Defines an objective of the form f(g(x)) where. More...

#include <ROL_ChainRuleObjective.hpp>

Inheritance diagram for ROL::ChainRuleObjective< Real >:

Public Member Functions
	ChainRuleObjective (const Ptr< Objective< Real > > &obj, const Ptr< Constraint< Real > > &con, const Vector< Real > &x, const Vector< Real > &l)
	Constructor.
virtual	~ChainRuleObjective ()=default
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)
	Compute value.
virtual void	gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
	Compute gradient.
virtual void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply Hessian approximation to vector.
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
const Ptr< Objective< Real > >	obj_
const Ptr< Constraint< Real > >	con_
Ptr< Vector< Real > >	g_
Ptr< Vector< Real > >	y_
Ptr< Vector< Real > >	Jv_
Ptr< Vector< Real > >	HJv_
Ptr< Vector< Real > >	JtHJv_
Real	tol_

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::ChainRuleObjective< Real >

Defines an objective of the form f(g(x)) where.

$g:\mathcal{X}\to\mathcal{Y}$ and $f:\mathcal{Y}\to\mathbb{R}$

It is assumed that both $f$ and $g$ are twice differentiable and that the mapping performed by $g$ is implemented by a ROL::Constraint, while a ROL::Objective implements the mapping performed by $f$.

Definition at line 33 of file ROL_ChainRuleObjective.hpp.

Constructor & Destructor Documentation

◆ ChainRuleObjective()

template<typename Real>

ROL::ChainRuleObjective< Real >::ChainRuleObjective	(	const Ptr< Objective< Real > > &	obj,
		const Ptr< Constraint< Real > > &	con,
		const Vector< Real > &	x,
		const Vector< Real > &	l )

inline

Constructor.

Parameters

[in]	obj	is the objective function that performs the mapping $f:\mathcal{Y}\to\mathbb{R}$
[in]	con	is the constraint function that performs the mapping $g:\mathcal{X}\to\mathbb{Y}$
[in]	x	is an optimization space vector ( $x\in\mathcal{X}$) provided for allocating memory for intermediate computations
[in]	is	a constraint space dual vector ( $l\in\mathcal{Y}^\ast$) provided for allocating memory for intermediate computations

Definition at line 42 of file ROL_ChainRuleObjective.hpp.

References con_, g_, HJv_, JtHJv_, Jv_, obj_, ROL::ROL::Objective< Real >::Objective(), tol_, and y_.

◆ ~ChainRuleObjective()

template<typename Real>

virtual ROL::ChainRuleObjective< Real >::~ChainRuleObjective ( )

virtualdefault

Member Function Documentation

◆ update() [1/2]

template<typename Real>

virtual void ROL::ChainRuleObjective< Real >::update	(	const Vector< Real > &	x,
		UpdateType	type,
		int	iter = -1 )

inlinevirtual

Update objective function.

This function updates the objective function at new iterations.

Parameters

[in]	x	is the new iterate.
[in]	type	is the type of update requested.
[in]	iter	is the outer algorithm iterations count.

Definition at line 58 of file ROL_ChainRuleObjective.hpp.

References con_, obj_, tol_, and y_.

◆ update() [2/2]

template<typename Real>

virtual void ROL::ChainRuleObjective< Real >::update	(	const Vector< Real > &	x,
		bool	flag = true,
		int	iter = -1 )

inlinevirtual

Update objective function.

This function updates the objective function at new iterations.

Parameters

[in]	x	is the new iterate.
[in]	flag	is true if the iterate has changed.
[in]	iter	is the outer algorithm iterations count.

Definition at line 71 of file ROL_ChainRuleObjective.hpp.

References con_, obj_, tol_, and y_.

◆ value()

template<typename Real>

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

inlinevirtual

Compute value.

This function returns the objective function value.

Parameters

[in]	x	is the current iterate.
[in]	tol	is a tolerance for inexact objective function computation.

Definition at line 83 of file ROL_ChainRuleObjective.hpp.

References con_, obj_, and y_.

◆ gradient()

template<typename Real>

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

inlinevirtual

Compute gradient.

This function returns the objective function gradient.

Parameters

[out]	g	is the gradient.
[in]	x	is the current iterate.
[in]	tol	is a tolerance for inexact objective function computation.

Definition at line 96 of file ROL_ChainRuleObjective.hpp.

References con_, g_, obj_, and y_.

◆ hessVec()

template<typename Real>

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

inlinevirtual

Apply Hessian approximation to vector.

This function applies the Hessian of the objective function to the vector $v$.

Parameters

[out]	hv	is the the action of the Hessian on $v$.
[in]	v	is the direction vector.
[in]	x	is the current iterate.
[in]	tol	is a tolerance for inexact objective function computation.

Definition at line 110 of file ROL_ChainRuleObjective.hpp.

References con_, g_, HJv_, JtHJv_, Jv_, obj_, ROL::Vector< Real >::plus(), and y_.

Member Data Documentation

◆ obj_

template<typename Real>

const Ptr<Objective<Real> > ROL::ChainRuleObjective< Real >::obj_

private

Definition at line 122 of file ROL_ChainRuleObjective.hpp.

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

◆ con_

template<typename Real>

const Ptr<Constraint<Real> > ROL::ChainRuleObjective< Real >::con_

private

Definition at line 123 of file ROL_ChainRuleObjective.hpp.

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

◆ g_

template<typename Real>

Ptr<Vector<Real> > ROL::ChainRuleObjective< Real >::g_

private

Definition at line 124 of file ROL_ChainRuleObjective.hpp.

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

◆ y_

template<typename Real>

Ptr<Vector<Real> > ROL::ChainRuleObjective< Real >::y_

private

Definition at line 124 of file ROL_ChainRuleObjective.hpp.

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

◆ Jv_

template<typename Real>

Ptr<Vector<Real> > ROL::ChainRuleObjective< Real >::Jv_

private

Definition at line 124 of file ROL_ChainRuleObjective.hpp.

Referenced by ChainRuleObjective(), and hessVec().

◆ HJv_

template<typename Real>

Ptr<Vector<Real> > ROL::ChainRuleObjective< Real >::HJv_

private

Definition at line 124 of file ROL_ChainRuleObjective.hpp.

Referenced by ChainRuleObjective(), and hessVec().

◆ JtHJv_

template<typename Real>

Ptr<Vector<Real> > ROL::ChainRuleObjective< Real >::JtHJv_

private

Definition at line 124 of file ROL_ChainRuleObjective.hpp.

Referenced by ChainRuleObjective(), and hessVec().

◆ tol_

template<typename Real>

Real ROL::ChainRuleObjective< Real >::tol_

private

Definition at line 125 of file ROL_ChainRuleObjective.hpp.

Referenced by ChainRuleObjective(), update(), and update().

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

ROL_ChainRuleObjective.hpp

[out]	hv	is the the action of the Hessian on \(v\).
[in]	v	is the direction vector.
[in]	x	is the current iterate.
[in]	tol	is a tolerance for inexact objective function computation.

Public Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ ChainRuleObjective()

◆ ~ChainRuleObjective()

Member Function Documentation

◆ update() [1/2]

◆ update() [2/2]

◆ value()

◆ gradient()

◆ hessVec()

Member Data Documentation

◆ obj_

◆ con_

◆ g_

◆ y_

◆ Jv_

◆ HJv_

◆ JtHJv_

◆ tol_