ROL
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Public Member Functions | Private Attributes | List of all members
ROL::AugmentedLagrangianObjective2< Real > Class Template Reference

#include <ROL_AugmentedLagrangianObjective2.hpp>

Inheritance diagram for ROL::AugmentedLagrangianObjective2< Real >:

Public Member Functions

 AugmentedLagrangianObjective2 (const Ptr< Objective< Real > > &obj, const std::vector< Ptr< AugmentedLagrangianPenalty< Real > > > &pen, const Vector< Real > &dualOptVec, ParameterList &parlist)
 AugmentedLagrangianObjective2 (const Ptr< Objective< Real > > &obj, const std::vector< Ptr< AugmentedLagrangianPenalty< Real > > > &pen, const Vector< Real > &dualOptVec, const bool scaleLagrangian)
virtual void update (const Vector< Real > &x, UpdateType type, int iter=-1)
void setScaling (const Real fscale=1.0)
void setScaling (const Real cscale, const int k)
Real getScaling (const int k)
virtual 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)
Real dualNorm (const Vector< Real > &x, Real &tol, const int k)
Real dualResidual (const Vector< Real > &x, Real &tol, const int k)
Real feasibility (const Vector< Real > &x, Real &tol, const int k)
void setPenaltyParameter (const Real penaltyParameter, const int k)
Real getPenaltyParameter (const int k)
void setMultiplier (const Vector< Real > &multiplier, const int k)
Real updateMultiplier (const Vector< Real > &x, Real &tol, const int k)
Real getObjectiveValue (const Vector< Real > &x, Real &tol)
const Ptr< const Vector< Real > > getObjectiveGradient (const Vector< Real > &x, Real &tol)
const Ptr< const Vector< Real > > getConstraintVec (const Vector< Real > &x, Real &tol, const int k)
int getNumberConstraints (void) const
int getNumberConstraintEvaluations (void) const
int getNumberFunctionEvaluations (void) const
int getNumberGradientEvaluations (void) const
void reset (void)
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 std::vector< Ptr< AugmentedLagrangianPenalty< Real > > > pvec_
Ptr< Vector< Real > > dualOptVector_
Ptr< ScalarController< Real, int > > fval_
Ptr< VectorController< Real, int > > gradient_
Real fscale_
int nfval_
int ngval_
bool scaleLagrangian_

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::AugmentedLagrangianObjective2< Real >

Definition at line 19 of file ROL_AugmentedLagrangianObjective2.hpp.

Constructor & Destructor Documentation

◆ AugmentedLagrangianObjective2() [1/2]

template<class Real>
ROL::AugmentedLagrangianObjective2< Real >::AugmentedLagrangianObjective2 ( const Ptr< Objective< Real > > & obj,
const std::vector< Ptr< AugmentedLagrangianPenalty< Real > > > & pen,
const Vector< Real > & dualOptVec,
ParameterList & parlist )
inline

Definition at line 47 of file ROL_AugmentedLagrangianObjective2.hpp.

References ROL::Vector< Real >::clone(), dualOptVector_, fscale_, fval_, gradient_, nfval_, ngval_, obj_, ROL::ROL::Objective< Real >::Objective(), pvec_, and scaleLagrangian_.

◆ AugmentedLagrangianObjective2() [2/2]

template<class Real>
ROL::AugmentedLagrangianObjective2< Real >::AugmentedLagrangianObjective2 ( const Ptr< Objective< Real > > & obj,
const std::vector< Ptr< AugmentedLagrangianPenalty< Real > > > & pen,
const Vector< Real > & dualOptVec,
const bool scaleLagrangian )
inline

Definition at line 62 of file ROL_AugmentedLagrangianObjective2.hpp.

References ROL::Vector< Real >::clone(), dualOptVector_, fscale_, fval_, gradient_, nfval_, ngval_, obj_, ROL::ROL::Objective< Real >::Objective(), pvec_, and scaleLagrangian_.

Member Function Documentation

◆ update()

template<class Real>
virtual void ROL::AugmentedLagrangianObjective2< Real >::update ( const Vector< Real > & x,
UpdateType type,
int iter = -1 )
inlinevirtual

Definition at line 75 of file ROL_AugmentedLagrangianObjective2.hpp.

References fval_, getNumberConstraints(), gradient_, obj_, pvec_, and update().

Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::initialize(), and update().

◆ setScaling() [1/2]

template<class Real>
void ROL::AugmentedLagrangianObjective2< Real >::setScaling ( const Real fscale = 1.0)
inline

Definition at line 82 of file ROL_AugmentedLagrangianObjective2.hpp.

References fscale_.

Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::initialize().

◆ setScaling() [2/2]

template<class Real>
void ROL::AugmentedLagrangianObjective2< Real >::setScaling ( const Real cscale,
const int k )
inline

Definition at line 86 of file ROL_AugmentedLagrangianObjective2.hpp.

References pvec_.

◆ getScaling()

template<class Real>
Real ROL::AugmentedLagrangianObjective2< Real >::getScaling ( const int k)
inline

Definition at line 90 of file ROL_AugmentedLagrangianObjective2.hpp.

References pvec_.

◆ value()

template<class Real>
virtual Real ROL::AugmentedLagrangianObjective2< Real >::value ( const Vector< Real > & x,
Real & tol )
inlinevirtual

Definition at line 94 of file ROL_AugmentedLagrangianObjective2.hpp.

References fscale_, getNumberConstraints(), getObjectiveValue(), pvec_, and value().

Referenced by value().

◆ gradient()

template<class Real>
virtual void ROL::AugmentedLagrangianObjective2< Real >::gradient ( Vector< Real > & g,
const Vector< Real > & x,
Real & tol )
inlinevirtual

Definition at line 104 of file ROL_AugmentedLagrangianObjective2.hpp.

References dualOptVector_, fscale_, getNumberConstraints(), getObjectiveGradient(), ROL::Vector< Real >::plus(), pvec_, ROL::Vector< Real >::scale(), and ROL::Vector< Real >::set().

◆ hessVec()

template<class Real>
virtual void ROL::AugmentedLagrangianObjective2< Real >::hessVec ( Vector< Real > & hv,
const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
inlinevirtual

Definition at line 115 of file ROL_AugmentedLagrangianObjective2.hpp.

References dualOptVector_, fscale_, getNumberConstraints(), obj_, ROL::Vector< Real >::plus(), pvec_, and ROL::Vector< Real >::scale().

◆ dualNorm()

template<class Real>
Real ROL::AugmentedLagrangianObjective2< Real >::dualNorm ( const Vector< Real > & x,
Real & tol,
const int k )
inline

Definition at line 126 of file ROL_AugmentedLagrangianObjective2.hpp.

References pvec_.

Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::initialize().

◆ dualResidual()

template<class Real>
Real ROL::AugmentedLagrangianObjective2< Real >::dualResidual ( const Vector< Real > & x,
Real & tol,
const int k )
inline

Definition at line 130 of file ROL_AugmentedLagrangianObjective2.hpp.

References pvec_.

◆ feasibility()

template<class Real>
Real ROL::AugmentedLagrangianObjective2< Real >::feasibility ( const Vector< Real > & x,
Real & tol,
const int k )
inline

Definition at line 134 of file ROL_AugmentedLagrangianObjective2.hpp.

References pvec_.

Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::initialize().

◆ setPenaltyParameter()

template<class Real>
void ROL::AugmentedLagrangianObjective2< Real >::setPenaltyParameter ( const Real penaltyParameter,
const int k )
inline

Definition at line 138 of file ROL_AugmentedLagrangianObjective2.hpp.

References pvec_.

Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::initialize().

◆ getPenaltyParameter()

template<class Real>
Real ROL::AugmentedLagrangianObjective2< Real >::getPenaltyParameter ( const int k)
inline

Definition at line 142 of file ROL_AugmentedLagrangianObjective2.hpp.

References pvec_.

Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::initialize().

◆ setMultiplier()

template<class Real>
void ROL::AugmentedLagrangianObjective2< Real >::setMultiplier ( const Vector< Real > & multiplier,
const int k )
inline

Definition at line 145 of file ROL_AugmentedLagrangianObjective2.hpp.

References pvec_.

◆ updateMultiplier()

template<class Real>
Real ROL::AugmentedLagrangianObjective2< Real >::updateMultiplier ( const Vector< Real > & x,
Real & tol,
const int k )
inline

Definition at line 149 of file ROL_AugmentedLagrangianObjective2.hpp.

References pvec_.

◆ getObjectiveValue()

template<class Real>
Real ROL::AugmentedLagrangianObjective2< Real >::getObjectiveValue ( const Vector< Real > & x,
Real & tol )
inline

Definition at line 154 of file ROL_AugmentedLagrangianObjective2.hpp.

References fval_, nfval_, and obj_.

Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::initialize(), and value().

◆ getObjectiveGradient()

template<class Real>
const Ptr< const Vector< Real > > ROL::AugmentedLagrangianObjective2< Real >::getObjectiveGradient ( const Vector< Real > & x,
Real & tol )
inline

Definition at line 166 of file ROL_AugmentedLagrangianObjective2.hpp.

References dualOptVector_, gradient_, ngval_, and obj_.

Referenced by gradient(), and ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::initialize().

◆ getConstraintVec()

template<class Real>
const Ptr< const Vector< Real > > ROL::AugmentedLagrangianObjective2< Real >::getConstraintVec ( const Vector< Real > & x,
Real & tol,
const int k )
inline

Definition at line 176 of file ROL_AugmentedLagrangianObjective2.hpp.

References pvec_.

◆ getNumberConstraints()

template<class Real>
int ROL::AugmentedLagrangianObjective2< Real >::getNumberConstraints ( void ) const
inline

Definition at line 180 of file ROL_AugmentedLagrangianObjective2.hpp.

References pvec_.

Referenced by getNumberConstraintEvaluations(), gradient(), hessVec(), ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::initialize(), reset(), update(), and value().

◆ getNumberConstraintEvaluations()

template<class Real>
int ROL::AugmentedLagrangianObjective2< Real >::getNumberConstraintEvaluations ( void ) const
inline

Definition at line 185 of file ROL_AugmentedLagrangianObjective2.hpp.

References getNumberConstraintEvaluations(), getNumberConstraints(), and pvec_.

Referenced by getNumberConstraintEvaluations(), and ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::initialize().

◆ getNumberFunctionEvaluations()

template<class Real>
int ROL::AugmentedLagrangianObjective2< Real >::getNumberFunctionEvaluations ( void ) const
inline

Definition at line 193 of file ROL_AugmentedLagrangianObjective2.hpp.

References nfval_.

Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::initialize().

◆ getNumberGradientEvaluations()

template<class Real>
int ROL::AugmentedLagrangianObjective2< Real >::getNumberGradientEvaluations ( void ) const
inline

Definition at line 198 of file ROL_AugmentedLagrangianObjective2.hpp.

References ngval_.

Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::initialize().

◆ reset()

template<class Real>
void ROL::AugmentedLagrangianObjective2< Real >::reset ( void )
inline

Definition at line 203 of file ROL_AugmentedLagrangianObjective2.hpp.

References getNumberConstraints(), nfval_, ngval_, pvec_, and reset().

Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::initialize(), and reset().

Member Data Documentation

◆ obj_

template<class Real>
const Ptr<Objective<Real> > ROL::AugmentedLagrangianObjective2< Real >::obj_
private

Definition at line 24 of file ROL_AugmentedLagrangianObjective2.hpp.

Referenced by AugmentedLagrangianObjective2(), AugmentedLagrangianObjective2(), getObjectiveGradient(), getObjectiveValue(), hessVec(), and update().

◆ pvec_

template<class Real>
const std::vector<Ptr<AugmentedLagrangianPenalty<Real> > > ROL::AugmentedLagrangianObjective2< Real >::pvec_
private

Definition at line 25 of file ROL_AugmentedLagrangianObjective2.hpp.

Referenced by AugmentedLagrangianObjective2(), AugmentedLagrangianObjective2(), dualNorm(), dualResidual(), feasibility(), getConstraintVec(), getNumberConstraintEvaluations(), getNumberConstraints(), getPenaltyParameter(), getScaling(), gradient(), hessVec(), reset(), setMultiplier(), setPenaltyParameter(), setScaling(), update(), updateMultiplier(), and value().

◆ dualOptVector_

template<class Real>
Ptr<Vector<Real> > ROL::AugmentedLagrangianObjective2< Real >::dualOptVector_
private

Definition at line 28 of file ROL_AugmentedLagrangianObjective2.hpp.

Referenced by AugmentedLagrangianObjective2(), AugmentedLagrangianObjective2(), getObjectiveGradient(), gradient(), and hessVec().

◆ fval_

template<class Real>
Ptr<ScalarController<Real,int> > ROL::AugmentedLagrangianObjective2< Real >::fval_
private

Definition at line 31 of file ROL_AugmentedLagrangianObjective2.hpp.

Referenced by AugmentedLagrangianObjective2(), AugmentedLagrangianObjective2(), getObjectiveValue(), and update().

◆ gradient_

template<class Real>
Ptr<VectorController<Real,int> > ROL::AugmentedLagrangianObjective2< Real >::gradient_
private

Definition at line 32 of file ROL_AugmentedLagrangianObjective2.hpp.

Referenced by AugmentedLagrangianObjective2(), AugmentedLagrangianObjective2(), getObjectiveGradient(), and update().

◆ fscale_

template<class Real>
Real ROL::AugmentedLagrangianObjective2< Real >::fscale_
private

Definition at line 35 of file ROL_AugmentedLagrangianObjective2.hpp.

Referenced by AugmentedLagrangianObjective2(), AugmentedLagrangianObjective2(), gradient(), hessVec(), setScaling(), and value().

◆ nfval_

template<class Real>
int ROL::AugmentedLagrangianObjective2< Real >::nfval_
private

Definition at line 38 of file ROL_AugmentedLagrangianObjective2.hpp.

Referenced by AugmentedLagrangianObjective2(), AugmentedLagrangianObjective2(), getNumberFunctionEvaluations(), getObjectiveValue(), and reset().

◆ ngval_

template<class Real>
int ROL::AugmentedLagrangianObjective2< Real >::ngval_
private

Definition at line 39 of file ROL_AugmentedLagrangianObjective2.hpp.

Referenced by AugmentedLagrangianObjective2(), AugmentedLagrangianObjective2(), getNumberGradientEvaluations(), getObjectiveGradient(), and reset().

◆ scaleLagrangian_

template<class Real>
bool ROL::AugmentedLagrangianObjective2< Real >::scaleLagrangian_
private

Definition at line 42 of file ROL_AugmentedLagrangianObjective2.hpp.

Referenced by AugmentedLagrangianObjective2(), and AugmentedLagrangianObjective2().

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