Provides the interface to evaluate simulation-based composite objective functions. More...

#include <ROL_CompositeObjective_SimOpt.hpp>

Inheritance diagram for ROL::CompositeObjective_SimOpt< Real >:

Public Member Functions
	CompositeObjective_SimOpt (const std::vector< ROL::Ptr< Objective_SimOpt< Real > > > &obj_vec, const ROL::Ptr< StdObjective< Real > > &std_obj)

void	update (const Vector< Real > &u, const Vector< Real > &z, bool flag=true, int iter=-1)
	Update objective function. u is an iterate, z is an iterate, flag = true if the iterate has changed, iter is the outer algorithm iterations count. More...

void	update (const Vector< Real > &u, const Vector< Real > &z, UpdateType type, int iter=-1)

Real	value (const Vector< Real > &u, const Vector< Real > &z, Real &tol)
	Compute value. More...

void	gradient_1 (Vector< Real > &g, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
	Compute gradient with respect to first component. More...

void	gradient_2 (Vector< Real > &g, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
	Compute gradient with respect to second component. More...

void	hessVec_11 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
	Apply Hessian approximation to vector. More...

void	hessVec_12 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)

void	hessVec_21 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)

void	hessVec_22 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)

void	setParameter (const std::vector< Real > &param)

Public Member Functions inherited from ROL::Objective_SimOpt< Real >
void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
	Update objective function. More...

void	update (const Vector< Real > &x, UpdateType type, int iter=-1)
	Update objective function. More...

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...

std::vector< std::vector< Real > >	checkGradient_1 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)

std::vector< std::vector< Real > >	checkGradient_1 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)

std::vector< std::vector< Real > >	checkGradient_1 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)

std::vector< std::vector< Real > >	checkGradient_2 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)

std::vector< std::vector< Real > >	checkGradient_2 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)

std::vector< std::vector< Real > >	checkGradient_2 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)

std::vector< std::vector< Real > >	checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)

std::vector< std::vector< Real > >	checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)

std::vector< std::vector< Real > >	checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)

std::vector< std::vector< Real > >	checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)

std::vector< std::vector< Real > >	checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)

std::vector< std::vector< Real > >	checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)

std::vector< std::vector< Real > >	checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)

std::vector< std::vector< Real > >	checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)

std::vector< std::vector< Real > >	checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)

std::vector< std::vector< Real > >	checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)

std::vector< std::vector< Real > >	checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)

std::vector< std::vector< Real > >	checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)

std::vector< std::vector< Real > >	checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)

std::vector< std::vector< Real > >	checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)

std::vector< std::vector< Real > >	checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)

std::vector< std::vector< Real > >	checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)

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
void	initialize (const Vector< Real > &u, const Vector< Real > &z)

void	computeValue (const Vector< Real > &u, const Vector< Real > &z, Real &tol)

void	computeGradient (const Vector< Real > &u, const Vector< Real > &z, Real &tol)

void	computeGradient1 (const Vector< Real > &u, const Vector< Real > &z, Real &tol)

void	computeGradient2 (const Vector< Real > &u, const Vector< Real > &z, Real &tol)

void	computeHessVec11 (const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)

void	computeHessVec12 (const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)

void	computeHessVec21 (const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)

void	computeHessVec22 (const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)

Private Attributes
const std::vector< ROL::Ptr < Objective_SimOpt< Real > > >	obj_vec_

const ROL::Ptr< StdObjective < Real > >	std_obj_

ROL::Ptr< std::vector< Real > >	obj_value_

ROL::Ptr< std::vector< Real > >	obj_grad_

ROL::Ptr< std::vector< Real > >	obj_gv_

ROL::Ptr< std::vector< Real > >	obj_hess_

ROL::Ptr< StdVector< Real > >	obj_value_vec_

ROL::Ptr< StdVector< Real > >	obj_grad_vec_

ROL::Ptr< StdVector< Real > >	obj_gv_vec_

ROL::Ptr< StdVector< Real > >	obj_hess_vec_

std::vector< ROL::Ptr< Vector < Real > > >	vec_grad1_

std::vector< ROL::Ptr< Vector < Real > > >	vec_grad2_

std::vector< ROL::Ptr< Vector < Real > > >	vec_hess1_

std::vector< ROL::Ptr< Vector < Real > > >	vec_hess2_

bool	isInitialized_

bool	isValueComputed_

bool	isGradientComputed_

bool	isGradient1Computed_

bool	isGradient2Computed_

Additional Inherited Members
Protected Member Functions inherited from ROL::Objective< Real >
const std::vector< Real >	getParameter (void) const

Detailed Description

template<class Real>
class ROL::CompositeObjective_SimOpt< Real >

Provides the interface to evaluate simulation-based composite objective functions.

Definition at line 25 of file ROL_CompositeObjective_SimOpt.hpp.

Constructor & Destructor Documentation

template<class Real >

ROL::CompositeObjective_SimOpt< Real >::CompositeObjective_SimOpt	(	const std::vector< ROL::Ptr< Objective_SimOpt< Real > > > &	obj_vec,
		const ROL::Ptr< StdObjective< Real > > &	std_obj
	)

inline

Definition at line 151 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::CompositeObjective_SimOpt< Real >::obj_grad_, ROL::CompositeObjective_SimOpt< Real >::obj_grad_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_gv_, ROL::CompositeObjective_SimOpt< Real >::obj_gv_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_hess_, ROL::CompositeObjective_SimOpt< Real >::obj_hess_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_value_, ROL::CompositeObjective_SimOpt< Real >::obj_value_vec_, and ROL::CompositeObjective_SimOpt< Real >::obj_vec_.

Member Function Documentation

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::initialize	(	const Vector< Real > &	u,
		const Vector< Real > &	z
	)

inlineprivate

Definition at line 46 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::Vector< Real >::dual(), ROL::CompositeObjective_SimOpt< Real >::isInitialized_, ROL::CompositeObjective_SimOpt< Real >::obj_vec_, ROL::CompositeObjective_SimOpt< Real >::vec_grad1_, ROL::CompositeObjective_SimOpt< Real >::vec_grad2_, ROL::CompositeObjective_SimOpt< Real >::vec_hess1_, and ROL::CompositeObjective_SimOpt< Real >::vec_hess2_.

Referenced by ROL::CompositeObjective_SimOpt< Real >::computeValue().

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::computeValue	(	const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineprivate

Definition at line 63 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::CompositeObjective_SimOpt< Real >::initialize(), ROL::CompositeObjective_SimOpt< Real >::isValueComputed_, and ROL::CompositeObjective_SimOpt< Real >::obj_vec_.

Referenced by ROL::CompositeObjective_SimOpt< Real >::computeGradient(), and ROL::CompositeObjective_SimOpt< Real >::value().

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::computeGradient	(	const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineprivate

Definition at line 74 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::CompositeObjective_SimOpt< Real >::computeValue(), ROL::CompositeObjective_SimOpt< Real >::isGradientComputed_, ROL::CompositeObjective_SimOpt< Real >::obj_grad_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_value_vec_, and ROL::CompositeObjective_SimOpt< Real >::std_obj_.

Referenced by ROL::CompositeObjective_SimOpt< Real >::computeGradient1(), and ROL::CompositeObjective_SimOpt< Real >::computeGradient2().

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::computeGradient1	(	const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineprivate

Definition at line 82 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::CompositeObjective_SimOpt< Real >::computeGradient(), ROL::CompositeObjective_SimOpt< Real >::isGradient1Computed_, ROL::CompositeObjective_SimOpt< Real >::obj_vec_, and ROL::CompositeObjective_SimOpt< Real >::vec_grad1_.

Referenced by ROL::CompositeObjective_SimOpt< Real >::computeHessVec11(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec12(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec21(), and ROL::CompositeObjective_SimOpt< Real >::gradient_1().

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::computeGradient2	(	const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineprivate

Definition at line 93 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::CompositeObjective_SimOpt< Real >::computeGradient(), ROL::CompositeObjective_SimOpt< Real >::isGradient2Computed_, ROL::CompositeObjective_SimOpt< Real >::obj_vec_, and ROL::CompositeObjective_SimOpt< Real >::vec_grad2_.

Referenced by ROL::CompositeObjective_SimOpt< Real >::computeHessVec12(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec21(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec22(), and ROL::CompositeObjective_SimOpt< Real >::gradient_2().

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::computeHessVec11	(	const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineprivate

Definition at line 104 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::CompositeObjective_SimOpt< Real >::computeGradient1(), ROL::CompositeObjective_SimOpt< Real >::obj_gv_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_hess_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_value_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_vec_, ROL::CompositeObjective_SimOpt< Real >::std_obj_, ROL::CompositeObjective_SimOpt< Real >::vec_grad1_, and ROL::CompositeObjective_SimOpt< Real >::vec_hess1_.

Referenced by ROL::CompositeObjective_SimOpt< Real >::hessVec_11().

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::computeHessVec12	(	const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineprivate

Definition at line 115 of file ROL_CompositeObjective_SimOpt.hpp.

Referenced by ROL::CompositeObjective_SimOpt< Real >::hessVec_12().

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::computeHessVec21	(	const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineprivate

Definition at line 127 of file ROL_CompositeObjective_SimOpt.hpp.

Referenced by ROL::CompositeObjective_SimOpt< Real >::hessVec_21().

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::computeHessVec22	(	const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineprivate

Definition at line 139 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::CompositeObjective_SimOpt< Real >::computeGradient2(), ROL::CompositeObjective_SimOpt< Real >::obj_gv_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_hess_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_value_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_vec_, ROL::CompositeObjective_SimOpt< Real >::std_obj_, ROL::CompositeObjective_SimOpt< Real >::vec_grad2_, and ROL::CompositeObjective_SimOpt< Real >::vec_hess2_.

Referenced by ROL::CompositeObjective_SimOpt< Real >::hessVec_22().

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::update	(	const Vector< Real > &	u,
		const Vector< Real > &	z,
		bool	flag = `true`,
		int	iter = `-1`
	)

inlinevirtual

Update objective function. u is an iterate, z is an iterate, flag = true if the iterate has changed, iter is the outer algorithm iterations count.

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 166 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::CompositeObjective_SimOpt< Real >::isGradient1Computed_, ROL::CompositeObjective_SimOpt< Real >::isGradient2Computed_, ROL::CompositeObjective_SimOpt< Real >::isGradientComputed_, ROL::CompositeObjective_SimOpt< Real >::isValueComputed_, and ROL::CompositeObjective_SimOpt< Real >::obj_vec_.

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::update	(	const Vector< Real > &	u,
		const Vector< Real > &	z,
		UpdateType	type,
		int	iter = `-1`
	)

inlinevirtual

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 177 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::CompositeObjective_SimOpt< Real >::isGradient1Computed_, ROL::CompositeObjective_SimOpt< Real >::isGradient2Computed_, ROL::CompositeObjective_SimOpt< Real >::isGradientComputed_, ROL::CompositeObjective_SimOpt< Real >::isValueComputed_, and ROL::CompositeObjective_SimOpt< Real >::obj_vec_.

template<class Real >

Real ROL::CompositeObjective_SimOpt< Real >::value	(	const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlinevirtual

Compute value.

Implements ROL::Objective_SimOpt< Real >.

Definition at line 189 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::CompositeObjective_SimOpt< Real >::computeValue(), ROL::CompositeObjective_SimOpt< Real >::obj_value_vec_, and ROL::CompositeObjective_SimOpt< Real >::std_obj_.

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::gradient_1	(	Vector< Real > &	g,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlinevirtual

Compute gradient with respect to first component.

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 195 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::Vector< Real >::axpy(), ROL::CompositeObjective_SimOpt< Real >::computeGradient1(), ROL::CompositeObjective_SimOpt< Real >::obj_grad_, ROL::CompositeObjective_SimOpt< Real >::obj_vec_, ROL::CompositeObjective_SimOpt< Real >::vec_grad1_, and ROL::Vector< Real >::zero().

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::gradient_2	(	Vector< Real > &	g,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlinevirtual

Compute gradient with respect to second component.

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 204 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::Vector< Real >::axpy(), ROL::CompositeObjective_SimOpt< Real >::computeGradient2(), ROL::CompositeObjective_SimOpt< Real >::obj_grad_, ROL::CompositeObjective_SimOpt< Real >::obj_vec_, ROL::CompositeObjective_SimOpt< Real >::vec_grad2_, and ROL::Vector< Real >::zero().

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::hessVec_11	(	Vector< Real > &	hv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlinevirtual

Apply Hessian approximation to vector.

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 213 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::Vector< Real >::axpy(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec11(), ROL::CompositeObjective_SimOpt< Real >::obj_grad_, ROL::CompositeObjective_SimOpt< Real >::obj_hess_, ROL::CompositeObjective_SimOpt< Real >::obj_vec_, ROL::CompositeObjective_SimOpt< Real >::vec_grad1_, ROL::CompositeObjective_SimOpt< Real >::vec_hess1_, and ROL::Vector< Real >::zero().

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::hessVec_12	(	Vector< Real > &	hv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlinevirtual

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 224 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::Vector< Real >::axpy(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec12(), ROL::CompositeObjective_SimOpt< Real >::obj_grad_, ROL::CompositeObjective_SimOpt< Real >::obj_hess_, ROL::CompositeObjective_SimOpt< Real >::obj_vec_, ROL::CompositeObjective_SimOpt< Real >::vec_grad1_, ROL::CompositeObjective_SimOpt< Real >::vec_hess1_, and ROL::Vector< Real >::zero().

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::hessVec_21	(	Vector< Real > &	hv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlinevirtual

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 235 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::Vector< Real >::axpy(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec21(), ROL::CompositeObjective_SimOpt< Real >::obj_grad_, ROL::CompositeObjective_SimOpt< Real >::obj_hess_, ROL::CompositeObjective_SimOpt< Real >::obj_vec_, ROL::CompositeObjective_SimOpt< Real >::vec_grad2_, ROL::CompositeObjective_SimOpt< Real >::vec_hess2_, and ROL::Vector< Real >::zero().

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::hessVec_22	(	Vector< Real > &	hv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)