#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)
	Update objective function.

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)
	Compute value.

virtual void	gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
	Compute gradient.

virtual void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply Hessian approximation to vector.

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)

void	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::Objective< Real >
virtual	~Objective ()

	Objective ()

virtual void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
	Update objective function.

virtual Real	dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol)
	Compute directional derivative.

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::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(), ROL::AugmentedLagrangianObjective2< Real >::dualOptVector_, ROL::AugmentedLagrangianObjective2< Real >::fval_, ROL::AugmentedLagrangianObjective2< Real >::gradient_, and ROL::AugmentedLagrangianObjective2< Real >::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(), ROL::AugmentedLagrangianObjective2< Real >::dualOptVector_, ROL::AugmentedLagrangianObjective2< Real >::fval_, and ROL::AugmentedLagrangianObjective2< Real >::gradient_.

Member Function Documentation

◆ update()

template<class Real >

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

inlinevirtual

Update objective function.

This function updates the objective function at new iterations.

Parameters

[in]	x	is the new iterate.
[in]	type	is the type of update requested.
[in]	iter	is the outer algorithm iterations count.

Reimplemented from ROL::Objective< Real >.

Definition at line 75 of file ROL_AugmentedLagrangianObjective2.hpp.

References ROL::AugmentedLagrangianObjective2< Real >::fval_, ROL::AugmentedLagrangianObjective2< Real >::getNumberConstraints(), ROL::AugmentedLagrangianObjective2< Real >::gradient_, ROL::AugmentedLagrangianObjective2< Real >::obj_, ROL::AugmentedLagrangianObjective2< Real >::pvec_, and ROL::AugmentedLagrangianObjective2< Real >::update().

Referenced by ROL::TypeG::AugmentedLagrangianAlgorithm2< Real >::initialize(), and ROL::AugmentedLagrangianObjective2< Real >::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 ROL::AugmentedLagrangianObjective2< Real >::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 ROL::AugmentedLagrangianObjective2< Real >::pvec_.

◆ getScaling()

template<class Real >

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

inline

Definition at line 90 of file ROL_AugmentedLagrangianObjective2.hpp.

References ROL::AugmentedLagrangianObjective2< Real >::pvec_.

◆ value()

template<class Real >

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

inlinevirtual

Compute value.

This function returns the objective function value.

Parameters

[in]	x	is the current iterate.
[in]	tol	is a tolerance for inexact objective function computation.

Implements ROL::Objective< Real >.

Definition at line 94 of file ROL_AugmentedLagrangianObjective2.hpp.

References ROL::AugmentedLagrangianObjective2< Real >::fscale_, ROL::AugmentedLagrangianObjective2< Real >::getNumberConstraints(), ROL::AugmentedLagrangianObjective2< Real >::getObjectiveValue(), ROL::AugmentedLagrangianObjective2< Real >::pvec_, and ROL::AugmentedLagrangianObjective2< Real >::value().

Referenced by ROL::AugmentedLagrangianObjective2< Real >::value().

◆ gradient()

template<class Real >

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

inlinevirtual

Compute gradient.

This function returns the objective function gradient.

Parameters

[out]	g	is the gradient.
[in]	x	is the current iterate.
[in]	tol	is a tolerance for inexact objective function computation.

The default implementation is a finite-difference approximation based on the function value. This requires the definition of a basis \(\{\phi_i\}\) for the optimization vectors x and the definition of a basis \(\{\psi_j\}\) for the dual optimization vectors (gradient vectors g). The bases must be related through the Riesz map, i.e., \( R \{\phi_i\} = \{\psi_j\}\), and this must be reflected in the implementation of the ROL::Vector::dual() method.

Reimplemented from ROL::Objective< Real >.

Definition at line 104 of file ROL_AugmentedLagrangianObjective2.hpp.

References ROL::AugmentedLagrangianObjective2< Real >::dualOptVector_, ROL::AugmentedLagrangianObjective2< Real >::fscale_, ROL::AugmentedLagrangianObjective2< Real >::getNumberConstraints(), ROL::AugmentedLagrangianObjective2< Real >::getObjectiveGradient(), ROL::Vector< Real >::plus(), ROL::AugmentedLagrangianObjective2< Real >::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

Apply Hessian approximation to vector.

This function applies the Hessian of the objective function to the vector \(v\).

Parameters

[out]	hv	is the the action of the Hessian on \(v\).
[in]	v	is the direction vector.
[in]	x	is the current iterate.
[in]	tol	is a tolerance for inexact objective function computation.