ROL
ROL::Objective_SimOpt< Real > Class Template Referenceabstract

Provides the interface to evaluate simulation-based objective functions. More...

#include <ROL_Objective_SimOpt.hpp>

Inheritance diagram for ROL::Objective_SimOpt< Real >:

Public Member Functions

virtual void update (const Vector< Real > &u, const Vector< Real > &z, bool flag=true, int iter=-1)
 Update objective function.
u is an iterate, z is an iterate, flag = true if the iterate has changed, iter is the outer algorithm iterations count.
void update (const Vector< Real > &x, bool flag=true, int iter=-1)
virtual void update (const Vector< Real > &u, const Vector< Real > &z, UpdateType type, int iter=-1)
void update (const Vector< Real > &x, UpdateType type, int iter=-1)
virtual Real value (const Vector< Real > &u, const Vector< Real > &z, Real &tol)=0
 Compute value.
Real value (const Vector< Real > &x, Real &tol)
virtual void gradient_1 (Vector< Real > &g, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
 Compute gradient with respect to first component.
virtual void gradient_2 (Vector< Real > &g, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
 Compute gradient with respect to second component.
void gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
virtual void hessVec_11 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
 Apply Hessian approximation to vector.
virtual void hessVec_12 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
virtual void hessVec_21 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
virtual void hessVec_22 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
std::vector< std::vector< Real > > checkGradient_1 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > > checkGradient_1 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)
std::vector< std::vector< Real > > checkGradient_1 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)
std::vector< std::vector< Real > > checkGradient_2 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > > checkGradient_2 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)
std::vector< std::vector< Real > > checkGradient_2 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)
std::vector< std::vector< Real > > checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > > checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
std::vector< std::vector< Real > > checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)
std::vector< std::vector< Real > > checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)
std::vector< std::vector< Real > > checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > > checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
std::vector< std::vector< Real > > checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)
std::vector< std::vector< Real > > checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)
std::vector< std::vector< Real > > checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > > checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
std::vector< std::vector< Real > > checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)
std::vector< std::vector< Real > > checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)
std::vector< std::vector< Real > > checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > > checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
std::vector< std::vector< Real > > checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)
std::vector< std::vector< Real > > checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)
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)

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::Objective_SimOpt< Real >

Provides the interface to evaluate simulation-based objective functions.

Definition at line 25 of file ROL_Objective_SimOpt.hpp.

Member Function Documentation

◆ update() [1/4]

template<class Real>
virtual void ROL::Objective_SimOpt< Real >::update ( const Vector< Real > & u,
const Vector< Real > & z,
bool flag = true,
int iter = -1 )
inlinevirtual

Update objective function.
u is an iterate, z is an iterate, flag = true if the iterate has changed, iter is the outer algorithm iterations count.

Reimplemented in ROL::AugmentedLagrangian_SimOpt< Real >, ROL::CompositeObjective_SimOpt< Real >, ROL::LinearCombinationObjective_SimOpt< Real >, and ROL::QuadraticPenalty_SimOpt< Real >.

Definition at line 34 of file ROL_Objective_SimOpt.hpp.

Referenced by checkGradient_1(), checkGradient_2(), checkHessVec_11(), checkHessVec_12(), checkHessVec_21(), checkHessVec_22(), gradient_1(), gradient_2(), hessVec_11(), hessVec_12(), hessVec_21(), hessVec_22(), update(), and update().

◆ update() [2/4]

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

◆ update() [3/4]

template<class Real>
virtual void ROL::Objective_SimOpt< Real >::update ( const Vector< Real > & u,
const Vector< Real > & z,
UpdateType type,
int iter = -1 )
inlinevirtual

◆ update() [4/4]

template<class Real>
void ROL::Objective_SimOpt< Real >::update ( const Vector< Real > & x,
UpdateType type,
int iter = -1 )
inline

◆ value() [1/2]

◆ value() [2/2]

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

◆ gradient_1()

◆ gradient_2()

◆ gradient()

◆ hessVec_11()

◆ hessVec_12()

◆ hessVec_21()

◆ hessVec_22()

◆ hessVec()

◆ checkGradient_1() [1/3]

template<class Real>
std::vector< std::vector< Real > > ROL::Objective_SimOpt< Real >::checkGradient_1 ( const Vector< Real > & u,
const Vector< Real > & z,
const Vector< Real > & d,
const bool printToStream = true,
std::ostream & outStream = std::cout,
const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
const int order = 1 )
inline

◆ checkGradient_1() [2/3]

template<class Real>
std::vector< std::vector< Real > > ROL::Objective_SimOpt< Real >::checkGradient_1 ( const Vector< Real > & u,
const Vector< Real > & z,
const Vector< Real > & g,
const Vector< Real > & d,
const bool printToStream,
std::ostream & outStream,
const int numSteps,
const int order )
inline

Definition at line 246 of file ROL_Objective_SimOpt.hpp.

References checkGradient_1().

◆ checkGradient_1() [3/3]

template<class Real>
std::vector< std::vector< Real > > ROL::Objective_SimOpt< Real >::checkGradient_1 ( const Vector< Real > & u,
const Vector< Real > & z,
const Vector< Real > & g,
const Vector< Real > & d,
const std::vector< Real > & steps,
const bool printToStream,
std::ostream & outStream,
const int order )
inline

◆ checkGradient_2() [1/3]

template<class Real>
std::vector< std::vector< Real > > ROL::Objective_SimOpt< Real >::checkGradient_2 ( const Vector< Real > & u,
const Vector< Real > & z,
const Vector< Real > & d,
const bool printToStream = true,
std::ostream & outStream = std::cout,
const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
const int order = 1 )
inline

◆ checkGradient_2() [2/3]

template<class Real>
std::vector< std::vector< Real > > ROL::Objective_SimOpt< Real >::checkGradient_2 ( const Vector< Real > & u,
const Vector< Real > & z,
const Vector< Real > & g,
const Vector< Real > & d,
const bool printToStream,
std::ostream & outStream,
const int numSteps,
const int order )
inline

Definition at line 367 of file ROL_Objective_SimOpt.hpp.

References checkGradient_2().

◆ checkGradient_2() [3/3]

template<class Real>
std::vector< std::vector< Real > > ROL::Objective_SimOpt< Real >::checkGradient_2 ( const Vector< Real > & u,
const Vector< Real > & z,
const Vector< Real > & g,
const Vector< Real > & d,
const std::vector< Real > & steps,
const bool printToStream,
std::ostream & outStream,
const int order )
inline

◆ checkHessVec_11() [1/4]

template<class Real>
std::vector< std::vector< Real > > ROL::Objective_SimOpt< Real >::checkHessVec_11 ( const Vector< Real > & u,
const Vector< Real > & z,
const Vector< Real > & v,
const bool printToStream = true,
std::ostream & outStream = std::cout,
const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
const int order = 1 )
inline

◆ checkHessVec_11() [2/4]

template<class Real>
std::vector< std::vector< Real > > ROL::Objective_SimOpt< Real >::checkHessVec_11 ( const Vector< Real > & u,
const Vector< Real > & z,
const Vector< Real > & v,
const std::vector< Real > & steps,
const bool printToStream = true,
std::ostream & outStream = std::cout,
const int order = 1 )
inline

Definition at line 490 of file ROL_Objective_SimOpt.hpp.

References checkHessVec_11(), and ROL::Vector< Real >::dual().

◆ checkHessVec_11() [3/4]

template<class Real>
std::vector< std::vector< Real > > ROL::Objective_SimOpt< Real >::checkHessVec_11 ( const Vector< Real > & u,
const Vector< Real > & z,
const Vector< Real > & hv,
const Vector< Real > & v,
const bool printToStream,
std::ostream & outStream,
const int numSteps,
const int order )
inline

Definition at line 502 of file ROL_Objective_SimOpt.hpp.

References checkHessVec_11().

◆ checkHessVec_11() [4/4]

template<class Real>
std::vector< std::vector< Real > > ROL::Objective_SimOpt< Real >::checkHessVec_11 ( const Vector< Real > & u,
const Vector< Real > & z,
const Vector< Real > & hv,
const Vector< Real > & v,
const std::vector< Real > & steps,
const bool printToStream,
std::ostream & outStream,
const int order )
inline

◆ checkHessVec_12() [1/4]

template<class Real>
std::vector< std::vector< Real > > ROL::Objective_SimOpt< Real >::checkHessVec_12 ( const Vector< Real > & u,
const Vector< Real > & z,
const Vector< Real > & v,
const bool printToStream = true,
std::ostream & outStream = std::cout,
const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
const int order = 1 )
inline

◆ checkHessVec_12() [2/4]

template<class Real>
std::vector< std::vector< Real > > ROL::Objective_SimOpt< Real >::checkHessVec_12 ( const Vector< Real > & u,
const Vector< Real > & z,
const Vector< Real > & v,
const std::vector< Real > & steps,
const bool printToStream = true,
std::ostream & outStream = std::cout,
const int order = 1 )
inline

Definition at line 635 of file ROL_Objective_SimOpt.hpp.

References checkHessVec_12(), and ROL::Vector< Real >::dual().

◆ checkHessVec_12() [3/4]

template<class Real>
std::vector< std::vector< Real > > ROL::Objective_SimOpt< Real >::checkHessVec_12 ( const Vector< Real > & u,
const Vector< Real > & z,
const Vector< Real > & hv,
const Vector< Real > & v,
const bool printToStream,
std::ostream & outStream,
const int numSteps,
const int order )
inline

Definition at line 646 of file ROL_Objective_SimOpt.hpp.

References checkHessVec_12().

◆ checkHessVec_12() [4/4]

template<class Real>
std::vector< std::vector< Real > > ROL::Objective_SimOpt< Real >::checkHessVec_12 ( const Vector< Real > & u,
const Vector< Real > & z,
const Vector< Real > & hv,
const Vector< Real > & v,
const std::vector< Real > & steps,
const bool printToStream,
std::ostream & outStream,
const int order )
inline

◆ checkHessVec_21() [1/4]

template<class Real>
std::vector< std::vector< Real > > ROL::Objective_SimOpt< Real >::checkHessVec_21 ( const Vector< Real > & u,
const Vector< Real > & z,
const Vector< Real > & v,
const bool printToStream = true,
std::ostream & outStream = std::cout,
const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
const int order = 1 )
inline

◆ checkHessVec_21() [2/4]

template<class Real>
std::vector< std::vector< Real > > ROL::Objective_SimOpt< Real >::checkHessVec_21 ( const Vector< Real > & u,
const Vector< Real > & z,
const Vector< Real > & v,
const std::vector< Real > & steps,
const bool printToStream = true,
std::ostream & outStream = std::cout,
const int order = 1 )
inline

Definition at line 781 of file ROL_Objective_SimOpt.hpp.

References checkHessVec_21(), and ROL::Vector< Real >::dual().

◆ checkHessVec_21() [3/4]

template<class Real>
std::vector< std::vector< Real > > ROL::Objective_SimOpt< Real >::checkHessVec_21 ( const Vector< Real > & u,
const Vector< Real > & z,
const Vector< Real > & hv,
const Vector< Real > & v,
const bool printToStream,
std::ostream & outStream,
const int numSteps,
const int order )
inline

Definition at line 793 of file ROL_Objective_SimOpt.hpp.

References checkHessVec_21().

◆ checkHessVec_21() [4/4]

template<class Real>
std::vector< std::vector< Real > > ROL::Objective_SimOpt< Real >::checkHessVec_21 ( const Vector< Real > & u,
const Vector< Real > & z,
const Vector< Real > & hv,
const Vector< Real > & v,
const std::vector< Real > & steps,
const bool printToStream,
std::ostream & outStream,
const int order )
inline

◆ checkHessVec_22() [1/4]

template<class Real>
std::vector< std::vector< Real > > ROL::Objective_SimOpt< Real >::checkHessVec_22 ( const Vector< Real > & u,
const Vector< Real > & z,
const Vector< Real > & v,
const bool printToStream = true,
std::ostream & outStream = std::cout,
const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
const int order = 1 )
inline

◆ checkHessVec_22() [2/4]

template<class Real>
std::vector< std::vector< Real > > ROL::Objective_SimOpt< Real >::checkHessVec_22 ( const Vector< Real > & u,
const Vector< Real > & z,
const Vector< Real > & v,
const std::vector< Real > & steps,
const bool printToStream = true,
std::ostream & outStream = std::cout,
const int order = 1 )
inline

Definition at line 928 of file ROL_Objective_SimOpt.hpp.

References checkHessVec_22(), and ROL::Vector< Real >::dual().

◆ checkHessVec_22() [3/4]

template<class Real>
std::vector< std::vector< Real > > ROL::Objective_SimOpt< Real >::checkHessVec_22 ( const Vector< Real > & u,
const Vector< Real > & z,
const Vector< Real > & hv,
const Vector< Real > & v,
const bool printToStream,
std::ostream & outStream,
const int numSteps,
const int order )
inline

Definition at line 940 of file ROL_Objective_SimOpt.hpp.

References checkHessVec_22().

◆ checkHessVec_22() [4/4]

template<class Real>
std::vector< std::vector< Real > > ROL::Objective_SimOpt< Real >::checkHessVec_22 ( const Vector< Real > & u,
const Vector< Real > & z,
const Vector< Real > & hv,
const Vector< Real > & v,
const std::vector< Real > & steps,
const bool printToStream,
std::ostream & outStream,
const int order )
inline

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