ROL
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ROL::BoundFletcher< Real > Class Template Reference

#include <ROL_BoundFletcher.hpp>

Inheritance diagram for ROL::BoundFletcher< Real >:

Classes

class  DiffLower
class  DiffUpper
class  FormQ
class  FormDQ
class  AugSystemSym
class  AugSystemNonSym
class  AugSystemPrecond

Public Member Functions

 BoundFletcher (const ROL::Ptr< Objective< Real > > &obj, const ROL::Ptr< Constraint< Real > > &con, const ROL::Ptr< BoundConstraint< Real > > &bnd, const Vector< Real > &optVec, const Vector< Real > &conVec, ROL::ParameterList &parlist)
void update (const Vector< Real > &x, bool flag=true, int iter=-1)
Real value (const Vector< Real > &x, Real &tol)
void gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
void solveAugmentedSystem (Vector< Real > &v1, Vector< Real > &v2, const Vector< Real > &b1, const Vector< Real > &b2, const Vector< Real > &x, Real &tol, bool refine=false)
void computeMultipliers (const Vector< Real > &x, const Real tol)
void computeQ (const Vector< Real > &x)
void computeDQ (const Vector< Real > &x)
Public Member Functions inherited from ROL::FletcherBase< Real >
 FletcherBase (const ROL::Ptr< Objective< Real > > &obj, const ROL::Ptr< Constraint< Real > > &con)
const Ptr< Vector< Real > > getLagrangianGradient (const Vector< Real > &x)
const Ptr< Vector< Real > > getConstraintVec (const Vector< Real > &x)
const Ptr< Vector< Real > > getMultiplierVec (const Vector< Real > &x)
const Ptr< Vector< Real > > getGradient (const Vector< Real > &x)
Real getObjectiveValue (const Vector< Real > &x)
int getNumberFunctionEvaluations () const
int getNumberGradientEvaluations () const
int getNumberConstraintEvaluations () const
void setDelta (Real delta)
void setPenaltyParameter (Real sigma)
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.
virtual void setParameter (const std::vector< Real > &param)

Private Attributes

Ptr< const Vector< Real > > low_
Ptr< const Vector< Real > > upp_
Ptr< Vector< Real > > Q_
Ptr< Vector< Real > > umx_
Ptr< Vector< Real > > DQ_
Ptr< Vector< Real > > Qsqrt_
int HessianApprox_
int AugSolve_
Ptr< Vector< Real > > QsgL_
Ptr< Vector< Real > > QgL_
Ptr< Vector< Real > > Qsg_
Ptr< Vector< Real > > DQgL_
Ptr< Vector< Real > > Qv_
Ptr< Vector< Real > > Tv_
Ptr< Vector< Real > > w_
Ptr< Vector< Real > > v_
Ptr< Vector< Real > > htmp1_
Ptr< Vector< Real > > htmp2_
Ptr< Vector< Real > > xzeros_
Ptr< Vector< Real > > czeros_
bool isQComputed_
bool isDQComputed_

Additional Inherited Members

Protected Member Functions inherited from ROL::FletcherBase< Real >
void objValue (const Vector< Real > &x, Real &tol)
void objGrad (const Vector< Real > &x, Real &tol)
void conValue (const Vector< Real > &x, Real &tol)
Protected Member Functions inherited from ROL::ROL::Objective< Real >
const std::vector< Real > getParameter (void) const
Protected Attributes inherited from ROL::FletcherBase< Real >
const Ptr< Objective< Real > > obj_
const Ptr< Constraint< Real > > con_
Real penaltyParameter_
Real quadPenaltyParameter_
int nfval_
int ngval_
int ncval_
Real fPhi_
Ptr< Vector< Real > > gPhi_
Ptr< Vector< Real > > y_
Real fval_
Ptr< Vector< Real > > g_
Ptr< Vector< Real > > c_
Ptr< Vector< Real > > scaledc_
Ptr< Vector< Real > > gL_
Real cnorm_
bool isValueComputed_
bool isGradientComputed_
bool isMultiplierComputed_
bool isObjValueComputed_
bool isObjGradComputed_
bool isConValueComputed_
Real multSolverError_
Real gradSolveError_
Real delta_
bool useInexact_
Ptr< Krylov< Real > > krylov_
int iterKrylov_
int flagKrylov_
Ptr< Vector< Real > > v1_
Ptr< Vector< Real > > v2_
Ptr< PartitionedVector< Real > > vv_
Ptr< Vector< Real > > b1_
Ptr< Vector< Real > > b2_
Ptr< PartitionedVector< Real > > bb_
Ptr< Vector< Real > > w1_
Ptr< Vector< Real > > w2_
Ptr< PartitionedVector< Real > > ww_

Detailed Description

template<class Real>
class ROL::BoundFletcher< Real >

Definition at line 26 of file ROL_BoundFletcher.hpp.

Constructor & Destructor Documentation

◆ BoundFletcher()

template<class Real>
ROL::BoundFletcher< Real >::BoundFletcher ( const ROL::Ptr< Objective< Real > > & obj,
const ROL::Ptr< Constraint< Real > > & con,
const ROL::Ptr< BoundConstraint< Real > > & bnd,
const Vector< Real > & optVec,
const Vector< Real > & conVec,
ROL::ParameterList & parlist )
inline

Definition at line 257 of file ROL_BoundFletcher.hpp.

References AugSolve_, ROL::FletcherBase< Real >::b1_, ROL::FletcherBase< Real >::b2_, ROL::FletcherBase< Real >::bb_, ROL::FletcherBase< Real >::c_, ROL::Vector< Real >::clone(), czeros_, ROL::FletcherBase< Real >::delta_, DQ_, DQgL_, ROL::Vector< Real >::dual(), ROL::FletcherBase< Real >::FletcherBase(), ROL::FletcherBase< Real >::g_, ROL::FletcherBase< Real >::gL_, ROL::FletcherBase< Real >::gPhi_, HessianApprox_, htmp1_, htmp2_, isDQComputed_, isQComputed_, ROL::FletcherBase< Real >::krylov_, ROL::KrylovFactory(), low_, ROL::FletcherBase< Real >::penaltyParameter_, Q_, QgL_, Qsg_, QsgL_, Qsqrt_, ROL::FletcherBase< Real >::quadPenaltyParameter_, Qv_, ROL::FletcherBase< Real >::scaledc_, Tv_, umx_, upp_, ROL::FletcherBase< Real >::useInexact_, ROL::FletcherBase< Real >::v1_, ROL::FletcherBase< Real >::v2_, v_, ROL::FletcherBase< Real >::vv_, ROL::FletcherBase< Real >::w1_, ROL::FletcherBase< Real >::w2_, w_, ROL::FletcherBase< Real >::ww_, xzeros_, and ROL::FletcherBase< Real >::y_.

Member Function Documentation

◆ update()

template<class Real>
void ROL::BoundFletcher< Real >::update ( const Vector< Real > & x,
bool flag = true,
int iter = -1 )
inline

Definition at line 331 of file ROL_BoundFletcher.hpp.

References ROL::FletcherBase< Real >::con_, ROL::FletcherBase< Real >::gradSolveError_, ROL::FletcherBase< Real >::isConValueComputed_, isDQComputed_, ROL::FletcherBase< Real >::isGradientComputed_, ROL::FletcherBase< Real >::isMultiplierComputed_, ROL::FletcherBase< Real >::isObjGradComputed_, ROL::FletcherBase< Real >::isObjValueComputed_, isQComputed_, ROL::FletcherBase< Real >::isValueComputed_, ROL::FletcherBase< Real >::multSolverError_, ROL::FletcherBase< Real >::obj_, and ROL::ROL_INF().

◆ value()

template<class Real>
Real ROL::BoundFletcher< Real >::value ( const Vector< Real > & x,
Real & tol )
inline

Definition at line 346 of file ROL_BoundFletcher.hpp.

References ROL::FletcherBase< Real >::c_, ROL::FletcherBase< Real >::cnorm_, computeMultipliers(), ROL::FletcherBase< Real >::fPhi_, ROL::FletcherBase< Real >::fval_, ROL::FletcherBase< Real >::isValueComputed_, ROL::FletcherBase< Real >::multSolverError_, ROL::FletcherBase< Real >::objValue(), ROL::FletcherBase< Real >::quadPenaltyParameter_, ROL::FletcherBase< Real >::y_, and zero.

Referenced by hessVec().

◆ gradient()

template<class Real>
void ROL::BoundFletcher< Real >::gradient ( Vector< Real > & g,
const Vector< Real > & x,
Real & tol )
inline

Definition at line 374 of file ROL_BoundFletcher.hpp.

References AugSolve_, ROL::FletcherBase< Real >::c_, computeMultipliers(), ROL::FletcherBase< Real >::con_, DQgL_, ROL::FletcherBase< Real >::gL_, ROL::FletcherBase< Real >::gPhi_, ROL::FletcherBase< Real >::gradSolveError_, ROL::FletcherBase< Real >::isGradientComputed_, ROL::FletcherBase< Real >::multSolverError_, ROL::FletcherBase< Real >::obj_, ROL::FletcherBase< Real >::penaltyParameter_, Q_, QgL_, Qsqrt_, ROL::FletcherBase< Real >::quadPenaltyParameter_, ROL::Vector< Real >::set(), solveAugmentedSystem(), Tv_, v_, w_, xzeros_, ROL::FletcherBase< Real >::y_, and zero.

Referenced by hessVec().

◆ hessVec()

template<class Real>
void ROL::BoundFletcher< Real >::hessVec ( Vector< Real > & hv,
const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
inline

Definition at line 450 of file ROL_BoundFletcher.hpp.

References AugSolve_, ROL::Vector< Real >::axpy(), ROL::FletcherBase< Real >::b2_, ROL::FletcherBase< Real >::c_, computeMultipliers(), ROL::FletcherBase< Real >::con_, DQgL_, gradient(), htmp1_, htmp2_, ROL::FletcherBase< Real >::obj_, ROL::FletcherBase< Real >::penaltyParameter_, ROL::Vector< Real >::plus(), Q_, Qsqrt_, ROL::FletcherBase< Real >::quadPenaltyParameter_, ROL::Vector< Real >::set(), solveAugmentedSystem(), Tv_, v_, value(), w_, xzeros_, ROL::FletcherBase< Real >::y_, and zero.

◆ solveAugmentedSystem()

template<class Real>
void ROL::BoundFletcher< Real >::solveAugmentedSystem ( Vector< Real > & v1,
Vector< Real > & v2,
const Vector< Real > & b1,
const Vector< Real > & b2,
const Vector< Real > & x,
Real & tol,
bool refine = false )
inline

Definition at line 538 of file ROL_BoundFletcher.hpp.

References AugSolve_, ROL::FletcherBase< Real >::b1_, ROL::FletcherBase< Real >::b2_, ROL::FletcherBase< Real >::bb_, ROL::FletcherBase< Real >::con_, ROL::FletcherBase< Real >::delta_, ROL::FletcherBase< Real >::flagKrylov_, ROL::FletcherBase< Real >::iterKrylov_, ROL::FletcherBase< Real >::krylov_, ROL::Vector< Real >::plus(), Q_, Qsqrt_, Qv_, ROL::Vector< Real >::set(), ROL::FletcherBase< Real >::useInexact_, ROL::FletcherBase< Real >::v1_, ROL::FletcherBase< Real >::v2_, ROL::FletcherBase< Real >::vv_, ROL::FletcherBase< Real >::w1_, ROL::FletcherBase< Real >::w2_, and ROL::FletcherBase< Real >::ww_.

Referenced by computeMultipliers(), gradient(), and hessVec().

◆ computeMultipliers()

template<class Real>
void ROL::BoundFletcher< Real >::computeMultipliers ( const Vector< Real > & x,
const Real tol )
inlinevirtual

Reimplemented from ROL::FletcherBase< Real >.

Definition at line 594 of file ROL_BoundFletcher.hpp.

References AugSolve_, ROL::FletcherBase< Real >::c_, ROL::FletcherBase< Real >::cnorm_, computeDQ(), computeQ(), ROL::FletcherBase< Real >::conValue(), DQ_, DQgL_, ROL::FletcherBase< Real >::g_, ROL::FletcherBase< Real >::gL_, ROL::FletcherBase< Real >::isMultiplierComputed_, ROL::FletcherBase< Real >::multSolverError_, ROL::FletcherBase< Real >::objGrad(), Q_, QgL_, Qsg_, QsgL_, Qsqrt_, ROL::FletcherBase< Real >::scaledc_, solveAugmentedSystem(), and ROL::FletcherBase< Real >::y_.

Referenced by gradient(), hessVec(), and value().

◆ computeQ()

template<class Real>
void ROL::BoundFletcher< Real >::computeQ ( const Vector< Real > & x)
inline

Definition at line 639 of file ROL_BoundFletcher.hpp.

References isQComputed_, low_, Q_, Qsqrt_, umx_, and upp_.

Referenced by computeMultipliers().

◆ computeDQ()

template<class Real>
void ROL::BoundFletcher< Real >::computeDQ ( const Vector< Real > & x)
inline

Definition at line 655 of file ROL_BoundFletcher.hpp.

References DQ_, isDQComputed_, low_, umx_, and upp_.

Referenced by computeMultipliers().

Member Data Documentation

◆ low_

template<class Real>
Ptr<const Vector<Real> > ROL::BoundFletcher< Real >::low_
private

Definition at line 31 of file ROL_BoundFletcher.hpp.

Referenced by BoundFletcher(), computeDQ(), and computeQ().

◆ upp_

template<class Real>
Ptr<const Vector<Real> > ROL::BoundFletcher< Real >::upp_
private

Definition at line 32 of file ROL_BoundFletcher.hpp.

Referenced by BoundFletcher(), computeDQ(), and computeQ().

◆ Q_

template<class Real>
Ptr<Vector<Real> > ROL::BoundFletcher< Real >::Q_
private

Definition at line 64 of file ROL_BoundFletcher.hpp.

Referenced by BoundFletcher(), computeMultipliers(), computeQ(), gradient(), hessVec(), and solveAugmentedSystem().

◆ umx_

template<class Real>
Ptr<Vector<Real> > ROL::BoundFletcher< Real >::umx_
private

Definition at line 65 of file ROL_BoundFletcher.hpp.

Referenced by BoundFletcher(), computeDQ(), and computeQ().

◆ DQ_

template<class Real>
Ptr<Vector<Real> > ROL::BoundFletcher< Real >::DQ_
private

Definition at line 66 of file ROL_BoundFletcher.hpp.

Referenced by BoundFletcher(), computeDQ(), and computeMultipliers().

◆ Qsqrt_

template<class Real>
Ptr<Vector<Real> > ROL::BoundFletcher< Real >::Qsqrt_
private

Definition at line 67 of file ROL_BoundFletcher.hpp.

Referenced by BoundFletcher(), computeMultipliers(), computeQ(), gradient(), hessVec(), and solveAugmentedSystem().

◆ HessianApprox_

template<class Real>
int ROL::BoundFletcher< Real >::HessianApprox_
private

Definition at line 69 of file ROL_BoundFletcher.hpp.

Referenced by BoundFletcher().

◆ AugSolve_

template<class Real>
int ROL::BoundFletcher< Real >::AugSolve_
private

Definition at line 77 of file ROL_BoundFletcher.hpp.

Referenced by BoundFletcher(), computeMultipliers(), gradient(), hessVec(), and solveAugmentedSystem().

◆ QsgL_

template<class Real>
Ptr<Vector<Real> > ROL::BoundFletcher< Real >::QsgL_
private

Definition at line 79 of file ROL_BoundFletcher.hpp.

Referenced by BoundFletcher(), and computeMultipliers().

◆ QgL_

template<class Real>
Ptr<Vector<Real> > ROL::BoundFletcher< Real >::QgL_
private

Definition at line 80 of file ROL_BoundFletcher.hpp.

Referenced by BoundFletcher(), computeMultipliers(), and gradient().

◆ Qsg_

template<class Real>
Ptr<Vector<Real> > ROL::BoundFletcher< Real >::Qsg_
private

Definition at line 81 of file ROL_BoundFletcher.hpp.

Referenced by BoundFletcher(), and computeMultipliers().

◆ DQgL_

template<class Real>
Ptr<Vector<Real> > ROL::BoundFletcher< Real >::DQgL_
private

Definition at line 82 of file ROL_BoundFletcher.hpp.

Referenced by BoundFletcher(), computeMultipliers(), gradient(), and hessVec().

◆ Qv_

template<class Real>
Ptr<Vector<Real> > ROL::BoundFletcher< Real >::Qv_
private

Definition at line 83 of file ROL_BoundFletcher.hpp.

Referenced by BoundFletcher(), and solveAugmentedSystem().

◆ Tv_

template<class Real>
Ptr<Vector<Real> > ROL::BoundFletcher< Real >::Tv_
private

Definition at line 86 of file ROL_BoundFletcher.hpp.

Referenced by BoundFletcher(), gradient(), and hessVec().

◆ w_

template<class Real>
Ptr<Vector<Real> > ROL::BoundFletcher< Real >::w_
private

Definition at line 87 of file ROL_BoundFletcher.hpp.

Referenced by BoundFletcher(), gradient(), and hessVec().

◆ v_

template<class Real>
Ptr<Vector<Real> > ROL::BoundFletcher< Real >::v_
private

Definition at line 88 of file ROL_BoundFletcher.hpp.

Referenced by BoundFletcher(), gradient(), and hessVec().

◆ htmp1_

template<class Real>
Ptr<Vector<Real> > ROL::BoundFletcher< Real >::htmp1_
private

Definition at line 89 of file ROL_BoundFletcher.hpp.

Referenced by BoundFletcher(), and hessVec().

◆ htmp2_

template<class Real>
Ptr<Vector<Real> > ROL::BoundFletcher< Real >::htmp2_
private

Definition at line 90 of file ROL_BoundFletcher.hpp.

Referenced by BoundFletcher(), and hessVec().

◆ xzeros_

template<class Real>
Ptr<Vector<Real> > ROL::BoundFletcher< Real >::xzeros_
private

Definition at line 92 of file ROL_BoundFletcher.hpp.

Referenced by BoundFletcher(), gradient(), and hessVec().

◆ czeros_

template<class Real>
Ptr<Vector<Real> > ROL::BoundFletcher< Real >::czeros_
private

Definition at line 93 of file ROL_BoundFletcher.hpp.

Referenced by BoundFletcher().

◆ isQComputed_

template<class Real>
bool ROL::BoundFletcher< Real >::isQComputed_
private

Definition at line 97 of file ROL_BoundFletcher.hpp.

Referenced by BoundFletcher(), computeQ(), and update().

◆ isDQComputed_

template<class Real>
bool ROL::BoundFletcher< Real >::isDQComputed_
private

Definition at line 98 of file ROL_BoundFletcher.hpp.

Referenced by BoundFletcher(), computeDQ(), and update().

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