename VECTOR >

ReducedProblemInterface<PROBLEM,VECTOR>* DOpE::ReducedAlgorithm< PROBLEM, VECTOR >::GetReducedProblem ( )

inlineprotected

Grants access to the reduced optimization problem

template<typename PROBLEM , typename VECTOR >

virtual void DOpE::ReducedAlgorithm< PROBLEM, VECTOR >::ReInit ( )

inlinevirtual

Needs to be called once after changing the discretization, e.g., due to mesh changes, to reinitialize all dependent objects.

template<typename PROBLEM , typename VECTOR >

void DOpE::ReducedAlgorithm< PROBLEM, VECTOR >::SecondDifferenceQuotient	(	double	exact,
		double	eps,
		const ControlVector< VECTOR > &	q,
		const ControlVector< VECTOR > &	dq
	)

virtual

Is called to calculate second difference quotients

exact The value of j'(q)

Parameters

eps	The value for eps in the difference quotient .
q	The point at which we try to approximate the derivative.
dq	The direction.

template<typename PROBLEM , typename VECTOR >

virtual int DOpE::ReducedAlgorithm< PROBLEM, VECTOR >::Solve	(	ControlVector< VECTOR > &	q,
		double	global_tol = `-1.`
	)

pure virtual

Common interface for all algorithms solving a reduced problem.

Parameters

q	The initial point.
global_tol	An optional parameter specifying the required tolerance. The actual tolerance is the maximum of this and the one specified in the param file. Its default value is negative, so that it has no influence if not specified.

Implemented in DOpE::Reduced_IpoptAlgorithm< PROBLEM, VECTOR >, DOpE::ReducedNewtonAlgorithmWithInverse< PROBLEM, VECTOR >, DOpE::ReducedTrustregion_NewtonAlgorithm< PROBLEM, VECTOR >, DOpE::ReducedNewtonAlgorithm< PROBLEM, VECTOR >, and DOpE::Reduced_SnoptAlgorithm< PROBLEM, VECTOR >.

template<typename PROBLEM , typename VECTOR >

void DOpE::ReducedAlgorithm< PROBLEM, VECTOR >::SolveForward ( ControlVector< VECTOR > & q )

virtual

This just evaluates j(q). And can be used to solve PDEs that do not require any control.

Parameters

q	The initial point.

The documentation for this class was generated from the following file:

/home/wollner/src/DOpE/ThingsForMaintainer/Releases/tmp/dopelib-3.0/DOpEsrc/opt_algorithms/reducedalgorithm.h

Public Member Functions

Static Public Member Functions

Protected Member Functions

Detailed Description

template<typename PROBLEM, typename VECTOR> class DOpE::ReducedAlgorithm< PROBLEM, VECTOR >

Constructor & Destructor Documentation

Member Function Documentation

template<typename PROBLEM, typename VECTOR>
class DOpE::ReducedAlgorithm< PROBLEM, VECTOR >