ROL::ReducedDynamicStationaryControlsObjective< Real > Class Template Reference

Defines the reduced time-dependent objective function interface for simulation-based optimization when the controls are stationary (i.e., not time-dependent). More...

#include <ROL_ReducedDynamicStationaryControlsObjective.hpp>

Inheritance diagram for ROL::ReducedDynamicStationaryControlsObjective< Real >:

Public Types
using	size_type = typename std::vector<Real>::size_type

Public Member Functions
	ReducedDynamicStationaryControlsObjective (const Ptr< ReducedDynamicObjective< Real > > &red_dyn_obj, const Ptr< Vector< Real > > &x, const size_type Nt, const Ptr< ReducedDynamicStationaryControlsObjectiveHook< Real > > &hook=nullPtr)
virtual	~ReducedDynamicStationaryControlsObjective ()
void	update (const Vector< Real > &x, UpdateType type, int iter=-1) override
void	update (const Vector< Real > &x, bool flag=true, int iter=-1) override
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
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
Ptr< ReducedDynamicObjective< Real > >	red_dyn_obj_
size_type	Nt_
Ptr< ReducedDynamicStationaryControlsObjectiveHook< Real > >	hook_
Ptr< PartitionedVector< Real > >	x_dyn_
Ptr< PartitionedVector< Real > >	v_dyn_
Ptr< PartitionedVector< Real > >	g_dyn_

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::ReducedDynamicStationaryControlsObjective< Real >

Defines the reduced time-dependent objective function interface for simulation-based optimization when the controls are stationary (i.e., not time-dependent).

Definition at line 43 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.

Member Typedef Documentation

size_type

template<typename Real>

using ROL::ReducedDynamicStationaryControlsObjective< Real >::size_type = typename std::vector<Real>::size_type

Definition at line 46 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.

Constructor & Destructor Documentation

ReducedDynamicStationaryControlsObjective()

template<typename Real>

ROL::ReducedDynamicStationaryControlsObjective< Real >::ReducedDynamicStationaryControlsObjective ( const Ptr< ReducedDynamicObjective< Real > > & red_dyn_obj, const Ptr< Vector< Real > > & x, const size_type Nt, const Ptr< ReducedDynamicStationaryControlsObjectiveHook< Real > > & hook = nullPtr )

inline

Definition at line 48 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.

References ROL::PartitionedVector< Real >::create(), g_dyn_, hook_, Nt_, red_dyn_obj_, v_dyn_, and x_dyn_.

~ReducedDynamicStationaryControlsObjective()

template<typename Real>

virtual ROL::ReducedDynamicStationaryControlsObjective< Real >::~ReducedDynamicStationaryControlsObjective ( )

inlinevirtual

Definition at line 60 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.

Member Function Documentation

update() [1/2]

template<typename Real>

void ROL::ReducedDynamicStationaryControlsObjective< Real >::update ( const Vector< Real > & x, UpdateType type, int iter = -1 )

inlineoverride

Definition at line 63 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.

References Nt_, red_dyn_obj_, and x_dyn_.

update() [2/2]

template<typename Real>

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

inlineoverride

Definition at line 71 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.

References Nt_, red_dyn_obj_, and x_dyn_.

value()

template<typename Real>

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

inlineoverride

Definition at line 79 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.

References hook_, Nt_, red_dyn_obj_, and x_dyn_.

gradient()

template<typename Real>

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

inlineoverride

Definition at line 92 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.

References ROL::Vector< Real >::axpy(), g_dyn_, hook_, Nt_, red_dyn_obj_, x_dyn_, and ROL::Vector< Real >::zero().

hessVec()

template<typename Real>

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

inlineoverride

Definition at line 107 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.

References ROL::Vector< Real >::axpy(), g_dyn_, Nt_, red_dyn_obj_, v_dyn_, x_dyn_, and ROL::Vector< Real >::zero().

Member Data Documentation

red_dyn_obj_

template<typename Real>

Ptr<ReducedDynamicObjective<Real> > ROL::ReducedDynamicStationaryControlsObjective< Real >::red_dyn_obj_

private

Definition at line 121 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.

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

Nt_

template<typename Real>

size_type ROL::ReducedDynamicStationaryControlsObjective< Real >::Nt_

private

Definition at line 122 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.

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

hook_

template<typename Real>

Ptr<ReducedDynamicStationaryControlsObjectiveHook<Real> > ROL::ReducedDynamicStationaryControlsObjective< Real >::hook_

private

Definition at line 123 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.

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

x_dyn_

template<typename Real>

Ptr<PartitionedVector<Real> > ROL::ReducedDynamicStationaryControlsObjective< Real >::x_dyn_

private

Definition at line 124 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.

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

v_dyn_

template<typename Real>

Ptr<PartitionedVector<Real> > ROL::ReducedDynamicStationaryControlsObjective< Real >::v_dyn_

private

Definition at line 125 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.

Referenced by hessVec(), and ReducedDynamicStationaryControlsObjective().

g_dyn_

template<typename Real>

Ptr<PartitionedVector<Real> > ROL::ReducedDynamicStationaryControlsObjective< Real >::g_dyn_

private

Definition at line 126 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.

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

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

• ROL_ReducedDynamicStationaryControlsObjective.hpp