Provides the interface to evaluate the weighted/shifted l1 objective function. More...

#include <ROL_l1Objective.hpp>

Inheritance diagram for ROL::l1Objective< Real >:

Classes
struct	ProjSymBnd

Public Member Functions
	l1Objective (const Ptr< Vector< Real > > &weights)
	l1Objective (const Ptr< Vector< Real > > &weights, const Ptr< Vector< Real > > &shift)
Real	value (const Vector< Real > &x, Real &tol)
void	gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
Real	dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol)
void	prox (Vector< Real > &Pv, const Vector< Real > &v, Real t, 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 Ptr< Vector< Real > >	weights_
const Ptr< Vector< Real > >	shift_
Ptr< Vector< Real > >	tmp_
ROL::l1Objective::ProjSymBnd	psb_

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::l1Objective< Real >

Provides the interface to evaluate the weighted/shifted l1 objective function.

Definition at line 26 of file ROL_l1Objective.hpp.

Constructor & Destructor Documentation

◆ l1Objective() [1/2]

template<typename Real>

ROL::l1Objective< Real >::l1Objective ( const Ptr< Vector< Real > > & weights )

inline

Definition at line 37 of file ROL_l1Objective.hpp.

References shift_, tmp_, and weights_.

◆ l1Objective() [2/2]

template<typename Real>

ROL::l1Objective< Real >::l1Objective	(	const Ptr< Vector< Real > > &	weights,
		const Ptr< Vector< Real > > &	shift )

inline

Definition at line 43 of file ROL_l1Objective.hpp.

References shift_, tmp_, and weights_.

Member Function Documentation

◆ value()

template<typename Real>

Real ROL::l1Objective< Real >::value	(	const Vector< Real > &	x,
		Real &	tol )

inline

Definition at line 48 of file ROL_l1Objective.hpp.

References shift_, tmp_, and weights_.

◆ gradient()

template<typename Real>

void ROL::l1Objective< Real >::gradient	(	Vector< Real > &	g,
		const Vector< Real > &	x,
		Real &	tol )

inline

Definition at line 55 of file ROL_l1Objective.hpp.

References ROL::Vector< Real >::applyBinary(), ROL::Vector< Real >::applyUnary(), ROL::Vector< Real >::axpy(), ROL::Vector< Real >::set(), shift_, and weights_.

Referenced by dirDeriv().

◆ dirDeriv()

template<typename Real>

Real ROL::l1Objective< Real >::dirDeriv	(	const Vector< Real > &	x,
		const Vector< Real > &	d,
		Real &	tol )

inline

Definition at line 62 of file ROL_l1Objective.hpp.

References gradient(), and tmp_.

◆ prox()

template<typename Real>

void ROL::l1Objective< Real >::prox	(	Vector< Real > &	Pv,
		const Vector< Real > &	v,
		Real	t,
		Real &	tol )

inline

Definition at line 67 of file ROL_l1Objective.hpp.

References ROL::Vector< Real >::applyBinary(), ROL::Vector< Real >::axpy(), ROL::Vector< Real >::plus(), psb_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), shift_, and weights_.

Member Data Documentation

◆ weights_

template<typename Real>

const Ptr<Vector<Real> > ROL::l1Objective< Real >::weights_

private

Definition at line 28 of file ROL_l1Objective.hpp.

Referenced by gradient(), l1Objective(), l1Objective(), prox(), and value().

◆ shift_

template<typename Real>

const Ptr<Vector<Real> > ROL::l1Objective< Real >::shift_

private

Definition at line 28 of file ROL_l1Objective.hpp.

Referenced by gradient(), l1Objective(), l1Objective(), prox(), and value().

◆ tmp_

template<typename Real>

Ptr<Vector<Real> > ROL::l1Objective< Real >::tmp_

private

Definition at line 29 of file ROL_l1Objective.hpp.

Referenced by dirDeriv(), l1Objective(), l1Objective(), and value().

◆ psb_

template<typename Real>

ROL::l1Objective::ProjSymBnd ROL::l1Objective< Real >::psb_

private

Referenced by prox().

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

ROL_l1Objective.hpp

Classes

Public Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ l1Objective() [1/2]

◆ l1Objective() [2/2]

Member Function Documentation

◆ value()

◆ gradient()

◆ dirDeriv()

◆ prox()

Member Data Documentation

◆ weights_

◆ shift_

◆ tmp_

◆ psb_