#include <ROL_MomentObjective.hpp>

Inheritance diagram for ROL::MomentObjective< Real >:

Public Member Functions
	MomentObjective (const std::vector< std::vector< std::pair< int, Real > > > &moments, const ROL::Ptr< BatchManager< Real > > &bman, const bool optProb=true, const bool optAtom=true)
	MomentObjective (const std::vector< ROL::Ptr< Distribution< Real > > > &dist, const std::vector< int > &order, const ROL::Ptr< BatchManager< Real > > &bman, const bool optProb=true, const bool optAtom=true)
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)
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
Real	momentValue (const int dim, const Real power, const Real moment, const ProbabilityVector< Real > &prob, const AtomVector< Real > &atom) const
void	momentGradient (std::vector< Real > &gradx, std::vector< Real > &gradp, Real &scale, const int dim, const Real power, const Real moment, const ProbabilityVector< Real > &prob, const AtomVector< Real > &atom) const
void	momentHessVec (std::vector< Real > &hvx1, std::vector< Real > &hvx2, std::vector< Real > &hvx3, std::vector< Real > &hvp1, std::vector< Real > &hvp2, Real &scale1, Real &scale2, Real &scale3, const int dim, const Real power, const Real moment, const ProbabilityVector< Real > &prob, const AtomVector< Real > &atom, const ProbabilityVector< Real > &vprob, const AtomVector< Real > &vatom) const

Private Attributes
std::vector< std::vector< std::pair< int, Real > > >	moments_
ROL::Ptr< BatchManager< Real > >	bman_
int	dimension_
int	numMoments_
const bool	optProb_
const bool	optAtom_

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::MomentObjective< Real >

Definition at line 23 of file ROL_MomentObjective.hpp.

Constructor & Destructor Documentation

◆ MomentObjective() [1/2]

template<class Real>

ROL::MomentObjective< Real >::MomentObjective	(	const std::vector< std::vector< std::pair< int, Real > > > &	moments,
		const ROL::Ptr< BatchManager< Real > > &	bman,
		const bool	optProb = true,
		const bool	optAtom = true )

inline

Definition at line 108 of file ROL_MomentObjective.hpp.

References bman_, dimension_, moments_, numMoments_, ROL::ROL::Objective< Real >::Objective(), optAtom_, and optProb_.

◆ MomentObjective() [2/2]

template<class Real>

ROL::MomentObjective< Real >::MomentObjective	(	const std::vector< ROL::Ptr< Distribution< Real > > > &	dist,
		const std::vector< int > &	order,
		const ROL::Ptr< BatchManager< Real > > &	bman,
		const bool	optProb = true,
		const bool	optAtom = true )

inline

Definition at line 117 of file ROL_MomentObjective.hpp.

References bman_, dimension_, moments_, numMoments_, ROL::ROL::Objective< Real >::Objective(), optAtom_, and optProb_.

Member Function Documentation

◆ momentValue()

template<class Real>

Real ROL::MomentObjective< Real >::momentValue	(	const int	dim,
		const Real	power,
		const Real	moment,
		const ProbabilityVector< Real > &	prob,
		const AtomVector< Real > &	atom ) const

inlineprivate

Definition at line 32 of file ROL_MomentObjective.hpp.

References bman_, dim, ROL::AtomVector< Real >::getAtom(), ROL::ProbabilityVector< Real >::getNumMyAtoms(), ROL::ProbabilityVector< Real >::getProbability(), and ROL::ROL_EPSILON().

Referenced by value().

◆ momentGradient()

template<class Real>

void ROL::MomentObjective< Real >::momentGradient	(	std::vector< Real > &	gradx,
		std::vector< Real > &	gradp,
		Real &	scale,
		const int	dim,
		const Real	power,
		const Real	moment,
		const ProbabilityVector< Real > &	prob,
		const AtomVector< Real > &	atom ) const

inlineprivate

Definition at line 46 of file ROL_MomentObjective.hpp.

References bman_, dim, ROL::AtomVector< Real >::getAtom(), ROL::ProbabilityVector< Real >::getNumMyAtoms(), ROL::ProbabilityVector< Real >::getProbability(), and ROL::ROL_EPSILON().

Referenced by gradient().

◆ momentHessVec()

template<class Real>

void ROL::MomentObjective< Real >::momentHessVec	(	std::vector< Real > &	hvx1,
		std::vector< Real > &	hvx2,
		std::vector< Real > &	hvx3,
		std::vector< Real > &	hvp1,
		std::vector< Real > &	hvp2,
		Real &	scale1,
		Real &	scale2,
		Real &	scale3,
		const int	dim,
		const Real	power,
		const Real	moment,
		const ProbabilityVector< Real > &	prob,
		const AtomVector< Real > &	atom,
		const ProbabilityVector< Real > &	vprob,
		const AtomVector< Real > &	vatom ) const

inlineprivate

Definition at line 67 of file ROL_MomentObjective.hpp.

References bman_, dim, ROL::AtomVector< Real >::getAtom(), ROL::ProbabilityVector< Real >::getNumMyAtoms(), ROL::ProbabilityVector< Real >::getProbability(), ROL::ROL_EPSILON(), and zero.

Referenced by hessVec().

◆ value()

template<class Real>

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

inline

Definition at line 134 of file ROL_MomentObjective.hpp.

References dimension_, ROL::SROMVector< Real >::getAtomVector(), ROL::SROMVector< Real >::getProbabilityVector(), moments_, momentValue(), and numMoments_.

◆ gradient()

template<class Real>

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

inline

Definition at line 149 of file ROL_MomentObjective.hpp.

References dimension_, ROL::SROMVector< Real >::getAtomVector(), ROL::SROMVector< Real >::getProbabilityVector(), momentGradient(), moments_, numMoments_, optAtom_, optProb_, ROL::AtomVector< Real >::setAtom(), and ROL::Vector< Real >::zero().

◆ hessVec()

template<class Real>

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

inline

Definition at line 183 of file ROL_MomentObjective.hpp.

References dimension_, ROL::SROMVector< Real >::getAtomVector(), ROL::SROMVector< Real >::getProbabilityVector(), momentHessVec(), moments_, numMoments_, optAtom_, optProb_, ROL::AtomVector< Real >::setAtom(), and ROL::Vector< Real >::zero().

Member Data Documentation

◆ moments_

template<class Real>

std::vector<std::vector<std::pair<int, Real> > > ROL::MomentObjective< Real >::moments_

private

Definition at line 25 of file ROL_MomentObjective.hpp.

Referenced by gradient(), hessVec(), MomentObjective(), MomentObjective(), and value().

◆ bman_

template<class Real>

ROL::Ptr<BatchManager<Real> > ROL::MomentObjective< Real >::bman_

private

Definition at line 26 of file ROL_MomentObjective.hpp.

Referenced by momentGradient(), momentHessVec(), MomentObjective(), MomentObjective(), and momentValue().

◆ dimension_

template<class Real>

int ROL::MomentObjective< Real >::dimension_

private

Definition at line 27 of file ROL_MomentObjective.hpp.

Referenced by gradient(), hessVec(), MomentObjective(), MomentObjective(), and value().

◆ numMoments_

template<class Real>

int ROL::MomentObjective< Real >::numMoments_

private

Definition at line 28 of file ROL_MomentObjective.hpp.

Referenced by gradient(), hessVec(), MomentObjective(), MomentObjective(), and value().

◆ optProb_

template<class Real>

const bool ROL::MomentObjective< Real >::optProb_

private

Definition at line 29 of file ROL_MomentObjective.hpp.

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

◆ optAtom_

template<class Real>

const bool ROL::MomentObjective< Real >::optAtom_

private

Definition at line 30 of file ROL_MomentObjective.hpp.

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

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

ROL_MomentObjective.hpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ MomentObjective() [1/2]

◆ MomentObjective() [2/2]

Member Function Documentation

◆ momentValue()

◆ momentGradient()

◆ momentHessVec()

◆ value()

◆ gradient()

◆ hessVec()

Member Data Documentation

◆ moments_

◆ bman_

◆ dimension_

◆ numMoments_

◆ optProb_

◆ optAtom_