#include <ROL_SimulatedObjective.hpp>

Inheritance diagram for ROL::SimulatedObjective< Real >:

Public Member Functions
virtual	~SimulatedObjective ()
	SimulatedObjective (const ROL::Ptr< SampleGenerator< Real > > &sampler, const ROL::Ptr< Objective_SimOpt< Real > > &pobj)
void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
void	update (const Vector< Real > &x, UpdateType type, int iter=-1)
Real	value (const Vector< Real > &x, Real &tol)
virtual void	gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
virtual void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
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 ROL::Ptr< SampleGenerator< Real > >	sampler_
const ROL::Ptr< Objective_SimOpt< Real > >	pobj_

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::SimulatedObjective< Real >

Definition at line 19 of file ROL_SimulatedObjective.hpp.

Constructor & Destructor Documentation

◆ ~SimulatedObjective()

template<class Real>

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

inlinevirtual

Definition at line 26 of file ROL_SimulatedObjective.hpp.

◆ SimulatedObjective()

template<class Real>

ROL::SimulatedObjective< Real >::SimulatedObjective	(	const ROL::Ptr< SampleGenerator< Real > > &	sampler,
		const ROL::Ptr< Objective_SimOpt< Real > > &	pobj )

inline

Definition at line 28 of file ROL_SimulatedObjective.hpp.

References pobj_, and sampler_.

Member Function Documentation

◆ update() [1/2]

template<class Real>

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

inline

Definition at line 32 of file ROL_SimulatedObjective.hpp.

References pobj_.

◆ update() [2/2]

template<class Real>

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

inline

Definition at line 35 of file ROL_SimulatedObjective.hpp.

References pobj_.

◆ value()

template<class Real>

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

inline

Definition at line 40 of file ROL_SimulatedObjective.hpp.

References ROL::SimulatedVector< Real >::get(), ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::SimulatedVector< Real >::numVectors(), pobj_, and sampler_.

◆ gradient()

template<class Real>

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

inlinevirtual

Definition at line 64 of file ROL_SimulatedObjective.hpp.

References ROL::SimulatedVector< Real >::get(), ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::SimulatedVector< Real >::numVectors(), pobj_, sampler_, ROL::Vector_SimOpt< Real >::scale(), and ROL::Vector< Real >::zero().

◆ hessVec()

template<class Real>

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

inlinevirtual

Definition at line 99 of file ROL_SimulatedObjective.hpp.

References ROL::SimulatedVector< Real >::get(), ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::SimulatedVector< Real >::numVectors(), pobj_, sampler_, ROL::Vector_SimOpt< Real >::scale(), and ROL::Vector< Real >::zero().

Member Data Documentation

◆ sampler_

template<class Real>

const ROL::Ptr<SampleGenerator<Real> > ROL::SimulatedObjective< Real >::sampler_

private

Definition at line 21 of file ROL_SimulatedObjective.hpp.

Referenced by gradient(), hessVec(), SimulatedObjective(), and value().

◆ pobj_

template<class Real>

const ROL::Ptr<Objective_SimOpt<Real> > ROL::SimulatedObjective< Real >::pobj_

private

Definition at line 22 of file ROL_SimulatedObjective.hpp.

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

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

ROL_SimulatedObjective.hpp

Public Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ ~SimulatedObjective()

◆ SimulatedObjective()

Member Function Documentation

◆ update() [1/2]

◆ update() [2/2]

◆ value()

◆ gradient()

◆ hessVec()

Member Data Documentation

◆ sampler_

◆ pobj_