ROL
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#include <ROL_ConicApproximationModel.hpp>
Public Member Functions | |
virtual | ~ConicApproximationModel () |
ConicApproximationModel (const Ptr< Obj > &obj, const Ptr< const V > &x, const Ptr< V > &s, const Ptr< const V > &a) | |
virtual void | update (const V &s, bool flag=true, int iter=-1) override |
Update objective function. More... | |
virtual Real | value (const V &s, Real &tol) override |
Compute value. More... | |
virtual void | gradient (V &g, const V &s, Real &tol) override |
Compute gradient. More... | |
virtual void | hessVec (V &hv, const V &v, const V &s, Real &tol) override |
Apply Hessian approximation to vector. More... | |
virtual void | invHessVec (V &hv, const V &v, const V &s, Real &tol) override |
Apply inverse Hessian approximation to vector. More... | |
virtual void | precond (V &Pv, const V &v, const V &s, Real &tol) override |
Apply preconditioner to vector. More... | |
virtual | ~ConicApproximationModel () |
ConicApproximationModel (const Ptr< Obj > &obj, const Ptr< const V > &x, const Ptr< V > &s, const Ptr< const V > &a) | |
virtual void | update (const V &s, bool flag=true, int iter=-1) override |
Update objective function. More... | |
virtual Real | value (const V &s, Real &tol) override |
Compute value. More... | |
virtual void | gradient (V &g, const V &s, Real &tol) override |
Compute gradient. More... | |
virtual void | hessVec (V &hv, const V &v, const V &s, Real &tol) override |
Apply Hessian approximation to vector. More... | |
virtual void | invHessVec (V &hv, const V &v, const V &s, Real &tol) override |
Apply inverse Hessian approximation to vector. More... | |
virtual void | precond (V &Pv, const V &v, const V &s, Real &tol) override |
Apply preconditioner to vector. More... | |
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 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 > ¶m) |
Private Types | |
using | V = Vector< Real > |
using | Obj = Objective< Real > |
using | V = Vector< Real > |
using | Obj = Objective< Real > |
Private Attributes | |
Ptr< Obj > | obj_ |
const Ptr< const V > | x_ |
const Ptr< const V > | a_ |
Ptr< V > | g_ |
Ptr< V > | s_ |
Ptr< V > | Hs_ |
Real | f_ |
Real | gamma_ |
Real | sHs_ |
VectorWorkspace< Real > | workspace_ |
Additional Inherited Members | |
Protected Member Functions inherited from ROL::Objective< Real > | |
const std::vector< Real > | getParameter (void) const |
Definition at line 32 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.
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Definition at line 34 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.
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Definition at line 35 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.
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Definition at line 34 of file step/trustregion/ROL_ConicApproximationModel.hpp.
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Definition at line 35 of file step/trustregion/ROL_ConicApproximationModel.hpp.
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Definition at line 47 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.
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Definition at line 49 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.
References ROL::ConicApproximationModel< Real >::a_, ROL::ConicApproximationModel< Real >::f_, ROL::ConicApproximationModel< Real >::g_, ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::Hs_, ROL::ConicApproximationModel< Real >::obj_, ROL::ConicApproximationModel< Real >::s_, and ROL::ConicApproximationModel< Real >::x_.
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Definition at line 47 of file step/trustregion/ROL_ConicApproximationModel.hpp.
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Definition at line 49 of file step/trustregion/ROL_ConicApproximationModel.hpp.
References ROL::ConicApproximationModel< Real >::a_, ROL::ConicApproximationModel< Real >::f_, ROL::ConicApproximationModel< Real >::g_, ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::Hs_, ROL::ConicApproximationModel< Real >::obj_, ROL::ConicApproximationModel< Real >::s_, and ROL::ConicApproximationModel< Real >::x_.
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Update objective function.
This function updates the objective function at new iterations.
[in] | x | is the new iterate. |
[in] | flag | is true if the iterate has changed. |
[in] | iter | is the outer algorithm iterations count. |
Reimplemented from ROL::Objective< Real >.
Definition at line 60 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.
References ROL::ConicApproximationModel< Real >::a_, ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::Hs_, ROL::ConicApproximationModel< Real >::obj_, ROL::ConicApproximationModel< Real >::s_, and ROL::ConicApproximationModel< Real >::x_.
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Compute value.
This function returns the objective function value.
[in] | x | is the current iterate. |
[in] | tol | is a tolerance for inexact objective function computation. |
Implements ROL::Objective< Real >.
Definition at line 67 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.
References ROL::ConicApproximationModel< Real >::f_, ROL::ConicApproximationModel< Real >::g_, ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::s_, and ROL::ConicApproximationModel< Real >::sHs_.
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Compute gradient.
This function returns the objective function gradient.
[out] | g | is the gradient. |
[in] | x | is the current iterate. |
[in] | tol | is 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 71 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.
References ROL::ConicApproximationModel< Real >::a_, ROL::ConicApproximationModel< Real >::g_, ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::Hs_, ROL::Vector< Real >::plus(), ROL::ConicApproximationModel< Real >::s_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), and ROL::ConicApproximationModel< Real >::workspace_.
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Apply Hessian approximation to vector.
This function applies the Hessian of the objective function to the vector \(v\).
[out] | hv | is the the action of the Hessian on \(v\). |
[in] | v | is the direction vector. |
[in] | x | is the current iterate. |
[in] | tol | is a tolerance for inexact objective function computation. |
Reimplemented from ROL::Objective< Real >.
Definition at line 85 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.
References ROL::ConicApproximationModel< Real >::a_, ROL::Vector< Real >::axpy(), ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::obj_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), ROL::ConicApproximationModel< Real >::workspace_, and ROL::ConicApproximationModel< Real >::x_.
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Apply inverse Hessian approximation to vector.
This function applies the inverse Hessian of the objective function to the vector \(v\).
[out] | hv | is the action of the inverse Hessian on \(v\). |
[in] | v | is the direction vector. |
[in] | x | is the current iterate. |
[in] | tol | is a tolerance for inexact objective function computation. |
Reimplemented from ROL::Objective< Real >.
Definition at line 98 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.
References ROL::ConicApproximationModel< Real >::a_, ROL::Vector< Real >::axpy(), ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::obj_, ROL::ConicApproximationModel< Real >::s_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), ROL::ConicApproximationModel< Real >::workspace_, and ROL::ConicApproximationModel< Real >::x_.
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Apply preconditioner to vector.
This function applies a preconditioner for the Hessian of the objective function to the vector \(v\).
[out] | Pv | is the action of the Hessian preconditioner on \(v\). |
[in] | v | is the direction vector. |
[in] | x | is the current iterate. |
[in] | tol | is a tolerance for inexact objective function computation. |
Reimplemented from ROL::Objective< Real >.
Definition at line 109 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.
References ROL::ConicApproximationModel< Real >::a_, ROL::Vector< Real >::axpy(), ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::obj_, ROL::ConicApproximationModel< Real >::s_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), ROL::ConicApproximationModel< Real >::workspace_, and ROL::ConicApproximationModel< Real >::x_.
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Update objective function.
This function updates the objective function at new iterations.
[in] | x | is the new iterate. |
[in] | flag | is true if the iterate has changed. |
[in] | iter | is the outer algorithm iterations count. |
Reimplemented from ROL::Objective< Real >.
Definition at line 60 of file step/trustregion/ROL_ConicApproximationModel.hpp.
References ROL::ConicApproximationModel< Real >::a_, ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::Hs_, ROL::ConicApproximationModel< Real >::obj_, ROL::ConicApproximationModel< Real >::s_, and ROL::ConicApproximationModel< Real >::x_.
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Compute value.
This function returns the objective function value.
[in] | x | is the current iterate. |
[in] | tol | is a tolerance for inexact objective function computation. |
Implements ROL::Objective< Real >.
Definition at line 67 of file step/trustregion/ROL_ConicApproximationModel.hpp.
References ROL::ConicApproximationModel< Real >::f_, ROL::ConicApproximationModel< Real >::g_, ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::s_, and ROL::ConicApproximationModel< Real >::sHs_.
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Compute gradient.
This function returns the objective function gradient.
[out] | g | is the gradient. |
[in] | x | is the current iterate. |
[in] | tol | is 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 71 of file step/trustregion/ROL_ConicApproximationModel.hpp.
References ROL::ConicApproximationModel< Real >::a_, ROL::ConicApproximationModel< Real >::g_, ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::Hs_, ROL::Vector< Real >::plus(), ROL::ConicApproximationModel< Real >::s_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), and ROL::ConicApproximationModel< Real >::workspace_.
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Apply Hessian approximation to vector.
This function applies the Hessian of the objective function to the vector \(v\).
[out] | hv | is the the action of the Hessian on \(v\). |
[in] | v | is the direction vector. |
[in] | x | is the current iterate. |
[in] | tol | is a tolerance for inexact objective function computation. |
Reimplemented from ROL::Objective< Real >.
Definition at line 85 of file step/trustregion/ROL_ConicApproximationModel.hpp.
References ROL::ConicApproximationModel< Real >::a_, ROL::Vector< Real >::axpy(), ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::obj_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), ROL::ConicApproximationModel< Real >::workspace_, and ROL::ConicApproximationModel< Real >::x_.
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Apply inverse Hessian approximation to vector.
This function applies the inverse Hessian of the objective function to the vector \(v\).
[out] | hv | is the action of the inverse Hessian on \(v\). |
[in] | v | is the direction vector. |
[in] | x | is the current iterate. |
[in] | tol | is a tolerance for inexact objective function computation. |
Reimplemented from ROL::Objective< Real >.
Definition at line 98 of file step/trustregion/ROL_ConicApproximationModel.hpp.
References ROL::ConicApproximationModel< Real >::a_, ROL::Vector< Real >::axpy(), ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::obj_, ROL::ConicApproximationModel< Real >::s_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), ROL::ConicApproximationModel< Real >::workspace_, and ROL::ConicApproximationModel< Real >::x_.
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Apply preconditioner to vector.
This function applies a preconditioner for the Hessian of the objective function to the vector \(v\).
[out] | Pv | is the action of the Hessian preconditioner on \(v\). |
[in] | v | is the direction vector. |
[in] | x | is the current iterate. |
[in] | tol | is a tolerance for inexact objective function computation. |
Reimplemented from ROL::Objective< Real >.
Definition at line 109 of file step/trustregion/ROL_ConicApproximationModel.hpp.
References ROL::ConicApproximationModel< Real >::a_, ROL::Vector< Real >::axpy(), ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::obj_, ROL::ConicApproximationModel< Real >::s_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), ROL::ConicApproximationModel< Real >::workspace_, and ROL::ConicApproximationModel< Real >::x_.
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Definition at line 38 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.
Referenced by ROL::ConicApproximationModel< Real >::ConicApproximationModel(), ROL::ConicApproximationModel< Real >::hessVec(), ROL::ConicApproximationModel< Real >::invHessVec(), ROL::ConicApproximationModel< Real >::precond(), and ROL::ConicApproximationModel< Real >::update().
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Definition at line 39 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.
Referenced by ROL::ConicApproximationModel< Real >::ConicApproximationModel(), ROL::ConicApproximationModel< Real >::hessVec(), ROL::ConicApproximationModel< Real >::invHessVec(), ROL::ConicApproximationModel< Real >::precond(), and ROL::ConicApproximationModel< Real >::update().
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Definition at line 39 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.
Referenced by ROL::ConicApproximationModel< Real >::ConicApproximationModel(), ROL::ConicApproximationModel< Real >::gradient(), ROL::ConicApproximationModel< Real >::hessVec(), ROL::ConicApproximationModel< Real >::invHessVec(), ROL::ConicApproximationModel< Real >::precond(), and ROL::ConicApproximationModel< Real >::update().
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Definition at line 40 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.
Referenced by ROL::ConicApproximationModel< Real >::ConicApproximationModel(), ROL::ConicApproximationModel< Real >::gradient(), ROL::ConicApproximationModel< Real >::invHessVec(), ROL::ConicApproximationModel< Real >::precond(), ROL::ConicApproximationModel< Real >::update(), and ROL::ConicApproximationModel< Real >::value().
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Definition at line 41 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.
Referenced by ROL::ConicApproximationModel< Real >::ConicApproximationModel(), and ROL::ConicApproximationModel< Real >::value().
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Definition at line 41 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.
Referenced by ROL::ConicApproximationModel< Real >::ConicApproximationModel(), ROL::ConicApproximationModel< Real >::gradient(), ROL::ConicApproximationModel< Real >::hessVec(), ROL::ConicApproximationModel< Real >::invHessVec(), ROL::ConicApproximationModel< Real >::precond(), ROL::ConicApproximationModel< Real >::update(), and ROL::ConicApproximationModel< Real >::value().
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Definition at line 41 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.
Referenced by ROL::ConicApproximationModel< Real >::value().
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Definition at line 43 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.
Referenced by ROL::ConicApproximationModel< Real >::gradient(), ROL::ConicApproximationModel< Real >::hessVec(), ROL::ConicApproximationModel< Real >::invHessVec(), and ROL::ConicApproximationModel< Real >::precond().