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ROL
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Provides the interface to evaluate interior trust-region model functions from the Coleman-Li bound constrained trust-region algorithm. More...
#include <ROL_ColemanLiModel.hpp>
Public Member Functions | |
| ColemanLiModel (Objective< Real > &obj, BoundConstraint< Real > &bnd, const Vector< Real > &x, const Vector< Real > &g, const Real stepBackMax=0.9999, const Real stepBackScale=1.0, const bool singleReflect=true, const Ptr< Secant< Real > > &secant=nullPtr, const bool useSecantPrecond=false, const bool useSecantHessVec=false) | |
| void | update (Objective< Real > &obj, BoundConstraint< Real > &bnd, const Vector< Real > &x, const Vector< Real > &g, const Ptr< Secant< Real > > &secant=nullPtr) |
| void | setRadius (const Real del) |
| Real | value (const Vector< Real > &s, Real &tol) |
| void | gradient (Vector< Real > &g, const Vector< Real > &s, Real &tol) |
| void | hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &s, Real &tol) |
| void | dualTransform (Vector< Real > &tv, const Vector< Real > &v) |
| void | primalTransform (Vector< Real > &tiv, const Vector< Real > &v) |
| void | updatePredictedReduction (Real &pred, const Vector< Real > &s) |
| void | updateActualReduction (Real &ared, const Vector< Real > &s) |
| Public Member Functions inherited from ROL::TrustRegionModel< Real > | |
| virtual | ~TrustRegionModel () |
| TrustRegionModel (Objective< Real > &obj, BoundConstraint< Real > &bnd, const Vector< Real > &x, const Vector< Real > &g, const Ptr< Secant< Real > > &secant=nullPtr, const bool useSecantPrecond=false, const bool useSecantHessVec=false) | |
| virtual void | invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &s, Real &tol) |
| virtual void | precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &s, Real &tol) |
| virtual const Ptr< const Vector< Real > > | getGradient (void) const |
| virtual const Ptr< const Vector< Real > > | getIterate (void) const |
| virtual const Ptr< Objective< Real > > | getObjective (void) const |
| virtual const Ptr< BoundConstraint< Real > > | getBoundConstraint (void) const |
| 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 > ¶m) |
Private Member Functions | |
| void | applyD (Vector< Real > &Dv, const Vector< Real > &v) |
| void | applyInverseD (Vector< Real > &Dv, const Vector< Real > &v) |
| void | applyC (Vector< Real > &Cv, const Vector< Real > &v) |
| void | constructC (void) |
| void | constructInverseD (void) |
| void | initialize (const Vector< Real > &x, const Vector< Real > &g) |
| void | getScalarBounds (Real &lowerBound, Real &upperBound, const Vector< Real > &p) |
| Real | minimize1D (Real &tau, const Real lowerBound, const Real upperBound, const Vector< Real > &p) |
| Real | computeCauchyPoint (void) |
| void | computeReflectiveStep (Vector< Real > &Rv, const Vector< Real > &v, const Vector< Real > &Dv) |
| void | computeFullReflectiveStep (Vector< Real > &Rv, const Vector< Real > &v, const Vector< Real > &Dv) |
| Real | computeAlpha (const Vector< Real > &d) |
| bool | isStrictlyFeasibleStep (const Vector< Real > &d) const |
Private Attributes | |
| Ptr< Vector< Real > > | prim_ |
| Ptr< Vector< Real > > | dual_ |
| Ptr< Vector< Real > > | hv_ |
| Ptr< Vector< Real > > | step_ |
| Ptr< Vector< Real > > | cauchyStep_ |
| Ptr< Vector< Real > > | cauchyScal_ |
| Ptr< Vector< Real > > | reflectStep_ |
| Ptr< Vector< Real > > | reflectScal_ |
| Ptr< Vector< Real > > | Dmat_ |
| Ptr< Vector< Real > > | Cmat_ |
| Ptr< Vector< Real > > | lx_ |
| Ptr< Vector< Real > > | ux_ |
| Real | TRradius_ |
| const Real | stepBackMax_ |
| const Real | stepBackScale_ |
| const bool | singleReflect_ |
| Real | sCs_ |
| Real | pred_ |
| Elementwise::Multiply< Real > | mult_ |
| Elementwise::Divide< Real > | div_ |
Additional Inherited Members | |
| Protected Member Functions inherited from ROL::TrustRegionModel< Real > | |
| void | applyHessian (Vector< Real > &hv, const Vector< Real > &v, Real &tol) |
| void | applyInvHessian (Vector< Real > &hv, const Vector< Real > &v, Real &tol) |
| void | applyPrecond (Vector< Real > &Pv, const Vector< Real > &v, Real &tol) |
| Protected Member Functions inherited from ROL::ROL::Objective< Real > | |
| const std::vector< Real > | getParameter (void) const |
Provides the interface to evaluate interior trust-region model functions from the Coleman-Li bound constrained trust-region algorithm.
Definition at line 26 of file ROL_ColemanLiModel.hpp.
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Definition at line 189 of file ROL_ColemanLiModel.hpp.
References initialize(), pred_, sCs_, singleReflect_, stepBackMax_, stepBackScale_, TRradius_, and ROL::TrustRegionModel< Real >::TrustRegionModel().
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Definition at line 45 of file ROL_ColemanLiModel.hpp.
References ROL::Vector< Real >::applyBinary(), div_, Dmat_, and ROL::Vector< Real >::set().
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Definition at line 51 of file ROL_ColemanLiModel.hpp.
References ROL::Vector< Real >::applyBinary(), Dmat_, mult_, and ROL::Vector< Real >::set().
Referenced by computeCauchyPoint(), dualTransform(), gradient(), hessVec(), minimize1D(), primalTransform(), and value().
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Definition at line 57 of file ROL_ColemanLiModel.hpp.
References ROL::Vector< Real >::applyBinary(), Cmat_, mult_, and ROL::Vector< Real >::set().
Referenced by hessVec(), and primalTransform().
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Definition at line 62 of file ROL_ColemanLiModel.hpp.
References ROL::apply(), Cmat_, ROL::TrustRegionModel< Real >::getBoundConstraint(), ROL::TrustRegionModel< Real >::getGradient(), mult_, prim_, ROL::ROL_INF(), ROL::ROL_NINF(), and zero.
Referenced by update().
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Definition at line 98 of file ROL_ColemanLiModel.hpp.
References Dmat_, ROL::TrustRegionModel< Real >::getBoundConstraint(), ROL::TrustRegionModel< Real >::getGradient(), ROL::TrustRegionModel< Real >::getIterate(), mult_, prim_, reflectScal_, reflectStep_, ROL::ROL_INF(), ROL::ROL_NINF(), and zero.
Referenced by update().
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Definition at line 171 of file ROL_ColemanLiModel.hpp.
References cauchyScal_, cauchyStep_, ROL::Vector< Real >::clone(), Cmat_, Dmat_, dual_, hv_, lx_, prim_, reflectScal_, reflectStep_, step_, and ux_.
Referenced by ColemanLiModel().
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Reimplemented from ROL::TrustRegionModel< Real >.
Definition at line 202 of file ROL_ColemanLiModel.hpp.
References constructC(), constructInverseD(), and ROL::TrustRegionModel< Real >::update().
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Definition at line 210 of file ROL_ColemanLiModel.hpp.
References TRradius_.
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Reimplemented from ROL::TrustRegionModel< Real >.
Definition at line 218 of file ROL_ColemanLiModel.hpp.
References applyInverseD(), ROL::Vector< Real >::dual(), ROL::TrustRegionModel< Real >::getGradient(), hessVec(), hv_, and prim_.
Referenced by computeCauchyPoint(), and primalTransform().
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Reimplemented from ROL::TrustRegionModel< Real >.
Definition at line 230 of file ROL_ColemanLiModel.hpp.
References applyInverseD(), ROL::TrustRegionModel< Real >::getGradient(), hessVec(), ROL::Vector< Real >::plus(), and prim_.
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Reimplemented from ROL::TrustRegionModel< Real >.
Definition at line 237 of file ROL_ColemanLiModel.hpp.
References applyC(), ROL::TrustRegionModel< Real >::applyHessian(), applyInverseD(), dual_, ROL::TrustRegionModel< Real >::getGradient(), ROL::Vector< Real >::plus(), and prim_.
Referenced by gradient(), minimize1D(), and value().
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Reimplemented from ROL::TrustRegionModel< Real >.
Definition at line 251 of file ROL_ColemanLiModel.hpp.
References applyInverseD().
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Reimplemented from ROL::TrustRegionModel< Real >.
Definition at line 255 of file ROL_ColemanLiModel.hpp.
References applyC(), applyInverseD(), cauchyScal_, cauchyStep_, computeCauchyPoint(), computeFullReflectiveStep(), computeReflectiveStep(), getScalarBounds(), isStrictlyFeasibleStep(), minimize1D(), pred_, prim_, reflectScal_, reflectStep_, ROL::ROL_EPSILON(), ROL::ROL_INF(), ROL::ROL_NINF(), ROL::Vector< Real >::scale(), sCs_, ROL::Vector< Real >::set(), singleReflect_, step_, stepBackMax_, stepBackScale_, and value().
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Reimplemented from ROL::TrustRegionModel< Real >.
Definition at line 341 of file ROL_ColemanLiModel.hpp.
References pred_.
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Reimplemented from ROL::TrustRegionModel< Real >.
Definition at line 345 of file ROL_ColemanLiModel.hpp.
References sCs_.
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Definition at line 351 of file ROL_ColemanLiModel.hpp.
References ROL::apply(), ROL::TrustRegionModel< Real >::getBoundConstraint(), ROL::TrustRegionModel< Real >::getIterate(), ROL::Vector< Real >::norm(), prim_, ROL::ROL_INF(), ROL::ROL_NINF(), and TRradius_.
Referenced by computeCauchyPoint(), and primalTransform().
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Definition at line 405 of file ROL_ColemanLiModel.hpp.
References applyInverseD(), ROL::Vector< Real >::dual(), ROL::TrustRegionModel< Real >::getGradient(), hessVec(), hv_, prim_, and ROL::ROL_EPSILON().
Referenced by computeCauchyPoint(), and primalTransform().
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Definition at line 428 of file ROL_ColemanLiModel.hpp.
References applyInverseD(), cauchyScal_, cauchyStep_, ROL::TrustRegionModel< Real >::getGradient(), getScalarBounds(), minimize1D(), ROL::ROL_INF(), ROL::ROL_NINF(), and value().
Referenced by primalTransform().
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Definition at line 451 of file ROL_ColemanLiModel.hpp.
References ROL::apply(), ROL::Vector< Real >::applyBinary(), computeAlpha(), ROL::TrustRegionModel< Real >::getBoundConstraint(), ROL::TrustRegionModel< Real >::getIterate(), mult_, prim_, and ROL::Vector< Real >::set().
Referenced by primalTransform().
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Definition at line 477 of file ROL_ColemanLiModel.hpp.
References ROL::apply(), ROL::Vector< Real >::applyBinary(), ROL::TrustRegionModel< Real >::getBoundConstraint(), ROL::TrustRegionModel< Real >::getIterate(), mult_, prim_, and ROL::Vector< Real >::set().
Referenced by primalTransform().
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Definition at line 502 of file ROL_ColemanLiModel.hpp.
References ROL::apply(), ROL::TrustRegionModel< Real >::getBoundConstraint(), ROL::TrustRegionModel< Real >::getIterate(), lx_, ROL::ROL_INF(), ux_, and zero.
Referenced by computeReflectiveStep().
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Definition at line 535 of file ROL_ColemanLiModel.hpp.
References ROL::apply(), ROL::TrustRegionModel< Real >::getBoundConstraint(), ROL::TrustRegionModel< Real >::getIterate(), and prim_.
Referenced by primalTransform().
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Definition at line 28 of file ROL_ColemanLiModel.hpp.
Referenced by computeFullReflectiveStep(), computeReflectiveStep(), constructC(), constructInverseD(), getScalarBounds(), gradient(), hessVec(), initialize(), isStrictlyFeasibleStep(), minimize1D(), primalTransform(), and value().
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Definition at line 28 of file ROL_ColemanLiModel.hpp.
Referenced by hessVec(), and initialize().
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Definition at line 28 of file ROL_ColemanLiModel.hpp.
Referenced by initialize(), minimize1D(), and value().
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Definition at line 29 of file ROL_ColemanLiModel.hpp.
Referenced by initialize(), and primalTransform().
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Definition at line 30 of file ROL_ColemanLiModel.hpp.
Referenced by computeCauchyPoint(), initialize(), and primalTransform().
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Definition at line 30 of file ROL_ColemanLiModel.hpp.
Referenced by computeCauchyPoint(), initialize(), and primalTransform().
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Definition at line 31 of file ROL_ColemanLiModel.hpp.
Referenced by constructInverseD(), initialize(), and primalTransform().
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Definition at line 31 of file ROL_ColemanLiModel.hpp.
Referenced by constructInverseD(), initialize(), and primalTransform().
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Definition at line 32 of file ROL_ColemanLiModel.hpp.
Referenced by applyD(), applyInverseD(), constructInverseD(), and initialize().
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Definition at line 33 of file ROL_ColemanLiModel.hpp.
Referenced by applyC(), constructC(), and initialize().
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Definition at line 34 of file ROL_ColemanLiModel.hpp.
Referenced by computeAlpha(), and initialize().
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Definition at line 34 of file ROL_ColemanLiModel.hpp.
Referenced by computeAlpha(), and initialize().
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Definition at line 36 of file ROL_ColemanLiModel.hpp.
Referenced by ColemanLiModel(), getScalarBounds(), and setRadius().
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Definition at line 37 of file ROL_ColemanLiModel.hpp.
Referenced by ColemanLiModel(), and primalTransform().
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Definition at line 37 of file ROL_ColemanLiModel.hpp.
Referenced by ColemanLiModel(), and primalTransform().
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Definition at line 38 of file ROL_ColemanLiModel.hpp.
Referenced by ColemanLiModel(), and primalTransform().
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Definition at line 39 of file ROL_ColemanLiModel.hpp.
Referenced by ColemanLiModel(), primalTransform(), and updateActualReduction().
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Definition at line 39 of file ROL_ColemanLiModel.hpp.
Referenced by ColemanLiModel(), primalTransform(), and updatePredictedReduction().
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Definition at line 41 of file ROL_ColemanLiModel.hpp.
Referenced by applyC(), applyInverseD(), computeFullReflectiveStep(), computeReflectiveStep(), constructC(), and constructInverseD().
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Definition at line 42 of file ROL_ColemanLiModel.hpp.
Referenced by applyD().