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

Provides the interface to evaluate interior trust-region model functions from the Coleman-Li bound constrained trust-region algorithm. More...

#include <ROL_ColemanLiModel.hpp>

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

Public Member Functions

 ColemanLiModel (Objective< Real > &obj, BoundConstraint< Real > &bnd, const Vector< Real > &x, const Vector< Real > &g, const Real stepBackMax=0.9999, const Real stepBackScale=1.0, const bool singleReflect=true, const Ptr< Secant< Real >> &secant=nullPtr, const bool useSecantPrecond=false, const bool useSecantHessVec=false)
 
void update (Objective< Real > &obj, BoundConstraint< Real > &bnd, const Vector< Real > &x, const Vector< Real > &g, const Ptr< Secant< Real >> &secant=nullPtr)
 
void setRadius (const Real del)
 
Real value (const Vector< Real > &s, Real &tol)
 Compute value. More...
 
void gradient (Vector< Real > &g, const Vector< Real > &s, Real &tol)
 Compute gradient. More...
 
void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &s, Real &tol)
 Apply Hessian approximation to vector. More...
 
void dualTransform (Vector< Real > &tv, const Vector< Real > &v)
 
void primalTransform (Vector< Real > &tiv, const Vector< Real > &v)
 
void updatePredictedReduction (Real &pred, const Vector< Real > &s)
 
void updateActualReduction (Real &ared, const Vector< Real > &s)
 
- Public Member Functions inherited from ROL::TrustRegionModel< Real >
virtual ~TrustRegionModel ()
 
 TrustRegionModel (Objective< Real > &obj, BoundConstraint< Real > &bnd, const Vector< Real > &x, const Vector< Real > &g, const Ptr< Secant< Real >> &secant=nullPtr, const bool useSecantPrecond=false, const bool useSecantHessVec=false)
 
virtual void invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &s, Real &tol)
 Apply inverse Hessian approximation to vector. More...
 
virtual void precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &s, Real &tol)
 Apply preconditioner to vector. More...
 
virtual const Ptr< const
Vector< Real > > 
getGradient (void) const
 
virtual const Ptr< const
Vector< Real > > 
getIterate (void) const
 
virtual const Ptr< Objective
< Real > > 
getObjective (void) const
 
virtual const Ptr
< BoundConstraint< Real > > 
getBoundConstraint (void) const
 
- 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. More...
 
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 prox (Vector< Real > &Pv, const Vector< Real > &v, Real t, Real &tol)
 
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 void setParameter (const std::vector< Real > &param)
 

Private Member Functions

void applyD (Vector< Real > &Dv, const Vector< Real > &v)
 
void applyInverseD (Vector< Real > &Dv, const Vector< Real > &v)
 
void applyC (Vector< Real > &Cv, const Vector< Real > &v)
 
void constructC (void)
 
void constructInverseD (void)
 
void initialize (const Vector< Real > &x, const Vector< Real > &g)
 
void getScalarBounds (Real &lowerBound, Real &upperBound, const Vector< Real > &p)
 
Real minimize1D (Real &tau, const Real lowerBound, const Real upperBound, const Vector< Real > &p)
 
Real computeCauchyPoint (void)
 
void computeReflectiveStep (Vector< Real > &Rv, const Vector< Real > &v, const Vector< Real > &Dv)
 
void computeFullReflectiveStep (Vector< Real > &Rv, const Vector< Real > &v, const Vector< Real > &Dv)
 
Real computeAlpha (const Vector< Real > &d)
 
bool isStrictlyFeasibleStep (const Vector< Real > &d) const
 

Private Attributes

Ptr< Vector< Real > > prim_
 
Ptr< Vector< Real > > dual_
 
Ptr< Vector< Real > > hv_
 
Ptr< Vector< Real > > step_
 
Ptr< Vector< Real > > cauchyStep_
 
Ptr< Vector< Real > > cauchyScal_
 
Ptr< Vector< Real > > reflectStep_
 
Ptr< Vector< Real > > reflectScal_
 
Ptr< Vector< Real > > Dmat_
 
Ptr< Vector< Real > > Cmat_
 
Ptr< Vector< Real > > lx_
 
Ptr< Vector< Real > > ux_
 
Real TRradius_
 
const Real stepBackMax_
 
const Real stepBackScale_
 
const bool singleReflect_
 
Real sCs_
 
Real pred_
 
Elementwise::Multiply< Real > mult_
 
Elementwise::Divide< Real > div_
 

Additional Inherited Members

- Protected Member Functions inherited from ROL::TrustRegionModel< Real >
void applyHessian (Vector< Real > &hv, const Vector< Real > &v, Real &tol)
 
void applyInvHessian (Vector< Real > &hv, const Vector< Real > &v, Real &tol)
 
void applyPrecond (Vector< Real > &Pv, const Vector< Real > &v, Real &tol)
 
- Protected Member Functions inherited from ROL::Objective< Real >
const std::vector< Real > getParameter (void) const
 

Detailed Description

template<class Real>
class ROL::ColemanLiModel< Real >

Provides the interface to evaluate interior trust-region model functions from the Coleman-Li bound constrained trust-region algorithm.


Definition at line 26 of file ROL_ColemanLiModel.hpp.

Constructor & Destructor Documentation

template<class Real >
ROL::ColemanLiModel< Real >::ColemanLiModel ( Objective< Real > &  obj,
BoundConstraint< Real > &  bnd,
const Vector< Real > &  x,
const Vector< Real > &  g,
const Real  stepBackMax = 0.9999,
const Real  stepBackScale = 1.0,
const bool  singleReflect = true,
const Ptr< Secant< Real >> &  secant = nullPtr,
const bool  useSecantPrecond = false,
const bool  useSecantHessVec = false 
)
inline

Definition at line 189 of file ROL_ColemanLiModel.hpp.

References ROL::ColemanLiModel< Real >::initialize().

Member Function Documentation

template<class Real >
void ROL::ColemanLiModel< Real >::applyD ( Vector< Real > &  Dv,
const Vector< Real > &  v 
)
inlineprivate
template<class Real >
void ROL::ColemanLiModel< Real >::applyInverseD ( Vector< Real > &  Dv,
const Vector< Real > &  v 
)
inlineprivate
template<class Real >
void ROL::ColemanLiModel< Real >::applyC ( Vector< Real > &  Cv,
const Vector< Real > &  v 
)
inlineprivate
template<class Real >
void ROL::ColemanLiModel< Real >::constructC ( void  )
inlineprivate
template<class Real >
void ROL::ColemanLiModel< Real >::constructInverseD ( void  )
inlineprivate
template<class Real >
void ROL::ColemanLiModel< Real >::initialize ( const Vector< Real > &  x,
const Vector< Real > &  g 
)
inlineprivate
template<class Real >
void ROL::ColemanLiModel< Real >::update ( Objective< Real > &  obj,
BoundConstraint< Real > &  bnd,
const Vector< Real > &  x,
const Vector< Real > &  g,
const Ptr< Secant< Real >> &  secant = nullPtr 
)
inlinevirtual
template<class Real >
void ROL::ColemanLiModel< Real >::setRadius ( const Real  del)
inline

Definition at line 210 of file ROL_ColemanLiModel.hpp.

References ROL::ColemanLiModel< Real >::TRradius_.

template<class Real >
Real ROL::ColemanLiModel< 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.

Reimplemented from ROL::TrustRegionModel< Real >.

Definition at line 218 of file ROL_ColemanLiModel.hpp.

References ROL::ColemanLiModel< Real >::applyInverseD(), ROL::Vector< Real >::dual(), ROL::TrustRegionModel< Real >::getGradient(), ROL::ColemanLiModel< Real >::hessVec(), ROL::ColemanLiModel< Real >::hv_, and ROL::ColemanLiModel< Real >::prim_.

Referenced by ROL::ColemanLiModel< Real >::computeCauchyPoint(), and ROL::ColemanLiModel< Real >::primalTransform().

template<class Real >
void ROL::ColemanLiModel< 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::TrustRegionModel< Real >.

Definition at line 230 of file ROL_ColemanLiModel.hpp.

References ROL::ColemanLiModel< Real >::applyInverseD(), ROL::TrustRegionModel< Real >::getGradient(), ROL::ColemanLiModel< Real >::hessVec(), ROL::Vector< Real >::plus(), and ROL::ColemanLiModel< Real >::prim_.

template<class Real >
void ROL::ColemanLiModel< 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::TrustRegionModel< Real >.

Definition at line 237 of file ROL_ColemanLiModel.hpp.

References ROL::ColemanLiModel< Real >::applyC(), ROL::TrustRegionModel< Real >::applyHessian(), ROL::ColemanLiModel< Real >::applyInverseD(), ROL::ColemanLiModel< Real >::dual_, ROL::TrustRegionModel< Real >::getGradient(), ROL::Vector< Real >::plus(), and ROL::ColemanLiModel< Real >::prim_.

Referenced by ROL::ColemanLiModel< Real >::gradient(), ROL::ColemanLiModel< Real >::minimize1D(), and ROL::ColemanLiModel< Real >::value().

template<class Real >
void ROL::ColemanLiModel< Real >::dualTransform ( Vector< Real > &  tv,
const Vector< Real > &  v 
)
inlinevirtual
template<class Real >
void ROL::ColemanLiModel< Real >::primalTransform ( Vector< Real > &  tiv,
const Vector< Real > &  v 
)
inlinevirtual
template<class Real >
void ROL::ColemanLiModel< Real >::updatePredictedReduction ( Real &  pred,
const Vector< Real > &  s 
)
inlinevirtual

Reimplemented from ROL::TrustRegionModel< Real >.

Definition at line 341 of file ROL_ColemanLiModel.hpp.

References ROL::ColemanLiModel< Real >::pred_.

template<class Real >
void ROL::ColemanLiModel< Real >::updateActualReduction ( Real &  ared,
const Vector< Real > &  s 
)
inlinevirtual

Reimplemented from ROL::TrustRegionModel< Real >.

Definition at line 345 of file ROL_ColemanLiModel.hpp.

References ROL::ColemanLiModel< Real >::sCs_.

template<class Real >
void ROL::ColemanLiModel< Real >::getScalarBounds ( Real &  lowerBound,
Real &  upperBound,
const Vector< Real > &  p 
)
inlineprivate
template<class Real >
Real ROL::ColemanLiModel< Real >::minimize1D ( Real &  tau,
const Real  lowerBound,
const Real  upperBound,
const Vector< Real > &  p 
)
inlineprivate
template<class Real >
Real ROL::ColemanLiModel< Real >::computeCauchyPoint ( void  )
inlineprivate
template<class Real >
void ROL::ColemanLiModel< Real >::computeReflectiveStep ( Vector< Real > &  Rv,
const Vector< Real > &  v,
const Vector< Real > &  Dv 
)
inlineprivate
template<class Real >
void ROL::ColemanLiModel< Real >::computeFullReflectiveStep ( Vector< Real > &  Rv,
const Vector< Real > &  v,
const Vector< Real > &  Dv 
)
inlineprivate
template<class Real >
Real ROL::ColemanLiModel< Real >::computeAlpha ( const Vector< Real > &  d)
inlineprivate
template<class Real >
bool ROL::ColemanLiModel< Real >::isStrictlyFeasibleStep ( const Vector< Real > &  d) const
inlineprivate

Member Data Documentation

template<class Real >
Ptr<Vector<Real> > ROL::ColemanLiModel< Real >::prim_
private
template<class Real >
Ptr<Vector<Real> > ROL::ColemanLiModel< Real >::dual_
private
template<class Real >
Ptr<Vector<Real> > ROL::ColemanLiModel< Real >::hv_
private
template<class Real >
Ptr<Vector<Real> > ROL::ColemanLiModel< Real >::step_
private
template<class Real >
Ptr<Vector<Real> > ROL::ColemanLiModel< Real >::cauchyStep_
private
template<class Real >
Ptr<Vector<Real> > ROL::ColemanLiModel< Real >::cauchyScal_
private
template<class Real >
Ptr<Vector<Real> > ROL::ColemanLiModel< Real >::reflectStep_
private
template<class Real >
Ptr<Vector<Real> > ROL::ColemanLiModel< Real >::reflectScal_
private
template<class Real >
Ptr<Vector<Real> > ROL::ColemanLiModel< Real >::Dmat_
private
template<class Real >
Ptr<Vector<Real> > ROL::ColemanLiModel< Real >::Cmat_
private
template<class Real >
Ptr<Vector<Real> > ROL::ColemanLiModel< Real >::lx_
private
template<class Real >
Ptr<Vector<Real> > ROL::ColemanLiModel< Real >::ux_
private
template<class Real >
Real ROL::ColemanLiModel< Real >::TRradius_
private
template<class Real >
const Real ROL::ColemanLiModel< Real >::stepBackMax_
private

Definition at line 37 of file ROL_ColemanLiModel.hpp.

Referenced by ROL::ColemanLiModel< Real >::primalTransform().

template<class Real >
const Real ROL::ColemanLiModel< Real >::stepBackScale_
private

Definition at line 37 of file ROL_ColemanLiModel.hpp.

Referenced by ROL::ColemanLiModel< Real >::primalTransform().

template<class Real >
const bool ROL::ColemanLiModel< Real >::singleReflect_
private

Definition at line 38 of file ROL_ColemanLiModel.hpp.

Referenced by ROL::ColemanLiModel< Real >::primalTransform().

template<class Real >
Real ROL::ColemanLiModel< Real >::sCs_
private
template<class Real >
Real ROL::ColemanLiModel< Real >::pred_
private
template<class Real >
Elementwise::Multiply<Real> ROL::ColemanLiModel< Real >::mult_
private
template<class Real >
Elementwise::Divide<Real> ROL::ColemanLiModel< Real >::div_
private

Definition at line 42 of file ROL_ColemanLiModel.hpp.

Referenced by ROL::ColemanLiModel< Real >::applyD().


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