#include <ROL_Fletcher.hpp>

Inheritance diagram for ROL::Fletcher< Real >:

Classes
class	AugSystem
class	AugSystemPrecond

Public Member Functions
	Fletcher (const ROL::Ptr< Objective< Real > > &obj, const ROL::Ptr< Constraint< Real > > &con, const Vector< Real > &optVec, const Vector< Real > &conVec, ROL::ParameterList &parlist)
void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
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)
void	solveAugmentedSystem (Vector< Real > &v1, Vector< Real > &v2, const Vector< Real > &b1, const Vector< Real > &b2, const Vector< Real > &x, Real &tol, bool refine=false)
void	computeMultipliers (const Vector< Real > &x, const Real tol)
Public Member Functions inherited from ROL::FletcherBase< Real >
	FletcherBase (const ROL::Ptr< Objective< Real > > &obj, const ROL::Ptr< Constraint< Real > > &con)
const Ptr< Vector< Real > >	getLagrangianGradient (const Vector< Real > &x)
const Ptr< Vector< Real > >	getConstraintVec (const Vector< Real > &x)
const Ptr< Vector< Real > >	getMultiplierVec (const Vector< Real > &x)
const Ptr< Vector< Real > >	getGradient (const Vector< Real > &x)
Real	getObjectiveValue (const Vector< Real > &x)
int	getNumberFunctionEvaluations () const
int	getNumberGradientEvaluations () const
int	getNumberConstraintEvaluations () const
void	setDelta (Real delta)
void	setPenaltyParameter (Real sigma)
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
int	HessianApprox_
Ptr< Vector< Real > >	Tv_
Ptr< Vector< Real > >	w_
Ptr< Vector< Real > >	v_
Ptr< Vector< Real > >	wg_
Ptr< Vector< Real > >	vg_
Ptr< Vector< Real > >	xzeros_
Ptr< Vector< Real > >	czeros_

Additional Inherited Members
Protected Member Functions inherited from ROL::FletcherBase< Real >
void	objValue (const Vector< Real > &x, Real &tol)
void	objGrad (const Vector< Real > &x, Real &tol)
void	conValue (const Vector< Real > &x, Real &tol)
Protected Member Functions inherited from ROL::ROL::Objective< Real >
const std::vector< Real >	getParameter (void) const
Protected Attributes inherited from ROL::FletcherBase< Real >
const Ptr< Objective< Real > >	obj_
const Ptr< Constraint< Real > >	con_
Real	penaltyParameter_
Real	quadPenaltyParameter_
int	nfval_
int	ngval_
int	ncval_
Real	fPhi_
Ptr< Vector< Real > >	gPhi_
Ptr< Vector< Real > >	y_
Real	fval_
Ptr< Vector< Real > >	g_
Ptr< Vector< Real > >	c_
Ptr< Vector< Real > >	scaledc_
Ptr< Vector< Real > >	gL_
Real	cnorm_
bool	isValueComputed_
bool	isGradientComputed_
bool	isMultiplierComputed_
bool	isObjValueComputed_
bool	isObjGradComputed_
bool	isConValueComputed_
Real	multSolverError_
Real	gradSolveError_
Real	delta_
bool	useInexact_
Ptr< Krylov< Real > >	krylov_
int	iterKrylov_
int	flagKrylov_
Ptr< Vector< Real > >	v1_
Ptr< Vector< Real > >	v2_
Ptr< PartitionedVector< Real > >	vv_
Ptr< Vector< Real > >	b1_
Ptr< Vector< Real > >	b2_
Ptr< PartitionedVector< Real > >	bb_
Ptr< Vector< Real > >	w1_
Ptr< Vector< Real > >	w2_
Ptr< PartitionedVector< Real > >	ww_

Detailed Description

template<class Real>
class ROL::Fletcher< Real >

Definition at line 26 of file ROL_Fletcher.hpp.

Constructor & Destructor Documentation

◆ Fletcher()

template<class Real>

ROL::Fletcher< Real >::Fletcher	(	const ROL::Ptr< Objective< Real > > &	obj,
		const ROL::Ptr< Constraint< Real > > &	con,
		const Vector< Real > &	optVec,
		const Vector< Real > &	conVec,
		ROL::ParameterList &	parlist )

inline

Definition at line 138 of file ROL_Fletcher.hpp.

Member Function Documentation

◆ update()

template<class Real>

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

inline

Definition at line 194 of file ROL_Fletcher.hpp.

References ROL::FletcherBase< Real >::con_, ROL::FletcherBase< Real >::isConValueComputed_, ROL::FletcherBase< Real >::isGradientComputed_, ROL::FletcherBase< Real >::isMultiplierComputed_, ROL::FletcherBase< Real >::isObjGradComputed_, ROL::FletcherBase< Real >::isObjValueComputed_, ROL::FletcherBase< Real >::isValueComputed_, and ROL::FletcherBase< Real >::obj_.

◆ value()

template<class Real>

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

inline

Definition at line 205 of file ROL_Fletcher.hpp.

References ROL::FletcherBase< Real >::c_, ROL::FletcherBase< Real >::cnorm_, computeMultipliers(), ROL::FletcherBase< Real >::fPhi_, ROL::FletcherBase< Real >::fval_, ROL::FletcherBase< Real >::isValueComputed_, ROL::FletcherBase< Real >::multSolverError_, ROL::FletcherBase< Real >::objValue(), ROL::FletcherBase< Real >::quadPenaltyParameter_, ROL::FletcherBase< Real >::y_, and zero.

◆ gradient()

template<class Real>

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

inline

◆ hessVec()

template<class Real>

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

inline

◆ solveAugmentedSystem()

template<class Real>

void ROL::Fletcher< Real >::solveAugmentedSystem	(	Vector< Real > &	v1,
		Vector< Real > &	v2,
		const Vector< Real > &	b1,
		const Vector< Real > &	b2,
		const Vector< Real > &	x,
		Real &	tol,
		bool	refine = false )

inline

◆ computeMultipliers()

template<class Real>

void ROL::Fletcher< Real >::computeMultipliers	(	const Vector< Real > &	x,
		const Real	tol )

inlinevirtual

Reimplemented from ROL::FletcherBase< Real >.

Definition at line 370 of file ROL_Fletcher.hpp.

References ROL::FletcherBase< Real >::c_, ROL::FletcherBase< Real >::cnorm_, ROL::FletcherBase< Real >::conValue(), ROL::FletcherBase< Real >::g_, ROL::FletcherBase< Real >::gL_, ROL::FletcherBase< Real >::isMultiplierComputed_, ROL::FletcherBase< Real >::multSolverError_, ROL::FletcherBase< Real >::objGrad(), ROL::FletcherBase< Real >::scaledc_, solveAugmentedSystem(), and ROL::FletcherBase< Real >::y_.

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

Member Data Documentation

◆ HessianApprox_

template<class Real>

int ROL::Fletcher< Real >::HessianApprox_

private

Definition at line 62 of file ROL_Fletcher.hpp.

Referenced by Fletcher().

◆ Tv_

template<class Real>

Ptr<Vector<Real> > ROL::Fletcher< Real >::Tv_

private

Definition at line 65 of file ROL_Fletcher.hpp.

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

◆ w_

template<class Real>

Ptr<Vector<Real> > ROL::Fletcher< Real >::w_

private

Definition at line 66 of file ROL_Fletcher.hpp.

Referenced by Fletcher(), and hessVec().

◆ v_

template<class Real>

Ptr<Vector<Real> > ROL::Fletcher< Real >::v_

private

Definition at line 67 of file ROL_Fletcher.hpp.

Referenced by Fletcher(), and hessVec().

◆ wg_

template<class Real>

Ptr<Vector<Real> > ROL::Fletcher< Real >::wg_

private

Definition at line 68 of file ROL_Fletcher.hpp.

Referenced by Fletcher(), and gradient().

◆ vg_

template<class Real>

Ptr<Vector<Real> > ROL::Fletcher< Real >::vg_

private

Definition at line 69 of file ROL_Fletcher.hpp.

Referenced by Fletcher(), and gradient().

◆ xzeros_

template<class Real>

Ptr<Vector<Real> > ROL::Fletcher< Real >::xzeros_

private

Definition at line 71 of file ROL_Fletcher.hpp.

Referenced by Fletcher(), and gradient().

◆ czeros_

template<class Real>

Ptr<Vector<Real> > ROL::Fletcher< Real >::czeros_

private

Definition at line 72 of file ROL_Fletcher.hpp.

Referenced by Fletcher(), and hessVec().

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

ROL_Fletcher.hpp

Classes

Public Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ Fletcher()

Member Function Documentation

◆ update()

◆ value()

◆ gradient()

◆ hessVec()

◆ solveAugmentedSystem()

◆ computeMultipliers()

Member Data Documentation

◆ HessianApprox_

◆ Tv_

◆ w_

◆ v_

◆ wg_

◆ vg_

◆ xzeros_

◆ czeros_