Provides the interface to evaluate linear objective functions. More...

#include <ROL_LinearObjective.hpp>

Inheritance diagram for ROL::LinearObjective< Real >:

Public Member Functions
	LinearObjective (const Ptr< const Vector< Real > > &cost)
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::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 Attributes
const Ptr< const Vector< Real > >	cost_
const Ptr< const Vector< Real > >	dual_cost_

Additional Inherited Members
Protected Member Functions inherited from ROL::ROL::Objective< Real >
const std::vector< Real >	getParameter (void) const

Detailed Description

template<typename Real>
class ROL::LinearObjective< Real >

Provides the interface to evaluate linear objective functions.

This class implements the linear objective function

\[ f(x) = \langle c, x\rangle_{\mathcal{X}^*,\mathcal{X}} \]

for fixed \(c\in\mathcal{X}^*\).

Definition at line 33 of file ROL_LinearObjective.hpp.

Constructor & Destructor Documentation

◆ LinearObjective()

template<typename Real>

ROL::LinearObjective< Real >::LinearObjective ( const Ptr< const Vector< Real > > & cost )

Definition at line 16 of file ROL_LinearObjective_Def.hpp.

References cost_, and dual_cost_.

Member Function Documentation

◆ value()

template<typename Real>

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

override

Definition at line 22 of file ROL_LinearObjective_Def.hpp.

References ROL::Vector< Real >::dot(), and dual_cost_.

◆ gradient()

template<typename Real>

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

override

Definition at line 27 of file ROL_LinearObjective_Def.hpp.

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

◆ hessVec()

template<typename Real>

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

override

Definition at line 32 of file ROL_LinearObjective_Def.hpp.

References ROL::Vector< Real >::zero().

Member Data Documentation

◆ cost_

template<typename Real>

const Ptr<const Vector<Real> > ROL::LinearObjective< Real >::cost_

private

Definition at line 35 of file ROL_LinearObjective.hpp.

Referenced by gradient(), and LinearObjective().

◆ dual_cost_

template<typename Real>

const Ptr<const Vector<Real> > ROL::LinearObjective< Real >::dual_cost_

private

Definition at line 35 of file ROL_LinearObjective.hpp.

Referenced by LinearObjective(), and value().

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

Public Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ LinearObjective()

Member Function Documentation

◆ value()

◆ gradient()

◆ hessVec()

Member Data Documentation

◆ cost_

◆ dual_cost_