Provides the interface for and implements a bundle. More...

#include <ROL_Bundle_U.hpp>

Inheritance diagram for ROL::Bundle_U< Real >:

Public Member Functions
virtual	~Bundle_U (void)

	Bundle_U (const unsigned maxSize=10, const Real coeff=0.0, const Real omega=2.0, const unsigned remSize=2)

virtual void	initialize (const Vector< Real > &g)

virtual unsigned	solveDual (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)=0

const Real	linearizationError (const unsigned i) const

const Real	distanceMeasure (const unsigned i) const

const Vector< Real > &	subgradient (const unsigned i) const

const Real	getDualVariable (const unsigned i) const

void	setDualVariable (const unsigned i, const Real val)

void	resetDualVariables (void)

const Real	computeAlpha (const Real dm, const Real le) const

const Real	alpha (const unsigned i) const

unsigned	size (void) const

void	aggregate (Vector< Real > &aggSubGrad, Real &aggLinErr, Real &aggDistMeas) const

void	reset (const Vector< Real > &g, const Real le, const Real dm)

void	update (const bool flag, const Real linErr, const Real distMeas, const Vector< Real > &g, const Vector< Real > &s)

Protected Member Functions
const Real	GiGj (const unsigned i, const unsigned j) const

const Real	dotGi (const unsigned i, const Vector< Real > &x) const

void	addGi (const unsigned i, const Real a, Vector< Real > &x) const

Real	evaluateObjective (std::vector< Real > &g, const std::vector< Real > &x, const Real t) const

unsigned	solveDual_dim1 (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)

unsigned	solveDual_dim2 (const Real t, const unsigned maxit=1000, const Real tol=1.e-8)

Private Member Functions
void	remove (const std::vector< unsigned > &ind)

void	add (const Vector< Real > &g, const Real le, const Real dm)

Private Attributes
std::vector< Ptr< Vector< Real > > >	subgradients_

std::vector< Real >	linearizationErrors_

std::vector< Real >	distanceMeasures_

std::vector< Real >	dualVariables_

Ptr< Vector< Real > >	tG_

Ptr< Vector< Real > >	eG_

Ptr< Vector< Real > >	yG_

Ptr< Vector< Real > >	gx_

Ptr< Vector< Real > >	ge_

unsigned	size_

unsigned	maxSize_

unsigned	remSize_

Real	coeff_

Real	omega_

bool	isInitialized_

Detailed Description

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

Provides the interface for and implements a bundle.

Definition at line 59 of file ROL_Bundle_U.hpp.

Constructor & Destructor Documentation

template<typename Real >

virtual ROL::Bundle_U< Real >::~Bundle_U ( void )

inlinevirtual

Definition at line 93 of file ROL_Bundle_U.hpp.

template<typename Real >

ROL::Bundle_U< Real >::Bundle_U	(	const unsigned	maxSize = `10`,
		const Real	coeff = `0.0`,
		const Real	omega = `2.0`,
		const unsigned	remSize = `2`
	)

Definition at line 86 of file ROL_Bundle_U_Def.hpp.

References ROL::Bundle_U< Real >::coeff_, ROL::Bundle_U< Real >::distanceMeasures_, ROL::Bundle_U< Real >::dualVariables_, ROL::Bundle_U< Real >::linearizationErrors_, ROL::Bundle_U< Real >::maxSize_, ROL::Bundle_U< Real >::omega_, ROL::Bundle_U< Real >::remSize_, ROL::Bundle_U< Real >::subgradients_, and zero.

Member Function Documentation

template<typename Real >

void ROL::Bundle_U< Real >::remove ( const std::vector< unsigned > & ind )

private

Definition at line 52 of file ROL_Bundle_U_Def.hpp.

References zero.

template<typename Real >

void ROL::Bundle_U< Real >::add	(	const Vector< Real > &	g,
		const Real	le,
		const Real	dm
	)

private

Definition at line 76 of file ROL_Bundle_U_Def.hpp.

References zero.

template<typename Real >

void ROL::Bundle_U< Real >::initialize ( const Vector< Real > & g )

virtual

Reimplemented in ROL::Bundle_U_AS< Real >.

Definition at line 107 of file ROL_Bundle_U_Def.hpp.

References ROL::Vector< Real >::clone(), and zero.

Referenced by ROL::Bundle_U_AS< Real >::initialize().

template<typename Real >

virtual unsigned ROL::Bundle_U< Real >::solveDual	(	const Real	t,
		const unsigned	maxit = `1000`,
		const Real	tol = `1.e-8`
	)

pure virtual

Implemented in ROL::Bundle_U_TT< Real >, and ROL::Bundle_U_AS< Real >.

template<typename Real >

const Real ROL::Bundle_U< Real >::linearizationError ( const unsigned i ) const

Definition at line 128 of file ROL_Bundle_U_Def.hpp.

template<typename Real >

const Real ROL::Bundle_U< Real >::distanceMeasure ( const unsigned i ) const

Definition at line 133 of file ROL_Bundle_U_Def.hpp.

template<typename Real >

const Vector< Real > & ROL::Bundle_U< Real >::subgradient ( const unsigned i ) const

Definition at line 138 of file ROL_Bundle_U_Def.hpp.

template<typename Real >

const Real ROL::Bundle_U< Real >::getDualVariable ( const unsigned i ) const

Definition at line 143 of file ROL_Bundle_U_Def.hpp.

Referenced by ROL::Bundle_U_AS< Real >::initializeDualSolver(), ROL::Bundle_U_AS< Real >::solveDual_arbitrary(), and ROL::Bundle_U_TT< Real >::solveDual_TT().

template<typename Real >

void ROL::Bundle_U< Real >::setDualVariable	(	const unsigned	i,
		const Real	val
	)

Definition at line 148 of file ROL_Bundle_U_Def.hpp.

Referenced by ROL::Bundle_U_AS< Real >::initializeDualSolver(), ROL::Bundle_U_AS< Real >::solveDual_arbitrary(), and ROL::Bundle_U_TT< Real >::solveDual_TT().

template<typename Real >

void ROL::Bundle_U< Real >::resetDualVariables ( void )

Definition at line 153 of file ROL_Bundle_U_Def.hpp.

References zero.

Referenced by ROL::Bundle_U_TT< Real >::solveDual_TT().

template<typename Real >

const Real ROL::Bundle_U< Real >::computeAlpha	(	const Real	dm,
		const Real	le
	)		const

Definition at line 159 of file ROL_Bundle_U_Def.hpp.

template<typename Real >

const Real ROL::Bundle_U< Real >::alpha ( const unsigned i ) const

Definition at line 168 of file ROL_Bundle_U_Def.hpp.

Referenced by ROL::Bundle_U_TT< Real >::addSubgradToBase(), and ROL::Bundle_U_TT< Real >::solveDual_TT().

template<typename Real >

unsigned ROL::Bundle_U< Real >::size ( void ) const

Definition at line 173 of file ROL_Bundle_U_Def.hpp.

Referenced by ROL::Bundle_U_AS< Real >::computeStepSize(), ROL::Bundle_U_AS< Real >::isNonnegative(), and ROL::Bundle_U_AS< Real >::project().

template<typename Real >

void ROL::Bundle_U< Real >::aggregate	(	Vector< Real > &	aggSubGrad,
		Real &	aggLinErr,
		Real &	aggDistMeas
	)		const

Definition at line 178 of file ROL_Bundle_U_Def.hpp.

References ROL::Vector< Real >::set(), ROL::Objective_SerialSimOpt< Real >::zero, zero, and ROL::Vector< Real >::zero().

template<typename Real >

void ROL::Bundle_U< Real >::reset	(	const Vector< Real > &	g,
		const Real	le,
		const Real	dm
	)

Definition at line 205 of file ROL_Bundle_U_Def.hpp.

template<typename Real >

void ROL::Bundle_U< Real >::update	(	const bool	flag,
		const Real	linErr,
		const Real	distMeas,
		const Vector< Real > &	g,
		const Vector< Real > &	s
	)

Definition at line 233 of file ROL_Bundle_U_Def.hpp.

References zero.

template<typename Real >

const Real ROL::Bundle_U< Real >::GiGj	(	const unsigned	i,
		const unsigned	j
	)		const

protected

Definition at line 260 of file ROL_Bundle_U_Def.hpp.

Referenced by ROL::Bundle_U_AS< Real >::applyPreconditioner_SymGS().

template<typename Real >

const Real ROL::Bundle_U< Real >::dotGi	(	const unsigned	i,
		const Vector< Real > &	x
	)		const

protected

Definition at line 265 of file ROL_Bundle_U_Def.hpp.

References ROL::Vector< Real >::dot().

Referenced by ROL::Bundle_U_AS< Real >::applyFullMatrix(), ROL::Bundle_U_AS< Real >::applyMatrix(), and ROL::Bundle_U_AS< Real >::applyPreconditioner_SymGS().

template<typename Real >

void ROL::Bundle_U< Real >::addGi	(	const unsigned	i,
		const Real	a,
		Vector< Real > &	x
	)		const

protected

Definition at line 270 of file ROL_Bundle_U_Def.hpp.

References ROL::Vector< Real >::axpy().

Referenced by ROL::Bundle_U_AS< Real >::applyPreconditioner_SymGS().

template<typename Real >

Real ROL::Bundle_U< Real >::evaluateObjective	(	std::vector< Real > &	g,
		const std::vector< Real > &	x,
		const Real	t
	)		const

protected

Definition at line 275 of file ROL_Bundle_U_Def.hpp.

Referenced by ROL::Bundle_U_AS< Real >::solveDual_arbitrary().

template<typename Real >

unsigned ROL::Bundle_U< Real >::solveDual_dim1	(	const Real	t,
		const unsigned	maxit = `1000`,
		const Real	tol = `1.e-8`
	)

protected

Definition at line 303 of file ROL_Bundle_U_Def.hpp.

Referenced by ROL::Bundle_U_AS< Real >::solveDual(), and ROL::Bundle_U_TT< Real >::solveDual().

template<typename Real >

unsigned ROL::Bundle_U< Real >::solveDual_dim2	(	const Real	t,
		const unsigned	maxit = `1000`,
		const Real	tol = `1.e-8`
	)

protected

Definition at line 310 of file ROL_Bundle_U_Def.hpp.

References zero.

Referenced by ROL::Bundle_U_AS< Real >::solveDual(), and ROL::Bundle_U_TT< Real >::solveDual().

Member Data Documentation

template<typename Real >

std::vector<Ptr<Vector<Real> > > ROL::Bundle_U< Real >::subgradients_

private

Definition at line 64 of file ROL_Bundle_U.hpp.

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

template<typename Real >

std::vector<Real> ROL::Bundle_U< Real >::linearizationErrors_

private

Definition at line 65 of file ROL_Bundle_U.hpp.

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

template<typename Real >

std::vector<Real> ROL::Bundle_U< Real >::distanceMeasures_

private

Definition at line 66 of file ROL_Bundle_U.hpp.

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

template<typename Real >

std::vector<Real> ROL::Bundle_U< Real >::dualVariables_

private

Definition at line 68 of file ROL_Bundle_U.hpp.

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

template<typename Real >

Ptr<Vector<Real> > ROL::Bundle_U< Real >::tG_

private

Definition at line 70 of file ROL_Bundle_U.hpp.

template<typename Real >

Ptr<Vector<Real> > ROL::Bundle_U< Real >::eG_

private

Definition at line 71 of file ROL_Bundle_U.hpp.

template<typename Real >

Ptr<Vector<Real> > ROL::Bundle_U< Real >::yG_

private

Definition at line 72 of file ROL_Bundle_U.hpp.

template<typename Real >

Ptr<Vector<Real> > ROL::Bundle_U< Real >::gx_

private

Definition at line 73 of file ROL_Bundle_U.hpp.

template<typename Real >

Ptr<Vector<Real> > ROL::Bundle_U< Real >::ge_

private

Definition at line 74 of file ROL_Bundle_U.hpp.

template<typename Real >

unsigned ROL::Bundle_U< Real >::size_

private

Definition at line 76 of file ROL_Bundle_U.hpp.

template<typename Real >

unsigned ROL::Bundle_U< Real >::maxSize_

private

Definition at line 78 of file ROL_Bundle_U.hpp.

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

template<typename Real >

unsigned ROL::Bundle_U< Real >::remSize_

private

Definition at line 79 of file ROL_Bundle_U.hpp.

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

template<typename Real >

Real ROL::Bundle_U< Real >::coeff_

private

Definition at line 80 of file ROL_Bundle_U.hpp.

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

template<typename Real >

Real ROL::Bundle_U< Real >::omega_

private

Definition at line 81 of file ROL_Bundle_U.hpp.

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

template<typename Real >

bool ROL::Bundle_U< Real >::isInitialized_

private

Definition at line 83 of file ROL_Bundle_U.hpp.

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

Public Member Functions

Protected Member Functions

Private Member Functions

Private Attributes

Detailed Description

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

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

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