#include <ROL_PD_HMCR2.hpp>

Inheritance diagram for ROL::PD_HMCR2< Real >:

Public Member Functions
	PD_HMCR2 (const Real beta)
void	setStorage (const Ptr< ScalarController< Real > > &value_storage, const Ptr< VectorController< Real > > &gradient_storage)
void	setHessVecStorage (const Ptr< ScalarController< Real > > &gradvec_storage, const Ptr< VectorController< Real > > &hessvec_storage)
Real	computeDual (SampleGenerator< Real > &sampler)
void	initialize (const Vector< Real > &x)
void	updateValue (Objective< Real > &obj, const Vector< Real > &x, const std::vector< Real > &xstat, Real &tol)
Real	getValue (const Vector< Real > &x, const std::vector< Real > &xstat, SampleGenerator< Real > &sampler)
void	updateGradient (Objective< Real > &obj, const Vector< Real > &x, const std::vector< Real > &xstat, Real &tol)
void	getGradient (Vector< Real > &g, std::vector< Real > &gstat, const Vector< Real > &x, const std::vector< Real > &xstat, SampleGenerator< Real > &sampler)
void	updateHessVec (Objective< Real > &obj, const Vector< Real > &v, const std::vector< Real > &vstat, const Vector< Real > &x, const std::vector< Real > &xstat, Real &tol)
void	getHessVec (Vector< Real > &hv, std::vector< Real > &hvstat, const Vector< Real > &v, const std::vector< Real > &vstat, const Vector< Real > &x, const std::vector< Real > &xstat, SampleGenerator< Real > &sampler)
Public Member Functions inherited from ROL::PD_RandVarFunctional< Real >
	PD_RandVarFunctional (void)
void	setData (SampleGenerator< Real > &sampler, const Real pen, const Real lam=0.0)
void	updateDual (SampleGenerator< Real > &sampler)
void	updatePenalty (const Real pen)

Private Member Functions
void	initializeStorage (void)
void	clear (void)
void	checkInputs (void)

Private Attributes
Real	beta_
Real	mScalar1_
Real	mScalar2_
Ptr< ScalarController< Real > >	values_
Ptr< ScalarController< Real > >	gradvecs_
Ptr< VectorController< Real > >	gradients_
Ptr< VectorController< Real > >	hessvecs_

Additional Inherited Members
Protected Member Functions inherited from ROL::PD_RandVarFunctional< Real >
void	setValue (const Real val, const std::vector< Real > &pt)
void	getMultiplier (Real &lam, const std::vector< Real > &pt) const
void	setMultiplier (Real &lam, const std::vector< Real > &pt)
Real	getPenaltyParameter (void) const
Real	ppf (const Real x, const Real t, const Real r, const int deriv=0) const

Detailed Description

template<class Real>
class ROL::PD_HMCR2< Real >

Definition at line 19 of file ROL_PD_HMCR2.hpp.

Constructor & Destructor Documentation

◆ PD_HMCR2()

template<class Real>

ROL::PD_HMCR2< Real >::PD_HMCR2 ( const Real beta )

inline

Definition at line 71 of file ROL_PD_HMCR2.hpp.

References beta_, checkInputs(), and ROL::PD_RandVarFunctional< Real >::PD_RandVarFunctional().

Member Function Documentation

◆ initializeStorage()

template<class Real>

void ROL::PD_HMCR2< Real >::initializeStorage ( void )

inlineprivate

Definition at line 48 of file ROL_PD_HMCR2.hpp.

References gradients_, gradvecs_, hessvecs_, and values_.

Referenced by checkInputs().

◆ clear()

template<class Real>

void ROL::PD_HMCR2< Real >::clear ( void )

inlineprivate

Definition at line 58 of file ROL_PD_HMCR2.hpp.

References gradvecs_, and hessvecs_.

Referenced by initialize().

◆ checkInputs()

template<class Real>

void ROL::PD_HMCR2< Real >::checkInputs ( void )

inlineprivate

Definition at line 63 of file ROL_PD_HMCR2.hpp.

References beta_, initializeStorage(), and zero.

Referenced by PD_HMCR2().

◆ setStorage()

template<class Real>

void ROL::PD_HMCR2< Real >::setStorage	(	const Ptr< ScalarController< Real > > &	value_storage,
		const Ptr< VectorController< Real > > &	gradient_storage )

inlinevirtual

Reimplemented from ROL::PD_RandVarFunctional< Real >.

Definition at line 76 of file ROL_PD_HMCR2.hpp.

References gradients_, ROL::PD_RandVarFunctional< Real >::setStorage(), and values_.

◆ setHessVecStorage()

template<class Real>

void ROL::PD_HMCR2< Real >::setHessVecStorage	(	const Ptr< ScalarController< Real > > &	gradvec_storage,
		const Ptr< VectorController< Real > > &	hessvec_storage )

inlinevirtual

Reimplemented from ROL::PD_RandVarFunctional< Real >.

Definition at line 83 of file ROL_PD_HMCR2.hpp.

References gradvecs_, hessvecs_, and ROL::PD_RandVarFunctional< Real >::setHessVecStorage().

◆ computeDual()

template<class Real>

Real ROL::PD_HMCR2< Real >::computeDual ( SampleGenerator< Real > & sampler )

inlinevirtual

Reimplemented from ROL::PD_RandVarFunctional< Real >.

Definition at line 90 of file ROL_PD_HMCR2.hpp.

References ROL::PD_RandVarFunctional< Real >::getMultiplier(), ROL::SampleGenerator< Real >::getMyPoint(), ROL::SampleGenerator< Real >::getMyWeight(), ROL::PD_RandVarFunctional< Real >::getPenaltyParameter(), ROL::SampleGenerator< Real >::numMySamples(), ROL::PD_RandVarFunctional< Real >::setMultiplier(), ROL::SampleGenerator< Real >::start(), ROL::SampleGenerator< Real >::sumAll(), values_, and zero.

◆ initialize()

template<class Real>

void ROL::PD_HMCR2< Real >::initialize ( const Vector< Real > & x )

inlinevirtual

Reimplemented from ROL::PD_RandVarFunctional< Real >.

Definition at line 113 of file ROL_PD_HMCR2.hpp.

References clear(), ROL::PD_RandVarFunctional< Real >::initialize(), mScalar1_, and mScalar2_.

◆ updateValue()

template<class Real>

void ROL::PD_HMCR2< Real >::updateValue	(	Objective< Real > &	obj,
		const Vector< Real > &	x,
		const std::vector< Real > &	xstat,
		Real &	tol )

inline

Definition at line 120 of file ROL_PD_HMCR2.hpp.

References ROL::PD_RandVarFunctional< Real >::getMultiplier(), ROL::PD_RandVarFunctional< Real >::getPenaltyParameter(), ROL::PD_RandVarFunctional< Real >::setValue(), and zero.

◆ getValue()

template<class Real>

Real ROL::PD_HMCR2< Real >::getValue	(	const Vector< Real > &	x,
		const std::vector< Real > &	xstat,
		SampleGenerator< Real > &	sampler )

inline

Definition at line 134 of file ROL_PD_HMCR2.hpp.

References beta_, ROL::PD_RandVarFunctional< Real >::getPenaltyParameter(), and ROL::SampleGenerator< Real >::sumAll().

◆ updateGradient()

template<class Real>

void ROL::PD_HMCR2< Real >::updateGradient	(	Objective< Real > &	obj,
		const Vector< Real > &	x,
		const std::vector< Real > &	xstat,
		Real &	tol )

inline

Definition at line 148 of file ROL_PD_HMCR2.hpp.

References ROL::PD_RandVarFunctional< Real >::getMultiplier(), ROL::PD_RandVarFunctional< Real >::getPenaltyParameter(), and zero.

◆ getGradient()

template<class Real>

void ROL::PD_HMCR2< Real >::getGradient	(	Vector< Real > &	g,
		std::vector< Real > &	gstat,
		const Vector< Real > &	x,
		const std::vector< Real > &	xstat,
		SampleGenerator< Real > &	sampler )

inline

Definition at line 166 of file ROL_PD_HMCR2.hpp.

References beta_, ROL::PD_RandVarFunctional< Real >::getPenaltyParameter(), ROL::Vector< Real >::scale(), and ROL::SampleGenerator< Real >::sumAll().

◆ updateHessVec()

template<class Real>

void ROL::PD_HMCR2< Real >::updateHessVec	(	Objective< Real > &	obj,
		const Vector< Real > &	v,
		const std::vector< Real > &	vstat,
		const Vector< Real > &	x,
		const std::vector< Real > &	xstat,
		Real &	tol )

inline

Definition at line 185 of file ROL_PD_HMCR2.hpp.

References ROL::PD_RandVarFunctional< Real >::getMultiplier(), ROL::PD_RandVarFunctional< Real >::getPenaltyParameter(), mScalar1_, mScalar2_, and zero.

◆ getHessVec()

template<class Real>

void ROL::PD_HMCR2< Real >::getHessVec	(	Vector< Real > &	hv,
		std::vector< Real > &	hvstat,
		const Vector< Real > &	v,
		const std::vector< Real > &	vstat,
		const Vector< Real > &	x,
		const std::vector< Real > &	xstat,
		SampleGenerator< Real > &	sampler )

inline

Definition at line 211 of file ROL_PD_HMCR2.hpp.

References ROL::Vector< Real >::axpy(), beta_, ROL::PD_RandVarFunctional< Real >::getPenaltyParameter(), mScalar1_, mScalar2_, ROL::Vector< Real >::scale(), and ROL::SampleGenerator< Real >::sumAll().

Member Data Documentation

◆ beta_

template<class Real>

Real ROL::PD_HMCR2< Real >::beta_

private

Definition at line 21 of file ROL_PD_HMCR2.hpp.

Referenced by checkInputs(), getGradient(), getHessVec(), getValue(), and PD_HMCR2().

◆ mScalar1_

template<class Real>

Real ROL::PD_HMCR2< Real >::mScalar1_

private

Definition at line 22 of file ROL_PD_HMCR2.hpp.

Referenced by getHessVec(), initialize(), and updateHessVec().

◆ mScalar2_

template<class Real>

Real ROL::PD_HMCR2< Real >::mScalar2_

private

Definition at line 22 of file ROL_PD_HMCR2.hpp.

Referenced by getHessVec(), initialize(), and updateHessVec().

◆ values_

template<class Real>

Ptr<ScalarController<Real> > ROL::PD_HMCR2< Real >::values_

private

Definition at line 24 of file ROL_PD_HMCR2.hpp.

Referenced by computeDual(), initializeStorage(), and setStorage().

◆ gradvecs_

template<class Real>

Ptr<ScalarController<Real> > ROL::PD_HMCR2< Real >::gradvecs_

private

Definition at line 25 of file ROL_PD_HMCR2.hpp.

Referenced by clear(), initializeStorage(), and setHessVecStorage().

◆ gradients_

template<class Real>

Ptr<VectorController<Real> > ROL::PD_HMCR2< Real >::gradients_

private

Definition at line 26 of file ROL_PD_HMCR2.hpp.

Referenced by initializeStorage(), and setStorage().

◆ hessvecs_

template<class Real>

Ptr<VectorController<Real> > ROL::PD_HMCR2< Real >::hessvecs_

private

Definition at line 27 of file ROL_PD_HMCR2.hpp.

Referenced by clear(), initializeStorage(), and setHessVecStorage().

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

ROL_PD_HMCR2.hpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ PD_HMCR2()

Member Function Documentation

◆ initializeStorage()

◆ clear()

◆ checkInputs()

◆ setStorage()

◆ setHessVecStorage()

◆ computeDual()

◆ initialize()

◆ updateValue()

◆ getValue()

◆ updateGradient()

◆ getGradient()

◆ updateHessVec()

◆ getHessVec()

Member Data Documentation

◆ beta_

◆ mScalar1_

◆ mScalar2_

◆ values_

◆ gradvecs_

◆ gradients_

◆ hessvecs_