Provides the interface to to Method of Moving Asymptotes Objective function. More...

#include <ROL_ObjectiveMMA.hpp>

Inheritance diagram for ROL::ObjectiveMMA< Real >:

Public Member Functions
	ObjectiveMMA (const ROL::Ptr< Objective< Real > > &obj, const ROL::Ptr< BoundConstraint< Real > > &bnd, const Vector< Real > &x, Real tol=std::sqrt(ROL_EPSILON< Real >()))
void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
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)
void	invHessVec (Vector< Real > &h, 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 Types
typedef Objective< Real >	OBJ
typedef BoundConstraint< Real >	BND

Private Attributes
const ROL::Ptr< OBJ >	obj_
const ROL::Ptr< BND >	bnd_
ROL::Ptr< V >	l_
ROL::Ptr< V >	u_
ROL::Ptr< V >	p_
ROL::Ptr< V >	q_
ROL::Ptr< V >	d_
Real	fval_
Real	tol_

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::ObjectiveMMA< Real >

Provides the interface to to Method of Moving Asymptotes Objective function.

Definition at line 28 of file ROL_ObjectiveMMA.hpp.

Member Typedef Documentation

◆ OBJ

template<class Real>

typedef Objective<Real> ROL::ObjectiveMMA< Real >::OBJ

private

Definition at line 32 of file ROL_ObjectiveMMA.hpp.

◆ BND

template<class Real>

typedef BoundConstraint<Real> ROL::ObjectiveMMA< Real >::BND

private

Definition at line 33 of file ROL_ObjectiveMMA.hpp.

Constructor & Destructor Documentation

◆ ObjectiveMMA()

template<class Real>

ROL::ObjectiveMMA< Real >::ObjectiveMMA	(	const ROL::Ptr< Objective< Real > > &	obj,
		const ROL::Ptr< BoundConstraint< Real > > &	bnd,
		const Vector< Real > &	x,
		Real	tol = std::sqrt(ROL_EPSILON<Real>()) )

inline

Definition at line 55 of file ROL_ObjectiveMMA.hpp.

References bnd_, ROL::Vector< Real >::clone(), d_, l_, obj_, ROL::ROL::Objective< Real >::Objective(), p_, q_, ROL::ROL_EPSILON(), tol_, and u_.

Member Function Documentation

◆ update()

template<class Real>

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

inline

Definition at line 70 of file ROL_ObjectiveMMA.hpp.

References d_, fval_, l_, obj_, p_, q_, and u_.

◆ value()

template<class Real>

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

inline

Definition at line 100 of file ROL_ObjectiveMMA.hpp.

References d_, fval_, l_, p_, q_, and u_.

◆ gradient()

template<class Real>

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

inline

Definition at line 125 of file ROL_ObjectiveMMA.hpp.

References d_, l_, p_, ROL::Vector< Real >::plus(), q_, ROL::Vector< Real >::set(), and u_.

◆ hessVec()

template<class Real>

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

inline

Definition at line 146 of file ROL_ObjectiveMMA.hpp.

References ROL::Vector< Real >::applyBinary(), d_, l_, p_, ROL::Vector< Real >::plus(), q_, ROL::Vector< Real >::set(), and u_.

◆ invHessVec()

template<class Real>

void ROL::ObjectiveMMA< Real >::invHessVec	(	Vector< Real > &	h,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol )

inline

Definition at line 171 of file ROL_ObjectiveMMA.hpp.

References d_, l_, p_, q_, and u_.

Member Data Documentation

◆ obj_

template<class Real>

const ROL::Ptr<OBJ> ROL::ObjectiveMMA< Real >::obj_

private

Definition at line 37 of file ROL_ObjectiveMMA.hpp.

Referenced by ObjectiveMMA(), and update().

◆ bnd_

template<class Real>

const ROL::Ptr<BND> ROL::ObjectiveMMA< Real >::bnd_

private

Definition at line 38 of file ROL_ObjectiveMMA.hpp.

Referenced by ObjectiveMMA().

◆ l_

template<class Real>

ROL::Ptr<V> ROL::ObjectiveMMA< Real >::l_

private

Definition at line 41 of file ROL_ObjectiveMMA.hpp.

Referenced by gradient(), hessVec(), invHessVec(), ObjectiveMMA(), update(), and value().

◆ u_

template<class Real>

ROL::Ptr<V> ROL::ObjectiveMMA< Real >::u_

private

Definition at line 42 of file ROL_ObjectiveMMA.hpp.

Referenced by gradient(), hessVec(), invHessVec(), ObjectiveMMA(), update(), and value().

◆ p_

template<class Real>

ROL::Ptr<V> ROL::ObjectiveMMA< Real >::p_

private

Definition at line 44 of file ROL_ObjectiveMMA.hpp.

Referenced by gradient(), hessVec(), invHessVec(), ObjectiveMMA(), update(), and value().

◆ q_

template<class Real>

ROL::Ptr<V> ROL::ObjectiveMMA< Real >::q_

private

Definition at line 45 of file ROL_ObjectiveMMA.hpp.

Referenced by gradient(), hessVec(), invHessVec(), ObjectiveMMA(), update(), and value().

◆ d_

template<class Real>

ROL::Ptr<V> ROL::ObjectiveMMA< Real >::d_

private

Definition at line 47 of file ROL_ObjectiveMMA.hpp.

Referenced by gradient(), hessVec(), invHessVec(), ObjectiveMMA(), update(), and value().

◆ fval_

template<class Real>

Real ROL::ObjectiveMMA< Real >::fval_

private

Definition at line 49 of file ROL_ObjectiveMMA.hpp.

Referenced by update(), and value().

◆ tol_

template<class Real>

Real ROL::ObjectiveMMA< Real >::tol_

private

Definition at line 51 of file ROL_ObjectiveMMA.hpp.

Referenced by ObjectiveMMA().

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

ROL_ObjectiveMMA.hpp

Public Member Functions

Private Types

Private Attributes

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ OBJ

◆ BND

Constructor & Destructor Documentation

◆ ObjectiveMMA()

Member Function Documentation

◆ update()

◆ value()

◆ gradient()

◆ hessVec()

◆ invHessVec()

Member Data Documentation

◆ obj_

◆ bnd_

◆ l_

◆ u_

◆ p_

◆ q_

◆ d_

◆ fval_

◆ tol_