ROL::lBFGS< Real > Class Template Reference

Provides definitions for limited-memory BFGS operators. More...

#include <ROL_lBFGS.hpp>

Inheritance diagram for ROL::lBFGS< Real >:

Public Member Functions
	lBFGS (int M, bool useDefaultScaling=true, Real Bscaling=Real(1))
void	applyH (Vector< Real > &Hv, const Vector< Real > &v) const
void	applyB (Vector< Real > &Bv, const Vector< Real > &v) const
Public Member Functions inherited from ROL::ROL::Secant< Real >
virtual	~Secant ()
	Secant (int M=10, bool useDefaultScaling=true, Real Bscaling=Real(1), ESecantMode mode=SECANTMODE_BOTH)
Ptr< SecantState< Real > > &	get_state ()
const Ptr< SecantState< Real > > &	get_state () const
virtual void	updateStorage (const Vector< Real > &x, const Vector< Real > &grad, const Vector< Real > &gp, const Vector< Real > &s, const Real snorm, const int iter)
virtual void	applyH (Vector< Real > &Hv, const Vector< Real > &v) const =0
virtual void	applyH0 (Vector< Real > &Hv, const Vector< Real > &v) const
virtual void	applyB (Vector< Real > &Bv, const Vector< Real > &v) const =0
virtual void	applyB0 (Vector< Real > &Bv, const Vector< Real > &v) const
void	test (std::ostream &stream=std::cout) const
void	apply (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
	Apply linear operator.
void	applyInverse (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
	Apply inverse of linear operator.
Public Member Functions inherited from ROL::ROL::LinearOperator< Real >
virtual	~LinearOperator ()
virtual void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
	Update linear operator.
virtual void	applyAdjoint (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
	Apply adjoint of linear operator.
virtual void	applyAdjointInverse (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
	Apply adjoint of the inverse linear operator.

Additional Inherited Members
Protected Attributes inherited from ROL::ROL::Secant< Real >
const Ptr< SecantState< Real > >	state_
Ptr< Vector< Real > >	y_
bool	useDefaultScaling_
Real	Bscaling_

Detailed Description

template<class Real>
class ROL::lBFGS< Real >

Provides definitions for limited-memory BFGS operators.

Definition at line 22 of file ROL_lBFGS.hpp.

Constructor & Destructor Documentation

lBFGS()

template<class Real>

ROL::lBFGS< Real >::lBFGS ( int M, bool useDefaultScaling = true, Real Bscaling = Real(1) )

inline

Definition at line 27 of file ROL_lBFGS.hpp.

References ROL::ROL::Secant< Real >::Secant().

Member Function Documentation

applyH()

template<class Real>

void ROL::lBFGS< Real >::applyH ( Vector< Real > & Hv, const Vector< Real > & v ) const

inline

Definition at line 31 of file ROL_lBFGS.hpp.

References ROL::Vector< Real >::apply(), ROL::Secant< Real >::applyH0(), ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), ROL::ROL::Secant< Real >::state_, and zero.

applyB()

template<class Real>

void ROL::lBFGS< Real >::applyB ( Vector< Real > & Bv, const Vector< Real > & v ) const

inline

Definition at line 56 of file ROL_lBFGS.hpp.

References ROL::ROL::Secant< Real >::apply(), ROL::Vector< Real >::apply(), ROL::Secant< Real >::applyB0(), ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), and ROL::ROL::Secant< Real >::state_.

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

• ROL_lBFGS.hpp