ROL
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ROL::AffineTransformObjective< Real > Class Template Reference
Functional Interface

Compose an objective function with an affine transformation, i.e.,. More...

#include <ROL_AffineTransformObjective.hpp>

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

Public Member Functions

virtual ~AffineTransformObjective ()
 
 AffineTransformObjective (const Ptr< Objective< Real >> &obj, const Ptr< Constraint< Real >> &acon, const Vector< Real > &range, const Ptr< VectorController< Real >> &storage=nullPtr)
 
 AffineTransformObjective (const Ptr< Objective< Real >> &obj, const Ptr< LinearConstraint< Real >> &acon, const Ptr< VectorController< Real >> &storage=nullPtr)
 
 AffineTransformObjective (const Ptr< Objective< Real >> &obj, const Ptr< const LinearOperator< Real >> &A, const Ptr< const Vector< Real >> &b, const Ptr< VectorController< Real >> &storage=nullPtr)
 
void update (const Vector< Real > &x, UpdateType type, int iter=-1) override
 Update objective function. More...
 
void update (const Vector< Real > &x, bool flag=true, int iter=-1) override
 Update objective function. More...
 
Real value (const Vector< Real > &x, Real &tol) override
 Compute value. More...
 
void gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol) override
 Compute gradient. More...
 
void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
 Apply Hessian approximation to vector. More...
 
const Ptr< Objective< Real > > getObjective () const
 
void setParameter (const std::vector< Real > &param) override
 
- Public Member Functions inherited from ROL::Objective< Real >
virtual ~Objective ()
 
 Objective ()
 
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 void prox (Vector< Real > &Pv, const Vector< Real > &v, Real t, Real &tol)
 Compute the proximity operator. More...
 
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. 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...
 
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. More...
 

Private Member Functions

Ptr< const Vector< Real > > transform (const Vector< Real > &x)
 

Private Attributes

const Ptr< Objective< Real > > obj_
 
const Ptr< Constraint< Real > > acon_
 
Ptr< VectorController< Real > > storage_
 
Ptr< Vector< Real > > primal_
 
Ptr< Vector< Real > > dual_
 
Ptr< Vector< Real > > Av_
 

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::AffineTransformObjective< Real >

Compose an objective function with an affine transformation, i.e.,.

\[ F(x) = f(Ax+b). \]

Definition at line 28 of file ROL_AffineTransformObjective.hpp.

Constructor & Destructor Documentation

template<typename Real >
virtual ROL::AffineTransformObjective< Real >::~AffineTransformObjective ( )
inlinevirtual

Definition at line 37 of file ROL_AffineTransformObjective.hpp.

template<typename Real >
ROL::AffineTransformObjective< Real >::AffineTransformObjective ( const Ptr< Objective< Real >> &  obj,
const Ptr< Constraint< Real >> &  acon,
const Vector< Real > &  range,
const Ptr< VectorController< Real >> &  storage = nullPtr 
)

Definition at line 16 of file ROL_AffineTransformObjective_Def.hpp.

References ROL::AffineTransformObjective< Real >::Av_, ROL::Vector< Real >::clone(), ROL::Vector< Real >::dual(), ROL::AffineTransformObjective< Real >::dual_, ROL::AffineTransformObjective< Real >::primal_, and ROL::AffineTransformObjective< Real >::storage_.

template<typename Real >
ROL::AffineTransformObjective< Real >::AffineTransformObjective ( const Ptr< Objective< Real >> &  obj,
const Ptr< LinearConstraint< Real >> &  acon,
const Ptr< VectorController< Real >> &  storage = nullPtr 
)

Definition at line 28 of file ROL_AffineTransformObjective_Def.hpp.

References ROL::AffineTransformObjective< Real >::Av_, ROL::AffineTransformObjective< Real >::dual_, ROL::AffineTransformObjective< Real >::primal_, and ROL::AffineTransformObjective< Real >::storage_.

template<typename Real >
ROL::AffineTransformObjective< Real >::AffineTransformObjective ( const Ptr< Objective< Real >> &  obj,
const Ptr< const LinearOperator< Real >> &  A,
const Ptr< const Vector< Real >> &  b,
const Ptr< VectorController< Real >> &  storage = nullPtr 
)

Definition at line 39 of file ROL_AffineTransformObjective_Def.hpp.

References ROL::AffineTransformObjective< Real >::Av_, ROL::AffineTransformObjective< Real >::dual_, ROL::AffineTransformObjective< Real >::primal_, and ROL::AffineTransformObjective< Real >::storage_.

Member Function Documentation

template<typename Real >
void ROL::AffineTransformObjective< 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::Objective< Real >.

Definition at line 51 of file ROL_AffineTransformObjective_Def.hpp.

References obj_.

template<typename Real >
void ROL::AffineTransformObjective< 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::Objective< Real >.

Definition at line 58 of file ROL_AffineTransformObjective_Def.hpp.

References obj_.

template<typename Real >
Real ROL::AffineTransformObjective< 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::Objective< Real >.

Definition at line 65 of file ROL_AffineTransformObjective_Def.hpp.

References obj_.

template<typename Real >
void ROL::AffineTransformObjective< 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::Objective< Real >.

Definition at line 70 of file ROL_AffineTransformObjective_Def.hpp.

References obj_.

template<typename Real >
void ROL::AffineTransformObjective< 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::Objective< Real >.

Definition at line 76 of file ROL_AffineTransformObjective_Def.hpp.

References obj_.

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

Definition at line 55 of file ROL_AffineTransformObjective.hpp.

References ROL::AffineTransformObjective< Real >::obj_.

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

Reimplemented from ROL::Objective< Real >.

Definition at line 83 of file ROL_AffineTransformObjective_Def.hpp.

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

template<typename Real >
Ptr< const Vector< Real > > ROL::AffineTransformObjective< Real >::transform ( const Vector< Real > &  x)
private

Definition at line 89 of file ROL_AffineTransformObjective_Def.hpp.

Member Data Documentation

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

Definition at line 30 of file ROL_AffineTransformObjective.hpp.

Referenced by ROL::AffineTransformObjective< Real >::getObjective().

template<typename Real >
const Ptr<Constraint<Real> > ROL::AffineTransformObjective< Real >::acon_
private

Definition at line 31 of file ROL_AffineTransformObjective.hpp.

template<typename Real >
Ptr<VectorController<Real> > ROL::AffineTransformObjective< Real >::storage_
private

Definition at line 33 of file ROL_AffineTransformObjective.hpp.

Referenced by ROL::AffineTransformObjective< Real >::AffineTransformObjective().

template<typename Real >
Ptr<Vector<Real> > ROL::AffineTransformObjective< Real >::primal_
private

Definition at line 34 of file ROL_AffineTransformObjective.hpp.

Referenced by ROL::AffineTransformObjective< Real >::AffineTransformObjective().

template<typename Real >
Ptr<Vector<Real> > ROL::AffineTransformObjective< Real >::dual_
private

Definition at line 34 of file ROL_AffineTransformObjective.hpp.

Referenced by ROL::AffineTransformObjective< Real >::AffineTransformObjective().

template<typename Real >
Ptr<Vector<Real> > ROL::AffineTransformObjective< Real >::Av_
private

Definition at line 34 of file ROL_AffineTransformObjective.hpp.

Referenced by ROL::AffineTransformObjective< Real >::AffineTransformObjective().

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