ROL::InteriorPoint::PenalizedObjective< Real > Class Template Reference

#include <ROL_InteriorPoint.hpp>

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

Public Member Functions
	PenalizedObjective (const ROL::Ptr< Objective< Real > > &obj, const ROL::Ptr< BoundConstraint< Real > > &bnd, const Vector< Real > &x, ROL::ParameterList &parlist)
void	updatePenalty (Real mu)
int	getNumberFunctionEvaluations (void)
int	getNumberGradientEvaluations (void)
void	reset (void)
void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
Real	value (const Vector< Real > &x, Real &tol)
Real	getObjectiveValue (void)
void	gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
void	getObjectiveGradient (Vector< Real > &g)
Real	getGradientNorm ()
void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
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 PartitionedVector< Real >::size_type	size_type

Private Attributes
ROL::Ptr< Objective< Real > >	obj_
ROL::Ptr< Objective< Real > >	barrier_
ROL::Ptr< Vector< Real > >	x_
ROL::Ptr< Vector< Real > >	g_
ROL::Ptr< Vector< Real > >	scratch_
Real	mu_
Real	fval_
Real	gnorm_
int	nfval_
int	ngval_

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::PenalizedObjective< Real >

Definition at line 26 of file ROL_InteriorPoint.hpp.

Member Typedef Documentation

size_type

template<class Real>

typedef PartitionedVector<Real>::size_type ROL::InteriorPoint::PenalizedObjective< Real >::size_type

private

Definition at line 28 of file ROL_InteriorPoint.hpp.

Constructor & Destructor Documentation

PenalizedObjective()

template<class Real>

ROL::InteriorPoint::PenalizedObjective< Real >::PenalizedObjective ( const ROL::Ptr< Objective< Real > > & obj, const ROL::Ptr< BoundConstraint< Real > > & bnd, const Vector< Real > & x, ROL::ParameterList & parlist )

inline

Definition at line 44 of file ROL_InteriorPoint.hpp.

References barrier_, ROL::Vector< Real >::clone(), ROL::Vector< Real >::dual(), fval_, g_, gnorm_, mu_, nfval_, ngval_, obj_, ROL::ROL::Objective< Real >::Objective(), scratch_, and x_.

Member Function Documentation

updatePenalty()

template<class Real>

void ROL::InteriorPoint::PenalizedObjective< Real >::updatePenalty ( Real mu )

inline

Definition at line 58 of file ROL_InteriorPoint.hpp.

References mu_.

getNumberFunctionEvaluations()

template<class Real>

int ROL::InteriorPoint::PenalizedObjective< Real >::getNumberFunctionEvaluations ( void )

inline

Definition at line 62 of file ROL_InteriorPoint.hpp.

References nfval_.

getNumberGradientEvaluations()

template<class Real>

int ROL::InteriorPoint::PenalizedObjective< Real >::getNumberGradientEvaluations ( void )

inline

Definition at line 66 of file ROL_InteriorPoint.hpp.

References ngval_.

reset()

template<class Real>

void ROL::InteriorPoint::PenalizedObjective< Real >::reset ( void )

inline

Definition at line 70 of file ROL_InteriorPoint.hpp.

References nfval_.

update()

template<class Real>

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

inline

Definition at line 74 of file ROL_InteriorPoint.hpp.

References barrier_, and obj_.

value()

template<class Real>

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

inline

Definition at line 80 of file ROL_InteriorPoint.hpp.

References barrier_, fval_, mu_, nfval_, and obj_.

getObjectiveValue()

template<class Real>

Real ROL::InteriorPoint::PenalizedObjective< Real >::getObjectiveValue ( void )

inline

Definition at line 91 of file ROL_InteriorPoint.hpp.

References fval_.

gradient()

template<class Real>

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

inline

Definition at line 95 of file ROL_InteriorPoint.hpp.

References barrier_, g_, gnorm_, mu_, ngval_, ROL::Vector< Real >::norm(), obj_, ROL::Vector< Real >::plus(), and scratch_.

getObjectiveGradient()

template<class Real>

void ROL::InteriorPoint::PenalizedObjective< Real >::getObjectiveGradient ( Vector< Real > & g )

inline

Definition at line 107 of file ROL_InteriorPoint.hpp.

References g_, and ROL::Vector< Real >::set().

getGradientNorm()

template<class Real>

Real ROL::InteriorPoint::PenalizedObjective< Real >::getGradientNorm ( )

inline

Definition at line 111 of file ROL_InteriorPoint.hpp.

References gnorm_.

hessVec()

template<class Real>

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

inline

Definition at line 115 of file ROL_InteriorPoint.hpp.

References barrier_, mu_, obj_, ROL::Vector< Real >::plus(), and scratch_.

Member Data Documentation

obj_

template<class Real>

ROL::Ptr<Objective<Real> > ROL::InteriorPoint::PenalizedObjective< Real >::obj_

private

Definition at line 30 of file ROL_InteriorPoint.hpp.

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

barrier_

template<class Real>

ROL::Ptr<Objective<Real> > ROL::InteriorPoint::PenalizedObjective< Real >::barrier_

private

Definition at line 31 of file ROL_InteriorPoint.hpp.

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

x_

template<class Real>

ROL::Ptr<Vector<Real> > ROL::InteriorPoint::PenalizedObjective< Real >::x_

private

Definition at line 32 of file ROL_InteriorPoint.hpp.

Referenced by PenalizedObjective().

g_

template<class Real>

ROL::Ptr<Vector<Real> > ROL::InteriorPoint::PenalizedObjective< Real >::g_

private

Definition at line 33 of file ROL_InteriorPoint.hpp.

Referenced by getObjectiveGradient(), gradient(), and PenalizedObjective().

scratch_

template<class Real>

ROL::Ptr<Vector<Real> > ROL::InteriorPoint::PenalizedObjective< Real >::scratch_

private

Definition at line 34 of file ROL_InteriorPoint.hpp.

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

mu_

template<class Real>

Real ROL::InteriorPoint::PenalizedObjective< Real >::mu_

private

Definition at line 36 of file ROL_InteriorPoint.hpp.

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

fval_

template<class Real>

Real ROL::InteriorPoint::PenalizedObjective< Real >::fval_

private

Definition at line 37 of file ROL_InteriorPoint.hpp.

Referenced by getObjectiveValue(), PenalizedObjective(), and value().

gnorm_

template<class Real>

Real ROL::InteriorPoint::PenalizedObjective< Real >::gnorm_

private

Definition at line 38 of file ROL_InteriorPoint.hpp.

Referenced by getGradientNorm(), gradient(), and PenalizedObjective().

nfval_

template<class Real>

int ROL::InteriorPoint::PenalizedObjective< Real >::nfval_

private

Definition at line 39 of file ROL_InteriorPoint.hpp.

Referenced by getNumberFunctionEvaluations(), PenalizedObjective(), reset(), and value().

ngval_

template<class Real>

int ROL::InteriorPoint::PenalizedObjective< Real >::ngval_

private

Definition at line 40 of file ROL_InteriorPoint.hpp.

Referenced by getNumberGradientEvaluations(), gradient(), and PenalizedObjective().

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

• ROL_InteriorPoint.hpp