ROL
Classes | Public Member Functions | Protected Member Functions | Private Attributes | List of all members
ROL::FletcherObjectiveE< Real > Class Template Reference

#include <ROL_FletcherObjectiveE.hpp>

Inheritance diagram for ROL::FletcherObjectiveE< Real >:

Classes

class  AugSystem
class  AugSystemPrecond

Public Member Functions

 FletcherObjectiveE (const ROL::Ptr< Objective< Real > > &obj, const ROL::Ptr< Constraint< Real > > &con, const Vector< Real > &xprim, const Vector< Real > &xdual, const Vector< Real > &cprim, const Vector< Real > &cdual, ROL::ParameterList &parlist)
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
Public Member Functions inherited from 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)
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

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) override
Protected Member Functions inherited from ROL::FletcherObjectiveBase< Real >
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)
Protected Member Functions inherited from ROL::ROL::Objective< Real >
const std::vector< Real > getParameter (void) const

Private Attributes

Ptr< Vector< Real > > Tv_
Ptr< Vector< Real > > w_
Ptr< Vector< Real > > v_
Ptr< Vector< Real > > wdual_
Ptr< Vector< Real > > wg_
Ptr< Vector< Real > > vg_
Ptr< Vector< Real > > xzeros_
Ptr< Vector< Real > > czeros_

Additional Inherited Members

Protected Attributes inherited from ROL::FletcherObjectiveBase< Real >
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::FletcherObjectiveE< Real >

Definition at line 18 of file ROL_FletcherObjectiveE.hpp.

Constructor & Destructor Documentation

◆ FletcherObjectiveE()

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

Definition at line 16 of file ROL_FletcherObjectiveE_Def.hpp.

References ROL::Vector< Real >::clone(), czeros_, ROL::FletcherObjectiveBase< Real >::FletcherObjectiveBase(), Tv_, v_, vg_, w_, wdual_, wg_, and xzeros_.

Member Function Documentation

◆ value()

template<typename Real>
Real ROL::FletcherObjectiveE< Real >::value ( const Vector< Real > & x,
Real & tol )
override

Definition at line 36 of file ROL_FletcherObjectiveE_Def.hpp.

References ROL::FletcherObjectiveBase< Real >::cdual_, ROL::FletcherObjectiveBase< Real >::cnorm_, ROL::FletcherObjectiveBase< Real >::computeMultipliers(), ROL::FletcherObjectiveBase< Real >::cprim_, ROL::FletcherObjectiveBase< Real >::fPhi_, ROL::FletcherObjectiveBase< Real >::gLdual_, ROL::FletcherObjectiveBase< Real >::multSolverError_, ROL::FletcherObjectiveBase< Real >::objValue(), ROL::FletcherObjectiveBase< Real >::quadPenaltyParameter_, and ROL::FletcherObjectiveBase< Real >::xdual_.

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

◆ gradient()

template<typename Real>
void ROL::FletcherObjectiveE< Real >::gradient ( Vector< Real > & g,
const Vector< Real > & x,
Real & tol )
override

Definition at line 63 of file ROL_FletcherObjectiveE_Def.hpp.

References ROL::Vector< Real >::axpy(), ROL::FletcherObjectiveBase< Real >::cdual_, ROL::FletcherObjectiveBase< Real >::computeMultipliers(), ROL::FletcherObjectiveBase< Real >::con_, ROL::FletcherObjectiveBase< Real >::cprim_, ROL::FletcherObjectiveBase< Real >::gL_, ROL::FletcherObjectiveBase< Real >::gLdual_, ROL::FletcherObjectiveBase< Real >::gPhi_, ROL::FletcherObjectiveBase< Real >::gradSolveError_, ROL::FletcherObjectiveBase< Real >::multSolverError_, ROL::FletcherObjectiveBase< Real >::obj_, ROL::Vector< Real >::plus(), ROL::FletcherObjectiveBase< Real >::quadPenaltyParameter_, ROL::FletcherObjectiveBase< Real >::sigma_, solveAugmentedSystem(), Tv_, vg_, wdual_, wg_, ROL::FletcherObjectiveBase< Real >::xdual_, and xzeros_.

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

◆ hessVec()

template<typename Real>
void ROL::FletcherObjectiveE< Real >::hessVec ( Vector< Real > & hv,
const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
override

Definition at line 99 of file ROL_FletcherObjectiveE_Def.hpp.

References ROL::Vector< Real >::axpy(), ROL::FletcherObjectiveBase< Real >::b2_, ROL::FletcherObjectiveBase< Real >::cdual_, ROL::FletcherObjectiveBase< Real >::computeMultipliers(), ROL::FletcherObjectiveBase< Real >::con_, ROL::FletcherObjectiveBase< Real >::cprim_, czeros_, ROL::Vector< Real >::dual(), ROL::FletcherObjectiveBase< Real >::gLdual_, ROL::FletcherObjectiveBase< Real >::obj_, ROL::Vector< Real >::plus(), ROL::FletcherObjectiveBase< Real >::quadPenaltyParameter_, ROL::Vector< Real >::scale(), ROL::FletcherObjectiveBase< Real >::sigma_, solveAugmentedSystem(), Tv_, ROL::FletcherObjectiveBase< Real >::useInexact_, v_, w_, wdual_, ROL::FletcherObjectiveBase< Real >::xdual_, and ROL::FletcherObjectiveBase< Real >::y_.

◆ solveAugmentedSystem()

template<typename Real>
void ROL::FletcherObjectiveE< 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 )
overrideprotectedvirtual

Implements ROL::FletcherObjectiveBase< Real >.

Definition at line 147 of file ROL_FletcherObjectiveE_Def.hpp.

References ROL::FletcherObjectiveBase< Real >::b1_, ROL::FletcherObjectiveBase< Real >::b2_, ROL::FletcherObjectiveBase< Real >::bb_, ROL::FletcherObjectiveBase< Real >::con_, ROL::FletcherObjectiveBase< Real >::delta_, ROL::FletcherObjectiveBase< Real >::flagKrylov_, ROL::FletcherObjectiveBase< Real >::iterKrylov_, ROL::FletcherObjectiveBase< Real >::krylov_, ROL::Vector< Real >::plus(), ROL::Vector< Real >::set(), ROL::FletcherObjectiveBase< Real >::useInexact_, ROL::FletcherObjectiveBase< Real >::v1_, ROL::FletcherObjectiveBase< Real >::v2_, ROL::FletcherObjectiveBase< Real >::vv_, ROL::FletcherObjectiveBase< Real >::w1_, ROL::FletcherObjectiveBase< Real >::w2_, and ROL::FletcherObjectiveBase< Real >::ww_.

Referenced by gradient(), and hessVec().

Member Data Documentation

◆ Tv_

template<typename Real>
Ptr<Vector<Real> > ROL::FletcherObjectiveE< Real >::Tv_
private

Definition at line 21 of file ROL_FletcherObjectiveE.hpp.

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

◆ w_

template<typename Real>
Ptr<Vector<Real> > ROL::FletcherObjectiveE< Real >::w_
private

Definition at line 22 of file ROL_FletcherObjectiveE.hpp.

Referenced by FletcherObjectiveE(), and hessVec().

◆ v_

template<typename Real>
Ptr<Vector<Real> > ROL::FletcherObjectiveE< Real >::v_
private

Definition at line 23 of file ROL_FletcherObjectiveE.hpp.

Referenced by FletcherObjectiveE(), and hessVec().

◆ wdual_

template<typename Real>
Ptr<Vector<Real> > ROL::FletcherObjectiveE< Real >::wdual_
private

Definition at line 24 of file ROL_FletcherObjectiveE.hpp.

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

◆ wg_

template<typename Real>
Ptr<Vector<Real> > ROL::FletcherObjectiveE< Real >::wg_
private

Definition at line 25 of file ROL_FletcherObjectiveE.hpp.

Referenced by FletcherObjectiveE(), and gradient().

◆ vg_

template<typename Real>
Ptr<Vector<Real> > ROL::FletcherObjectiveE< Real >::vg_
private

Definition at line 26 of file ROL_FletcherObjectiveE.hpp.

Referenced by FletcherObjectiveE(), and gradient().

◆ xzeros_

template<typename Real>
Ptr<Vector<Real> > ROL::FletcherObjectiveE< Real >::xzeros_
private

Definition at line 27 of file ROL_FletcherObjectiveE.hpp.

Referenced by FletcherObjectiveE(), and gradient().

◆ czeros_

template<typename Real>
Ptr<Vector<Real> > ROL::FletcherObjectiveE< Real >::czeros_
private

Definition at line 28 of file ROL_FletcherObjectiveE.hpp.

Referenced by FletcherObjectiveE(), and hessVec().

The documentation for this class was generated from the following files:
Generated by doxygen 1.15.0