ROL
Public Member Functions | Private Attributes | List of all members
ROL::ObjectiveFromConstraint< Real > Class Template Reference

#include <ROL_ObjectiveFromConstraint.hpp>

Inheritance diagram for ROL::ObjectiveFromConstraint< Real >:

Public Member Functions

virtual ~ObjectiveFromConstraint ()
 ObjectiveFromConstraint (const Ptr< Constraint< Real > > &con, const Vector< Real > &l)
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 updateMultiplier (const Vector< Real > &l)
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

Ptr< Constraint< Real > > con_
Ptr< Vector< Real > > l_
Ptr< Vector< Real > > c_

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::ObjectiveFromConstraint< Real >

Definition at line 27 of file ROL_ObjectiveFromConstraint.hpp.

Constructor & Destructor Documentation

◆ ~ObjectiveFromConstraint()

template<typename Real>
virtual ROL::ObjectiveFromConstraint< Real >::~ObjectiveFromConstraint ( )
inlinevirtual

Definition at line 34 of file ROL_ObjectiveFromConstraint.hpp.

◆ ObjectiveFromConstraint()

template<typename Real>
ObjectiveFromConstraint::ObjectiveFromConstraint ( const Ptr< Constraint< Real > > & con,
const Vector< Real > & l )

Definition at line 16 of file ROL_ObjectiveFromConstraint_Def.hpp.

References c_, con_, and l_.

Member Function Documentation

◆ update() [1/2]

template<typename Real>
void ObjectiveFromConstraint::update ( const Vector< Real > & x,
UpdateType type,
int iter = -1 )
override

Definition at line 23 of file ROL_ObjectiveFromConstraint_Def.hpp.

References con_.

◆ update() [2/2]

template<typename Real>
void ObjectiveFromConstraint::update ( const Vector< Real > & x,
bool flag = true,
int iter = -1 )
override

Definition at line 28 of file ROL_ObjectiveFromConstraint_Def.hpp.

References con_.

◆ value()

template<typename Real>
Real ObjectiveFromConstraint::value ( const Vector< Real > & x,
Real & tol )
override

Definition at line 33 of file ROL_ObjectiveFromConstraint_Def.hpp.

References c_, con_, and l_.

◆ gradient()

template<typename Real>
void ObjectiveFromConstraint::gradient ( Vector< Real > & g,
const Vector< Real > & x,
Real & tol )
override

Definition at line 40 of file ROL_ObjectiveFromConstraint_Def.hpp.

References con_, and l_.

◆ hessVec()

template<typename Real>
void ObjectiveFromConstraint::hessVec ( Vector< Real > & hv,
const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
override

Definition at line 45 of file ROL_ObjectiveFromConstraint_Def.hpp.

References con_, and l_.

◆ updateMultiplier()

template<typename Real>
void ObjectiveFromConstraint::updateMultiplier ( const Vector< Real > & l)

Definition at line 50 of file ROL_ObjectiveFromConstraint_Def.hpp.

References l_.

Member Data Documentation

◆ con_

template<typename Real>
Ptr<Constraint<Real> > ROL::ObjectiveFromConstraint< Real >::con_
private

Definition at line 29 of file ROL_ObjectiveFromConstraint.hpp.

Referenced by gradient(), hessVec(), ObjectiveFromConstraint(), update(), update(), and value().

◆ l_

template<typename Real>
Ptr<Vector<Real> > ROL::ObjectiveFromConstraint< Real >::l_
private

Definition at line 30 of file ROL_ObjectiveFromConstraint.hpp.

Referenced by gradient(), hessVec(), ObjectiveFromConstraint(), updateMultiplier(), and value().

◆ c_

template<typename Real>
Ptr<Vector<Real> > ROL::ObjectiveFromConstraint< Real >::c_
private

Definition at line 31 of file ROL_ObjectiveFromConstraint.hpp.

Referenced by ObjectiveFromConstraint(), and value().

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