ROL::CompositeObjective< Real > Class Template Reference

Provides the interface to evaluate composite objective functions. More...

#include <ROL_CompositeObjective.hpp>

Inheritance diagram for ROL::CompositeObjective< Real >:

Public Member Functions
	CompositeObjective (const std::vector< Ptr< Objective< Real > > > &obj_vec, const Ptr< StdObjective< Real > > &std_obj)
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
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
void	initialize (const Vector< Real > &x)
void	computeValue (const Vector< Real > &x, Real &tol)
void	computeGradient (const Vector< Real > &x, Real &tol)
void	computeHessVec (const Vector< Real > &v, const Vector< Real > &x, Real &tol)

Private Attributes
const std::vector< Ptr< Objective< Real > > >	obj_vec_
const Ptr< StdObjective< Real > >	std_obj_
Ptr< std::vector< Real > >	obj_value_
Ptr< std::vector< Real > >	obj_grad_
Ptr< std::vector< Real > >	obj_gv_
Ptr< std::vector< Real > >	obj_hess_
Ptr< StdVector< Real > >	obj_value_vec_
Ptr< StdVector< Real > >	obj_grad_vec_
Ptr< StdVector< Real > >	obj_gv_vec_
Ptr< StdVector< Real > >	obj_hess_vec_
std::vector< Ptr< Vector< Real > > >	vec_grad_
std::vector< Ptr< Vector< Real > > >	vec_hess_
bool	isInitialized_
bool	isValueComputed_
bool	isGradientComputed_

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::CompositeObjective< Real >

Provides the interface to evaluate composite objective functions.

Definition at line 24 of file ROL_CompositeObjective.hpp.

Constructor & Destructor Documentation

CompositeObjective()

template<typename Real>

ROL::CompositeObjective< Real >::CompositeObjective	(	const std::vector< Ptr< Objective< Real > > > &	obj_vec,
		const Ptr< StdObjective< Real > > &	std_obj )

Definition at line 16 of file ROL_CompositeObjective_Def.hpp.

References isGradientComputed_, isInitialized_, isValueComputed_, obj_grad_, obj_grad_vec_, obj_gv_, obj_gv_vec_, obj_hess_, obj_hess_vec_, obj_value_, obj_value_vec_, obj_vec_, ROL::ROL::Objective< Real >::Objective(), and std_obj_.

Member Function Documentation

update() [1/2]

template<typename Real>

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

override

Definition at line 31 of file ROL_CompositeObjective_Def.hpp.

References isGradientComputed_, isValueComputed_, obj_vec_, ROL::Revert, and ROL::Trial.

update() [2/2]

template<typename Real>

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

override

Definition at line 41 of file ROL_CompositeObjective_Def.hpp.

References isGradientComputed_, isValueComputed_, and obj_vec_.

value()

template<typename Real>

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

override

Definition at line 51 of file ROL_CompositeObjective_Def.hpp.

References computeValue(), obj_value_vec_, and std_obj_.

gradient()

template<typename Real>

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

override

Definition at line 57 of file ROL_CompositeObjective_Def.hpp.

References ROL::Vector< Real >::axpy(), computeGradient(), obj_grad_, obj_vec_, vec_grad_, and ROL::Vector< Real >::zero().

hessVec()

template<typename Real>

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

override

Definition at line 67 of file ROL_CompositeObjective_Def.hpp.

References ROL::Vector< Real >::axpy(), computeHessVec(), obj_grad_, obj_hess_, obj_vec_, vec_grad_, vec_hess_, and ROL::Vector< Real >::zero().

setParameter()

template<typename Real>

void ROL::CompositeObjective< Real >::setParameter ( const std::vector< Real > & param )

overridevirtual

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

Definition at line 78 of file ROL_CompositeObjective_Def.hpp.

References isGradientComputed_, isValueComputed_, obj_vec_, ROL::Objective< Real >::setParameter(), and std_obj_.

initialize()

template<typename Real>

void ROL::CompositeObjective< Real >::initialize ( const Vector< Real > & x )

private

Definition at line 90 of file ROL_CompositeObjective_Def.hpp.

References ROL::ROL::Vector< Real >::clone(), ROL::Vector< Real >::dual(), isInitialized_, obj_vec_, vec_grad_, and vec_hess_.

computeValue()

template<typename Real>

void ROL::CompositeObjective< Real >::computeValue ( const Vector< Real > & x, Real & tol )

private

Definition at line 104 of file ROL_CompositeObjective_Def.hpp.

References initialize(), isValueComputed_, and obj_vec_.

Referenced by computeGradient(), and value().

computeGradient()

template<typename Real>

void ROL::CompositeObjective< Real >::computeGradient ( const Vector< Real > & x, Real & tol )

private

Definition at line 116 of file ROL_CompositeObjective_Def.hpp.

References computeValue(), isGradientComputed_, obj_grad_vec_, obj_value_vec_, obj_vec_, std_obj_, and vec_grad_.

Referenced by computeHessVec(), and gradient().

computeHessVec()

template<typename Real>

void ROL::CompositeObjective< Real >::computeHessVec ( const Vector< Real > & v, const Vector< Real > & x, Real & tol )

private

Definition at line 129 of file ROL_CompositeObjective_Def.hpp.

References computeGradient(), obj_gv_vec_, obj_hess_vec_, obj_value_vec_, obj_vec_, std_obj_, vec_grad_, and vec_hess_.

Referenced by hessVec().

Member Data Documentation

obj_vec_

template<typename Real>

const std::vector<Ptr<Objective<Real> > > ROL::CompositeObjective< Real >::obj_vec_

private

Definition at line 26 of file ROL_CompositeObjective.hpp.

Referenced by CompositeObjective(), computeGradient(), computeHessVec(), computeValue(), gradient(), hessVec(), initialize(), setParameter(), update(), and update().

std_obj_

template<typename Real>

const Ptr<StdObjective<Real> > ROL::CompositeObjective< Real >::std_obj_

private

Definition at line 27 of file ROL_CompositeObjective.hpp.

Referenced by CompositeObjective(), computeGradient(), computeHessVec(), setParameter(), and value().

obj_value_

template<typename Real>

Ptr<std::vector<Real> > ROL::CompositeObjective< Real >::obj_value_

private

Definition at line 29 of file ROL_CompositeObjective.hpp.

Referenced by CompositeObjective().

obj_grad_

template<typename Real>

Ptr<std::vector<Real> > ROL::CompositeObjective< Real >::obj_grad_

private

Definition at line 29 of file ROL_CompositeObjective.hpp.

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

obj_gv_

template<typename Real>

Ptr<std::vector<Real> > ROL::CompositeObjective< Real >::obj_gv_

private

Definition at line 29 of file ROL_CompositeObjective.hpp.

Referenced by CompositeObjective().

obj_hess_

template<typename Real>

Ptr<std::vector<Real> > ROL::CompositeObjective< Real >::obj_hess_

private

Definition at line 29 of file ROL_CompositeObjective.hpp.

Referenced by CompositeObjective(), and hessVec().

obj_value_vec_

template<typename Real>

Ptr<StdVector<Real> > ROL::CompositeObjective< Real >::obj_value_vec_

private

Definition at line 30 of file ROL_CompositeObjective.hpp.

Referenced by CompositeObjective(), computeGradient(), computeHessVec(), and value().

obj_grad_vec_

template<typename Real>

Ptr<StdVector<Real> > ROL::CompositeObjective< Real >::obj_grad_vec_

private

Definition at line 30 of file ROL_CompositeObjective.hpp.

Referenced by CompositeObjective(), and computeGradient().

obj_gv_vec_

template<typename Real>

Ptr<StdVector<Real> > ROL::CompositeObjective< Real >::obj_gv_vec_

private

Definition at line 30 of file ROL_CompositeObjective.hpp.

Referenced by CompositeObjective(), and computeHessVec().

obj_hess_vec_

template<typename Real>

Ptr<StdVector<Real> > ROL::CompositeObjective< Real >::obj_hess_vec_

private

Definition at line 30 of file ROL_CompositeObjective.hpp.

Referenced by CompositeObjective(), and computeHessVec().

vec_grad_

template<typename Real>

std::vector<Ptr<Vector<Real> > > ROL::CompositeObjective< Real >::vec_grad_

private

Definition at line 31 of file ROL_CompositeObjective.hpp.

Referenced by computeGradient(), computeHessVec(), gradient(), hessVec(), and initialize().

vec_hess_

template<typename Real>

std::vector<Ptr<Vector<Real> > > ROL::CompositeObjective< Real >::vec_hess_

private

Definition at line 31 of file ROL_CompositeObjective.hpp.

Referenced by computeHessVec(), hessVec(), and initialize().

isInitialized_

template<typename Real>

bool ROL::CompositeObjective< Real >::isInitialized_

private

Definition at line 33 of file ROL_CompositeObjective.hpp.

Referenced by CompositeObjective(), and initialize().

isValueComputed_

template<typename Real>

bool ROL::CompositeObjective< Real >::isValueComputed_

private

Definition at line 33 of file ROL_CompositeObjective.hpp.

Referenced by CompositeObjective(), computeValue(), setParameter(), update(), and update().

isGradientComputed_

template<typename Real>

bool ROL::CompositeObjective< Real >::isGradientComputed_

private

Definition at line 33 of file ROL_CompositeObjective.hpp.

Referenced by CompositeObjective(), computeGradient(), setParameter(), update(), and update().

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

• ROL_CompositeObjective.hpp
• ROL_CompositeObjective_Def.hpp