Provides the interface to evaluate nonlinear least squares objective functions. More...

#include <ROL_NonlinearLeastSquaresObjective_Dynamic.hpp>

Inheritance diagram for ROL::NonlinearLeastSquaresObjective_Dynamic< Real >:

Public Member Functions
	NonlinearLeastSquaresObjective_Dynamic (const Ptr< DynamicConstraint< Real > > &con, const Vector< Real > &c, const Ptr< const Vector< Real > > &uo, const Ptr< const Vector< Real > > &z, const Ptr< const TimeStamp< Real > > &ts, const bool GNH=false)
	Constructor.
void	update (const Vector< Real > &u, bool flag=true, int iter=-1)
Real	value (const Vector< Real > &x, Real &tol)
void	gradient (Vector< Real > &g, const Vector< Real > &u, Real &tol)
void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, Real &tol)
void	precond (Vector< Real > &pv, const Vector< Real > &v, const Vector< Real > &u, 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 Attributes
const Ptr< DynamicConstraint< Real > >	con_
const Ptr< const Vector< Real > >	uo_
const Ptr< const Vector< Real > >	z_
const Ptr< const TimeStamp< Real > >	ts_
const bool	GaussNewtonHessian_
Ptr< Vector< Real > >	c1_
Ptr< Vector< Real > >	c2_
Ptr< Vector< Real > >	cdual_
Ptr< Vector< Real > >	udual_

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::NonlinearLeastSquaresObjective_Dynamic< Real >

Provides the interface to evaluate nonlinear least squares objective functions.

ROL's nonlinear least squares objective function interface constructs the the nonlinear least squares objective function associated with the equality constraint \(c_n(u_{n-1},u_n,z)=0\). That is, given \(z\) and \(u_{n-1}\),

\[ J(u) = \langle \mathfrak{R} c_n(u_{n-1},u,z),c_n(u_{n-1},u,z) \rangle_{\mathcal{C}^*,\mathcal{C}} \]

where \(c_n:\mathcal{U}\times\mathcal{U}\times\mathcal{Z}\to\mathcal{C}\) and \(\mathfrak{R}\in\mathcal{L}(\mathcal{C},\mathcal{C}^*)\) denotes the Riesz map from \(\mathcal{C}\) into \(\mathcal{C}^*\).

Definition at line 42 of file ROL_NonlinearLeastSquaresObjective_Dynamic.hpp.

Constructor & Destructor Documentation

◆ NonlinearLeastSquaresObjective_Dynamic()

template<class Real>

ROL::NonlinearLeastSquaresObjective_Dynamic< Real >::NonlinearLeastSquaresObjective_Dynamic	(	const Ptr< DynamicConstraint< Real > > &	con,
		const Vector< Real > &	c,
		const Ptr< const Vector< Real > > &	uo,
		const Ptr< const Vector< Real > > &	z,
		const Ptr< const TimeStamp< Real > > &	ts,
		const bool	GNH = false )

inline

Constructor.

This function constructs a nonlinear least squares objective function.

Parameters

[in]	con	is the nonlinear equation to be solved.
[in]	vec	is a constraint space vector used for cloning.
[in]	GHN	is a flag dictating whether or not to use the Gauss-Newton Hessian.

Definition at line 60 of file ROL_NonlinearLeastSquaresObjective_Dynamic.hpp.

References c1_, c2_, cdual_, ROL::Vector< Real >::clone(), con_, ROL::Vector< Real >::dual(), GaussNewtonHessian_, ts_, udual_, uo_, and z_.