ROL
Public Member Functions | Private Member Functions | Private Attributes | List of all members
ROL::PH_bPOEObjective< Real > Class Template Reference
User Interface » Functional Interface

Provides the interface for the progressive hedging probability objective. More...

#include <ROL_PH_bPOEObjective.hpp>

Inheritance diagram for ROL::PH_bPOEObjective< Real >:

Public Member Functions

 PH_bPOEObjective (const Ptr< Objective< Real > > &obj, ParameterList &parlist)
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 setParameter (const std::vector< Real > &param)
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.

Private Member Functions

void getValue (const Vector< Real > &x, Real &tol)
void getGradient (const Vector< Real > &x, Real &tol)
Ptr< const Vector< Real > > getConstVector (const Vector< Real > &x) const
Ptr< Vector< Real > > getVector (Vector< Real > &x) const
Ptr< const std::vector< Real > > getConstStat (const Vector< Real > &x) const
Ptr< std::vector< Real > > getStat (Vector< Real > &x) const
Real pplus (const Real x, const int deriv=0) const
Real bPOEobjective (const Real t, const Real x, const int deriv=0) const

Private Attributes

const Ptr< Objective< Real > > obj_
Real threshold_
Real order_
bool isValueComputed_
Real val_
bool isGradientInitialized_
bool isGradientComputed_
Ptr< Vector< Real > > g_

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::PH_bPOEObjective< Real >

Provides the interface for the progressive hedging probability objective.

Definition at line 24 of file ROL_PH_bPOEObjective.hpp.

Constructor & Destructor Documentation

◆ PH_bPOEObjective()

template<class Real>
ROL::PH_bPOEObjective< Real >::PH_bPOEObjective ( const Ptr< Objective< Real > > & obj,
ParameterList & parlist )
inline

Definition at line 115 of file ROL_PH_bPOEObjective.hpp.

References isGradientComputed_, isGradientInitialized_, isValueComputed_, obj_, ROL::ROL::Objective< Real >::Objective(), order_, and threshold_.

Member Function Documentation

◆ getValue()

template<class Real>
void ROL::PH_bPOEObjective< Real >::getValue ( const Vector< Real > & x,
Real & tol )
inlineprivate

Definition at line 37 of file ROL_PH_bPOEObjective.hpp.

References isValueComputed_, obj_, and val_.

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

◆ getGradient()

template<class Real>
void ROL::PH_bPOEObjective< Real >::getGradient ( const Vector< Real > & x,
Real & tol )
inlineprivate

Definition at line 44 of file ROL_PH_bPOEObjective.hpp.

References ROL::Vector< Real >::clone(), ROL::Vector< Real >::dual(), g_, isGradientComputed_, isGradientInitialized_, and obj_.

Referenced by gradient(), and hessVec().

◆ getConstVector()

template<class Real>
Ptr< const Vector< Real > > ROL::PH_bPOEObjective< Real >::getConstVector ( const Vector< Real > & x) const
inlineprivate

Definition at line 55 of file ROL_PH_bPOEObjective.hpp.

References ROL::RiskVector< Real >::getVector().

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

◆ getVector()

template<class Real>
Ptr< Vector< Real > > ROL::PH_bPOEObjective< Real >::getVector ( Vector< Real > & x) const
inlineprivate

Definition at line 60 of file ROL_PH_bPOEObjective.hpp.

References ROL::RiskVector< Real >::getVector().

Referenced by gradient(), and hessVec().

◆ getConstStat()

template<class Real>
Ptr< const std::vector< Real > > ROL::PH_bPOEObjective< Real >::getConstStat ( const Vector< Real > & x) const
inlineprivate

Definition at line 65 of file ROL_PH_bPOEObjective.hpp.

References ROL::RiskVector< Real >::getStatistic().

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

◆ getStat()

template<class Real>
Ptr< std::vector< Real > > ROL::PH_bPOEObjective< Real >::getStat ( Vector< Real > & x) const
inlineprivate

Definition at line 74 of file ROL_PH_bPOEObjective.hpp.

References ROL::RiskVector< Real >::getStatistic().

Referenced by gradient(), and hessVec().

◆ pplus()

template<class Real>
Real ROL::PH_bPOEObjective< Real >::pplus ( const Real x,
const int deriv = 0 ) const
inlineprivate

Definition at line 84 of file ROL_PH_bPOEObjective.hpp.

References order_, and zero.

Referenced by bPOEobjective().

◆ bPOEobjective()

template<class Real>
Real ROL::PH_bPOEObjective< Real >::bPOEobjective ( const Real t,
const Real x,
const int deriv = 0 ) const
inlineprivate

Definition at line 107 of file ROL_PH_bPOEObjective.hpp.

References pplus(), and threshold_.

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

◆ update()

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

Definition at line 126 of file ROL_PH_bPOEObjective.hpp.

References getConstVector(), isGradientComputed_, isValueComputed_, and obj_.

◆ value()

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

Definition at line 133 of file ROL_PH_bPOEObjective.hpp.

References bPOEobjective(), getConstStat(), getConstVector(), getValue(), and val_.

◆ gradient()

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

Definition at line 142 of file ROL_PH_bPOEObjective.hpp.

References bPOEobjective(), g_, getConstStat(), getConstVector(), getGradient(), getStat(), getValue(), getVector(), threshold_, and val_.

◆ hessVec()

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

Definition at line 156 of file ROL_PH_bPOEObjective.hpp.

References bPOEobjective(), g_, getConstStat(), getConstVector(), getGradient(), getStat(), getValue(), getVector(), obj_, threshold_, and val_.

◆ setParameter()

template<class Real>
void ROL::PH_bPOEObjective< Real >::setParameter ( const std::vector< Real > & param)
inlinevirtual

Reimplemented from ROL::ROL::Objective< Real >.

Definition at line 176 of file ROL_PH_bPOEObjective.hpp.

References obj_, and ROL::Objective< Real >::setParameter().

Member Data Documentation

◆ obj_

template<class Real>
const Ptr<Objective<Real> > ROL::PH_bPOEObjective< Real >::obj_
private

Definition at line 26 of file ROL_PH_bPOEObjective.hpp.

Referenced by getGradient(), getValue(), hessVec(), PH_bPOEObjective(), setParameter(), and update().

◆ threshold_

template<class Real>
Real ROL::PH_bPOEObjective< Real >::threshold_
private

Definition at line 27 of file ROL_PH_bPOEObjective.hpp.

Referenced by bPOEobjective(), gradient(), hessVec(), and PH_bPOEObjective().

◆ order_

template<class Real>
Real ROL::PH_bPOEObjective< Real >::order_
private

Definition at line 28 of file ROL_PH_bPOEObjective.hpp.

Referenced by PH_bPOEObjective(), and pplus().

◆ isValueComputed_

template<class Real>
bool ROL::PH_bPOEObjective< Real >::isValueComputed_
private

Definition at line 30 of file ROL_PH_bPOEObjective.hpp.

Referenced by getValue(), PH_bPOEObjective(), and update().

◆ val_

template<class Real>
Real ROL::PH_bPOEObjective< Real >::val_
private

Definition at line 31 of file ROL_PH_bPOEObjective.hpp.

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

◆ isGradientInitialized_

template<class Real>
bool ROL::PH_bPOEObjective< Real >::isGradientInitialized_
private

Definition at line 33 of file ROL_PH_bPOEObjective.hpp.

Referenced by getGradient(), and PH_bPOEObjective().

◆ isGradientComputed_

template<class Real>
bool ROL::PH_bPOEObjective< Real >::isGradientComputed_
private

Definition at line 34 of file ROL_PH_bPOEObjective.hpp.

Referenced by getGradient(), PH_bPOEObjective(), and update().

◆ g_

template<class Real>
Ptr<Vector<Real> > ROL::PH_bPOEObjective< Real >::g_
private

Definition at line 35 of file ROL_PH_bPOEObjective.hpp.

Referenced by getGradient(), gradient(), and hessVec().

The documentation for this class was generated from the following file:
Generated by doxygen 1.15.0