ROL
Public Member Functions | Private Types | Private Attributes | List of all members
ROL::ConicApproximationModel< Real > Class Template Reference

#include <ROL_ConicApproximationModel.hpp>

Inheritance diagram for ROL::ConicApproximationModel< Real >:

Public Member Functions

virtual ~ConicApproximationModel ()
 ConicApproximationModel (const Ptr< Obj > &obj, const Ptr< const V > &x, const Ptr< V > &s, const Ptr< const V > &a)
virtual void update (const V &s, bool flag=true, int iter=-1) override
virtual Real value (const V &s, Real &tol) override
virtual void gradient (V &g, const V &s, Real &tol) override
virtual void hessVec (V &hv, const V &v, const V &s, Real &tol) override
virtual void invHessVec (V &hv, const V &v, const V &s, Real &tol) override
virtual void precond (V &Pv, const V &v, const V &s, Real &tol) override
virtual ~ConicApproximationModel ()
 ConicApproximationModel (const Ptr< Obj > &obj, const Ptr< const V > &x, const Ptr< V > &s, const Ptr< const V > &a)
virtual void update (const V &s, bool flag=true, int iter=-1) override
virtual Real value (const V &s, Real &tol) override
virtual void gradient (V &g, const V &s, Real &tol) override
virtual void hessVec (V &hv, const V &v, const V &s, Real &tol) override
virtual void invHessVec (V &hv, const V &v, const V &s, Real &tol) override
virtual void precond (V &Pv, const V &v, const V &s, Real &tol) 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.
virtual void setParameter (const std::vector< Real > &param)

Private Types

using V = Vector<Real>
using Obj = Objective<Real>
using V = Vector<Real>
using Obj = Objective<Real>

Private Attributes

Ptr< Obj > obj_
const Ptr< const V > x_
const Ptr< const V > a_
Ptr< V > g_
Ptr< V > s_
Ptr< V > Hs_
Real f_
Real gamma_
Real sHs_
VectorWorkspace< Real > workspace_

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::ConicApproximationModel< Real >

Definition at line 32 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

Member Typedef Documentation

◆ V [1/2]

template<class Real>
using ROL::ConicApproximationModel< Real >::V = Vector<Real>
private

Definition at line 34 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

◆ Obj [1/2]

template<class Real>
using ROL::ConicApproximationModel< Real >::Obj = Objective<Real>
private

Definition at line 35 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

◆ V [2/2]

template<class Real>
using ROL::ConicApproximationModel< Real >::V = Vector<Real>
private

Definition at line 34 of file step/trustregion/ROL_ConicApproximationModel.hpp.

◆ Obj [2/2]

template<class Real>
using ROL::ConicApproximationModel< Real >::Obj = Objective<Real>
private

Definition at line 35 of file step/trustregion/ROL_ConicApproximationModel.hpp.

Constructor & Destructor Documentation

◆ ~ConicApproximationModel() [1/2]

template<class Real>
virtual ROL::ConicApproximationModel< Real >::~ConicApproximationModel ( )
inlinevirtual

Definition at line 47 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

◆ ConicApproximationModel() [1/2]

template<class Real>
ROL::ConicApproximationModel< Real >::ConicApproximationModel ( const Ptr< Obj > & obj,
const Ptr< const V > & x,
const Ptr< V > & s,
const Ptr< const V > & a )
inline

Definition at line 49 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

References a_, f_, g_, gamma_, Hs_, obj_, ROL::ROL_EPSILON(), s_, and x_.

◆ ~ConicApproximationModel() [2/2]

template<class Real>
virtual ROL::ConicApproximationModel< Real >::~ConicApproximationModel ( )
inlinevirtual

Definition at line 47 of file step/trustregion/ROL_ConicApproximationModel.hpp.

◆ ConicApproximationModel() [2/2]

template<class Real>
ROL::ConicApproximationModel< Real >::ConicApproximationModel ( const Ptr< Obj > & obj,
const Ptr< const V > & x,
const Ptr< V > & s,
const Ptr< const V > & a )
inline

Definition at line 49 of file step/trustregion/ROL_ConicApproximationModel.hpp.

References a_, f_, g_, gamma_, Hs_, obj_, ROL::ROL_EPSILON(), s_, and x_.

Member Function Documentation

◆ update() [1/2]

template<class Real>
virtual void ROL::ConicApproximationModel< Real >::update ( const V & s,
bool flag = true,
int iter = -1 )
inlineoverridevirtual

Definition at line 60 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

References a_, gamma_, Hs_, obj_, ROL::ROL_EPSILON(), s_, and x_.

◆ value() [1/2]

template<class Real>
virtual Real ROL::ConicApproximationModel< Real >::value ( const V & s,
Real & tol )
inlineoverridevirtual

Definition at line 67 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

References f_, g_, gamma_, s_, and sHs_.

◆ gradient() [1/2]

template<class Real>
virtual void ROL::ConicApproximationModel< Real >::gradient ( V & g,
const V & s,
Real & tol )
inlineoverridevirtual

Definition at line 71 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

References a_, g_, gamma_, Hs_, ROL::Vector< Real >::plus(), s_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), and workspace_.

◆ hessVec() [1/2]

template<class Real>
virtual void ROL::ConicApproximationModel< Real >::hessVec ( V & hv,
const V & v,
const V & s,
Real & tol )
inlineoverridevirtual

Definition at line 85 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

References a_, ROL::Vector< Real >::axpy(), gamma_, obj_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), workspace_, and x_.

◆ invHessVec() [1/2]

template<class Real>
virtual void ROL::ConicApproximationModel< Real >::invHessVec ( V & hv,
const V & v,
const V & s,
Real & tol )
inlineoverridevirtual

Definition at line 98 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

References a_, ROL::Vector< Real >::axpy(), gamma_, obj_, s_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), workspace_, and x_.

◆ precond() [1/2]

template<class Real>
virtual void ROL::ConicApproximationModel< Real >::precond ( V & Pv,
const V & v,
const V & s,
Real & tol )
inlineoverridevirtual

Definition at line 109 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

References a_, ROL::Vector< Real >::axpy(), gamma_, obj_, s_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), workspace_, and x_.

◆ update() [2/2]

template<class Real>
virtual void ROL::ConicApproximationModel< Real >::update ( const V & s,
bool flag = true,
int iter = -1 )
inlineoverridevirtual

Definition at line 60 of file step/trustregion/ROL_ConicApproximationModel.hpp.

References a_, gamma_, Hs_, obj_, ROL::ROL_EPSILON(), s_, and x_.

◆ value() [2/2]

template<class Real>
virtual Real ROL::ConicApproximationModel< Real >::value ( const V & s,
Real & tol )
inlineoverridevirtual

Definition at line 67 of file step/trustregion/ROL_ConicApproximationModel.hpp.

References f_, g_, gamma_, s_, and sHs_.

◆ gradient() [2/2]

template<class Real>
virtual void ROL::ConicApproximationModel< Real >::gradient ( V & g,
const V & s,
Real & tol )
inlineoverridevirtual

Definition at line 71 of file step/trustregion/ROL_ConicApproximationModel.hpp.

References a_, g_, gamma_, Hs_, ROL::Vector< Real >::plus(), s_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), and workspace_.

◆ hessVec() [2/2]

template<class Real>
virtual void ROL::ConicApproximationModel< Real >::hessVec ( V & hv,
const V & v,
const V & s,
Real & tol )
inlineoverridevirtual

Definition at line 85 of file step/trustregion/ROL_ConicApproximationModel.hpp.

References a_, ROL::Vector< Real >::axpy(), gamma_, obj_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), workspace_, and x_.

◆ invHessVec() [2/2]

template<class Real>
virtual void ROL::ConicApproximationModel< Real >::invHessVec ( V & hv,
const V & v,
const V & s,
Real & tol )
inlineoverridevirtual

Definition at line 98 of file step/trustregion/ROL_ConicApproximationModel.hpp.

References a_, ROL::Vector< Real >::axpy(), gamma_, obj_, s_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), workspace_, and x_.

◆ precond() [2/2]

template<class Real>
virtual void ROL::ConicApproximationModel< Real >::precond ( V & Pv,
const V & v,
const V & s,
Real & tol )
inlineoverridevirtual

Definition at line 109 of file step/trustregion/ROL_ConicApproximationModel.hpp.

References a_, ROL::Vector< Real >::axpy(), gamma_, obj_, s_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), workspace_, and x_.

Member Data Documentation

◆ obj_

template<class Real>
Ptr< Obj > ConicApproximationModel::obj_
private

Definition at line 38 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

Referenced by ConicApproximationModel(), hessVec(), invHessVec(), precond(), and update().

◆ x_

template<class Real>
const Ptr< const V > ConicApproximationModel::x_
private

Definition at line 39 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

Referenced by ConicApproximationModel(), hessVec(), invHessVec(), precond(), and update().

◆ a_

template<class Real>
const Ptr< const V > ConicApproximationModel::a_
private

Definition at line 39 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

Referenced by ConicApproximationModel(), gradient(), hessVec(), invHessVec(), precond(), and update().

◆ g_

template<class Real>
Ptr< V > ConicApproximationModel::g_
private

Definition at line 40 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

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

◆ s_

template<class Real>
Ptr< V > ConicApproximationModel::s_
private

Definition at line 40 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

Referenced by ConicApproximationModel(), gradient(), invHessVec(), precond(), update(), and value().

◆ Hs_

template<class Real>
Ptr< V > ConicApproximationModel::Hs_
private

Definition at line 40 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

Referenced by ConicApproximationModel(), gradient(), and update().

◆ f_

template<class Real>
Real ConicApproximationModel::f_
private

Definition at line 41 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

Referenced by ConicApproximationModel(), and value().

◆ gamma_

template<class Real>
Real ConicApproximationModel::gamma_
private

Definition at line 41 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

Referenced by ConicApproximationModel(), gradient(), hessVec(), invHessVec(), precond(), update(), and value().

◆ sHs_

template<class Real>
Real ConicApproximationModel::sHs_
private

Definition at line 41 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

Referenced by value().

◆ workspace_

template<class Real>
VectorWorkspace< Real > ConicApproximationModel::workspace_
private

Definition at line 43 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

Referenced by gradient(), hessVec(), invHessVec(), and precond().

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