ROL
Public Types | Public Member Functions | List of all members
ROL::DynamicObjective< Real > Class Template Referenceabstract

Defines the time-dependent objective function interface for simulation-based optimization. Computes time-local contributions of value, gradient, Hessian-vector product etc to a larger composite objective defined over the simulation time. In contrast to other objective classes Objective_TimeSimOpt has a default implementation of value which returns zero, as time-dependent simulation based optimization problems may have an objective value which depends only on the final state of the system. More...

#include <ROL_DynamicObjective.hpp>

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

Public Types

using V = Vector< Real >
 
using TS = TimeStamp< Real >
 
- Public Types inherited from ROL::DynamicFunction< Real >
using V = Vector< Real >
 
using PV = PartitionedVector< Real >
 
using TS = TimeStamp< Real >
 

Public Member Functions

 DynamicObjective (std::initializer_list< std::string > zero_deriv_terms={})
 
virtual ~DynamicObjective ()
 
virtual void update (const V &uo, const V &un, const V &z, const TS &timeStamp)
 
virtual Real value (const V &uo, const V &un, const V &z, const TS &timeStamp) const =0
 
virtual void gradient_uo (V &g, const V &uo, const V &un, const V &z, const TS &timeStamp) const
 
virtual void gradient_un (V &g, const V &uo, const V &un, const V &z, const TS &timeStamp) const
 
virtual void gradient_z (V &g, const V &uo, const V &un, const V &z, const TS &timeStamp) const
 
virtual void hessVec_uo_uo (V &hv, const V &v, const V &uo, const V &un, const V &z, const TS &timeStamp) const
 
virtual void hessVec_uo_un (V &hv, const V &v, const V &uo, const V &un, const V &z, const TS &timeStamp) const
 
virtual void hessVec_uo_z (V &hv, const V &v, const V &uo, const V &un, const V &z, const TS &timeStamp) const
 
virtual void hessVec_un_uo (V &hv, const V &v, const V &uo, const V &un, const V &z, const TS &timeStamp) const
 
virtual void hessVec_un_un (V &hv, const V &v, const V &uo, const V &un, const V &z, const TS &timeStamp) const
 
virtual void hessVec_un_z (V &hv, const V &v, const V &uo, const V &un, const V &z, const TS &timeStamp) const
 
virtual void hessVec_z_uo (V &hv, const V &v, const V &uo, const V &un, const V &z, const TS &timeStamp) const
 
virtual void hessVec_z_un (V &hv, const V &v, const V &uo, const V &un, const V &z, const TS &timeStamp) const
 
virtual void hessVec_z_z (V &hv, const V &v, const V &uo, const V &un, const V &z, const TS &timeStamp) const
 
- Public Member Functions inherited from ROL::DynamicFunction< Real >
 DynamicFunction (std::initializer_list< std::string > zero_deriv_terms={})
 
virtual ~DynamicFunction ()
 
virtual void update_uo (const V &x, const TS &ts)
 
virtual void update_un (const V &x, const TS &ts)
 
virtual void update_z (const V &x, const TS &ts)
 
bool is_zero_derivative (const std::string &key)
 

Additional Inherited Members

- Protected Member Functions inherited from ROL::DynamicFunction< Real >
VectorWorkspace< Real > & getVectorWorkspace () const
 
PVpartition (V &x) const
 
const PVpartition (const V &x) const
 
VgetNew (V &x) const
 
const VgetNew (const V &x) const
 
VgetOld (V &x) const
 
const VgetOld (const V &x) const
 

Detailed Description

template<typename Real>
class ROL::DynamicObjective< Real >

Defines the time-dependent objective function interface for simulation-based optimization. Computes time-local contributions of value, gradient, Hessian-vector product etc to a larger composite objective defined over the simulation time. In contrast to other objective classes Objective_TimeSimOpt has a default implementation of value which returns zero, as time-dependent simulation based optimization problems may have an objective value which depends only on the final state of the system.

Often in applications, the objective is separable into a state objective and a control objective so the state-control cross terms in the Hessian are zero.

A typical use case involves quadratic terms for the state and control, such that all of the diagonal blocks of the Hessian are nonzero and the off-diagonal blocks are zero.

Definition at line 38 of file ROL_DynamicObjective.hpp.

Member Typedef Documentation

template<typename Real>
using ROL::DynamicObjective< Real >::V = Vector<Real>

Definition at line 41 of file ROL_DynamicObjective.hpp.

template<typename Real>
using ROL::DynamicObjective< Real >::TS = TimeStamp<Real>

Definition at line 42 of file ROL_DynamicObjective.hpp.

Constructor & Destructor Documentation

template<typename Real>
ROL::DynamicObjective< Real >::DynamicObjective ( std::initializer_list< std::string >  zero_deriv_terms = {})
inline

Definition at line 45 of file ROL_DynamicObjective.hpp.

template<typename Real>
virtual ROL::DynamicObjective< Real >::~DynamicObjective ( )
inlinevirtual

Definition at line 48 of file ROL_DynamicObjective.hpp.

Member Function Documentation

template<typename Real>
virtual void ROL::DynamicObjective< Real >::update ( const V uo,
const V un,
const V z,
const TS timeStamp 
)
inlinevirtual
template<typename Real>
virtual Real ROL::DynamicObjective< Real >::value ( const V uo,
const V un,
const V z,
const TS timeStamp 
) const
pure virtual
template<typename Real>
virtual void ROL::DynamicObjective< Real >::gradient_uo ( V g,
const V uo,
const V un,
const V z,
const TS timeStamp 
) const
inlinevirtual
template<typename Real>
virtual void ROL::DynamicObjective< Real >::gradient_un ( V g,
const V uo,
const V un,
const V z,
const TS timeStamp 
) const
inlinevirtual
template<typename Real>
virtual void ROL::DynamicObjective< Real >::gradient_z ( V g,
const V uo,
const V un,
const V z,
const TS timeStamp 
) const
inlinevirtual
template<typename Real>
virtual void ROL::DynamicObjective< Real >::hessVec_uo_uo ( V hv,
const V v,
const V uo,
const V un,
const V z,
const TS timeStamp 
) const
inlinevirtual
template<typename Real>
virtual void ROL::DynamicObjective< Real >::hessVec_uo_un ( V hv,
const V v,
const V uo,
const V un,
const V z,
const TS timeStamp 
) const
inlinevirtual
template<typename Real>
virtual void ROL::DynamicObjective< Real >::hessVec_uo_z ( V hv,
const V v,
const V uo,
const V un,
const V z,
const TS timeStamp 
) const
inlinevirtual
template<typename Real>
virtual void ROL::DynamicObjective< Real >::hessVec_un_uo ( V hv,
const V v,
const V uo,
const V un,
const V z,
const TS timeStamp 
) const
inlinevirtual
template<typename Real>
virtual void ROL::DynamicObjective< Real >::hessVec_un_un ( V hv,
const V v,
const V uo,
const V un,
const V z,
const TS timeStamp 
) const
inlinevirtual
template<typename Real>
virtual void ROL::DynamicObjective< Real >::hessVec_un_z ( V hv,
const V v,
const V uo,
const V un,
const V z,
const TS timeStamp 
) const
inlinevirtual
template<typename Real>
virtual void ROL::DynamicObjective< Real >::hessVec_z_uo ( V hv,
const V v,
const V uo,
const V un,
const V z,
const TS timeStamp 
) const
inlinevirtual
template<typename Real>
virtual void ROL::DynamicObjective< Real >::hessVec_z_un ( V hv,
const V v,
const V uo,
const V un,
const V z,
const TS timeStamp 
) const
inlinevirtual
template<typename Real>
virtual void ROL::DynamicObjective< Real >::hessVec_z_z ( V hv,
const V v,
const V uo,
const V un,
const V z,
const TS timeStamp 
) const
inlinevirtual

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