Evaluates ROL::DynamicObjective over a sequential set of time intervals. More...

#include <ROL_SerialObjective.hpp>

Inheritance diagram for ROL::SerialObjective< Real >:

Public Types
using	size_type = typename std::vector<Real>::size_type
Public Types inherited from ROL::SerialFunction< Real >
using	size_type = typename std::vector<Real>::size_type

Public Member Functions
	SerialObjective (const Ptr< DynamicObjective< Real > > &obj, const Vector< Real > &u_initial, const TimeStampsPtr< Real > timeStampsPtr)
virtual Real	value (const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Compute value.
virtual void	gradient_1 (Vector< Real > &g, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Compute gradient with respect to first component.
virtual void	gradient_2 (Vector< Real > &g, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Compute gradient with respect to second component.
virtual void	hessVec_11 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Apply Hessian approximation to vector.
virtual void	hessVec_12 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
virtual void	hessVec_21 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
virtual void	hessVec_22 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
Public Member Functions inherited from ROL::Objective_SimOpt< Real >
virtual void	update (const Vector< Real > &u, const Vector< Real > &z, bool flag=true, int iter=-1)
	Update objective function. u is an iterate, z is an iterate, flag = true if the iterate has changed, iter is the outer algorithm iterations count.
void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
virtual void	update (const Vector< Real > &u, const Vector< Real > &z, UpdateType type, int iter=-1)
void	update (const Vector< Real > &x, UpdateType type, int iter=-1)
Real	value (const Vector< Real > &x, Real &tol)
void	gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
std::vector< std::vector< Real > >	checkGradient_1 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > >	checkGradient_1 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)
std::vector< std::vector< Real > >	checkGradient_1 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)
std::vector< std::vector< Real > >	checkGradient_2 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > >	checkGradient_2 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)
std::vector< std::vector< Real > >	checkGradient_2 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)
std::vector< std::vector< Real > >	checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > >	checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
std::vector< std::vector< Real > >	checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)
std::vector< std::vector< Real > >	checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)
std::vector< std::vector< Real > >	checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > >	checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
std::vector< std::vector< Real > >	checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)
std::vector< std::vector< Real > >	checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)
std::vector< std::vector< Real > >	checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > >	checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
std::vector< std::vector< Real > >	checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)
std::vector< std::vector< Real > >	checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)
std::vector< std::vector< Real > >	checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > >	checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
std::vector< std::vector< Real > >	checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)
std::vector< std::vector< Real > >	checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)
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)
Public Member Functions inherited from ROL::SerialFunction< Real >
	SerialFunction (const Vector< Real > &u_initial, const TimeStampsPtr< Real > &timeStampsPtr)
size_type	numTimeSteps () const
const Vector< Real > &	getInitialCondition () const
void	setInitialCondition (const Vector< Real > &u_initial)
const Vector< Real > &	getZeroState () const
bool	getSkipInitialCondition () const
void	setSkipInitialCondition (bool skip)
TimeStampsPtr< Real >	getTimeStampsPtr () const
void	setTimeStampsPtr (const TimeStampsPtr< Real > &timeStampsPtr)
TimeStamp< Real > &	getTimeStamp (size_type i)
const TimeStamp< Real > &	getTimeStamp (size_type i) const
void	setTimeStamp (size_type i, const TimeStamp< Real > &timeStamp)

Private Types
using	PV = PartitionedVector<Real>

Private Attributes
Ptr< DynamicObjective< Real > >	obj_

Additional Inherited Members
Protected Member Functions inherited from ROL::ROL::Objective< Real >
const std::vector< Real >	getParameter (void) const
Protected Member Functions inherited from ROL::SerialFunction< Real >
const TimeStamp< Real > &	ts (size_type i) const
Ptr< Vector< Real > >	clone (const Vector< Real > &x)

Detailed Description

template<typename Real>
class ROL::SerialObjective< Real >

Evaluates ROL::DynamicObjective over a sequential set of time intervals.

\[ f(u,z) = \sum\limits_{k=1}^n f_k(u_{k-1},u_k,z_k) \]

\[ \frac{\partial f}{\partial u_j} = \frac{\partial f_j(u_{j-1},u_j,z_j}{\partial u_j} + \frac{\partial f_{j+1}(u_j,u_{j+1},z_{j+1}}{\partial u_j} \]

Definition at line 37 of file ROL_SerialObjective.hpp.

Member Typedef Documentation

◆ PV

template<typename Real>

using ROL::SerialObjective< Real >::PV = PartitionedVector<Real>

private

Definition at line 40 of file ROL_SerialObjective.hpp.

◆ size_type

template<typename Real>

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

Definition at line 48 of file ROL_SerialObjective.hpp.

Constructor & Destructor Documentation

◆ SerialObjective()

template<typename Real>

ROL::SerialObjective< Real >::SerialObjective	(	const Ptr< DynamicObjective< Real > > &	obj,
		const Vector< Real > &	u_initial,
		const TimeStampsPtr< Real >	timeStampsPtr )

inline

Definition at line 54 of file ROL_SerialObjective.hpp.

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

Member Function Documentation

◆ value()

template<typename Real>

virtual Real ROL::SerialObjective< Real >::value	(	const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol )

inlineoverridevirtual

Compute value.

Implements ROL::Objective_SimOpt< Real >.

Definition at line 61 of file ROL_SerialObjective.hpp.

References ROL::SerialFunction< Real >::getInitialCondition(), ROL::SerialFunction< Real >::getSkipInitialCondition(), ROL::SerialFunction< Real >::numTimeSteps(), obj_, ROL::partition(), and ROL::SerialFunction< Real >::ts().

◆ gradient_1()

template<typename Real>

virtual void ROL::SerialObjective< Real >::gradient_1	(	Vector< Real > &	g,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol )

inlineoverridevirtual

Compute gradient with respect to first component.

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 78 of file ROL_SerialObjective.hpp.

References ROL::SerialFunction< Real >::clone(), ROL::SerialFunction< Real >::getInitialCondition(), ROL::SerialFunction< Real >::numTimeSteps(), obj_, ROL::partition(), and ROL::SerialFunction< Real >::ts().

◆ gradient_2()

template<typename Real>

virtual void ROL::SerialObjective< Real >::gradient_2	(	Vector< Real > &	g,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol )

inlineoverridevirtual

Compute gradient with respect to second component.

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 108 of file ROL_SerialObjective.hpp.

References ROL::SerialFunction< Real >::getInitialCondition(), ROL::SerialFunction< Real >::getSkipInitialCondition(), ROL::SerialFunction< Real >::numTimeSteps(), obj_, ROL::partition(), and ROL::SerialFunction< Real >::ts().

◆ hessVec_11()

template<typename Real>

virtual void ROL::SerialObjective< Real >::hessVec_11	(	Vector< Real > &	hv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol )

inlineoverridevirtual

Apply Hessian approximation to vector.

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 125 of file ROL_SerialObjective.hpp.

References ROL::SerialFunction< Real >::clone(), ROL::SerialFunction< Real >::getInitialCondition(), ROL::SerialFunction< Real >::numTimeSteps(), obj_, ROL::partition(), and ROL::SerialFunction< Real >::ts().

◆ hessVec_12()

template<typename Real>

virtual void ROL::SerialObjective< Real >::hessVec_12	(	Vector< Real > &	hv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol )

inlineoverridevirtual

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 155 of file ROL_SerialObjective.hpp.

References ROL::SerialFunction< Real >::clone(), ROL::SerialFunction< Real >::getInitialCondition(), ROL::SerialFunction< Real >::numTimeSteps(), obj_, ROL::partition(), and ROL::SerialFunction< Real >::ts().

◆ hessVec_21()

template<typename Real>

virtual void ROL::SerialObjective< Real >::hessVec_21	(	Vector< Real > &	hv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol )

inlineoverridevirtual

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 186 of file ROL_SerialObjective.hpp.

References ROL::SerialFunction< Real >::clone(), ROL::SerialFunction< Real >::getInitialCondition(), ROL::SerialFunction< Real >::numTimeSteps(), obj_, ROL::partition(), and ROL::SerialFunction< Real >::ts().

◆ hessVec_22()

template<typename Real>

virtual void ROL::SerialObjective< Real >::hessVec_22	(	Vector< Real > &	hv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol )

inlineoverridevirtual

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 210 of file ROL_SerialObjective.hpp.

References ROL::SerialFunction< Real >::getInitialCondition(), ROL::SerialFunction< Real >::getSkipInitialCondition(), ROL::SerialFunction< Real >::numTimeSteps(), obj_, ROL::partition(), and ROL::SerialFunction< Real >::ts().

Member Data Documentation

◆ obj_

template<typename Real>

Ptr<DynamicObjective<Real> > ROL::SerialObjective< Real >::obj_

private

Definition at line 44 of file ROL_SerialObjective.hpp.

Referenced by gradient_1(), gradient_2(), hessVec_11(), hessVec_12(), hessVec_21(), hessVec_22(), SerialObjective(), and value().

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

ROL_SerialObjective.hpp

Public Types

Public Member Functions

Private Types

Private Attributes

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ PV

◆ size_type

Constructor & Destructor Documentation

◆ SerialObjective()

Member Function Documentation

◆ value()

◆ gradient_1()

◆ gradient_2()

◆ hessVec_11()

◆ hessVec_12()

◆ hessVec_21()

◆ hessVec_22()

Member Data Documentation

◆ obj_