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ROL::KelleySachsModel< Real > Class Template Reference
User Interface » Functional Interface

Provides the interface to evaluate projected trust-region model functions from the Kelley-Sachs bound constrained trust-region algorithm. More...

#include <ROL_KelleySachsModel.hpp>

Inheritance diagram for ROL::KelleySachsModel< Real >:

Classes

class  UpperBinding
class  LowerBinding
class  PruneBinding
class  PruneNonbinding

Public Member Functions

 KelleySachsModel (Objective< Real > &obj, BoundConstraint< Real > &bnd, const Vector< Real > &x, const Vector< Real > &g, const Ptr< Secant< Real > > &secant=nullPtr, const bool useSecantPrecond=false, const bool useSecantHessVec=false)
void setEpsilon (const Real eps)
Real value (const Vector< Real > &s, Real &tol)
void gradient (Vector< Real > &g, const Vector< Real > &s, Real &tol)
void hessVec (Vector< Real > &Hv, const Vector< Real > &v, const Vector< Real > &s, Real &tol)
void invHessVec (Vector< Real > &Hv, const Vector< Real > &v, const Vector< Real > &s, Real &tol)
void precond (Vector< Real > &Mv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
void dualTransform (Vector< Real > &tv, const Vector< Real > &v)
void primalTransform (Vector< Real > &tv, const Vector< Real > &v)
Public Member Functions inherited from ROL::TrustRegionModel< Real >
virtual ~TrustRegionModel ()
 TrustRegionModel (Objective< Real > &obj, BoundConstraint< Real > &bnd, const Vector< Real > &x, const Vector< Real > &g, const Ptr< Secant< Real > > &secant=nullPtr, const bool useSecantPrecond=false, const bool useSecantHessVec=false)
virtual void update (Objective< Real > &obj, BoundConstraint< Real > &bnd, const Vector< Real > &x, const Vector< Real > &g, const Ptr< Secant< Real > > &secant=nullPtr)
virtual const Ptr< const Vector< Real > > getGradient (void) const
virtual const Ptr< const Vector< Real > > getIterate (void) const
virtual const Ptr< Objective< Real > > getObjective (void) const
virtual const Ptr< BoundConstraint< Real > > getBoundConstraint (void) const
virtual void updatePredictedReduction (Real &pred, const Vector< Real > &s)
virtual void updateActualReduction (Real &ared, const Vector< Real > &s)
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 Member Functions

void pruneBindingConstraints (Vector< Real > &v)
void pruneNonbindingConstraints (Vector< Real > &v)

Private Attributes

Ptr< Vector< Real > > dual_
Ptr< Vector< Real > > prim_
Ptr< Vector< Real > > prim2_
Real eps_
ROL::KelleySachsModel::PruneBinding binding_
ROL::KelleySachsModel::PruneNonbinding nonbinding_

Additional Inherited Members

Protected Member Functions inherited from ROL::TrustRegionModel< Real >
void applyHessian (Vector< Real > &hv, const Vector< Real > &v, Real &tol)
void applyInvHessian (Vector< Real > &hv, const Vector< Real > &v, Real &tol)
void applyPrecond (Vector< Real > &Pv, const Vector< Real > &v, Real &tol)
Protected Member Functions inherited from ROL::ROL::Objective< Real >
const std::vector< Real > getParameter (void) const

Detailed Description

template<class Real>
class ROL::KelleySachsModel< Real >

Provides the interface to evaluate projected trust-region model functions from the Kelley-Sachs bound constrained trust-region algorithm.

Definition at line 27 of file ROL_KelleySachsModel.hpp.

Constructor & Destructor Documentation

◆ KelleySachsModel()

template<class Real>
ROL::KelleySachsModel< Real >::KelleySachsModel ( Objective< Real > & obj,
BoundConstraint< Real > & bnd,
const Vector< Real > & x,
const Vector< Real > & g,
const Ptr< Secant< Real > > & secant = nullPtr,
const bool useSecantPrecond = false,
const bool useSecantHessVec = false )
inline

Definition at line 114 of file ROL_KelleySachsModel.hpp.

References ROL::Vector< Real >::clone(), dual_, eps_, prim2_, prim_, and ROL::TrustRegionModel< Real >::TrustRegionModel().

Member Function Documentation

◆ pruneBindingConstraints()

template<class Real>
void ROL::KelleySachsModel< Real >::pruneBindingConstraints ( Vector< Real > & v)
inlineprivate

Definition at line 70 of file ROL_KelleySachsModel.hpp.

References eps_, ROL::TrustRegionModel< Real >::getBoundConstraint(), ROL::TrustRegionModel< Real >::getGradient(), and ROL::TrustRegionModel< Real >::getIterate().

Referenced by dualTransform(), gradient(), hessVec(), invHessVec(), precond(), and value().

◆ pruneNonbindingConstraints()

template<class Real>
void ROL::KelleySachsModel< Real >::pruneNonbindingConstraints ( Vector< Real > & v)
inlineprivate

Definition at line 91 of file ROL_KelleySachsModel.hpp.

References eps_, ROL::TrustRegionModel< Real >::getBoundConstraint(), ROL::TrustRegionModel< Real >::getGradient(), and ROL::TrustRegionModel< Real >::getIterate().

Referenced by hessVec(), invHessVec(), and precond().

◆ setEpsilon()

template<class Real>
void ROL::KelleySachsModel< Real >::setEpsilon ( const Real eps)
inline

Definition at line 125 of file ROL_KelleySachsModel.hpp.

References eps_.

◆ value()

template<class Real>
Real ROL::KelleySachsModel< Real >::value ( const Vector< Real > & s,
Real & tol )
inlinevirtual

Reimplemented from ROL::TrustRegionModel< Real >.

Definition at line 132 of file ROL_KelleySachsModel.hpp.

References ROL::Vector< Real >::dual(), dual_, ROL::TrustRegionModel< Real >::getGradient(), hessVec(), prim_, and pruneBindingConstraints().

◆ gradient()

template<class Real>
void ROL::KelleySachsModel< Real >::gradient ( Vector< Real > & g,
const Vector< Real > & s,
Real & tol )
inlinevirtual

Reimplemented from ROL::TrustRegionModel< Real >.

Definition at line 143 of file ROL_KelleySachsModel.hpp.

References ROL::TrustRegionModel< Real >::getGradient(), hessVec(), ROL::Vector< Real >::plus(), prim_, and pruneBindingConstraints().

◆ hessVec()

template<class Real>
void ROL::KelleySachsModel< Real >::hessVec ( Vector< Real > & Hv,
const Vector< Real > & v,
const Vector< Real > & s,
Real & tol )
inlinevirtual

Reimplemented from ROL::TrustRegionModel< Real >.

Definition at line 153 of file ROL_KelleySachsModel.hpp.

References ROL::TrustRegionModel< Real >::applyHessian(), dual_, ROL::Vector< Real >::plus(), prim_, pruneBindingConstraints(), and pruneNonbindingConstraints().

Referenced by gradient(), and value().

◆ invHessVec()

template<class Real>
void ROL::KelleySachsModel< Real >::invHessVec ( Vector< Real > & Hv,
const Vector< Real > & v,
const Vector< Real > & s,
Real & tol )
inlinevirtual

Reimplemented from ROL::TrustRegionModel< Real >.

Definition at line 172 of file ROL_KelleySachsModel.hpp.

References ROL::TrustRegionModel< Real >::applyInvHessian(), dual_, ROL::Vector< Real >::plus(), prim_, pruneBindingConstraints(), and pruneNonbindingConstraints().

◆ precond()

template<class Real>
void ROL::KelleySachsModel< Real >::precond ( Vector< Real > & Mv,
const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
inlinevirtual

Reimplemented from ROL::TrustRegionModel< Real >.

Definition at line 191 of file ROL_KelleySachsModel.hpp.

References ROL::TrustRegionModel< Real >::applyPrecond(), dual_, ROL::Vector< Real >::plus(), prim_, pruneBindingConstraints(), and pruneNonbindingConstraints().

◆ dualTransform()

template<class Real>
void ROL::KelleySachsModel< Real >::dualTransform ( Vector< Real > & tv,
const Vector< Real > & v )
inlinevirtual

Reimplemented from ROL::TrustRegionModel< Real >.

Definition at line 213 of file ROL_KelleySachsModel.hpp.

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

◆ primalTransform()

template<class Real>
void ROL::KelleySachsModel< Real >::primalTransform ( Vector< Real > & tv,
const Vector< Real > & v )
inlinevirtual

Reimplemented from ROL::TrustRegionModel< Real >.

Definition at line 219 of file ROL_KelleySachsModel.hpp.

References ROL::Vector< Real >::axpy(), ROL::TrustRegionModel< Real >::getBoundConstraint(), ROL::TrustRegionModel< Real >::getIterate(), ROL::Vector< Real >::plus(), and ROL::Vector< Real >::set().

Member Data Documentation

◆ dual_

template<class Real>
Ptr<Vector<Real> > ROL::KelleySachsModel< Real >::dual_
private

Definition at line 29 of file ROL_KelleySachsModel.hpp.

Referenced by hessVec(), invHessVec(), KelleySachsModel(), precond(), and value().

◆ prim_

template<class Real>
Ptr<Vector<Real> > ROL::KelleySachsModel< Real >::prim_
private

Definition at line 29 of file ROL_KelleySachsModel.hpp.

Referenced by gradient(), hessVec(), invHessVec(), KelleySachsModel(), precond(), and value().

◆ prim2_

template<class Real>
Ptr<Vector<Real> > ROL::KelleySachsModel< Real >::prim2_
private

Definition at line 29 of file ROL_KelleySachsModel.hpp.

Referenced by KelleySachsModel().

◆ eps_

template<class Real>
Real ROL::KelleySachsModel< Real >::eps_
private

Definition at line 30 of file ROL_KelleySachsModel.hpp.

Referenced by KelleySachsModel(), pruneBindingConstraints(), pruneNonbindingConstraints(), and setEpsilon().

◆ binding_

template<class Real>
ROL::KelleySachsModel::PruneBinding ROL::KelleySachsModel< Real >::binding_
private

◆ nonbinding_

template<class Real>
ROL::KelleySachsModel::PruneNonbinding ROL::KelleySachsModel< Real >::nonbinding_
private
The documentation for this class was generated from the following file:
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