Provides the interface to evaluate the indicator function of linear constraints. More...

#include <ROL_TypeBIndicatorObjective.hpp>

Inheritance diagram for ROL::TypeBIndicatorObjective< Real >:

Public Member Functions
	TypeBIndicatorObjective (const Ptr< BoundConstraint< Real > > &bnd)

	TypeBIndicatorObjective (const Vector< Real > &xprim, const Vector< Real > &xdual, const Ptr< BoundConstraint< Real > > &bnd, const Ptr< Constraint< Real > > &con, const Vector< Real > &mul, const Vector< Real > &res, ParameterList &list)

	TypeBIndicatorObjective (const Ptr< PolyhedralProjection< Real > > &proj)

void	initialize (const Vector< Real > &x)

Real	value (const Vector< Real > &x, Real &tol)
	Compute value.

void	prox (Vector< Real > &Pv, const Vector< Real > &v, Real t, Real &tol)
	Compute the proximity operator.

Public Member Functions inherited from 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 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	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< PolyhedralProjection< Real > >	proj_

const Ptr< Vector< Real > >	res_

bool	isInit_

Real	tol_

Additional Inherited Members
Protected Member Functions inherited from ROL::Objective< Real >
const std::vector< Real >	getParameter (void) const

Detailed Description

template<typename Real>
class ROL::TypeBIndicatorObjective< Real >

Provides the interface to evaluate the indicator function of linear constraints.

Definition at line 27 of file ROL_TypeBIndicatorObjective.hpp.

Constructor & Destructor Documentation

◆ TypeBIndicatorObjective() [1/3]

template<typename Real >

ROL::TypeBIndicatorObjective< Real >::TypeBIndicatorObjective ( const Ptr< BoundConstraint< Real > > & bnd )

inline

Definition at line 36 of file ROL_TypeBIndicatorObjective.hpp.

◆ TypeBIndicatorObjective() [2/3]

template<typename Real >

ROL::TypeBIndicatorObjective< Real >::TypeBIndicatorObjective	(	const Vector< Real > &	xprim,
		const Vector< Real > &	xdual,
		const Ptr< BoundConstraint< Real > > &	bnd,
		const Ptr< Constraint< Real > > &	con,
		const Vector< Real > &	mul,
		const Vector< Real > &	res,
		ParameterList &	list
	)

inline

Definition at line 40 of file ROL_TypeBIndicatorObjective.hpp.

◆ TypeBIndicatorObjective() [3/3]

template<typename Real >

ROL::TypeBIndicatorObjective< Real >::TypeBIndicatorObjective ( const Ptr< PolyhedralProjection< Real > > & proj )

inline

Definition at line 50 of file ROL_TypeBIndicatorObjective.hpp.

Member Function Documentation

◆ initialize()

template<typename Real >

void ROL::TypeBIndicatorObjective< Real >::initialize ( const Vector< Real > & x )

inline

Definition at line 53 of file ROL_TypeBIndicatorObjective.hpp.

References ROL::Vector< Real >::clone(), ROL::TypeBIndicatorObjective< Real >::isInit_, ROL::TypeBIndicatorObjective< Real >::proj_, ROL::TypeBIndicatorObjective< Real >::res_, and ROL::TypeBIndicatorObjective< Real >::tol_.

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

◆ value()

template<typename Real >

Real ROL::TypeBIndicatorObjective< 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 65 of file ROL_TypeBIndicatorObjective.hpp.

References ROL::TypeBIndicatorObjective< Real >::initialize(), ROL::TypeBIndicatorObjective< Real >::proj_, ROL::TypeBIndicatorObjective< Real >::res_, ROL::TypeBIndicatorObjective< Real >::tol_, and zero.

◆ prox()

template<typename Real >

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

inlinevirtual

Compute the proximity operator.

This function returns the proximity operator.

Parameters

[out]	Pv	is the proximity operator applied to \(v\) (primal optimization vector).
[in]	v	is the input to the proximity operator (primal optimization vector).
[in]	t	is the proximity operator parameter (positive scalar).
[in]	tol	is a tolerance for inexact objective function computation.