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

Rosenbrock's function. More...

#include <ROL_Rosenbrock.hpp>

+ Inheritance diagram for ROL::Objective_Rosenbrock< Real >:

Public Member Functions

 Objective_Rosenbrock (Real alpha=100.0)
 
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 invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply inverse Hessian approximation to vector. More...
 
- Public Member Functions inherited from ROL::Objective< Real >
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 hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply 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 printToScreen=true, const int numSteps=ROL_NUM_CHECKDERIV_STEPS)
 Finite-difference gradient check. More...
 
virtual std::vector
< std::vector< Real > > 
checkHessVec (const Vector< Real > &x, const Vector< Real > &v, const bool printToScreen=true, const int numSteps=ROL_NUM_CHECKDERIV_STEPS)
 Finite-difference Hessian-applied-to-vector check. More...
 
virtual std::vector< Real > checkHessSym (const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &w, const bool printToScreen=true)
 Hessian symmetry check. More...
 

Private Attributes

Real alpha_
 
Real const1_
 
Real const2_
 

Detailed Description

template<class Real>
class ROL::Objective_Rosenbrock< Real >

Rosenbrock's function.

Definition at line 64 of file ROL_Rosenbrock.hpp.

Member Function Documentation

template<class Real>
Real ROL::Objective_Rosenbrock< 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 74 of file ROL_Rosenbrock.hpp.

template<class Real>
void ROL::Objective_Rosenbrock< 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.

Reimplemented from ROL::Objective< Real >.

Definition at line 93 of file ROL_Rosenbrock.hpp.

template<class Real>
void ROL::Objective_Rosenbrock< Real >::invHessVec ( Vector< Real > &  hv,
const Vector< Real > &  v,
const Vector< Real > &  x,
Real &  tol 
)
inlinevirtual

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::Objective< Real >.

Definition at line 131 of file ROL_Rosenbrock.hpp.


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