ROL
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ROL::ObjectiveFromBoundConstraint< Real > Class Template Reference
User Interface » Functional Interface

Create a penalty objective from upper and lower bound vectors. More...

#include <ROL_ObjectiveFromBoundConstraint.hpp>

Inheritance diagram for ROL::ObjectiveFromBoundConstraint< Real >:

Public Member Functions

 ObjectiveFromBoundConstraint (const BoundConstraint< Real > &bc, ROL::ParameterList &parlist)
 ObjectiveFromBoundConstraint (const BoundConstraint< Real > &bc)
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)
ROL::Ptr< Vector< Real > > getBarrierVector (void)
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 Types

enum  EBarrierType { BARRIER_LOGARITHM = 0 , BARRIER_QUADRATIC , BARRIER_DOUBLEWELL , BARRIER_LAST }
typedef Vector< Real > V
typedef Elementwise::Fill< Real > Fill
typedef Elementwise::Reciprocal< Real > Reciprocal
typedef Elementwise::Power< Real > Power
typedef Elementwise::Logarithm< Real > Logarithm
typedef Elementwise::Multiply< Real > Multiply
typedef Elementwise::Heaviside< Real > Heaviside
typedef Elementwise::ThresholdUpper< Real > ThresholdUpper
typedef Elementwise::ThresholdLower< Real > ThresholdLower
typedef Elementwise::ReductionSum< Real > Sum
typedef Elementwise::UnaryFunction< Real > UnaryFunction

Private Member Functions

std::string EBarrierToString (EBarrierType type)
EBarrierType StringToEBarrierType (std::string s)

Private Attributes

enum ROL::ObjectiveFromBoundConstraint::EBarrierType eBarrierType_
const ROL::Ptr< const V > lo_
const ROL::Ptr< const V > up_
ROL::Ptr< V > a_
ROL::Ptr< V > b_
EBarrierType btype_
bool isLowerActivated_
bool isUpperActivated_

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::ObjectiveFromBoundConstraint< Real >

Create a penalty objective from upper and lower bound vectors.

Definition at line 27 of file ROL_ObjectiveFromBoundConstraint.hpp.

Member Typedef Documentation

◆ V

template<class Real>
typedef Vector<Real> ROL::ObjectiveFromBoundConstraint< Real >::V
private

Definition at line 29 of file ROL_ObjectiveFromBoundConstraint.hpp.

◆ Fill

template<class Real>
typedef Elementwise::Fill<Real> ROL::ObjectiveFromBoundConstraint< Real >::Fill
private

Definition at line 31 of file ROL_ObjectiveFromBoundConstraint.hpp.

◆ Reciprocal

template<class Real>
typedef Elementwise::Reciprocal<Real> ROL::ObjectiveFromBoundConstraint< Real >::Reciprocal
private

Definition at line 32 of file ROL_ObjectiveFromBoundConstraint.hpp.

◆ Power

template<class Real>
typedef Elementwise::Power<Real> ROL::ObjectiveFromBoundConstraint< Real >::Power
private

Definition at line 33 of file ROL_ObjectiveFromBoundConstraint.hpp.

◆ Logarithm

template<class Real>
typedef Elementwise::Logarithm<Real> ROL::ObjectiveFromBoundConstraint< Real >::Logarithm
private

Definition at line 34 of file ROL_ObjectiveFromBoundConstraint.hpp.

◆ Multiply

template<class Real>
typedef Elementwise::Multiply<Real> ROL::ObjectiveFromBoundConstraint< Real >::Multiply
private

Definition at line 35 of file ROL_ObjectiveFromBoundConstraint.hpp.

◆ Heaviside

template<class Real>
typedef Elementwise::Heaviside<Real> ROL::ObjectiveFromBoundConstraint< Real >::Heaviside
private

Definition at line 36 of file ROL_ObjectiveFromBoundConstraint.hpp.

◆ ThresholdUpper

template<class Real>
typedef Elementwise::ThresholdUpper<Real> ROL::ObjectiveFromBoundConstraint< Real >::ThresholdUpper
private

Definition at line 37 of file ROL_ObjectiveFromBoundConstraint.hpp.

◆ ThresholdLower

template<class Real>
typedef Elementwise::ThresholdLower<Real> ROL::ObjectiveFromBoundConstraint< Real >::ThresholdLower
private

Definition at line 38 of file ROL_ObjectiveFromBoundConstraint.hpp.

◆ Sum

template<class Real>
typedef Elementwise::ReductionSum<Real> ROL::ObjectiveFromBoundConstraint< Real >::Sum
private

Definition at line 39 of file ROL_ObjectiveFromBoundConstraint.hpp.

◆ UnaryFunction

template<class Real>
typedef Elementwise::UnaryFunction<Real> ROL::ObjectiveFromBoundConstraint< Real >::UnaryFunction
private

Definition at line 40 of file ROL_ObjectiveFromBoundConstraint.hpp.

Member Enumeration Documentation

◆ EBarrierType

template<class Real>
enum ROL::ObjectiveFromBoundConstraint::EBarrierType
private
Enumerator
BARRIER_LOGARITHM 
BARRIER_QUADRATIC 
BARRIER_DOUBLEWELL 
BARRIER_LAST 

Definition at line 44 of file ROL_ObjectiveFromBoundConstraint.hpp.

Constructor & Destructor Documentation

◆ ObjectiveFromBoundConstraint() [1/2]

template<class Real>
ROL::ObjectiveFromBoundConstraint< Real >::ObjectiveFromBoundConstraint ( const BoundConstraint< Real > & bc,
ROL::ParameterList & parlist )
inline

Definition at line 96 of file ROL_ObjectiveFromBoundConstraint.hpp.

References a_, b_, btype_, ROL::BoundConstraint< Real >::isLowerActivated(), isLowerActivated_, ROL::BoundConstraint< Real >::isUpperActivated(), isUpperActivated_, lo_, StringToEBarrierType(), and up_.

◆ ObjectiveFromBoundConstraint() [2/2]

template<class Real>
ROL::ObjectiveFromBoundConstraint< Real >::ObjectiveFromBoundConstraint ( const BoundConstraint< Real > & bc)
inline

Definition at line 111 of file ROL_ObjectiveFromBoundConstraint.hpp.

References a_, b_, BARRIER_LOGARITHM, btype_, ROL::BoundConstraint< Real >::isLowerActivated(), isLowerActivated_, ROL::BoundConstraint< Real >::isUpperActivated(), isUpperActivated_, lo_, and up_.

Member Function Documentation

◆ EBarrierToString()

template<class Real>
std::string ROL::ObjectiveFromBoundConstraint< Real >::EBarrierToString ( EBarrierType type)
inlineprivate

Definition at line 51 of file ROL_ObjectiveFromBoundConstraint.hpp.

References BARRIER_DOUBLEWELL, BARRIER_LAST, BARRIER_LOGARITHM, and BARRIER_QUADRATIC.

Referenced by StringToEBarrierType().

◆ StringToEBarrierType()

template<class Real>
EBarrierType ROL::ObjectiveFromBoundConstraint< Real >::StringToEBarrierType ( std::string s)
inlineprivate

Definition at line 73 of file ROL_ObjectiveFromBoundConstraint.hpp.

References BARRIER_LAST, BARRIER_LOGARITHM, EBarrierToString(), and ROL::removeStringFormat().

Referenced by ObjectiveFromBoundConstraint().

◆ value()

template<class Real>
Real ROL::ObjectiveFromBoundConstraint< Real >::value ( const Vector< Real > & x,
Real & tol )
inline

Definition at line 124 of file ROL_ObjectiveFromBoundConstraint.hpp.

References a_, b_, BARRIER_DOUBLEWELL, BARRIER_LOGARITHM, BARRIER_QUADRATIC, btype_, isLowerActivated_, isUpperActivated_, lo_, up_, and zero.

Referenced by main().

◆ gradient()

template<class Real>
void ROL::ObjectiveFromBoundConstraint< Real >::gradient ( Vector< Real > & g,
const Vector< Real > & x,
Real & tol )
inline

Definition at line 206 of file ROL_ObjectiveFromBoundConstraint.hpp.

References a_, b_, BARRIER_DOUBLEWELL, BARRIER_LOGARITHM, BARRIER_QUADRATIC, btype_, isLowerActivated_, isUpperActivated_, lo_, ROL::Vector< Real >::set(), up_, and zero.

Referenced by main().

◆ hessVec()

template<class Real>
void ROL::ObjectiveFromBoundConstraint< Real >::hessVec ( Vector< Real > & hv,
const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
inline

Definition at line 288 of file ROL_ObjectiveFromBoundConstraint.hpp.

References a_, ROL::Vector< Real >::applyBinary(), b_, BARRIER_DOUBLEWELL, BARRIER_LOGARITHM, BARRIER_QUADRATIC, btype_, isLowerActivated_, isUpperActivated_, lo_, ROL::Vector< Real >::set(), and up_.

Referenced by main().

◆ getBarrierVector()

template<class Real>
ROL::Ptr< Vector< Real > > ROL::ObjectiveFromBoundConstraint< Real >::getBarrierVector ( void )
inline

Definition at line 374 of file ROL_ObjectiveFromBoundConstraint.hpp.

References b_.

Referenced by main().

Member Data Documentation

◆ eBarrierType_

template<class Real>
enum ROL::ObjectiveFromBoundConstraint::EBarrierType ROL::ObjectiveFromBoundConstraint< Real >::eBarrierType_
private

◆ lo_

template<class Real>
const ROL::Ptr<const V> ROL::ObjectiveFromBoundConstraint< Real >::lo_
private

Definition at line 86 of file ROL_ObjectiveFromBoundConstraint.hpp.

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

◆ up_

template<class Real>
const ROL::Ptr<const V> ROL::ObjectiveFromBoundConstraint< Real >::up_
private

Definition at line 87 of file ROL_ObjectiveFromBoundConstraint.hpp.

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

◆ a_

template<class Real>
ROL::Ptr<V> ROL::ObjectiveFromBoundConstraint< Real >::a_
private

Definition at line 88 of file ROL_ObjectiveFromBoundConstraint.hpp.

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

◆ b_

template<class Real>
ROL::Ptr<V> ROL::ObjectiveFromBoundConstraint< Real >::b_
private

Definition at line 89 of file ROL_ObjectiveFromBoundConstraint.hpp.

Referenced by getBarrierVector(), gradient(), hessVec(), ObjectiveFromBoundConstraint(), ObjectiveFromBoundConstraint(), and value().

◆ btype_

template<class Real>
EBarrierType ROL::ObjectiveFromBoundConstraint< Real >::btype_
private

Definition at line 90 of file ROL_ObjectiveFromBoundConstraint.hpp.

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

◆ isLowerActivated_

template<class Real>
bool ROL::ObjectiveFromBoundConstraint< Real >::isLowerActivated_
private

Definition at line 91 of file ROL_ObjectiveFromBoundConstraint.hpp.

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

◆ isUpperActivated_

template<class Real>
bool ROL::ObjectiveFromBoundConstraint< Real >::isUpperActivated_
private

Definition at line 92 of file ROL_ObjectiveFromBoundConstraint.hpp.

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

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