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

#include <ROL_ConicApproximationModel.hpp>

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

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 > &param)
 

Private Types

using V = Vector< Real >
 
using Obj = Objective< Real >
 
using V = Vector< Real >
 
using Obj = Objective< Real >
 

Private Attributes

Ptr< Objobj_
 
const Ptr< const Vx_
 
const Ptr< const Va_
 
Ptr< Vg_
 
Ptr< Vs_
 
Ptr< VHs_
 
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
 

Detailed Description

template<class Real>
class ROL::ConicApproximationModel< Real >

Definition at line 32 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

Member Typedef Documentation

template<class Real>
using ROL::ConicApproximationModel< Real >::V = Vector<Real>
private
template<class Real>
using ROL::ConicApproximationModel< Real >::Obj = Objective<Real>
private
template<class Real>
using ROL::ConicApproximationModel< Real >::V = Vector<Real>
private
template<class Real>
using ROL::ConicApproximationModel< Real >::Obj = Objective<Real>
private

Constructor & Destructor Documentation

template<class Real>
virtual ROL::ConicApproximationModel< Real >::~ConicApproximationModel ( )
inlinevirtual
template<class Real>
ROL::ConicApproximationModel< Real >::ConicApproximationModel ( const Ptr< Obj > &  obj,
const Ptr< const V > &  x,
const Ptr< V > &  s,
const Ptr< const V > &  a 
)
inline
template<class Real>
virtual ROL::ConicApproximationModel< Real >::~ConicApproximationModel ( )
inlinevirtual
template<class Real>
ROL::ConicApproximationModel< Real >::ConicApproximationModel ( const Ptr< Obj > &  obj,
const Ptr< const V > &  x,
const Ptr< V > &  s,
const Ptr< const V > &  a 
)
inline

Member Function Documentation

template<class Real>
virtual void ROL::ConicApproximationModel< Real >::update ( const V x,
bool  flag = true,
int  iter = -1 
)
inlineoverridevirtual

Update objective function.

This function updates the objective function at new iterations.

Parameters
[in]xis the new iterate.
[in]flagis true if the iterate has changed.
[in]iteris 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_.

template<class Real>
virtual Real ROL::ConicApproximationModel< Real >::value ( const V x,
Real &  tol 
)
inlineoverridevirtual

Compute value.

This function returns the objective function value.

Parameters
[in]xis the current iterate.
[in]tolis 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_.

template<class Real>
virtual void ROL::ConicApproximationModel< Real >::gradient ( V g,
const V x,
Real &  tol 
)
inlineoverridevirtual

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::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_.

template<class Real>
virtual void ROL::ConicApproximationModel< Real >::hessVec ( V hv,
const V v,
const V x,
Real &  tol 
)
inlineoverridevirtual

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::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_.

template<class Real>
virtual void ROL::ConicApproximationModel< Real >::invHessVec ( V hv,
const V v,
const V x,
Real &  tol 
)
inlineoverridevirtual

Apply inverse Hessian approximation to vector.

This function applies the inverse Hessian of the objective function to the vector \(v\).

Parameters
[out]hvis the action of the inverse 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::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_.

template<class Real>
virtual void ROL::ConicApproximationModel< Real >::precond ( V Pv,
const V v,
const V x,
Real &  tol 
)
inlineoverridevirtual

Apply preconditioner to vector.

This function applies a preconditioner for the Hessian of the objective function to the vector \(v\).

Parameters
[out]Pvis the action of the Hessian preconditioner on \(v\).
[in]vis the direction vector.
[in]xis the current iterate.
[in]tolis 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_.

template<class Real>
virtual void ROL::ConicApproximationModel< Real >::update ( const V x,
bool  flag = true,
int  iter = -1 
)
inlineoverridevirtual

Update objective function.

This function updates the objective function at new iterations.

Parameters
[in]xis the new iterate.
[in]flagis true if the iterate has changed.
[in]iteris 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_.

template<class Real>
virtual Real ROL::ConicApproximationModel< Real >::value ( const V x,
Real &  tol 
)
inlineoverridevirtual

Compute value.

This function returns the objective function value.

Parameters
[in]xis the current iterate.
[in]tolis 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_.

template<class Real>
virtual void ROL::ConicApproximationModel< Real >::gradient ( V g,
const V x,
Real &  tol 
)
inlineoverridevirtual

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::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_.

template<class Real>
virtual void ROL::ConicApproximationModel< Real >::hessVec ( V hv,
const V v,
const V x,
Real &  tol 
)
inlineoverridevirtual

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::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_.

template<class Real>
virtual void ROL::ConicApproximationModel< Real >::invHessVec ( V hv,
const V v,
const V x,
Real &  tol 
)
inlineoverridevirtual

Apply inverse Hessian approximation to vector.

This function applies the inverse Hessian of the objective function to the vector \(v\).

Parameters
[out]hvis the action of the inverse 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::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_.

template<class Real>
virtual void ROL::ConicApproximationModel< Real >::precond ( V Pv,
const V v,
const V x,
Real &  tol 
)
inlineoverridevirtual

Apply preconditioner to vector.

This function applies a preconditioner for the Hessian of the objective function to the vector \(v\).

Parameters
[out]Pvis the action of the Hessian preconditioner on \(v\).
[in]vis the direction vector.
[in]xis the current iterate.
[in]tolis 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_.

Member Data Documentation

template<class Real>
Ptr< Obj > ConicApproximationModel::obj_
private
template<class Real>
const Ptr< const V > ConicApproximationModel::x_
private
template<class Real>
const Ptr< const V > ConicApproximationModel::a_
private
template<class Real>
Ptr< V > ConicApproximationModel::g_
private
template<class Real>
Ptr< V > ConicApproximationModel::s_
private
template<class Real>
Ptr< V > ConicApproximationModel::Hs_
private
template<class Real>
Real ConicApproximationModel::f_
private
template<class Real>
Real ConicApproximationModel::gamma_
private
template<class Real>
Real ConicApproximationModel::sHs_
private
template<class Real>
VectorWorkspace< Real > ConicApproximationModel::workspace_
private

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