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

#include <ROL_Constraint_SerialSimOpt.hpp>

Inheritance diagram for ROL::ROL::SlacklessObjective< Real >:

Public Member Functions

 ~SlacklessObjective ()
 SlacklessObjective (const Ptr< Objective< Real > > &obj)
Ptr< Objective< Real > > getObjective (void) const
void update (const Vector< Real > &x, UpdateType type, int iter=-1) override
 Update objective function.
void update (const Vector< Real > &x, bool flag=true, int iter=-1) override
 Update objective function.
Real value (const Vector< Real > &x, Real &tol) override
 Compute value.
Real dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol) override
 Compute directional derivative.
void gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol) override
 Compute gradient.
void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
 Apply Hessian approximation to vector.
void invHessVec (Vector< Real > &ihv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
 Apply inverse Hessian approximation to vector.
void precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
 Apply preconditioner to vector.
void setParameter (const std::vector< Real > &param) override
Public Member Functions inherited from ROL::ROL::Objective< Real >
virtual ~Objective ()
 Objective ()
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.

Private Member Functions

Ptr< Vector< Real > > getOpt (Vector< Real > &xs) const
Ptr< const Vector< Real > > getOpt (const Vector< Real > &xs) const
void zeroSlack (Vector< Real > &x) const

Private Attributes

const Ptr< Objective< Real > > obj_

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::ROL::SlacklessObjective< Real >

Definition at line 25 of file ROL_Constraint_SerialSimOpt.hpp.

Constructor & Destructor Documentation

◆ ~SlacklessObjective()

template<typename Real>
ROL::ROL::SlacklessObjective< Real >::~SlacklessObjective ( )
inline

Definition at line 30 of file ROL_Constraint_SerialSimOpt.hpp.

◆ SlacklessObjective()

template<typename Real>
ROL::ROL::SlacklessObjective< Real >::SlacklessObjective ( const Ptr< Objective< Real > > & obj)

Definition at line 16 of file ROL_SlacklessObjective_Def.hpp.

References obj_, and ROL::ROL::Objective< Real >::Objective().

Member Function Documentation

◆ getObjective()

template<typename Real>
Ptr< Objective< Real > > ROL::ROL::SlacklessObjective< Real >::getObjective ( void ) const

Definition at line 19 of file ROL_SlacklessObjective_Def.hpp.

References obj_.

◆ update() [1/2]

template<typename Real>
void ROL::ROL::SlacklessObjective< Real >::update ( const Vector< Real > & x,
UpdateType type,
int iter = -1 )
overridevirtual

Update objective function.

This function updates the objective function at new iterations.

Parameters
[in]xis the new iterate.
[in]typeis the type of update requested.
[in]iteris the outer algorithm iterations count.

Reimplemented from ROL::ROL::Objective< Real >.

Definition at line 24 of file ROL_SlacklessObjective_Def.hpp.

References getOpt(), and obj_.

◆ update() [2/2]

template<typename Real>
void ROL::ROL::SlacklessObjective< Real >::update ( const Vector< Real > & x,
bool flag = true,
int iter = -1 )
overridevirtual

Update objective function.

This function updates the objective function at new iterations.

Parameters
[in]xis the new iterate.
[in]flagis true if the iterate has changed.
[in]iteris the outer algorithm iterations count.

Reimplemented from ROL::ROL::Objective< Real >.

Definition at line 29 of file ROL_SlacklessObjective_Def.hpp.

References getOpt(), and obj_.

◆ value()

template<typename Real>
Real ROL::ROL::SlacklessObjective< Real >::value ( const Vector< Real > & x,
Real & tol )
overridevirtual

Compute value.

This function returns the objective function value.

Parameters
[in]xis the current iterate.
[in]tolis a tolerance for inexact objective function computation.

Implements ROL::ROL::Objective< Real >.

Definition at line 34 of file ROL_SlacklessObjective_Def.hpp.

References getOpt(), and obj_.

◆ dirDeriv()

template<typename Real>
Real ROL::ROL::SlacklessObjective< Real >::dirDeriv ( const Vector< Real > & x,
const Vector< Real > & d,
Real & tol )
overridevirtual

Compute directional derivative.

This function returns the directional derivative of the objective function in the \(d\) direction.

Parameters
[in]xis the current iterate.
[in]dis the direction.
[in]tolis a tolerance for inexact objective function computation.

Reimplemented from ROL::ROL::Objective< Real >.

Definition at line 39 of file ROL_SlacklessObjective_Def.hpp.

References getOpt(), and obj_.

◆ gradient()

template<typename Real>
void ROL::ROL::SlacklessObjective< Real >::gradient ( Vector< Real > & g,
const Vector< Real > & x,
Real & tol )
overridevirtual

Compute gradient.

This function returns the objective function gradient.

Parameters
[out]gis the gradient.
[in]xis the current iterate.
[in]tolis 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::ROL::Objective< Real >.

Definition at line 44 of file ROL_SlacklessObjective_Def.hpp.

References getOpt(), obj_, and zeroSlack().

◆ hessVec()

template<typename Real>
void ROL::ROL::SlacklessObjective< Real >::hessVec ( Vector< Real > & hv,
const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
overridevirtual

Apply Hessian approximation to vector.

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

Parameters
[out]hvis the the action of the Hessian on \(v\).
[in]vis the direction vector.
[in]xis the current iterate.
[in]tolis a tolerance for inexact objective function computation.

Reimplemented from ROL::ROL::Objective< Real >.

Definition at line 50 of file ROL_SlacklessObjective_Def.hpp.

References getOpt(), obj_, and zeroSlack().

◆ invHessVec()

template<typename Real>
void ROL::ROL::SlacklessObjective< Real >::invHessVec ( Vector< Real > & hv,
const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
overridevirtual

Apply inverse Hessian approximation to vector.

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

Parameters
[out]hvis the action of the inverse Hessian on \(v\).
[in]vis the direction vector.
[in]xis the current iterate.
[in]tolis a tolerance for inexact objective function computation.

Reimplemented from ROL::ROL::Objective< Real >.

Definition at line 56 of file ROL_SlacklessObjective_Def.hpp.

References ROL::ROL::PartitionedVector< Real >::get(), getOpt(), ROL::ROL::PartitionedVector< Real >::numVectors(), and obj_.

◆ precond()

template<typename Real>
void ROL::ROL::SlacklessObjective< Real >::precond ( Vector< Real > & Pv,
const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
overridevirtual

Apply preconditioner to vector.

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

Parameters
[out]Pvis the action of the Hessian preconditioner on \(v\).
[in]vis the direction vector.
[in]xis the current iterate.
[in]tolis a tolerance for inexact objective function computation.

Reimplemented from ROL::ROL::Objective< Real >.

Definition at line 67 of file ROL_SlacklessObjective_Def.hpp.

References ROL::ROL::PartitionedVector< Real >::get(), getOpt(), ROL::ROL::PartitionedVector< Real >::numVectors(), and obj_.

◆ setParameter()

template<typename Real>
void ROL::ROL::SlacklessObjective< Real >::setParameter ( const std::vector< Real > & param)
overridevirtual

Reimplemented from ROL::ROL::Objective< Real >.

Definition at line 78 of file ROL_SlacklessObjective_Def.hpp.

References obj_, and ROL::Objective< Real >::setParameter().

◆ getOpt() [1/2]

template<typename Real>
Ptr< Vector< Real > > ROL::ROL::SlacklessObjective< Real >::getOpt ( Vector< Real > & xs) const
private

Definition at line 84 of file ROL_SlacklessObjective_Def.hpp.

Referenced by dirDeriv(), gradient(), hessVec(), invHessVec(), precond(), update(), update(), and value().

◆ getOpt() [2/2]

template<typename Real>
Ptr< const Vector< Real > > ROL::ROL::SlacklessObjective< Real >::getOpt ( const Vector< Real > & xs) const
private

Definition at line 89 of file ROL_SlacklessObjective_Def.hpp.

◆ zeroSlack()

template<typename Real>
void ROL::ROL::SlacklessObjective< Real >::zeroSlack ( Vector< Real > & x) const
private

Definition at line 94 of file ROL_SlacklessObjective_Def.hpp.

References ROL::ROL::PartitionedVector< Real >::get(), and ROL::ROL::PartitionedVector< Real >::numVectors().

Referenced by gradient(), and hessVec().

Member Data Documentation

◆ obj_

template<typename Real>
const Ptr<Objective<Real> > ROL::ROL::SlacklessObjective< Real >::obj_
private

Definition at line 27 of file ROL_Constraint_SerialSimOpt.hpp.

Referenced by dirDeriv(), getObjective(), gradient(), hessVec(), invHessVec(), precond(), setParameter(), SlacklessObjective(), update(), update(), and value().

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