#include <ROL_MeritFunction.hpp>

Inheritance diagram for ROL::InteriorPoint::MeritFunction< Real >:

Public Member Functions
	MeritFunction (ROL::Ptr< OBJ > &obj, ROL::Ptr< EQCON > &eqcon, ROL::Ptr< INCON > &incon, const V &x, const V &eqmult, const V &inmult, PLIST &parlist)
Real	value (const V &x, Real &tol)
Real	dirDeriv (const V &x, const V &d, Real tol)
void	updateBarrier (Real mu)
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
typedef Vector< Real >	V
typedef PartitionedVector< Real >	PV
typedef Objective< Real >	OBJ
typedef Constraint< Real >	EQCON
typedef InequalityConstraint< Real >	INCON
typedef ROL::ParameterList	PLIST
typedef PV::size_type	uint

Private Attributes
ROL::Ptr< OBJ >	obj_
ROL::Ptr< EQCON >	eqcon_
ROL::Ptr< INCON >	incon_
ROL::Ptr< BND >	bnd_
Real	mu_
Real	nu_
ROL::Ptr< V >	xopt_
ROL::Ptr< V >	slack_
ROL::Ptr< V >	gopt_
ROL::Ptr< V >	sfun_
ROL::Ptr< V >	eqmult_
ROL::Ptr< V >	inmult_
ROL::Ptr< V >	ce_
ROL::Ptr< V >	ci_
ROL::Ptr< V >	jced_
ROL::Ptr< V >	jcid_
Real	cenorm_
Real	cinorm_

Static Private Attributes
static const uint	OPT = 0
static const uint	SLACK = 1
static const Elementwise::Logarithm< Real >	LOG_
static const Elementwise::Reciprocal< Real >	RECIP_
static const Elementwise::ReductionSum< Real >	SUM_

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::InteriorPoint::MeritFunction< Real >

Definition at line 32 of file ROL_MeritFunction.hpp.

Member Typedef Documentation

◆ V

template<class Real>

typedef Vector<Real> ROL::InteriorPoint::MeritFunction< Real >::V

private

Definition at line 34 of file ROL_MeritFunction.hpp.

◆ PV

template<class Real>

typedef PartitionedVector<Real> ROL::InteriorPoint::MeritFunction< Real >::PV

private

Definition at line 35 of file ROL_MeritFunction.hpp.

◆ OBJ

template<class Real>

typedef Objective<Real> ROL::InteriorPoint::MeritFunction< Real >::OBJ

private

Definition at line 36 of file ROL_MeritFunction.hpp.

◆ EQCON

template<class Real>

typedef Constraint<Real> ROL::InteriorPoint::MeritFunction< Real >::EQCON

private

Definition at line 37 of file ROL_MeritFunction.hpp.

◆ INCON

template<class Real>

typedef InequalityConstraint<Real> ROL::InteriorPoint::MeritFunction< Real >::INCON

private

Definition at line 38 of file ROL_MeritFunction.hpp.

◆ PLIST

template<class Real>

typedef ROL::ParameterList ROL::InteriorPoint::MeritFunction< Real >::PLIST

private

Definition at line 40 of file ROL_MeritFunction.hpp.

◆ uint

template<class Real>

typedef PV::size_type ROL::InteriorPoint::MeritFunction< Real >::uint

private

Definition at line 43 of file ROL_MeritFunction.hpp.

Constructor & Destructor Documentation

◆ MeritFunction()

template<class Real>

ROL::InteriorPoint::MeritFunction< Real >::MeritFunction	(	ROL::Ptr< OBJ > &	obj,
		ROL::Ptr< EQCON > &	eqcon,
		ROL::Ptr< INCON > &	incon,
		const V &	x,
		const V &	eqmult,
		const V &	inmult,
		PLIST &	parlist )