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

#include <ROL_HelperFunctions.hpp>

Inheritance diagram for ROL::ProjectedObjective< Real >:

Public Member Functions

 ProjectedObjective (Objective< Real > &obj, BoundConstraint< Real > &con, ROL::Ptr< Secant< Real > > &secant, bool useSecantPrecond=false, bool useSecantHessVec=false, Real eps=0.0)
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)
Real dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol)
void hessVec (Vector< Real > &Hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
void invHessVec (Vector< Real > &Hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
void precond (Vector< Real > &Mv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
void reducedHessVec (Vector< Real > &Hv, const Vector< Real > &v, const Vector< Real > &p, const Vector< Real > &d, const Vector< Real > &x, Real &tol)
 Apply the reduced Hessian to a vector, v. The reduced Hessian first removes elements of v corresponding to the feasible indices from the point p in the direction -d. Hv the Hessian times a vector v input vector p starting point for tangent cone d negative of search direction x current iteration vector tol objective function tolerance.
void reducedHessVec (Vector< Real > &Hv, const Vector< Real > &v, const Vector< Real > &p, const Vector< Real > &x, Real &tol)
 Apply the reduced Hessian to a vector, v. The reduced Hessian first removes elements of v corresponding to the feasible indices from the point p. Hv the Hessian times a vector v input vector p starting point for tangent cone x current iteration vector tol objective function tolerance.
void reducedInvHessVec (Vector< Real > &Hv, const Vector< Real > &v, const Vector< Real > &p, const Vector< Real > &d, const Vector< Real > &x, Real &tol)
 Apply the reduced inverse Hessian to a vector, v.
The reduced inverse Hessian first removes elements of v corresponding to the feasible indices from the point p in the direction -d. Hv the inverse Hessian times a vector v input vector p starting point for tangent cone d negative of search direction x current iteration vector tol objective function tolerance.
void reducedInvHessVec (Vector< Real > &Hv, const Vector< Real > &v, const Vector< Real > &p, const Vector< Real > &x, Real &tol)
 Apply the reduced inverse Hessian to a vector, v.
The reduced inverse Hessian first removes elements of v corresponding to the feasible indices from the point p. Hv the inverse Hessian times a vector v input vector p starting point for tangent cone x current iteration vector tol objective function tolerance.
void reducedPrecond (Vector< Real > &Mv, const Vector< Real > &v, const Vector< Real > &p, const Vector< Real > &d, const Vector< Real > &x, Real &tol)
 Apply the reduced preconditioner to a vector, v.
The reduced preconditioner first removes elements of v corresponding to the feasible indices from the point p in the direction -d. Hv the preconditioner times a vector v input vector p starting point for tangent cone d negative of search direction x current iteration vector tol objective function tolerance.
void reducedPrecond (Vector< Real > &Mv, const Vector< Real > &v, const Vector< Real > &p, const Vector< Real > &x, Real &tol)
 Apply the reduced preconditioner to a vector, v.
The reduced preconditioner first removes elements of v corresponding to the feasible indices from the point p. Hv the preconditioner times a vector v input vector p starting point for tangent cone x current iteration vector tol objective function tolerance.
void project (Vector< Real > &x)
void pruneActive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x)
void pruneActive (Vector< Real > &v, const Vector< Real > &x)
void pruneInactive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x)
void pruneInactive (Vector< Real > &v, const Vector< Real > &x)
bool isFeasible (const Vector< Real > &v)
bool isConActivated (void)
void computeProjectedStep (Vector< Real > &v, const Vector< Real > &x)
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

ROL::Ptr< Objective< Real > > obj_
ROL::Ptr< BoundConstraint< Real > > con_
ROL::Ptr< Secant< Real > > secant_
ROL::Ptr< ROL::Vector< Real > > primalV_
ROL::Ptr< ROL::Vector< Real > > dualV_
bool isInitialized_
bool useSecantPrecond_
bool useSecantHessVec_
Real eps_

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::ProjectedObjective< Real >

Definition at line 213 of file ROL_HelperFunctions.hpp.

Constructor & Destructor Documentation

◆ ProjectedObjective()

template<class Real>
ROL::ProjectedObjective< Real >::ProjectedObjective ( Objective< Real > & obj,
BoundConstraint< Real > & con,
ROL::Ptr< Secant< Real > > & secant,
bool useSecantPrecond = false,
bool useSecantHessVec = false,
Real eps = 0.0 )
inline

Definition at line 228 of file ROL_HelperFunctions.hpp.

References con_, eps_, isInitialized_, obj_, ROL::ROL::Objective< Real >::Objective(), secant_, useSecantHessVec_, and useSecantPrecond_.

Member Function Documentation

◆ update()

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

Definition at line 240 of file ROL_HelperFunctions.hpp.

References con_, and obj_.

◆ value()

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

Definition at line 245 of file ROL_HelperFunctions.hpp.

References obj_.

◆ gradient()

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

Definition at line 249 of file ROL_HelperFunctions.hpp.

References obj_.

◆ dirDeriv()

template<class Real>
Real ROL::ProjectedObjective< Real >::dirDeriv ( const Vector< Real > & x,
const Vector< Real > & d,
Real & tol )
inline

Definition at line 253 of file ROL_HelperFunctions.hpp.

References obj_.

◆ hessVec()

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

Definition at line 257 of file ROL_HelperFunctions.hpp.

References obj_, secant_, and useSecantHessVec_.

Referenced by reducedHessVec(), and reducedHessVec().

◆ invHessVec()

template<class Real>
void ROL::ProjectedObjective< Real >::invHessVec ( Vector< Real > & Hv,
const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
inline

Definition at line 266 of file ROL_HelperFunctions.hpp.

References obj_, secant_, and useSecantHessVec_.

Referenced by reducedInvHessVec(), and reducedInvHessVec().

◆ precond()

template<class Real>
void ROL::ProjectedObjective< Real >::precond ( Vector< Real > & Mv,
const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
inline

Definition at line 275 of file ROL_HelperFunctions.hpp.

References obj_, secant_, and useSecantPrecond_.

Referenced by reducedPrecond(), and reducedPrecond().

◆ reducedHessVec() [1/2]

template<class Real>
void ROL::ProjectedObjective< Real >::reducedHessVec ( Vector< Real > & Hv,
const Vector< Real > & v,
const Vector< Real > & p,
const Vector< Real > & d,
const Vector< Real > & x,
Real & tol )
inline

Apply the reduced Hessian to a vector, v. The reduced Hessian first removes elements of v corresponding to the feasible indices from the point p in the direction -d. Hv the Hessian times a vector v input vector p starting point for tangent cone d negative of search direction x current iteration vector tol objective function tolerance.

Definition at line 295 of file ROL_HelperFunctions.hpp.

References ROL::Vector< Real >::clone(), con_, ROL::Vector< Real >::dual(), dualV_, eps_, hessVec(), isInitialized_, ROL::Vector< Real >::plus(), and primalV_.

◆ reducedHessVec() [2/2]

template<class Real>
void ROL::ProjectedObjective< Real >::reducedHessVec ( Vector< Real > & Hv,
const Vector< Real > & v,
const Vector< Real > & p,
const Vector< Real > & x,
Real & tol )
inline

Apply the reduced Hessian to a vector, v. The reduced Hessian first removes elements of v corresponding to the feasible indices from the point p. Hv the Hessian times a vector v input vector p starting point for tangent cone x current iteration vector tol objective function tolerance.

Definition at line 335 of file ROL_HelperFunctions.hpp.

References ROL::Vector< Real >::clone(), con_, ROL::Vector< Real >::dual(), dualV_, eps_, hessVec(), isInitialized_, ROL::Vector< Real >::plus(), and primalV_.

◆ reducedInvHessVec() [1/2]

template<class Real>
void ROL::ProjectedObjective< Real >::reducedInvHessVec ( Vector< Real > & Hv,
const Vector< Real > & v,
const Vector< Real > & p,
const Vector< Real > & d,
const Vector< Real > & x,
Real & tol )
inline

Apply the reduced inverse Hessian to a vector, v.
The reduced inverse Hessian first removes elements of v corresponding to the feasible indices from the point p in the direction -d. Hv the inverse Hessian times a vector v input vector p starting point for tangent cone d negative of search direction x current iteration vector tol objective function tolerance.

Definition at line 376 of file ROL_HelperFunctions.hpp.

References ROL::Vector< Real >::clone(), con_, ROL::Vector< Real >::dual(), dualV_, eps_, invHessVec(), isInitialized_, ROL::Vector< Real >::plus(), and primalV_.

◆ reducedInvHessVec() [2/2]

template<class Real>
void ROL::ProjectedObjective< Real >::reducedInvHessVec ( Vector< Real > & Hv,
const Vector< Real > & v,
const Vector< Real > & p,
const Vector< Real > & x,
Real & tol )
inline

Apply the reduced inverse Hessian to a vector, v.
The reduced inverse Hessian first removes elements of v corresponding to the feasible indices from the point p. Hv the inverse Hessian times a vector v input vector p starting point for tangent cone x current iteration vector tol objective function tolerance.

Definition at line 416 of file ROL_HelperFunctions.hpp.

References ROL::Vector< Real >::clone(), con_, ROL::Vector< Real >::dual(), dualV_, eps_, invHessVec(), isInitialized_, ROL::Vector< Real >::plus(), and primalV_.

◆ reducedPrecond() [1/2]

template<class Real>
void ROL::ProjectedObjective< Real >::reducedPrecond ( Vector< Real > & Mv,
const Vector< Real > & v,
const Vector< Real > & p,
const Vector< Real > & d,
const Vector< Real > & x,
Real & tol )
inline

Apply the reduced preconditioner to a vector, v.
The reduced preconditioner first removes elements of v corresponding to the feasible indices from the point p in the direction -d. Hv the preconditioner times a vector v input vector p starting point for tangent cone d negative of search direction x current iteration vector tol objective function tolerance.

Definition at line 457 of file ROL_HelperFunctions.hpp.

References ROL::Vector< Real >::clone(), con_, ROL::Vector< Real >::dual(), dualV_, eps_, isInitialized_, ROL::Vector< Real >::plus(), precond(), and primalV_.

◆ reducedPrecond() [2/2]

template<class Real>
void ROL::ProjectedObjective< Real >::reducedPrecond ( Vector< Real > & Mv,
const Vector< Real > & v,
const Vector< Real > & p,
const Vector< Real > & x,
Real & tol )
inline

Apply the reduced preconditioner to a vector, v.
The reduced preconditioner first removes elements of v corresponding to the feasible indices from the point p. Hv the preconditioner times a vector v input vector p starting point for tangent cone x current iteration vector tol objective function tolerance.

Definition at line 497 of file ROL_HelperFunctions.hpp.

References ROL::Vector< Real >::clone(), con_, ROL::Vector< Real >::dual(), dualV_, eps_, isInitialized_, ROL::Vector< Real >::plus(), precond(), and primalV_.

◆ project()

template<class Real>
void ROL::ProjectedObjective< Real >::project ( Vector< Real > & x)
inline

Definition at line 527 of file ROL_HelperFunctions.hpp.

References con_.

◆ pruneActive() [1/2]

template<class Real>
void ROL::ProjectedObjective< Real >::pruneActive ( Vector< Real > & v,
const Vector< Real > & g,
const Vector< Real > & x )
inline

Definition at line 531 of file ROL_HelperFunctions.hpp.

References con_, and eps_.

◆ pruneActive() [2/2]

template<class Real>
void ROL::ProjectedObjective< Real >::pruneActive ( Vector< Real > & v,
const Vector< Real > & x )
inline

Definition at line 535 of file ROL_HelperFunctions.hpp.

References con_, and eps_.

◆ pruneInactive() [1/2]

template<class Real>
void ROL::ProjectedObjective< Real >::pruneInactive ( Vector< Real > & v,
const Vector< Real > & g,
const Vector< Real > & x )
inline

Definition at line 539 of file ROL_HelperFunctions.hpp.

References con_, and eps_.

◆ pruneInactive() [2/2]

template<class Real>
void ROL::ProjectedObjective< Real >::pruneInactive ( Vector< Real > & v,
const Vector< Real > & x )
inline

Definition at line 543 of file ROL_HelperFunctions.hpp.

References con_, and eps_.

◆ isFeasible()

template<class Real>
bool ROL::ProjectedObjective< Real >::isFeasible ( const Vector< Real > & v)
inline

Definition at line 547 of file ROL_HelperFunctions.hpp.

References con_.

◆ isConActivated()

template<class Real>
bool ROL::ProjectedObjective< Real >::isConActivated ( void )
inline

Definition at line 551 of file ROL_HelperFunctions.hpp.

References con_.

◆ computeProjectedStep()

template<class Real>
void ROL::ProjectedObjective< Real >::computeProjectedStep ( Vector< Real > & v,
const Vector< Real > & x )
inline

Definition at line 555 of file ROL_HelperFunctions.hpp.

References con_.

Member Data Documentation

◆ obj_

template<class Real>
ROL::Ptr<Objective<Real> > ROL::ProjectedObjective< Real >::obj_
private

Definition at line 215 of file ROL_HelperFunctions.hpp.

Referenced by dirDeriv(), gradient(), hessVec(), invHessVec(), precond(), ProjectedObjective(), update(), and value().

◆ con_

template<class Real>
ROL::Ptr<BoundConstraint<Real> > ROL::ProjectedObjective< Real >::con_
private

Definition at line 216 of file ROL_HelperFunctions.hpp.

Referenced by computeProjectedStep(), isConActivated(), isFeasible(), project(), ProjectedObjective(), pruneActive(), pruneActive(), pruneInactive(), pruneInactive(), reducedHessVec(), reducedHessVec(), reducedInvHessVec(), reducedInvHessVec(), reducedPrecond(), reducedPrecond(), and update().

◆ secant_

template<class Real>
ROL::Ptr<Secant<Real> > ROL::ProjectedObjective< Real >::secant_
private

Definition at line 217 of file ROL_HelperFunctions.hpp.

Referenced by hessVec(), invHessVec(), precond(), and ProjectedObjective().

◆ primalV_

template<class Real>
ROL::Ptr<ROL::Vector<Real> > ROL::ProjectedObjective< Real >::primalV_
private

Definition at line 219 of file ROL_HelperFunctions.hpp.

Referenced by reducedHessVec(), reducedHessVec(), reducedInvHessVec(), reducedInvHessVec(), reducedPrecond(), and reducedPrecond().

◆ dualV_

template<class Real>
ROL::Ptr<ROL::Vector<Real> > ROL::ProjectedObjective< Real >::dualV_
private

Definition at line 220 of file ROL_HelperFunctions.hpp.

Referenced by reducedHessVec(), reducedHessVec(), reducedInvHessVec(), reducedInvHessVec(), reducedPrecond(), and reducedPrecond().

◆ isInitialized_

template<class Real>
bool ROL::ProjectedObjective< Real >::isInitialized_
private

Definition at line 221 of file ROL_HelperFunctions.hpp.

Referenced by ProjectedObjective(), reducedHessVec(), reducedHessVec(), reducedInvHessVec(), reducedInvHessVec(), reducedPrecond(), and reducedPrecond().

◆ useSecantPrecond_

template<class Real>
bool ROL::ProjectedObjective< Real >::useSecantPrecond_
private

Definition at line 223 of file ROL_HelperFunctions.hpp.

Referenced by precond(), and ProjectedObjective().

◆ useSecantHessVec_

template<class Real>
bool ROL::ProjectedObjective< Real >::useSecantHessVec_
private

Definition at line 224 of file ROL_HelperFunctions.hpp.

Referenced by hessVec(), invHessVec(), and ProjectedObjective().

◆ eps_

template<class Real>
Real ROL::ProjectedObjective< Real >::eps_
private

Definition at line 225 of file ROL_HelperFunctions.hpp.

Referenced by ProjectedObjective(), pruneActive(), pruneActive(), pruneInactive(), pruneInactive(), reducedHessVec(), reducedHessVec(), reducedInvHessVec(), reducedInvHessVec(), reducedPrecond(), and reducedPrecond().

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