#include <ROL_CDFObjective.hpp>

Inheritance diagram for ROL::CDFObjective< Real >:

Public Member Functions
	CDFObjective (const std::vector< ROL::Ptr< Distribution< Real > > > &dist, const ROL::Ptr< BatchManager< Real > > &bman, const Real scale=1.e-2, const bool optProb=true, const bool optAtom=true)
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)
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 Member Functions
void	initializeQuadrature (void)
Real	valueCDF (const int dim, const Real loc, const ProbabilityVector< Real > &prob, const AtomVector< Real > &atom) const
Real	gradientCDF (std::vector< Real > &gradx, std::vector< Real > &gradp, const int dim, const Real loc, const ProbabilityVector< Real > &prob, const AtomVector< Real > &atom) const
Real	hessVecCDF (std::vector< Real > &hvxx, std::vector< Real > &hvxp, std::vector< Real > &hvpx, std::vector< Real > &gradx, std::vector< Real > &gradp, Real &sumx, Real &sump, const int dim, const Real loc, const ProbabilityVector< Real > &prob, const AtomVector< Real > &atom, const ProbabilityVector< Real > &vprob, const AtomVector< Real > &vatom) const

Private Attributes
ROL::Ptr< BatchManager< Real > >	bman_
std::vector< ROL::Ptr< Distribution< Real > > >	dist_
std::vector< Real >	lowerBound_
std::vector< Real >	upperBound_
int	dimension_
const Real	scale_
const Real	sqrt2_
const Real	sqrtpi_
const bool	optProb_
const bool	optAtom_
std::vector< Real >	pts_
std::vector< Real >	wts_
int	numPoints_

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

Detailed Description

template<class Real>
class ROL::CDFObjective< Real >

Definition at line 23 of file ROL_CDFObjective.hpp.

Constructor & Destructor Documentation

◆ CDFObjective()

template<class Real>

ROL::CDFObjective< Real >::CDFObjective	(	const std::vector< ROL::Ptr< Distribution< Real > > > &	dist,
		const ROL::Ptr< BatchManager< Real > > &	bman,
		const Real	scale = 1.e-2,
		const bool	optProb = true,
		const bool	optAtom = true )

inline

Definition at line 145 of file ROL_CDFObjective.hpp.

References bman_, dimension_, dist_, initializeQuadrature(), lowerBound_, ROL::ROL::Objective< Real >::Objective(), optAtom_, optProb_, scale_, sqrt2_, sqrtpi_, and upperBound_.

Member Function Documentation

◆ initializeQuadrature()

template<class Real>

void ROL::CDFObjective< Real >::initializeQuadrature ( void )

inlineprivate

Definition at line 47 of file ROL_CDFObjective.hpp.

References numPoints_, pts_, and wts_.

Referenced by CDFObjective().

◆ valueCDF()

template<class Real>

Real ROL::CDFObjective< Real >::valueCDF	(	const int	dim,
		const Real	loc,
		const ProbabilityVector< Real > &	prob,
		const AtomVector< Real > &	atom ) const

inlineprivate

Definition at line 77 of file ROL_CDFObjective.hpp.

References bman_, dim, ROL::AtomVector< Real >::getAtom(), ROL::ProbabilityVector< Real >::getNumMyAtoms(), ROL::ProbabilityVector< Real >::getProbability(), scale_, and sqrt2_.

Referenced by value().

◆ gradientCDF()

template<class Real>

Real ROL::CDFObjective< Real >::gradientCDF	(	std::vector< Real > &	gradx,
		std::vector< Real > &	gradp,
		const int	dim,
		const Real	loc,
		const ProbabilityVector< Real > &	prob,
		const AtomVector< Real > &	atom ) const

inlineprivate

Definition at line 91 of file ROL_CDFObjective.hpp.

References bman_, dim, ROL::AtomVector< Real >::getAtom(), ROL::ProbabilityVector< Real >::getNumMyAtoms(), ROL::ProbabilityVector< Real >::getProbability(), scale_, sqrt2_, and sqrtpi_.

Referenced by gradient().

◆ hessVecCDF()

template<class Real>

Real ROL::CDFObjective< Real >::hessVecCDF	(	std::vector< Real > &	hvxx,
		std::vector< Real > &	hvxp,
		std::vector< Real > &	hvpx,
		std::vector< Real > &	gradx,
		std::vector< Real > &	gradp,
		Real &	sumx,
		Real &	sump,
		const int	dim,
		const Real	loc,
		const ProbabilityVector< Real > &	prob,
		const AtomVector< Real > &	atom,
		const ProbabilityVector< Real > &	vprob,
		const AtomVector< Real > &	vatom ) const

inlineprivate

Definition at line 110 of file ROL_CDFObjective.hpp.

References bman_, dim, ROL::AtomVector< Real >::getAtom(), ROL::ProbabilityVector< Real >::getNumMyAtoms(), ROL::ProbabilityVector< Real >::getProbability(), scale_, sqrt2_, and sqrtpi_.

Referenced by hessVec().

◆ value()

template<class Real>

Real ROL::CDFObjective< Real >::value	(	const Vector< Real > &	x,
		Real &	tol )

inline

Definition at line 161 of file ROL_CDFObjective.hpp.

References dimension_, dist_, ROL::SROMVector< Real >::getAtomVector(), ROL::SROMVector< Real >::getProbabilityVector(), lowerBound_, numPoints_, pts_, ROL::ROL_EPSILON(), upperBound_, valueCDF(), and wts_.

◆ gradient()

template<class Real>

void ROL::CDFObjective< Real >::gradient	(	Vector< Real > &	g,
		const Vector< Real > &	x,
		Real &	tol )

inline

Definition at line 180 of file ROL_CDFObjective.hpp.

References dimension_, dist_, ROL::SROMVector< Real >::getAtomVector(), ROL::SROMVector< Real >::getProbabilityVector(), gradientCDF(), lowerBound_, numPoints_, optAtom_, optProb_, pts_, ROL::ROL_EPSILON(), ROL::AtomVector< Real >::setAtom(), upperBound_, wts_, and ROL::Vector< Real >::zero().

◆ hessVec()

template<class Real>

void ROL::CDFObjective< Real >::hessVec	(	Vector< Real > &	hv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol )

inline

Definition at line 218 of file ROL_CDFObjective.hpp.

References dimension_, dist_, ROL::SROMVector< Real >::getAtomVector(), ROL::SROMVector< Real >::getProbabilityVector(), hessVecCDF(), lowerBound_, numPoints_, optAtom_, optProb_, pts_, ROL::ROL_EPSILON(), ROL::AtomVector< Real >::setAtom(), upperBound_, wts_, and ROL::Vector< Real >::zero().

Member Data Documentation

◆ bman_

template<class Real>

ROL::Ptr<BatchManager<Real> > ROL::CDFObjective< Real >::bman_

private

Definition at line 26 of file ROL_CDFObjective.hpp.

Referenced by CDFObjective(), gradientCDF(), hessVecCDF(), and valueCDF().

◆ dist_

template<class Real>

std::vector<ROL::Ptr<Distribution<Real> > > ROL::CDFObjective< Real >::dist_

private

Definition at line 29 of file ROL_CDFObjective.hpp.

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

◆ lowerBound_

template<class Real>

std::vector<Real> ROL::CDFObjective< Real >::lowerBound_

private

Definition at line 30 of file ROL_CDFObjective.hpp.

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

◆ upperBound_

template<class Real>

std::vector<Real> ROL::CDFObjective< Real >::upperBound_

private

Definition at line 31 of file ROL_CDFObjective.hpp.

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

◆ dimension_

template<class Real>

int ROL::CDFObjective< Real >::dimension_

private

Definition at line 32 of file ROL_CDFObjective.hpp.

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

◆ scale_

template<class Real>

const Real ROL::CDFObjective< Real >::scale_

private

Definition at line 34 of file ROL_CDFObjective.hpp.

Referenced by CDFObjective(), gradientCDF(), hessVecCDF(), and valueCDF().

◆ sqrt2_

template<class Real>

const Real ROL::CDFObjective< Real >::sqrt2_

private

Definition at line 35 of file ROL_CDFObjective.hpp.

Referenced by CDFObjective(), gradientCDF(), hessVecCDF(), and valueCDF().

◆ sqrtpi_

template<class Real>

const Real ROL::CDFObjective< Real >::sqrtpi_

private

Definition at line 36 of file ROL_CDFObjective.hpp.

Referenced by CDFObjective(), gradientCDF(), and hessVecCDF().

◆ optProb_

template<class Real>

const bool ROL::CDFObjective< Real >::optProb_

private

Definition at line 38 of file ROL_CDFObjective.hpp.

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

◆ optAtom_

template<class Real>

const bool ROL::CDFObjective< Real >::optAtom_

private

Definition at line 39 of file ROL_CDFObjective.hpp.

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

◆ pts_

template<class Real>

std::vector<Real> ROL::CDFObjective< Real >::pts_

private

Definition at line 41 of file ROL_CDFObjective.hpp.

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

◆ wts_

template<class Real>

std::vector<Real> ROL::CDFObjective< Real >::wts_

private

Definition at line 42 of file ROL_CDFObjective.hpp.

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

◆ numPoints_

template<class Real>

int ROL::CDFObjective< Real >::numPoints_

private

Definition at line 45 of file ROL_CDFObjective.hpp.

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

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

ROL_CDFObjective.hpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ CDFObjective()

Member Function Documentation

◆ initializeQuadrature()

◆ valueCDF()

◆ gradientCDF()

◆ hessVecCDF()

◆ value()

◆ gradient()

◆ hessVec()

Member Data Documentation

◆ bman_

◆ dist_

◆ lowerBound_

◆ upperBound_

◆ dimension_

◆ scale_

◆ sqrt2_

◆ sqrtpi_

◆ optProb_

◆ optAtom_

◆ pts_

◆ wts_

◆ numPoints_