#include <ROL_Fletcher.hpp>

Inheritance diagram for ROL::Fletcher< Real >:

Classes
class	AugSystem

class	AugSystemPrecond

Public Member Functions
	Fletcher (const ROL::Ptr< Objective< Real > > &obj, const ROL::Ptr< Constraint< Real > > &con, const Vector< Real > &optVec, const Vector< Real > &conVec, ROL::ParameterList &parlist)

void	update (const Vector< Real > &x, bool flag=true, 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...

void	solveAugmentedSystem (Vector< Real > &v1, Vector< Real > &v2, const Vector< Real > &b1, const Vector< Real > &b2, const Vector< Real > &x, Real &tol, bool refine=false)

void	computeMultipliers (const Vector< Real > &x, const Real tol)

Public Member Functions inherited from ROL::FletcherBase< Real >
	FletcherBase (const ROL::Ptr< Objective< Real > > &obj, const ROL::Ptr< Constraint< Real > > &con)

const Ptr< Vector< Real > >	getLagrangianGradient (const Vector< Real > &x)

const Ptr< Vector< Real > >	getConstraintVec (const Vector< Real > &x)

const Ptr< Vector< Real > >	getMultiplierVec (const Vector< Real > &x)

const Ptr< Vector< Real > >	getGradient (const Vector< Real > &x)

Real	getObjectiveValue (const Vector< Real > &x)

int	getNumberFunctionEvaluations () const

int	getNumberGradientEvaluations () const

int	getNumberConstraintEvaluations () const

void	setDelta (Real delta)

void	setPenaltyParameter (Real sigma)

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	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...

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

Private Attributes
int	HessianApprox_

Ptr< Vector< Real > >	Tv_

Ptr< Vector< Real > >	w_

Ptr< Vector< Real > >	v_

Ptr< Vector< Real > >	wg_

Ptr< Vector< Real > >	vg_

Ptr< Vector< Real > >	xzeros_

Ptr< Vector< Real > >	czeros_

Additional Inherited Members
Protected Member Functions inherited from ROL::FletcherBase< Real >
void	objValue (const Vector< Real > &x, Real &tol)

void	objGrad (const Vector< Real > &x, Real &tol)

void	conValue (const Vector< Real > &x, Real &tol)

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

Protected Attributes inherited from ROL::FletcherBase< Real >
const Ptr< Objective< Real > >	obj_

const Ptr< Constraint< Real > >	con_

Real	penaltyParameter_

Real	quadPenaltyParameter_

int	nfval_

int	ngval_

int	ncval_

Real	fPhi_

Ptr< Vector< Real > >	gPhi_

Ptr< Vector< Real > >	y_

Real	fval_

Ptr< Vector< Real > >	g_

Ptr< Vector< Real > >	c_

Ptr< Vector< Real > >	scaledc_

Ptr< Vector< Real > >	gL_

Real	cnorm_

bool	isValueComputed_

bool	isGradientComputed_

bool	isMultiplierComputed_

bool	isObjValueComputed_

bool	isObjGradComputed_

bool	isConValueComputed_

Real	multSolverError_

Real	gradSolveError_

Real	delta_

bool	useInexact_

Ptr< Krylov< Real > >	krylov_

int	iterKrylov_

int	flagKrylov_

Ptr< Vector< Real > >	v1_

Ptr< Vector< Real > >	v2_

Ptr< PartitionedVector< Real > >	vv_

Ptr< Vector< Real > >	b1_

Ptr< Vector< Real > >	b2_

Ptr< PartitionedVector< Real > >	bb_

Ptr< Vector< Real > >	w1_

Ptr< Vector< Real > >	w2_

Ptr< PartitionedVector< Real > >	ww_

Detailed Description

template<class Real>
class ROL::Fletcher< Real >

Definition at line 26 of file ROL_Fletcher.hpp.

Constructor & Destructor Documentation

template<class Real >

ROL::Fletcher< Real >::Fletcher	(	const ROL::Ptr< Objective< Real > > &	obj,
		const ROL::Ptr< Constraint< Real > > &	con,
		const Vector< Real > &	optVec,
		const Vector< Real > &	conVec,
		ROL::ParameterList &	parlist
	)

inline

Definition at line 138 of file ROL_Fletcher.hpp.

Member Function Documentation

template<class Real >

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

inlinevirtual

Update objective function.

This function updates the objective function at new iterations.

Parameters

[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 194 of file ROL_Fletcher.hpp.

References ROL::FletcherBase< Real >::con_, ROL::FletcherBase< Real >::isConValueComputed_, ROL::FletcherBase< Real >::isGradientComputed_, ROL::FletcherBase< Real >::isMultiplierComputed_, ROL::FletcherBase< Real >::isObjGradComputed_, ROL::FletcherBase< Real >::isObjValueComputed_, ROL::FletcherBase< Real >::isValueComputed_, and ROL::FletcherBase< Real >::obj_.

template<class Real >

Real ROL::Fletcher< Real >::value	(	const Vector< Real > &	x,
		Real &	tol
	)

inlinevirtual

Compute value.

This function returns the objective function value.

Parameters

[in]	x	is the current iterate.
[in]	tol	is a tolerance for inexact objective function computation.

Implements ROL::Objective< Real >.

Definition at line 205 of file ROL_Fletcher.hpp.

References ROL::FletcherBase< Real >::c_, ROL::FletcherBase< Real >::cnorm_, ROL::Fletcher< Real >::computeMultipliers(), ROL::FletcherBase< Real >::fPhi_, ROL::FletcherBase< Real >::fval_, ROL::FletcherBase< Real >::isValueComputed_, ROL::FletcherBase< Real >::multSolverError_, ROL::FletcherBase< Real >::objValue(), ROL::FletcherBase< Real >::quadPenaltyParameter_, ROL::FletcherBase< Real >::y_, and zero.

template<class Real >

void ROL::Fletcher< Real >::gradient	(	Vector< Real > &	g,
		const Vector< Real > &	x,
		Real &	tol
	)

inlinevirtual

Compute gradient.

This function returns the objective function gradient.

Parameters

[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 233 of file ROL_Fletcher.hpp.

template<class Real >

void ROL::Fletcher< Real >::hessVec	(	Vector< Real > &	hv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol
	)

inlinevirtual

Apply Hessian approximation to vector.

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

Parameters

[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 276 of file ROL_Fletcher.hpp.

References ROL::Vector< Real >::axpy(), ROL::FletcherBase< Real >::b2_, ROL::FletcherBase< Real >::c_, ROL::Fletcher< Real >::computeMultipliers(), ROL::FletcherBase< Real >::con_, ROL::Fletcher< Real >::czeros_, ROL::FletcherBase< Real >::isMultiplierComputed_, ROL::FletcherBase< Real >::obj_, ROL::FletcherBase< Real >::penaltyParameter_, ROL::Vector< Real >::plus(), ROL::FletcherBase< Real >::quadPenaltyParameter_, ROL::Vector< Real >::scale(), ROL::Fletcher< Real >::solveAugmentedSystem(), ROL::Fletcher< Real >::Tv_, ROL::FletcherBase< Real >::useInexact_, ROL::Fletcher< Real >::v_, ROL::Fletcher< Real >::w_, ROL::FletcherBase< Real >::y_, and zero.

template<class Real >

void ROL::Fletcher< Real >::solveAugmentedSystem	(	Vector< Real > &	v1,
		Vector< Real > &	v2,
		const Vector< Real > &	b1,
		const Vector< Real > &	b2,
		const Vector< Real > &	x,
		Real &	tol,
		bool	refine = `false`
	)