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

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)
 
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...
 

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

Member Function Documentation

template<class Real >
void ROL::CompositeObjective_SimOpt< Real >::initialize ( const Vector< Real > &  u,
const Vector< Real > &  z 
)
inlineprivate
template<class Real >
void ROL::CompositeObjective_SimOpt< Real >::computeValue ( const Vector< Real > &  u,
const Vector< Real > &  z,
Real &  tol 
)
inlineprivate
template<class Real >
void ROL::CompositeObjective_SimOpt< Real >::computeGradient ( const Vector< Real > &  u,
const Vector< Real > &  z,
Real &  tol 
)
inlineprivate
template<class Real >
void ROL::CompositeObjective_SimOpt< Real >::computeGradient1 ( const Vector< Real > &  u,
const Vector< Real > &  z,
Real &  tol 
)
inlineprivate
template<class Real >
void ROL::CompositeObjective_SimOpt< Real >::computeGradient2 ( const Vector< Real > &  u,
const Vector< Real > &  z,
Real &  tol 
)
inlineprivate
template<class Real >
void ROL::CompositeObjective_SimOpt< Real >::computeHessVec11 ( const Vector< Real > &  v,
const Vector< Real > &  u,
const Vector< Real > &  z,
Real &  tol 
)
inlineprivate
template<class Real >
void ROL::CompositeObjective_SimOpt< Real >::computeHessVec12 ( const Vector< Real > &  v,
const Vector< Real > &  u,
const Vector< Real > &  z,
Real &  tol 
)
inlineprivate
template<class Real >
void ROL::CompositeObjective_SimOpt< Real >::computeHessVec21 ( const Vector< Real > &  v,
const Vector< Real > &  u,
const Vector< Real > &  z,
Real &  tol 
)
inlineprivate
template<class Real >
void ROL::CompositeObjective_SimOpt< Real >::computeHessVec22 ( const Vector< Real > &  v,
const Vector< Real > &  u,
const Vector< Real > &  z,
Real &  tol 
)
inlineprivate
template<class Real >
void ROL::CompositeObjective_SimOpt< Real >::update ( const Vector< Real > &  u,
const Vector< Real > &  z,
bool  flag = true,
int  iter = -1 
)
inlinevirtual
template<class Real >
void ROL::CompositeObjective_SimOpt< Real >::update ( const Vector< Real > &  u,
const Vector< Real > &  z,
UpdateType  type,
int  iter = -1 
)
inlinevirtual
template<class Real >
Real ROL::CompositeObjective_SimOpt< Real >::value ( const Vector< Real > &  u,
const Vector< Real > &  z,
Real &  tol 
)
inlinevirtual
template<class Real >
void ROL::CompositeObjective_SimOpt< Real >::gradient_1 ( Vector< Real > &  g,
const Vector< Real > &  u,
const Vector< Real > &  z,
Real &  tol 
)
inlinevirtual
template<class Real >
void ROL::CompositeObjective_SimOpt< Real >::gradient_2 ( Vector< Real > &  g,
const Vector< Real > &  u,
const Vector< Real > &  z,
Real &  tol 
)
inlinevirtual
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
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
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
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 
)
inlinevirtual
template<class Real >
void ROL::CompositeObjective_SimOpt< Real >::setParameter ( const std::vector< Real > &  param)
inlinevirtual

Member Data Documentation

template<class Real >
const std::vector<ROL::Ptr<Objective_SimOpt<Real> > > ROL::CompositeObjective_SimOpt< Real >::obj_vec_
private
template<class Real >
const ROL::Ptr<StdObjective<Real> > ROL::CompositeObjective_SimOpt< Real >::std_obj_
private
template<class Real >
ROL::Ptr<std::vector<Real> > ROL::CompositeObjective_SimOpt< Real >::obj_value_
private
template<class Real >
ROL::Ptr<std::vector<Real> > ROL::CompositeObjective_SimOpt< Real >::obj_grad_
private
template<class Real >
ROL::Ptr<std::vector<Real> > ROL::CompositeObjective_SimOpt< Real >::obj_gv_
private
template<class Real >
ROL::Ptr<std::vector<Real> > ROL::CompositeObjective_SimOpt< Real >::obj_hess_
private
template<class Real >
ROL::Ptr<StdVector<Real> > ROL::CompositeObjective_SimOpt< Real >::obj_value_vec_
private
template<class Real >
ROL::Ptr<StdVector<Real> > ROL::CompositeObjective_SimOpt< Real >::obj_grad_vec_
private
template<class Real >
ROL::Ptr<StdVector<Real> > ROL::CompositeObjective_SimOpt< Real >::obj_gv_vec_
private
template<class Real >
ROL::Ptr<StdVector<Real> > ROL::CompositeObjective_SimOpt< Real >::obj_hess_vec_
private
template<class Real >
std::vector<ROL::Ptr<Vector<Real> > > ROL::CompositeObjective_SimOpt< Real >::vec_grad1_
private
template<class Real >
std::vector<ROL::Ptr<Vector<Real> > > ROL::CompositeObjective_SimOpt< Real >::vec_grad2_
private
template<class Real >
std::vector<ROL::Ptr<Vector<Real> > > ROL::CompositeObjective_SimOpt< Real >::vec_hess1_
private
template<class Real >
std::vector<ROL::Ptr<Vector<Real> > > ROL::CompositeObjective_SimOpt< Real >::vec_hess2_
private
template<class Real >
bool ROL::CompositeObjective_SimOpt< Real >::isInitialized_
private
template<class Real >
bool ROL::CompositeObjective_SimOpt< Real >::isValueComputed_
private
template<class Real >
bool ROL::CompositeObjective_SimOpt< Real >::isGradientComputed_
private
template<class Real >
bool ROL::CompositeObjective_SimOpt< Real >::isGradient1Computed_
private
template<class Real >
bool ROL::CompositeObjective_SimOpt< Real >::isGradient2Computed_
private

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