ROL::ScaledObjective< Real > Class Template Reference

#include <ROL_ScaledObjective.hpp>

Inheritance diagram for ROL::ScaledObjective< Real >:

Public Member Functions
	ScaledObjective (const Ptr< Objective< Real > > &obj, Real scale)
void	update (const Vector< Real > &x, UpdateType type, int iter=-1) override
void	setParameter (const std::vector< Real > &param) 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
void	invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
void	precond (Vector< Real > &Pv, 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.

Private Attributes
const Ptr< Objective< Real > >	obj_
const Real	scale_

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::ScaledObjective< Real >

Definition at line 18 of file ROL_ScaledObjective.hpp.

Constructor & Destructor Documentation

ScaledObjective()

template<typename Real>

ROL::ScaledObjective< Real >::ScaledObjective ( const Ptr< Objective< Real > > & obj, Real scale )

inline

Definition at line 24 of file ROL_ScaledObjective.hpp.

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

Member Function Documentation

update()

template<typename Real>

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

override

Definition at line 16 of file ROL_ScaledObjective_Def.hpp.

References obj_.

setParameter()

template<typename Real>

void ROL::ScaledObjective< Real >::setParameter ( const std::vector< Real > & param )

overridevirtual

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

Definition at line 21 of file ROL_ScaledObjective_Def.hpp.

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

value()

template<typename Real>

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

override

Definition at line 27 of file ROL_ScaledObjective_Def.hpp.

References obj_, and scale_.

gradient()

template<typename Real>

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

override

Definition at line 32 of file ROL_ScaledObjective_Def.hpp.

References obj_, ROL::Vector< Real >::scale(), and scale_.

hessVec()

template<typename Real>

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

override

Definition at line 38 of file ROL_ScaledObjective_Def.hpp.

References obj_, ROL::Vector< Real >::scale(), and scale_.

invHessVec()

template<typename Real>

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

override

Definition at line 44 of file ROL_ScaledObjective_Def.hpp.

References obj_, ROL::Vector< Real >::scale(), and scale_.

precond()

template<typename Real>

void ROL::ScaledObjective< Real >::precond ( Vector< Real > & Pv, const Vector< Real > & v, const Vector< Real > & x, Real & tol )

override

Definition at line 50 of file ROL_ScaledObjective_Def.hpp.

References obj_, ROL::Vector< Real >::scale(), and scale_.

Member Data Documentation

obj_

template<typename Real>

const Ptr<Objective<Real> > ROL::ScaledObjective< Real >::obj_

private

Definition at line 20 of file ROL_ScaledObjective.hpp.

Referenced by gradient(), hessVec(), invHessVec(), precond(), ScaledObjective(), setParameter(), update(), and value().

scale_

template<typename Real>

const Real ROL::ScaledObjective< Real >::scale_

private

Definition at line 21 of file ROL_ScaledObjective.hpp.

Referenced by gradient(), hessVec(), invHessVec(), precond(), ScaledObjective(), and value().

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

• ROL_ScaledObjective.hpp
• ROL_ScaledObjective_Def.hpp