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

#include <ROL_LinearCombinationObjective_SimOpt.hpp>

Inheritance diagram for ROL::LinearCombinationObjective_SimOpt< Real >:

Public Member Functions

 LinearCombinationObjective_SimOpt (const std::vector< ROL::Ptr< Objective_SimOpt< Real > > > &obj)
 LinearCombinationObjective_SimOpt (const std::vector< Real > &weights, const std::vector< ROL::Ptr< Objective_SimOpt< Real > > > &obj)
void update (const Vector< Real > &u, const Vector< Real > &z, UpdateType type, int iter=-1)
void update (const Vector< Real > &u, const Vector< Real > &z, bool flag=true, int iter=-1)
 Update objective function.
u is an iterate, z is an iterate, flag = true if the iterate has changed, iter is the outer algorithm iterations count.
Real value (const Vector< Real > &u, const Vector< Real > &z, Real &tol)
 Compute value.
void gradient_1 (Vector< Real > &g, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
 Compute gradient with respect to first component.
void gradient_2 (Vector< Real > &g, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
 Compute gradient with respect to second component.
void hessVec_11 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
 Apply Hessian approximation to vector.
void hessVec_12 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
void hessVec_21 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
void hessVec_22 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
void setParameter (const std::vector< Real > &param)
Public Member Functions inherited from ROL::Objective_SimOpt< Real >
void update (const Vector< Real > &x, bool flag=true, int iter=-1)
void update (const Vector< Real > &x, UpdateType type, int iter=-1)
Real value (const Vector< Real > &x, Real &tol)
void gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
std::vector< std::vector< Real > > checkGradient_1 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > > checkGradient_1 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)
std::vector< std::vector< Real > > checkGradient_1 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)
std::vector< std::vector< Real > > checkGradient_2 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > > checkGradient_2 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)
std::vector< std::vector< Real > > checkGradient_2 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)
std::vector< std::vector< Real > > checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > > checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
std::vector< std::vector< Real > > checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)
std::vector< std::vector< Real > > checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)
std::vector< std::vector< Real > > checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > > checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
std::vector< std::vector< Real > > checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)
std::vector< std::vector< Real > > checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)
std::vector< std::vector< Real > > checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > > checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
std::vector< std::vector< Real > > checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)
std::vector< std::vector< Real > > checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)
std::vector< std::vector< Real > > checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > > checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
std::vector< std::vector< Real > > checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)
std::vector< std::vector< Real > > checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)
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.

Private Attributes

const std::vector< ROL::Ptr< Objective_SimOpt< Real > > > obj_
std::vector< Real > weights_
size_t size_
ROL::Ptr< Vector< Real > > udual_
ROL::Ptr< Vector< Real > > zdual_
bool uinitialized_
bool zinitialized_

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::LinearCombinationObjective_SimOpt< Real >

Definition at line 19 of file ROL_LinearCombinationObjective_SimOpt.hpp.

Constructor & Destructor Documentation

◆ LinearCombinationObjective_SimOpt() [1/2]

template<class Real>
ROL::LinearCombinationObjective_SimOpt< Real >::LinearCombinationObjective_SimOpt ( const std::vector< ROL::Ptr< Objective_SimOpt< Real > > > & obj)
inline

Definition at line 29 of file ROL_LinearCombinationObjective_SimOpt.hpp.

References obj_, size_, udual_, uinitialized_, weights_, zdual_, and zinitialized_.

◆ LinearCombinationObjective_SimOpt() [2/2]

template<class Real>
ROL::LinearCombinationObjective_SimOpt< Real >::LinearCombinationObjective_SimOpt ( const std::vector< Real > & weights,
const std::vector< ROL::Ptr< Objective_SimOpt< Real > > > & obj )
inline

Definition at line 37 of file ROL_LinearCombinationObjective_SimOpt.hpp.

References obj_, size_, udual_, uinitialized_, weights_, zdual_, and zinitialized_.

Member Function Documentation

◆ update() [1/2]

template<class Real>
void ROL::LinearCombinationObjective_SimOpt< Real >::update ( const Vector< Real > & u,
const Vector< Real > & z,
UpdateType type,
int iter = -1 )
inlinevirtual

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 44 of file ROL_LinearCombinationObjective_SimOpt.hpp.

References obj_, and size_.

◆ update() [2/2]

template<class Real>
void ROL::LinearCombinationObjective_SimOpt< Real >::update ( const Vector< Real > & u,
const Vector< Real > & z,
bool flag = true,
int iter = -1 )
inlinevirtual

Update objective function.
u is an iterate, z is an iterate, flag = true if the iterate has changed, iter is the outer algorithm iterations count.

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 50 of file ROL_LinearCombinationObjective_SimOpt.hpp.

References obj_, and size_.

◆ value()

template<class Real>
Real ROL::LinearCombinationObjective_SimOpt< Real >::value ( const Vector< Real > & u,
const Vector< Real > & z,
Real & tol )
inlinevirtual

Compute value.

Implements ROL::Objective_SimOpt< Real >.

Definition at line 56 of file ROL_LinearCombinationObjective_SimOpt.hpp.

References obj_, size_, and weights_.

◆ gradient_1()

template<class Real>
void ROL::LinearCombinationObjective_SimOpt< Real >::gradient_1 ( Vector< Real > & g,
const Vector< Real > & u,
const Vector< Real > & z,
Real & tol )
inlinevirtual

Compute gradient with respect to first component.

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 64 of file ROL_LinearCombinationObjective_SimOpt.hpp.

References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), obj_, size_, udual_, uinitialized_, weights_, and ROL::Vector< Real >::zero().

◆ gradient_2()

template<class Real>
void ROL::LinearCombinationObjective_SimOpt< Real >::gradient_2 ( Vector< Real > & g,
const Vector< Real > & u,
const Vector< Real > & z,
Real & tol )
inlinevirtual

Compute gradient with respect to second component.

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 76 of file ROL_LinearCombinationObjective_SimOpt.hpp.

References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), obj_, size_, weights_, zdual_, ROL::Vector< Real >::zero(), and zinitialized_.

◆ hessVec_11()

template<class Real>
void ROL::LinearCombinationObjective_SimOpt< Real >::hessVec_11 ( Vector< Real > & hv,
const Vector< Real > & v,
const Vector< Real > & u,
const Vector< Real > & z,
Real & tol )
inlinevirtual

Apply Hessian approximation to vector.

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 88 of file ROL_LinearCombinationObjective_SimOpt.hpp.

References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), obj_, size_, udual_, uinitialized_, weights_, and ROL::Vector< Real >::zero().

◆ hessVec_12()

template<class Real>
void ROL::LinearCombinationObjective_SimOpt< Real >::hessVec_12 ( Vector< Real > & hv,
const Vector< Real > & v,
const Vector< Real > & u,
const Vector< Real > & z,
Real & tol )
inlinevirtual

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 100 of file ROL_LinearCombinationObjective_SimOpt.hpp.

References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), obj_, size_, udual_, uinitialized_, weights_, and ROL::Vector< Real >::zero().

◆ hessVec_21()

template<class Real>
void ROL::LinearCombinationObjective_SimOpt< Real >::hessVec_21 ( Vector< Real > & hv,
const Vector< Real > & v,
const Vector< Real > & u,
const Vector< Real > & z,
Real & tol )
inlinevirtual

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 112 of file ROL_LinearCombinationObjective_SimOpt.hpp.

References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), obj_, size_, weights_, zdual_, ROL::Vector< Real >::zero(), and zinitialized_.

◆ hessVec_22()

template<class Real>
void ROL::LinearCombinationObjective_SimOpt< Real >::hessVec_22 ( Vector< Real > & hv,
const Vector< Real > & v,
const Vector< Real > & u,
const Vector< Real > & z,
Real & tol )
inlinevirtual

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 124 of file ROL_LinearCombinationObjective_SimOpt.hpp.

References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), obj_, size_, weights_, zdual_, ROL::Vector< Real >::zero(), and zinitialized_.

◆ setParameter()

template<class Real>
void ROL::LinearCombinationObjective_SimOpt< Real >::setParameter ( const std::vector< Real > & param)
inlinevirtual

Reimplemented from ROL::ROL::Objective< Real >.

Definition at line 138 of file ROL_LinearCombinationObjective_SimOpt.hpp.

References obj_, ROL::ROL::Objective< Real >::setParameter(), and size_.

Member Data Documentation

◆ obj_

template<class Real>
const std::vector<ROL::Ptr<Objective_SimOpt<Real> > > ROL::LinearCombinationObjective_SimOpt< Real >::obj_
private

Definition at line 21 of file ROL_LinearCombinationObjective_SimOpt.hpp.

Referenced by gradient_1(), gradient_2(), hessVec_11(), hessVec_12(), hessVec_21(), hessVec_22(), LinearCombinationObjective_SimOpt(), LinearCombinationObjective_SimOpt(), setParameter(), update(), update(), and value().

◆ weights_

template<class Real>
std::vector<Real> ROL::LinearCombinationObjective_SimOpt< Real >::weights_
private

Definition at line 22 of file ROL_LinearCombinationObjective_SimOpt.hpp.

Referenced by gradient_1(), gradient_2(), hessVec_11(), hessVec_12(), hessVec_21(), hessVec_22(), LinearCombinationObjective_SimOpt(), LinearCombinationObjective_SimOpt(), and value().

◆ size_

template<class Real>
size_t ROL::LinearCombinationObjective_SimOpt< Real >::size_
private

Definition at line 23 of file ROL_LinearCombinationObjective_SimOpt.hpp.

Referenced by gradient_1(), gradient_2(), hessVec_11(), hessVec_12(), hessVec_21(), hessVec_22(), LinearCombinationObjective_SimOpt(), LinearCombinationObjective_SimOpt(), setParameter(), update(), update(), and value().

◆ udual_

template<class Real>
ROL::Ptr<Vector<Real> > ROL::LinearCombinationObjective_SimOpt< Real >::udual_
private

Definition at line 25 of file ROL_LinearCombinationObjective_SimOpt.hpp.

Referenced by gradient_1(), hessVec_11(), hessVec_12(), LinearCombinationObjective_SimOpt(), and LinearCombinationObjective_SimOpt().

◆ zdual_

template<class Real>
ROL::Ptr<Vector<Real> > ROL::LinearCombinationObjective_SimOpt< Real >::zdual_
private

Definition at line 25 of file ROL_LinearCombinationObjective_SimOpt.hpp.

Referenced by gradient_2(), hessVec_21(), hessVec_22(), LinearCombinationObjective_SimOpt(), and LinearCombinationObjective_SimOpt().

◆ uinitialized_

template<class Real>
bool ROL::LinearCombinationObjective_SimOpt< Real >::uinitialized_
private

Definition at line 26 of file ROL_LinearCombinationObjective_SimOpt.hpp.

Referenced by gradient_1(), hessVec_11(), hessVec_12(), LinearCombinationObjective_SimOpt(), and LinearCombinationObjective_SimOpt().

◆ zinitialized_

template<class Real>
bool ROL::LinearCombinationObjective_SimOpt< Real >::zinitialized_
private

Definition at line 26 of file ROL_LinearCombinationObjective_SimOpt.hpp.

Referenced by gradient_2(), hessVec_21(), hessVec_22(), LinearCombinationObjective_SimOpt(), and LinearCombinationObjective_SimOpt().

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