ROL::ShiftedProxObjective< Real > Class Template Reference

#include <ROL_ShiftedProxObjective.hpp>

Inheritance diagram for ROL::ShiftedProxObjective< Real >:

Public Member Functions
	ShiftedProxObjective (const Ptr< ProxObjective< Real > > &prox, const Ptr< Vector< Real > > &x)
void	setX (const Vector< Real > &x)
Real	value (const Vector< Real > x, Real &tol) override
void	gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol) override
void	prox (Vector< Real > &x, Real gamma) 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
const Ptr< ProxObjective< Real > >	prox_
const Ptr< Vector< Real > >	x_
const Ptr< Vector< Real > >	xtmp_

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::ShiftedProxObjective< Real >

Definition at line 18 of file ROL_ShiftedProxObjective.hpp.

Constructor & Destructor Documentation

ShiftedProxObjective()

template<typename Real>

ROL::ShiftedProxObjective< Real >::ShiftedProxObjective ( const Ptr< ProxObjective< Real > > & prox, const Ptr< Vector< Real > > & x )

inline

Definition at line 24 of file ROL_ShiftedProxObjective.hpp.

References prox(), prox_, x_, and xtmp_.

Member Function Documentation

setX()

template<typename Real>

void ROL::ShiftedProxObjective< Real >::setX ( const Vector< Real > & x )

inline

Definition at line 27 of file ROL_ShiftedProxObjective.hpp.

References x_.

value()

template<typename Real>

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

inlineoverride

Definition at line 31 of file ROL_ShiftedProxObjective.hpp.

References prox_, x_, and xtmp_.

gradient()

template<typename Real>

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

inlineoverride

Definition at line 36 of file ROL_ShiftedProxObjective.hpp.

References prox_, x_, and xtmp_.

prox()

template<typename Real>

void ROL::ShiftedProxObjective< Real >::prox ( Vector< Real > & x, Real gamma )

inlineoverridevirtual

Implements ROL::ProxObjective< Real >.

Definition at line 41 of file ROL_ShiftedProxObjective.hpp.

References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::plus(), prox_, and x_.

Referenced by ShiftedProxObjective().

Member Data Documentation

prox_

template<typename Real>

const Ptr<ProxObjective<Real> > ROL::ShiftedProxObjective< Real >::prox_

private

Definition at line 20 of file ROL_ShiftedProxObjective.hpp.

Referenced by gradient(), prox(), ShiftedProxObjective(), and value().

x_

template<typename Real>

const Ptr<Vector<Real> > ROL::ShiftedProxObjective< Real >::x_

private

Definition at line 21 of file ROL_ShiftedProxObjective.hpp.

Referenced by gradient(), prox(), setX(), ShiftedProxObjective(), and value().

xtmp_

template<typename Real>

const Ptr<Vector<Real> > ROL::ShiftedProxObjective< Real >::xtmp_

private

Definition at line 21 of file ROL_ShiftedProxObjective.hpp.

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

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

• ROL_ShiftedProxObjective.hpp