#include <ROL_FletcherObjectiveBase.hpp>

Inheritance diagram for ROL::FletcherObjectiveBase< Real >:

Public Member Functions
	FletcherObjectiveBase (const Ptr< Objective< Real > > &obj, const Ptr< Constraint< Real > > &con, const Vector< Real > &xprim, const Vector< Real > &xdual, const Vector< Real > &cprim, const Vector< Real > &cdual, ParameterList &parlist)
virtual void	update (const Vector< Real > &x, UpdateType type, int iter=-1) override
Ptr< const Vector< Real > >	getLagrangianGradient (const Vector< Real > &x)
Ptr< const Vector< Real > >	getConstraintVec (const Vector< Real > &x)
Ptr< const Vector< Real > >	getMultiplierVec (const Vector< Real > &x)
Ptr< const Vector< Real > >	getGradient (const Vector< Real > &x)
Real	getObjectiveValue (const Vector< Real > &x)
int	getNumberFunctionEvaluations () const
int	getNumberGradientEvaluations () const
int	getNumberConstraintEvaluations () const
void	reset (Real sigma, Real delta)
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)

Protected Member Functions
Real	objValue (const Vector< Real > &x, Real &tol)
void	objGrad (Vector< Real > &g, const Vector< Real > &x, Real &tol)
void	conValue (Vector< Real > &c, const Vector< Real > &x, Real &tol)
void	computeMultipliers (Vector< Real > &y, Vector< Real > &gL, const Vector< Real > &x, Vector< Real > &g, Vector< Real > &c, Real tol)
virtual void	solveAugmentedSystem (Vector< Real > &v1, Vector< Real > &v2, const Vector< Real > &b1, const Vector< Real > &b2, const Vector< Real > &x, Real &multSolverError_, bool refine)=0
Protected Member Functions inherited from ROL::ROL::Objective< Real >
const std::vector< Real >	getParameter (void) const

Protected Attributes
const Ptr< Objective< Real > >	obj_
const Ptr< Constraint< Real > >	con_
Real	sigma_
Real	delta_
Real	quadPenaltyParameter_
bool	useInexact_
int	HessianApprox_
int	nfval_
int	ngval_
int	ncval_
Ptr< ScalarController< Real, int > >	fPhi_
Ptr< VectorController< Real, int > >	gPhi_
Ptr< VectorController< Real, int > >	y_
Ptr< ScalarController< Real, int > >	fval_
Ptr< VectorController< Real, int > >	g_
Ptr< VectorController< Real, int > >	c_
Ptr< Vector< Real > >	scaledc_
Ptr< Vector< Real > >	gL_
Ptr< Vector< Real > >	gLdual_
Ptr< Vector< Real > >	xprim_
Ptr< Vector< Real > >	xdual_
Ptr< Vector< Real > >	cprim_
Ptr< Vector< Real > >	cdual_
Real	cnorm_
Real	multSolverError_
Real	gradSolveError_
Ptr< Krylov< Real > >	krylov_
int	iterKrylov_
int	flagKrylov_
Ptr< Vector< Real > >	v1_
Ptr< Vector< Real > >	v2_
Ptr< Vector< Real > >	b1_
Ptr< Vector< Real > >	b2_
Ptr< Vector< Real > >	w1_
Ptr< Vector< Real > >	w2_
Ptr< PartitionedVector< Real > >	vv_
Ptr< PartitionedVector< Real > >	bb_
Ptr< PartitionedVector< Real > >	ww_

Detailed Description

template<typename Real>
class ROL::FletcherObjectiveBase< Real >

Definition at line 25 of file ROL_FletcherObjectiveBase.hpp.

Constructor & Destructor Documentation

◆ FletcherObjectiveBase()

template<typename Real>

ROL::FletcherObjectiveBase< Real >::FletcherObjectiveBase	(	const Ptr< Objective< Real > > &	obj,
		const Ptr< Constraint< Real > > &	con,
		const Vector< Real > &	xprim,
		const Vector< Real > &	xdual,
		const Vector< Real > &	cprim,
		const Vector< Real > &	cdual,
		ParameterList &	parlist )

Definition at line 16 of file ROL_FletcherObjectiveBase_Def.hpp.

References b1_, b2_, bb_, c_, cdual_, ROL::Vector< Real >::clone(), con_, cprim_, flagKrylov_, fPhi_, fval_, g_, gL_, gLdual_, gPhi_, gradSolveError_, HessianApprox_, iterKrylov_, krylov_, ROL::KrylovFactory(), multSolverError_, ncval_, nfval_, ngval_, obj_, ROL::ROL::Objective< Real >::Objective(), quadPenaltyParameter_, scaledc_, useInexact_, v1_, v2_, vv_, w1_, w2_, ww_, xdual_, xprim_, and y_.

Referenced by ROL::FletcherObjectiveE< Real >::FletcherObjectiveE().

Member Function Documentation

◆ update()

template<typename Real>

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

overridevirtual

Definition at line 68 of file ROL_FletcherObjectiveBase_Def.hpp.

References c_, con_, fPhi_, fval_, g_, gPhi_, obj_, and y_.

Referenced by ROL::TypeE::FletcherAlgorithm< Real >::initialize().

◆ getLagrangianGradient()

template<typename Real>

Ptr< const Vector< Real > > ROL::FletcherObjectiveBase< Real >::getLagrangianGradient ( const Vector< Real > & x )

Definition at line 81 of file ROL_FletcherObjectiveBase_Def.hpp.

References cdual_, computeMultipliers(), cprim_, gL_, gLdual_, and xdual_.

Referenced by ROL::TypeE::FletcherAlgorithm< Real >::initialize(), and ROL::TypeE::FletcherAlgorithm< Real >::run().

◆ getConstraintVec()

template<typename Real>

Ptr< const Vector< Real > > ROL::FletcherObjectiveBase< Real >::getConstraintVec ( const Vector< Real > & x )

Definition at line 90 of file ROL_FletcherObjectiveBase_Def.hpp.

References conValue(), cprim_, and ROL::ROL_EPSILON().

Referenced by ROL::TypeE::FletcherAlgorithm< Real >::initialize(), and ROL::TypeE::FletcherAlgorithm< Real >::run().

◆ getMultiplierVec()

template<typename Real>

Ptr< const Vector< Real > > ROL::FletcherObjectiveBase< Real >::getMultiplierVec ( const Vector< Real > & x )

Definition at line 97 of file ROL_FletcherObjectiveBase_Def.hpp.

References cdual_, computeMultipliers(), cprim_, gLdual_, and xdual_.

Referenced by ROL::TypeE::FletcherAlgorithm< Real >::run().

◆ getGradient()

template<typename Real>

Ptr< const Vector< Real > > ROL::FletcherObjectiveBase< Real >::getGradient ( const Vector< Real > & x )

Definition at line 105 of file ROL_FletcherObjectiveBase_Def.hpp.

References ROL::ROL::Objective< Real >::gradient(), and xdual_.

◆ getObjectiveValue()

template<typename Real>

Real ROL::FletcherObjectiveBase< Real >::getObjectiveValue ( const Vector< Real > & x )

Definition at line 113 of file ROL_FletcherObjectiveBase_Def.hpp.

References objValue(), and ROL::ROL_EPSILON().

Referenced by ROL::TypeE::FletcherAlgorithm< Real >::initialize(), and ROL::TypeE::FletcherAlgorithm< Real >::run().

◆ getNumberFunctionEvaluations()

template<typename Real>

int ROL::FletcherObjectiveBase< Real >::getNumberFunctionEvaluations ( ) const

Definition at line 119 of file ROL_FletcherObjectiveBase_Def.hpp.

References nfval_.

Referenced by ROL::TypeE::FletcherAlgorithm< Real >::initialize(), and ROL::TypeE::FletcherAlgorithm< Real >::run().

◆ getNumberGradientEvaluations()

template<typename Real>

int ROL::FletcherObjectiveBase< Real >::getNumberGradientEvaluations ( ) const

Definition at line 124 of file ROL_FletcherObjectiveBase_Def.hpp.

References ngval_.

Referenced by ROL::TypeE::FletcherAlgorithm< Real >::initialize(), and ROL::TypeE::FletcherAlgorithm< Real >::run().

◆ getNumberConstraintEvaluations()

template<typename Real>

int ROL::FletcherObjectiveBase< Real >::getNumberConstraintEvaluations ( ) const

Definition at line 129 of file ROL_FletcherObjectiveBase_Def.hpp.

References ncval_.

Referenced by ROL::TypeE::FletcherAlgorithm< Real >::initialize(), and ROL::TypeE::FletcherAlgorithm< Real >::run().

◆ reset()

template<typename Real>

void ROL::FletcherObjectiveBase< Real >::reset	(	Real	sigma,
		Real	delta )

Definition at line 134 of file ROL_FletcherObjectiveBase_Def.hpp.

References delta_, fPhi_, gPhi_, and sigma_.

Referenced by ROL::TypeE::FletcherAlgorithm< Real >::initialize(), and ROL::TypeE::FletcherAlgorithm< Real >::run().

◆ objValue()

template<typename Real>

Real ROL::FletcherObjectiveBase< Real >::objValue	(	const Vector< Real > &	x,
		Real &	tol )

protected

Definition at line 142 of file ROL_FletcherObjectiveBase_Def.hpp.

References fval_, nfval_, and obj_.

Referenced by getObjectiveValue(), and ROL::FletcherObjectiveE< Real >::value().

◆ objGrad()

template<typename Real>

void ROL::FletcherObjectiveBase< Real >::objGrad	(	Vector< Real > &	g,
		const Vector< Real > &	x,
		Real &	tol )

protected

Definition at line 154 of file ROL_FletcherObjectiveBase_Def.hpp.

References g_, ngval_, and obj_.

Referenced by computeMultipliers().

◆ conValue()

template<typename Real>

void ROL::FletcherObjectiveBase< Real >::conValue	(	Vector< Real > &	c,
		const Vector< Real > &	x,
		Real &	tol )

protected

Definition at line 164 of file ROL_FletcherObjectiveBase_Def.hpp.

References c_, con_, and ncval_.

Referenced by computeMultipliers(), and getConstraintVec().

◆ computeMultipliers()

template<typename Real>

void ROL::FletcherObjectiveBase< Real >::computeMultipliers	(	Vector< Real > &	y,
		Vector< Real > &	gL,
		const Vector< Real > &	x,
		Vector< Real > &	g,
		Vector< Real > &	c,
		Real	tol )

protected

Definition at line 174 of file ROL_FletcherObjectiveBase_Def.hpp.

References cnorm_, conValue(), multSolverError_, ROL::Vector< Real >::norm(), objGrad(), scaledc_, sigma_, solveAugmentedSystem(), and y_.

Referenced by getLagrangianGradient(), getMultiplierVec(), ROL::FletcherObjectiveE< Real >::gradient(), ROL::FletcherObjectiveE< Real >::hessVec(), and ROL::FletcherObjectiveE< Real >::value().

◆ solveAugmentedSystem()

template<typename Real>

virtual void ROL::FletcherObjectiveBase< Real >::solveAugmentedSystem	(	Vector< Real > &	v1,
		Vector< Real > &	v2,
		const Vector< Real > &	b1,
		const Vector< Real > &	b2,
		const Vector< Real > &	x,
		Real &	multSolverError_,
		bool	refine )