ROL
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ROL::AffineTransformObjective< Real > Class Template Reference
User Interface » Functional Interface

Compose an objective function with an affine transformation, i.e.,. More...

#include <ROL_AffineTransformObjective.hpp>

Inheritance diagram for ROL::AffineTransformObjective< Real >:

Public Member Functions

virtual ~AffineTransformObjective ()
 AffineTransformObjective (const Ptr< Objective< Real > > &obj, const Ptr< Constraint< Real > > &acon, const Vector< Real > &range, const Ptr< VectorController< Real > > &storage=nullPtr)
 AffineTransformObjective (const Ptr< Objective< Real > > &obj, const Ptr< LinearConstraint< Real > > &acon, const Ptr< VectorController< Real > > &storage=nullPtr)
 AffineTransformObjective (const Ptr< Objective< Real > > &obj, const Ptr< const LinearOperator< Real > > &A, const Ptr< const Vector< Real > > &b, const Ptr< VectorController< Real > > &storage=nullPtr)
void update (const Vector< Real > &x, UpdateType type, int iter=-1) override
void update (const Vector< Real > &x, bool flag=true, int iter=-1) override
Real value (const Vector< Real > &x, Real &tol) override
void gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol) override
void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
const Ptr< Objective< Real > > getObjective () const
void setParameter (const std::vector< Real > &param) override
Public Member Functions inherited from ROL::ROL::Objective< Real >
virtual ~Objective ()
 Objective ()
virtual void update (const Vector< Real > &x, UpdateType type, int iter=-1)
 Update objective function.
virtual void update (const Vector< Real > &x, bool flag=true, int iter=-1)
 Update objective function.
virtual Real value (const Vector< Real > &x, Real &tol)=0
 Compute value.
virtual void gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
 Compute gradient.
virtual Real dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol)
 Compute directional derivative.
virtual void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply Hessian approximation to vector.
virtual void invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply inverse Hessian approximation to vector.
virtual void precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply preconditioner to vector.
virtual void prox (Vector< Real > &Pv, const Vector< Real > &v, Real t, Real &tol)
 Compute the proximity operator.
virtual void proxJacVec (Vector< Real > &Jv, const Vector< Real > &v, const Vector< Real > &x, Real t, Real &tol)
 Apply the Jacobian of the proximity operator.
virtual std::vector< std::vector< Real > > checkGradient (const Vector< Real > &x, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 Finite-difference gradient check.
virtual std::vector< std::vector< Real > > checkGradient (const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 Finite-difference gradient check.
virtual std::vector< std::vector< Real > > checkGradient (const Vector< Real > &x, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
 Finite-difference gradient check with specified step sizes.
virtual std::vector< std::vector< Real > > checkGradient (const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
 Finite-difference gradient check with specified step sizes.
virtual std::vector< std::vector< Real > > checkHessVec (const Vector< Real > &x, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 Finite-difference Hessian-applied-to-vector check.
virtual std::vector< std::vector< Real > > checkHessVec (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 Finite-difference Hessian-applied-to-vector check.
virtual std::vector< std::vector< Real > > checkHessVec (const Vector< Real > &x, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
 Finite-difference Hessian-applied-to-vector check with specified step sizes.
virtual std::vector< std::vector< Real > > checkHessVec (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
 Finite-difference Hessian-applied-to-vector check with specified step sizes.
virtual std::vector< Real > checkHessSym (const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &w, const bool printToStream=true, std::ostream &outStream=std::cout)
 Hessian symmetry check.
virtual std::vector< Real > checkHessSym (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &w, const bool printToStream=true, std::ostream &outStream=std::cout)
 Hessian symmetry check.
virtual std::vector< std::vector< Real > > checkProxJacVec (const Vector< Real > &x, const Vector< Real > &v, Real t=Real(1), bool printToStream=true, std::ostream &outStream=std::cout, int numSteps=ROL_NUM_CHECKDERIV_STEPS)
 Finite-difference proximity operator Jacobian-applied-to-vector check.

Private Member Functions

Ptr< const Vector< Real > > transform (const Vector< Real > &x)

Private Attributes

const Ptr< Objective< Real > > obj_
const Ptr< Constraint< Real > > acon_
Ptr< VectorController< Real > > storage_
Ptr< Vector< Real > > primal_
Ptr< Vector< Real > > dual_
Ptr< Vector< Real > > Av_

Additional Inherited Members

Protected Member Functions inherited from ROL::ROL::Objective< Real >
const std::vector< Real > getParameter (void) const

Detailed Description

template<typename Real>
class ROL::AffineTransformObjective< Real >

Compose an objective function with an affine transformation, i.e.,.

\[ F(x) = f(Ax+b). \]

Definition at line 28 of file ROL_AffineTransformObjective.hpp.

Constructor & Destructor Documentation

◆ ~AffineTransformObjective()

template<typename Real>
virtual ROL::AffineTransformObjective< Real >::~AffineTransformObjective ( )
inlinevirtual

Definition at line 37 of file ROL_AffineTransformObjective.hpp.

◆ AffineTransformObjective() [1/3]

template<typename Real>
ROL::AffineTransformObjective< Real >::AffineTransformObjective ( const Ptr< Objective< Real > > & obj,
const Ptr< Constraint< Real > > & acon,
const Vector< Real > & range,
const Ptr< VectorController< Real > > & storage = nullPtr )

References ROL::ROL::Objective< Real >::Objective().

◆ AffineTransformObjective() [2/3]

template<typename Real>
ROL::AffineTransformObjective< Real >::AffineTransformObjective ( const Ptr< Objective< Real > > & obj,
const Ptr< LinearConstraint< Real > > & acon,
const Ptr< VectorController< Real > > & storage = nullPtr )

References ROL::ROL::Objective< Real >::Objective().

◆ AffineTransformObjective() [3/3]

template<typename Real>
ROL::AffineTransformObjective< Real >::AffineTransformObjective ( const Ptr< Objective< Real > > & obj,
const Ptr< const LinearOperator< Real > > & A,
const Ptr< const Vector< Real > > & b,
const Ptr< VectorController< Real > > & storage = nullPtr )

References ROL::ROL::Objective< Real >::Objective().

Member Function Documentation

◆ update() [1/2]

template<typename Real>
void ROL::AffineTransformObjective< Real >::update ( const Vector< Real > & x,
UpdateType type,
int iter = -1 )
override

◆ update() [2/2]

template<typename Real>
void ROL::AffineTransformObjective< Real >::update ( const Vector< Real > & x,
bool flag = true,
int iter = -1 )
override

◆ value()

template<typename Real>
Real ROL::AffineTransformObjective< Real >::value ( const Vector< Real > & x,
Real & tol )
override

◆ gradient()

template<typename Real>
void ROL::AffineTransformObjective< Real >::gradient ( Vector< Real > & g,
const Vector< Real > & x,
Real & tol )
override

◆ hessVec()

template<typename Real>
void ROL::AffineTransformObjective< Real >::hessVec ( Vector< Real > & hv,
const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
override

◆ getObjective()

template<typename Real>
const Ptr< Objective< Real > > ROL::AffineTransformObjective< Real >::getObjective ( ) const
inline

Definition at line 55 of file ROL_AffineTransformObjective.hpp.

References obj_.

◆ setParameter()

template<typename Real>
void ROL::AffineTransformObjective< Real >::setParameter ( const std::vector< Real > & param)
overridevirtual

Reimplemented from ROL::ROL::Objective< Real >.

◆ transform()

template<typename Real>
Ptr< const Vector< Real > > ROL::AffineTransformObjective< Real >::transform ( const Vector< Real > & x)
private

Member Data Documentation

◆ obj_

template<typename Real>
const Ptr<Objective<Real> > ROL::AffineTransformObjective< Real >::obj_
private

Definition at line 30 of file ROL_AffineTransformObjective.hpp.

Referenced by getObjective().

◆ acon_

template<typename Real>
const Ptr<Constraint<Real> > ROL::AffineTransformObjective< Real >::acon_
private

Definition at line 31 of file ROL_AffineTransformObjective.hpp.

◆ storage_

template<typename Real>
Ptr<VectorController<Real> > ROL::AffineTransformObjective< Real >::storage_
private

Definition at line 33 of file ROL_AffineTransformObjective.hpp.

◆ primal_

template<typename Real>
Ptr<Vector<Real> > ROL::AffineTransformObjective< Real >::primal_
private

Definition at line 34 of file ROL_AffineTransformObjective.hpp.

◆ dual_

template<typename Real>
Ptr<Vector<Real> > ROL::AffineTransformObjective< Real >::dual_
private

Definition at line 34 of file ROL_AffineTransformObjective.hpp.

◆ Av_

template<typename Real>
Ptr<Vector<Real> > ROL::AffineTransformObjective< Real >::Av_
private

Definition at line 34 of file ROL_AffineTransformObjective.hpp.

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