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

#include <example_01d.hpp>

+ Inheritance diagram for ObjectiveAD< Real >:

Public Member Functions

 ObjectiveAD (const Zakharov< FadFadType > &zakharov)
 
Real value (const Vector< Real > &x, Real &tol)
 Compute value. More...
 
void gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
 Compute gradient. More...
 
void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply Hessian approximation to vector. More...
 
- Public Member Functions inherited from ROL::Objective< Real >
virtual ~Objective ()
 
virtual void update (const Vector< Real > &x, bool flag=true, int iter=-1)
 Update objective function. More...
 
virtual Real dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol)
 Compute directional derivative. More...
 
virtual void invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply inverse Hessian approximation to vector. More...
 
virtual void precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply preconditioner to vector. More...
 
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. More...
 
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. More...
 
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. More...
 
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. More...
 
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. More...
 
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. More...
 
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. More...
 
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. More...
 
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. More...
 
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. More...
 

Private Types

typedef Sacado::Fad::SFad
< Real, 1 > 
FadType
 
typedef Sacado::Fad::DFad
< FadType
FadFadType
 

Private Attributes

Teuchos::RCP< Objective
< FadFadType > > 
obj_
 
Teuchos::RCP< Objective
< FadType > > 
grad_
 
Teuchos::RCP< Objective< Real > > hess_
 

Detailed Description

template<class Real>
class ObjectiveAD< Real >

Definition at line 225 of file example_01d.hpp.

Member Typedef Documentation

template<class Real >
typedef Sacado::Fad::SFad<Real,1> ObjectiveAD< Real >::FadType
private

Definition at line 227 of file example_01d.hpp.

template<class Real >
typedef Sacado::Fad::DFad<FadType> ObjectiveAD< Real >::FadFadType
private

Definition at line 228 of file example_01d.hpp.

Constructor & Destructor Documentation

template<class Real >
ObjectiveAD< Real >::ObjectiveAD ( const Zakharov< FadFadType > &  zakharov)
inline

Definition at line 237 of file example_01d.hpp.

Member Function Documentation

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

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::Objective< Real >.

Definition at line 243 of file example_01d.hpp.

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

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::Objective< Real >.

Definition at line 245 of file example_01d.hpp.

template<class Real >
void ObjectiveAD< 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]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::Objective< Real >.

Definition at line 249 of file example_01d.hpp.

Member Data Documentation

template<class Real >
Teuchos::RCP<Objective<FadFadType> > ObjectiveAD< Real >::obj_
private

Definition at line 232 of file example_01d.hpp.

template<class Real >
Teuchos::RCP<Objective<FadType> > ObjectiveAD< Real >::grad_
private

Definition at line 233 of file example_01d.hpp.

template<class Real >
Teuchos::RCP<Objective<Real> > ObjectiveAD< Real >::hess_
private

Definition at line 234 of file example_01d.hpp.


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