ROL
Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
ROL::FletcherBase< Real > Class Template Reference

#include <ROL_FletcherBase.hpp>

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

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 > &param)
 

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_
 

Detailed Description

template<class Real>
class ROL::FletcherBase< Real >

Definition at line 25 of file ROL_FletcherBase.hpp.

Constructor & Destructor Documentation

template<class Real>
ROL::FletcherBase< Real >::FletcherBase ( const ROL::Ptr< Objective< Real > > &  obj,
const ROL::Ptr< Constraint< Real > > &  con 
)
inline

Definition at line 106 of file ROL_FletcherBase.hpp.

Member Function Documentation

template<class Real>
void ROL::FletcherBase< Real >::objValue ( const Vector< Real > &  x,
Real &  tol 
)
inlineprotected
template<class Real>
void ROL::FletcherBase< Real >::objGrad ( const Vector< Real > &  x,
Real &  tol 
)
inlineprotected
template<class Real>
void ROL::FletcherBase< Real >::conValue ( const Vector< Real > &  x,
Real &  tol 
)
inlineprotected
template<class Real>
virtual void ROL::FletcherBase< Real >::computeMultipliers ( const Vector< Real > &  x,
Real  tol 
)
inlineprotectedvirtual
template<class Real>
const Ptr<Vector<Real> > ROL::FletcherBase< Real >::getLagrangianGradient ( const Vector< Real > &  x)
inline
template<class Real>
const Ptr<Vector<Real> > ROL::FletcherBase< Real >::getConstraintVec ( const Vector< Real > &  x)
inline
template<class Real>
const Ptr<Vector<Real> > ROL::FletcherBase< Real >::getMultiplierVec ( const Vector< Real > &  x)
inline
template<class Real>
const Ptr<Vector<Real> > ROL::FletcherBase< Real >::getGradient ( const Vector< Real > &  x)
inline
template<class Real>
Real ROL::FletcherBase< Real >::getObjectiveValue ( const Vector< Real > &  x)
inline
template<class Real>
int ROL::FletcherBase< Real >::getNumberFunctionEvaluations ( void  ) const
inline
template<class Real>
int ROL::FletcherBase< Real >::getNumberGradientEvaluations ( void  ) const
inline
template<class Real>
int ROL::FletcherBase< Real >::getNumberConstraintEvaluations ( void  ) const
inline
template<class Real>
void ROL::FletcherBase< Real >::setDelta ( Real  delta)
inline
template<class Real>
void ROL::FletcherBase< Real >::setPenaltyParameter ( Real  sigma)
inline

Member Data Documentation

template<class Real>
const Ptr<Objective<Real> > ROL::FletcherBase< Real >::obj_
protected
template<class Real>
const Ptr<Constraint<Real> > ROL::FletcherBase< Real >::con_
protected
template<class Real>
Real ROL::FletcherBase< Real >::penaltyParameter_
protected
template<class Real>
Real ROL::FletcherBase< Real >::quadPenaltyParameter_
protected
template<class Real>
int ROL::FletcherBase< Real >::nfval_
protected
template<class Real>
int ROL::FletcherBase< Real >::ngval_
protected
template<class Real>
int ROL::FletcherBase< Real >::ncval_
protected
template<class Real>
Real ROL::FletcherBase< Real >::fPhi_
protected
template<class Real>
Ptr<Vector<Real> > ROL::FletcherBase< Real >::gPhi_
protected
template<class Real>
Ptr<Vector<Real> > ROL::FletcherBase< Real >::y_
protected
template<class Real>
Real ROL::FletcherBase< Real >::fval_
protected
template<class Real>
Ptr<Vector<Real> > ROL::FletcherBase< Real >::g_
protected
template<class Real>
Ptr<Vector<Real> > ROL::FletcherBase< Real >::c_
protected
template<class Real>
Ptr<Vector<Real> > ROL::FletcherBase< Real >::scaledc_
protected
template<class Real>
Ptr<Vector<Real> > ROL::FletcherBase< Real >::gL_
protected
template<class Real>
Real ROL::FletcherBase< Real >::cnorm_
protected
template<class Real>
bool ROL::FletcherBase< Real >::isValueComputed_
protected
template<class Real>
bool ROL::FletcherBase< Real >::isGradientComputed_
protected
template<class Real>
bool ROL::FletcherBase< Real >::isMultiplierComputed_
protected
template<class Real>
bool ROL::FletcherBase< Real >::isObjValueComputed_
protected
template<class Real>
bool ROL::FletcherBase< Real >::isObjGradComputed_
protected
template<class Real>
bool ROL::FletcherBase< Real >::isConValueComputed_
protected
template<class Real>
Real ROL::FletcherBase< Real >::multSolverError_
protected
template<class Real>
Real ROL::FletcherBase< Real >::gradSolveError_
protected
template<class Real>
Real ROL::FletcherBase< Real >::delta_
protected
template<class Real>
bool ROL::FletcherBase< Real >::useInexact_
protected
template<class Real>
Ptr<Krylov<Real> > ROL::FletcherBase< Real >::krylov_
protected
template<class Real>
int ROL::FletcherBase< Real >::iterKrylov_
protected
template<class Real>
int ROL::FletcherBase< Real >::flagKrylov_
protected
template<class Real>
Ptr<Vector<Real> > ROL::FletcherBase< Real >::v1_
protected
template<class Real>
Ptr<Vector<Real> > ROL::FletcherBase< Real >::v2_
protected
template<class Real>
Ptr<PartitionedVector<Real> > ROL::FletcherBase< Real >::vv_
protected
template<class Real>
Ptr<Vector<Real> > ROL::FletcherBase< Real >::b1_
protected
template<class Real>
Ptr<Vector<Real> > ROL::FletcherBase< Real >::b2_
protected
template<class Real>
Ptr<PartitionedVector<Real> > ROL::FletcherBase< Real >::bb_
protected
template<class Real>
Ptr<Vector<Real> > ROL::FletcherBase< Real >::w1_
protected
template<class Real>
Ptr<Vector<Real> > ROL::FletcherBase< Real >::w2_
protected
template<class Real>
Ptr<PartitionedVector<Real> > ROL::FletcherBase< Real >::ww_
protected

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