ROL
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#include <ROL_FletcherBase.hpp>
Public Member Functions | |
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 void | update (const Vector< Real > &x, bool flag=true, int iter=-1) |
Update objective function. More... | |
virtual Real | value (const Vector< Real > &x, Real &tol)=0 |
Compute value. More... | |
virtual void | gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol) |
Compute gradient. More... | |
virtual Real | dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol) |
Compute directional derivative. More... | |
virtual void | hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) |
Apply Hessian approximation to vector. 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... | |
virtual void | setParameter (const std::vector< Real > ¶m) |
Protected Member Functions | |
void | objValue (const Vector< Real > &x, Real &tol) |
void | objGrad (const Vector< Real > &x, Real &tol) |
void | conValue (const Vector< Real > &x, Real &tol) |
virtual void | computeMultipliers (const Vector< Real > &x, Real tol) |
Protected Member Functions inherited from ROL::Objective< Real > | |
const std::vector< Real > | getParameter (void) const |
Protected Attributes | |
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_ |
Definition at line 25 of file ROL_FletcherBase.hpp.
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Definition at line 106 of file ROL_FletcherBase.hpp.
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Definition at line 80 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::fval_, ROL::FletcherBase< Real >::isObjValueComputed_, ROL::FletcherBase< Real >::nfval_, and ROL::FletcherBase< Real >::obj_.
Referenced by ROL::FletcherBase< Real >::getObjectiveValue(), ROL::Fletcher< Real >::value(), and ROL::BoundFletcher< Real >::value().
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Definition at line 87 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::g_, ROL::FletcherBase< Real >::isObjGradComputed_, ROL::FletcherBase< Real >::ngval_, and ROL::FletcherBase< Real >::obj_.
Referenced by ROL::Fletcher< Real >::computeMultipliers(), and ROL::BoundFletcher< Real >::computeMultipliers().
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Definition at line 94 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::c_, ROL::FletcherBase< Real >::con_, ROL::FletcherBase< Real >::isConValueComputed_, ROL::FletcherBase< Real >::ncval_, ROL::FletcherBase< Real >::penaltyParameter_, and ROL::FletcherBase< Real >::scaledc_.
Referenced by ROL::Fletcher< Real >::computeMultipliers(), ROL::BoundFletcher< Real >::computeMultipliers(), and ROL::FletcherBase< Real >::getConstraintVec().
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Reimplemented in ROL::BoundFletcher< Real >, and ROL::Fletcher< Real >.
Definition at line 103 of file ROL_FletcherBase.hpp.
Referenced by ROL::FletcherBase< Real >::getLagrangianGradient(), and ROL::FletcherBase< Real >::getMultiplierVec().
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Definition at line 116 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::computeMultipliers(), ROL::FletcherBase< Real >::gL_, and ROL::FletcherBase< Real >::isMultiplierComputed_.
Referenced by ROL::FletcherStep< Real >::initialize(), and ROL::FletcherStep< Real >::update().
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Definition at line 125 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::c_, and ROL::FletcherBase< Real >::conValue().
Referenced by ROL::FletcherStep< Real >::initialize(), and ROL::FletcherStep< Real >::update().
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Definition at line 131 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::computeMultipliers(), ROL::FletcherBase< Real >::isMultiplierComputed_, and ROL::FletcherBase< Real >::y_.
Referenced by ROL::FletcherStep< Real >::update().
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Definition at line 140 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::gPhi_, ROL::Objective< Real >::gradient(), and ROL::FletcherBase< Real >::isGradientComputed_.
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Definition at line 149 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::fval_, and ROL::FletcherBase< Real >::objValue().
Referenced by ROL::FletcherStep< Real >::initialize(), and ROL::FletcherStep< Real >::update().
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Definition at line 156 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::nfval_.
Referenced by ROL::FletcherStep< Real >::initialize(), and ROL::FletcherStep< Real >::update().
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Definition at line 160 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::ngval_.
Referenced by ROL::FletcherStep< Real >::initialize(), and ROL::FletcherStep< Real >::update().
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Definition at line 164 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::ncval_.
Referenced by ROL::FletcherStep< Real >::initialize(), and ROL::FletcherStep< Real >::update().
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Definition at line 168 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::delta_, ROL::FletcherBase< Real >::isGradientComputed_, and ROL::FletcherBase< Real >::isValueComputed_.
Referenced by ROL::FletcherStep< Real >::update().
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Definition at line 174 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::isGradientComputed_, ROL::FletcherBase< Real >::isValueComputed_, and ROL::FletcherBase< Real >::penaltyParameter_.
Referenced by ROL::FletcherStep< Real >::update().
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Definition at line 28 of file ROL_FletcherBase.hpp.
Referenced by ROL::Fletcher< Real >::gradient(), ROL::BoundFletcher< Real >::gradient(), ROL::Fletcher< Real >::hessVec(), ROL::BoundFletcher< Real >::hessVec(), ROL::FletcherBase< Real >::objGrad(), ROL::FletcherBase< Real >::objValue(), ROL::Fletcher< Real >::update(), and ROL::BoundFletcher< Real >::update().
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Definition at line 29 of file ROL_FletcherBase.hpp.
Referenced by ROL::FletcherBase< Real >::conValue(), ROL::Fletcher< Real >::gradient(), ROL::BoundFletcher< Real >::gradient(), ROL::Fletcher< Real >::hessVec(), ROL::BoundFletcher< Real >::hessVec(), ROL::Fletcher< Real >::solveAugmentedSystem(), ROL::BoundFletcher< Real >::solveAugmentedSystem(), ROL::Fletcher< Real >::update(), and ROL::BoundFletcher< Real >::update().
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Definition at line 31 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::FletcherBase< Real >::conValue(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::gradient(), ROL::BoundFletcher< Real >::gradient(), ROL::Fletcher< Real >::hessVec(), ROL::BoundFletcher< Real >::hessVec(), and ROL::FletcherBase< Real >::setPenaltyParameter().
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Definition at line 32 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::gradient(), ROL::BoundFletcher< Real >::gradient(), ROL::Fletcher< Real >::hessVec(), ROL::BoundFletcher< Real >::hessVec(), ROL::Fletcher< Real >::value(), and ROL::BoundFletcher< Real >::value().
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Definition at line 35 of file ROL_FletcherBase.hpp.
Referenced by ROL::FletcherBase< Real >::getNumberFunctionEvaluations(), and ROL::FletcherBase< Real >::objValue().
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Definition at line 36 of file ROL_FletcherBase.hpp.
Referenced by ROL::FletcherBase< Real >::getNumberGradientEvaluations(), and ROL::FletcherBase< Real >::objGrad().
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Definition at line 37 of file ROL_FletcherBase.hpp.
Referenced by ROL::FletcherBase< Real >::conValue(), and ROL::FletcherBase< Real >::getNumberConstraintEvaluations().
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Definition at line 39 of file ROL_FletcherBase.hpp.
Referenced by ROL::Fletcher< Real >::value(), and ROL::BoundFletcher< Real >::value().
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Definition at line 40 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::FletcherBase< Real >::getGradient(), ROL::Fletcher< Real >::gradient(), and ROL::BoundFletcher< Real >::gradient().
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Definition at line 42 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::computeMultipliers(), ROL::BoundFletcher< Real >::computeMultipliers(), ROL::Fletcher< Real >::Fletcher(), ROL::FletcherBase< Real >::getMultiplierVec(), ROL::Fletcher< Real >::gradient(), ROL::BoundFletcher< Real >::gradient(), ROL::Fletcher< Real >::hessVec(), ROL::BoundFletcher< Real >::hessVec(), ROL::Fletcher< Real >::value(), and ROL::BoundFletcher< Real >::value().
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Definition at line 44 of file ROL_FletcherBase.hpp.
Referenced by ROL::FletcherBase< Real >::getObjectiveValue(), ROL::FletcherBase< Real >::objValue(), ROL::Fletcher< Real >::value(), and ROL::BoundFletcher< Real >::value().
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Definition at line 45 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::computeMultipliers(), ROL::BoundFletcher< Real >::computeMultipliers(), ROL::Fletcher< Real >::Fletcher(), and ROL::FletcherBase< Real >::objGrad().
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Definition at line 46 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::computeMultipliers(), ROL::BoundFletcher< Real >::computeMultipliers(), ROL::FletcherBase< Real >::conValue(), ROL::Fletcher< Real >::Fletcher(), ROL::FletcherBase< Real >::getConstraintVec(), ROL::Fletcher< Real >::gradient(), ROL::BoundFletcher< Real >::gradient(), ROL::Fletcher< Real >::hessVec(), ROL::BoundFletcher< Real >::hessVec(), ROL::Fletcher< Real >::value(), and ROL::BoundFletcher< Real >::value().
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Definition at line 47 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::computeMultipliers(), ROL::BoundFletcher< Real >::computeMultipliers(), ROL::FletcherBase< Real >::conValue(), and ROL::Fletcher< Real >::Fletcher().
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Definition at line 48 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::computeMultipliers(), ROL::BoundFletcher< Real >::computeMultipliers(), ROL::Fletcher< Real >::Fletcher(), ROL::FletcherBase< Real >::getLagrangianGradient(), ROL::Fletcher< Real >::gradient(), and ROL::BoundFletcher< Real >::gradient().
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Definition at line 50 of file ROL_FletcherBase.hpp.
Referenced by ROL::Fletcher< Real >::computeMultipliers(), ROL::BoundFletcher< Real >::computeMultipliers(), ROL::Fletcher< Real >::value(), and ROL::BoundFletcher< Real >::value().
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Definition at line 53 of file ROL_FletcherBase.hpp.
Referenced by ROL::FletcherBase< Real >::getGradient(), ROL::Fletcher< Real >::gradient(), ROL::BoundFletcher< Real >::gradient(), ROL::FletcherBase< Real >::setDelta(), ROL::FletcherBase< Real >::setPenaltyParameter(), ROL::Fletcher< Real >::update(), and ROL::BoundFletcher< Real >::update().
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Definition at line 54 of file ROL_FletcherBase.hpp.
Referenced by ROL::Fletcher< Real >::computeMultipliers(), ROL::BoundFletcher< Real >::computeMultipliers(), ROL::FletcherBase< Real >::getLagrangianGradient(), ROL::FletcherBase< Real >::getMultiplierVec(), ROL::Fletcher< Real >::hessVec(), ROL::Fletcher< Real >::update(), and ROL::BoundFletcher< Real >::update().
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Definition at line 55 of file ROL_FletcherBase.hpp.
Referenced by ROL::FletcherBase< Real >::objValue(), ROL::Fletcher< Real >::update(), and ROL::BoundFletcher< Real >::update().
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Definition at line 56 of file ROL_FletcherBase.hpp.
Referenced by ROL::FletcherBase< Real >::objGrad(), ROL::Fletcher< Real >::update(), and ROL::BoundFletcher< Real >::update().
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Definition at line 57 of file ROL_FletcherBase.hpp.
Referenced by ROL::FletcherBase< Real >::conValue(), ROL::Fletcher< Real >::update(), and ROL::BoundFletcher< Real >::update().
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Definition at line 59 of file ROL_FletcherBase.hpp.
Referenced by ROL::Fletcher< Real >::computeMultipliers(), ROL::BoundFletcher< Real >::computeMultipliers(), ROL::Fletcher< Real >::gradient(), ROL::BoundFletcher< Real >::gradient(), ROL::BoundFletcher< Real >::update(), ROL::Fletcher< Real >::value(), and ROL::BoundFletcher< Real >::value().
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Definition at line 60 of file ROL_FletcherBase.hpp.
Referenced by ROL::Fletcher< Real >::gradient(), ROL::BoundFletcher< Real >::gradient(), and ROL::BoundFletcher< Real >::update().
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Definition at line 64 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::hessVec(), ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().
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Definition at line 67 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().
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Definition at line 68 of file ROL_FletcherBase.hpp.
Referenced by ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().
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Definition at line 69 of file ROL_FletcherBase.hpp.
Referenced by ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().
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Definition at line 70 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().
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Definition at line 71 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().
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Definition at line 72 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().
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Definition at line 73 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().
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Definition at line 74 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::hessVec(), ROL::BoundFletcher< Real >::hessVec(), ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().
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Definition at line 75 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().
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Definition at line 76 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().
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Definition at line 77 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().
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Definition at line 78 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().