Provides the interface to evaluate the quadratic quasi-Newton objective. More...

#include <ROL_PQNObjective.hpp>

Inheritance diagram for ROL::PQNObjective< Real >:

Public Member Functions
	PQNObjective (const Ptr< Secant< Real > > &secant, const Vector< Real > &x, const Vector< Real > &g)
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	setAnchor (const Vector< Real > &x, const Vector< Real > &g)
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
const Ptr< Secant< Real > >	secant_
const Ptr< Vector< Real > >	x_
const Ptr< Vector< Real > >	g_
const Ptr< Vector< Real > >	pwa_
const Ptr< Vector< Real > >	dwa_

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::PQNObjective< Real >

Provides the interface to evaluate the quadratic quasi-Newton objective.

This class implements the PQN quasi-Newton objective for use with ROL::TypeB::QuasiNewtonAlgorithm. Given a function \(f:\mathcal{X}\to\mathbb{R}\) and a Hessian approximation \(B_k:\mathcal{X}\to\mathcal{X}^*\), the functional is

\[ q_k(x) = \frac{1}{2}\langle B_k (x-x_k),(x-x_k)\rangle_{\mathcal{X}^*,\mathcal{X}} + \langle f'(x_k), (x-x_k)\rangle_{\mathcal{X}^*,\mathcal{X}}. \]

Definition at line 36 of file ROL_PQNObjective.hpp.

Constructor & Destructor Documentation

◆ PQNObjective()

template<typename Real>

ROL::PQNObjective< Real >::PQNObjective	(	const Ptr< Secant< Real > > &	secant,
		const Vector< Real > &	x,
		const Vector< Real > &	g )

Definition at line 17 of file ROL_PQNObjective_Def.hpp.

References dwa_, g_, pwa_, secant_, setAnchor(), and x_.

Member Function Documentation

◆ value()

template<typename Real>

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

override

Definition at line 25 of file ROL_PQNObjective_Def.hpp.

References dwa_, g_, pwa_, secant_, and x_.

◆ gradient()

template<typename Real>

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

override

Definition at line 35 of file ROL_PQNObjective_Def.hpp.

References g_, ROL::Vector< Real >::plus(), pwa_, secant_, and x_.

◆ hessVec()

template<typename Real>

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

override

Definition at line 43 of file ROL_PQNObjective_Def.hpp.

References secant_.

◆ setAnchor()

template<typename Real>

void ROL::PQNObjective< Real >::setAnchor	(	const Vector< Real > &	x,
		const Vector< Real > &	g )

Definition at line 48 of file ROL_PQNObjective_Def.hpp.

References g_, and x_.

Referenced by PQNObjective().

Member Data Documentation

◆ secant_

template<typename Real>

const Ptr<Secant<Real> > ROL::PQNObjective< Real >::secant_

private

Definition at line 38 of file ROL_PQNObjective.hpp.

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

◆ x_

template<typename Real>

const Ptr<Vector<Real> > ROL::PQNObjective< Real >::x_

private

Definition at line 39 of file ROL_PQNObjective.hpp.

Referenced by gradient(), PQNObjective(), setAnchor(), and value().

◆ g_

template<typename Real>

const Ptr<Vector<Real> > ROL::PQNObjective< Real >::g_

private

Definition at line 39 of file ROL_PQNObjective.hpp.

Referenced by gradient(), PQNObjective(), setAnchor(), and value().

◆ pwa_

template<typename Real>

const Ptr<Vector<Real> > ROL::PQNObjective< Real >::pwa_

private

Definition at line 39 of file ROL_PQNObjective.hpp.

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

◆ dwa_

template<typename Real>

const Ptr<Vector<Real> > ROL::PQNObjective< Real >::dwa_

private

Definition at line 39 of file ROL_PQNObjective.hpp.

Referenced by PQNObjective(), and value().

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

Public Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ PQNObjective()

Member Function Documentation

◆ value()

◆ gradient()

◆ hessVec()

◆ setAnchor()

Member Data Documentation

◆ secant_

◆ x_

◆ g_

◆ pwa_

◆ dwa_