ROL::TypeP::InexactNewtonAlgorithm< Real >::NewtonObj Class Reference

Inheritance diagram for ROL::TypeP::InexactNewtonAlgorithm< Real >::NewtonObj:

Public Member Functions
	NewtonObj (const Ptr< Objective< Real > > &obj, const Vector< Real > &x, const Vector< Real > &g)
void	update (const Vector< Real > &x, UpdateType type, int iter)
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)
int	numHessVec (bool reset=true)
void	setData (const Vector< Real > &x, const Vector< Real > &g)
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< Objective< Real > >	obj_
const Ptr< Vector< Real > >	x_
const Ptr< Vector< Real > >	g_
Ptr< Vector< Real > >	pwa_
Ptr< Vector< Real > >	dwa_
Ptr< Vector< Real > >	Hx_
bool	isHessApplied_
int	nhess_

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::TypeP::InexactNewtonAlgorithm< Real >::NewtonObj

Definition at line 49 of file ROL_TypeP_InexactNewtonAlgorithm.hpp.

Constructor & Destructor Documentation

NewtonObj()

template<typename Real>

ROL::TypeP::InexactNewtonAlgorithm< Real >::NewtonObj::NewtonObj ( const Ptr< Objective< Real > > & obj, const Vector< Real > & x, const Vector< Real > & g )

inline

Definition at line 59 of file ROL_TypeP_InexactNewtonAlgorithm.hpp.

References dwa_, g_, Hx_, isHessApplied_, nhess_, obj_, ROL::ROL::Objective< Real >::Objective(), pwa_, and x_.

Member Function Documentation

update()

template<typename Real>

void ROL::TypeP::InexactNewtonAlgorithm< Real >::NewtonObj::update ( const Vector< Real > & x, UpdateType type, int iter )

inline

Definition at line 62 of file ROL_TypeP_InexactNewtonAlgorithm.hpp.

References isHessApplied_.

value()

template<typename Real>

Real ROL::TypeP::InexactNewtonAlgorithm< Real >::NewtonObj::value ( const Vector< Real > & x, Real & tol )

inline

Definition at line 65 of file ROL_TypeP_InexactNewtonAlgorithm.hpp.

References dwa_, g_, Hx_, isHessApplied_, nhess_, obj_, pwa_, and x_.

gradient()

template<typename Real>

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

inline

Definition at line 77 of file ROL_TypeP_InexactNewtonAlgorithm.hpp.

References g_, Hx_, isHessApplied_, nhess_, obj_, ROL::Vector< Real >::plus(), pwa_, ROL::Vector< Real >::set(), and x_.

hessVec()

template<typename Real>

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

inline

Definition at line 87 of file ROL_TypeP_InexactNewtonAlgorithm.hpp.

References nhess_, obj_, and x_.

numHessVec()

template<typename Real>

int ROL::TypeP::InexactNewtonAlgorithm< Real >::NewtonObj::numHessVec ( bool reset = true )

inline

Definition at line 90 of file ROL_TypeP_InexactNewtonAlgorithm.hpp.

References nhess_, and ROL::TypeP::Algorithm< Real >::reset().

setData()

template<typename Real>

void ROL::TypeP::InexactNewtonAlgorithm< Real >::NewtonObj::setData ( const Vector< Real > & x, const Vector< Real > & g )

inline

Definition at line 95 of file ROL_TypeP_InexactNewtonAlgorithm.hpp.

References g_, and x_.

Member Data Documentation

obj_

template<typename Real>

const Ptr<Objective<Real> > ROL::TypeP::InexactNewtonAlgorithm< Real >::NewtonObj::obj_

private

Definition at line 51 of file ROL_TypeP_InexactNewtonAlgorithm.hpp.

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

x_

template<typename Real>

const Ptr<Vector<Real> > ROL::TypeP::InexactNewtonAlgorithm< Real >::NewtonObj::x_

private

Definition at line 52 of file ROL_TypeP_InexactNewtonAlgorithm.hpp.

Referenced by gradient(), hessVec(), NewtonObj(), setData(), and value().

g_

template<typename Real>

const Ptr<Vector<Real> > ROL::TypeP::InexactNewtonAlgorithm< Real >::NewtonObj::g_

private

Definition at line 53 of file ROL_TypeP_InexactNewtonAlgorithm.hpp.

Referenced by gradient(), NewtonObj(), setData(), and value().

pwa_

template<typename Real>

Ptr<Vector<Real> > ROL::TypeP::InexactNewtonAlgorithm< Real >::NewtonObj::pwa_

private

Definition at line 54 of file ROL_TypeP_InexactNewtonAlgorithm.hpp.

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

dwa_

template<typename Real>

Ptr<Vector<Real> > ROL::TypeP::InexactNewtonAlgorithm< Real >::NewtonObj::dwa_

private

Definition at line 54 of file ROL_TypeP_InexactNewtonAlgorithm.hpp.

Referenced by NewtonObj(), and value().

Hx_

template<typename Real>

Ptr<Vector<Real> > ROL::TypeP::InexactNewtonAlgorithm< Real >::NewtonObj::Hx_

private

Definition at line 54 of file ROL_TypeP_InexactNewtonAlgorithm.hpp.

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

isHessApplied_

template<typename Real>

bool ROL::TypeP::InexactNewtonAlgorithm< Real >::NewtonObj::isHessApplied_

private

Definition at line 55 of file ROL_TypeP_InexactNewtonAlgorithm.hpp.

Referenced by gradient(), NewtonObj(), update(), and value().

nhess_

template<typename Real>

int ROL::TypeP::InexactNewtonAlgorithm< Real >::NewtonObj::nhess_

private

Definition at line 56 of file ROL_TypeP_InexactNewtonAlgorithm.hpp.

Referenced by gradient(), hessVec(), NewtonObj(), numHessVec(), and value().

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

• ROL_TypeP_InexactNewtonAlgorithm.hpp