ROL
Public Member Functions | Private Member Functions | Private Attributes | List of all members
ROL::PointwiseCDFObjective< Real > Class Template Reference

#include <ROL_PointwiseCDFObjective.hpp>

Inheritance diagram for ROL::PointwiseCDFObjective< Real >:

Public Member Functions

 PointwiseCDFObjective (const std::vector< ROL::Ptr< Distribution< Real > > > &dist, ROL::Ptr< BatchManager< Real > > &bman, const Real scale=1.e-2)
Real value (const Vector< Real > &x, Real &tol)
void gradient (Vector< Real > &g, 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 Member Functions

Real valueCDF (const int dim, const Real loc, const SROMVector< Real > &x) const
Real gradientCDF (std::vector< Real > &gradx, std::vector< Real > &gradp, const int dim, const Real loc, const SROMVector< Real > &x) const
Real hessVecCDF (std::vector< Real > &hvx, const int dim, const Real loc, const SROMVector< Real > &x, const SROMVector< Real > &v) const

Private Attributes

std::vector< ROL::Ptr< Distribution< Real > > > dist_
ROL::Ptr< BatchManager< Real > > bman_
const Real scale_
const Real sqrt2_
const Real sqrtpi_

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::PointwiseCDFObjective< Real >

Definition at line 23 of file ROL_PointwiseCDFObjective.hpp.

Constructor & Destructor Documentation

◆ PointwiseCDFObjective()

template<class Real>
ROL::PointwiseCDFObjective< Real >::PointwiseCDFObjective ( const std::vector< ROL::Ptr< Distribution< Real > > > & dist,
ROL::Ptr< BatchManager< Real > > & bman,
const Real scale = 1.e-2 )
inline

Definition at line 74 of file ROL_PointwiseCDFObjective.hpp.

References bman_, dist_, ROL::ROL::Objective< Real >::Objective(), scale_, sqrt2_, and sqrtpi_.

Member Function Documentation

◆ valueCDF()

template<class Real>
Real ROL::PointwiseCDFObjective< Real >::valueCDF ( const int dim,
const Real loc,
const SROMVector< Real > & x ) const
inlineprivate

Definition at line 31 of file ROL_PointwiseCDFObjective.hpp.

References dim, scale_, and sqrt2_.

Referenced by value().

◆ gradientCDF()

template<class Real>
Real ROL::PointwiseCDFObjective< Real >::gradientCDF ( std::vector< Real > & gradx,
std::vector< Real > & gradp,
const int dim,
const Real loc,
const SROMVector< Real > & x ) const
inlineprivate

Definition at line 42 of file ROL_PointwiseCDFObjective.hpp.

References dim, scale_, sqrt2_, and sqrtpi_.

Referenced by gradient().

◆ hessVecCDF()

template<class Real>
Real ROL::PointwiseCDFObjective< Real >::hessVecCDF ( std::vector< Real > & hvx,
const int dim,
const Real loc,
const SROMVector< Real > & x,
const SROMVector< Real > & v ) const
inlineprivate

Definition at line 58 of file ROL_PointwiseCDFObjective.hpp.

References dim, scale_, sqrt2_, and sqrtpi_.

◆ value()

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

Definition at line 80 of file ROL_PointwiseCDFObjective.hpp.

References bman_, dist_, and valueCDF().

◆ gradient()

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

Definition at line 96 of file ROL_PointwiseCDFObjective.hpp.

References dist_, and gradientCDF().

Member Data Documentation

◆ dist_

template<class Real>
std::vector<ROL::Ptr<Distribution<Real> > > ROL::PointwiseCDFObjective< Real >::dist_
private

Definition at line 25 of file ROL_PointwiseCDFObjective.hpp.

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

◆ bman_

template<class Real>
ROL::Ptr<BatchManager<Real> > ROL::PointwiseCDFObjective< Real >::bman_
private

Definition at line 26 of file ROL_PointwiseCDFObjective.hpp.

Referenced by PointwiseCDFObjective(), and value().

◆ scale_

template<class Real>
const Real ROL::PointwiseCDFObjective< Real >::scale_
private

Definition at line 27 of file ROL_PointwiseCDFObjective.hpp.

Referenced by gradientCDF(), hessVecCDF(), PointwiseCDFObjective(), and valueCDF().

◆ sqrt2_

template<class Real>
const Real ROL::PointwiseCDFObjective< Real >::sqrt2_
private

Definition at line 28 of file ROL_PointwiseCDFObjective.hpp.

Referenced by gradientCDF(), hessVecCDF(), PointwiseCDFObjective(), and valueCDF().

◆ sqrtpi_

template<class Real>
const Real ROL::PointwiseCDFObjective< Real >::sqrtpi_
private

Definition at line 29 of file ROL_PointwiseCDFObjective.hpp.

Referenced by gradientCDF(), hessVecCDF(), and PointwiseCDFObjective().

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