#include <ROL_MeanValueObjective.hpp>

Inheritance diagram for ROL::MeanValueObjective< Real >:

Public Member Functions
	MeanValueObjective (const Ptr< Objective< Real > > &obj, const Ptr< SampleGenerator< Real > > &sampler)
void	update (const Vector< Real > &x, UpdateType type, int iter=-1) override
void	update (const Vector< Real > &x, bool flag=true, int iter=-1) override
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
void	precond (Vector< Real > &Pv, 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 Member Functions
std::vector< Real >	computeSampleMean (const Ptr< SampleGenerator< Real > > &sampler) const

Private Attributes
const Ptr< Objective< Real > >	obj_

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::MeanValueObjective< Real >

Definition at line 19 of file ROL_MeanValueObjective.hpp.

Constructor & Destructor Documentation

◆ MeanValueObjective()

template<typename Real>

ROL::MeanValueObjective< Real >::MeanValueObjective	(	const Ptr< Objective< Real > > &	obj,
		const Ptr< SampleGenerator< Real > > &	sampler )

Definition at line 16 of file ROL_MeanValueObjective_Def.hpp.

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

Member Function Documentation

◆ update() [1/2]

template<typename Real>

void ROL::MeanValueObjective< Real >::update	(	const Vector< Real > &	x,
		UpdateType	type,
		int	iter = -1 )

override

Definition at line 23 of file ROL_MeanValueObjective_Def.hpp.

References obj_.

◆ update() [2/2]

template<typename Real>

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

override

Definition at line 28 of file ROL_MeanValueObjective_Def.hpp.

References obj_.

◆ value()

template<typename Real>

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

override

Definition at line 33 of file ROL_MeanValueObjective_Def.hpp.

References obj_.

◆ gradient()

template<typename Real>

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

override

Definition at line 38 of file ROL_MeanValueObjective_Def.hpp.

References obj_.

◆ hessVec()

template<typename Real>

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

override

Definition at line 43 of file ROL_MeanValueObjective_Def.hpp.

References obj_.

◆ precond()

template<typename Real>

void ROL::MeanValueObjective< Real >::precond	(	Vector< Real > &	Pv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol )

override

Definition at line 49 of file ROL_MeanValueObjective_Def.hpp.

References obj_.

◆ computeSampleMean()

template<typename Real>

std::vector< Real > ROL::MeanValueObjective< Real >::computeSampleMean ( const Ptr< SampleGenerator< Real > > & sampler ) const

private

Definition at line 55 of file ROL_MeanValueObjective_Def.hpp.

References dim.

Referenced by MeanValueObjective().

Member Data Documentation

◆ obj_

template<typename Real>

const Ptr<Objective<Real> > ROL::MeanValueObjective< Real >::obj_

private

Definition at line 21 of file ROL_MeanValueObjective.hpp.

Referenced by gradient(), hessVec(), MeanValueObjective(), precond(), update(), update(), and value().

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

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ MeanValueObjective()

Member Function Documentation

◆ update() [1/2]

◆ update() [2/2]

◆ value()

◆ gradient()

◆ hessVec()

◆ precond()

◆ computeSampleMean()

Member Data Documentation

◆ obj_