ROL::FletcherObjectiveBase< Real > Class Template Reference

#include <ROL_FletcherObjectiveBase.hpp>

Inheritance diagram for ROL::FletcherObjectiveBase< Real >:

Public Member Functions
	FletcherObjectiveBase (const Ptr< Objective< Real >> &obj, const Ptr< Constraint< Real >> &con, const Vector< Real > &xprim, const Vector< Real > &xdual, const Vector< Real > &cprim, const Vector< Real > &cdual, ParameterList &parlist)
virtual void	update (const Vector< Real > &x, UpdateType type, int iter=-1) override
	Update objective function. More...
Ptr< const Vector< Real > >	getLagrangianGradient (const Vector< Real > &x)
Ptr< const Vector< Real > >	getConstraintVec (const Vector< Real > &x)
Ptr< const Vector< Real > >	getMultiplierVec (const Vector< Real > &x)
Ptr< const Vector< Real > >	getGradient (const Vector< Real > &x)
Real	getObjectiveValue (const Vector< Real > &x)
int	getNumberFunctionEvaluations () const
int	getNumberGradientEvaluations () const
int	getNumberConstraintEvaluations () const
void	reset (Real sigma, Real delta)
Public Member Functions inherited from ROL::Objective< Real >
virtual	~Objective ()
	Objective ()
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
Real	objValue (const Vector< Real > &x, Real &tol)
void	objGrad (Vector< Real > &g, const Vector< Real > &x, Real &tol)
void	conValue (Vector< Real > &c, const Vector< Real > &x, Real &tol)
void	computeMultipliers (Vector< Real > &y, Vector< Real > &gL, const Vector< Real > &x, Vector< Real > &g, Vector< Real > &c, Real tol)
virtual void	solveAugmentedSystem (Vector< Real > &v1, Vector< Real > &v2, const Vector< Real > &b1, const Vector< Real > &b2, const Vector< Real > &x, Real &multSolverError_, bool refine)=0
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	sigma_
Real	delta_
Real	quadPenaltyParameter_
bool	useInexact_
int	HessianApprox_
int	nfval_
int	ngval_
int	ncval_
Ptr< ScalarController< Real, int > >	fPhi_
Ptr< VectorController< Real, int > >	gPhi_
Ptr< VectorController< Real, int > >	y_
Ptr< ScalarController< Real, int > >	fval_
Ptr< VectorController< Real, int > >	g_
Ptr< VectorController< Real, int > >	c_
Ptr< Vector< Real > >	scaledc_
Ptr< Vector< Real > >	gL_
Ptr< Vector< Real > >	gLdual_
Ptr< Vector< Real > >	xprim_
Ptr< Vector< Real > >	xdual_
Ptr< Vector< Real > >	cprim_
Ptr< Vector< Real > >	cdual_
Real	cnorm_
Real	multSolverError_
Real	gradSolveError_
Ptr< Krylov< Real > >	krylov_
int	iterKrylov_
int	flagKrylov_
Ptr< Vector< Real > >	v1_
Ptr< Vector< Real > >	v2_
Ptr< Vector< Real > >	b1_
Ptr< Vector< Real > >	b2_
Ptr< Vector< Real > >	w1_
Ptr< Vector< Real > >	w2_
Ptr< PartitionedVector< Real > >	vv_
Ptr< PartitionedVector< Real > >	bb_
Ptr< PartitionedVector< Real > >	ww_

Detailed Description

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

Definition at line 25 of file ROL_FletcherObjectiveBase.hpp.

Constructor & Destructor Documentation

template<typename Real >

ROL::FletcherObjectiveBase< Real >::FletcherObjectiveBase	(	const Ptr< Objective< Real >> &	obj,
		const Ptr< Constraint< Real >> &	con,
		const Vector< Real > &	xprim,
		const Vector< Real > &	xdual,
		const Vector< Real > &	cprim,
		const Vector< Real > &	cdual,
		ParameterList &	parlist
	)

Definition at line 16 of file ROL_FletcherObjectiveBase_Def.hpp.

References ROL::FletcherObjectiveBase< Real >::b1_, ROL::FletcherObjectiveBase< Real >::b2_, ROL::FletcherObjectiveBase< Real >::bb_, ROL::FletcherObjectiveBase< Real >::cdual_, ROL::Vector< Real >::clone(), ROL::FletcherObjectiveBase< Real >::cprim_, ROL::FletcherObjectiveBase< Real >::gL_, ROL::FletcherObjectiveBase< Real >::gLdual_, ROL::FletcherObjectiveBase< Real >::HessianApprox_, ROL::FletcherObjectiveBase< Real >::krylov_, ROL::FletcherObjectiveBase< Real >::quadPenaltyParameter_, ROL::FletcherObjectiveBase< Real >::scaledc_, ROL::FletcherObjectiveBase< Real >::useInexact_, ROL::FletcherObjectiveBase< Real >::v1_, ROL::FletcherObjectiveBase< Real >::v2_, ROL::FletcherObjectiveBase< Real >::vv_, ROL::FletcherObjectiveBase< Real >::w1_, ROL::FletcherObjectiveBase< Real >::w2_, ROL::FletcherObjectiveBase< Real >::ww_, ROL::FletcherObjectiveBase< Real >::xdual_, and ROL::FletcherObjectiveBase< Real >::xprim_.

Member Function Documentation

template<typename Real >

void ROL::FletcherObjectiveBase< Real >::update ( const Vector< Real > &  x, UpdateType  type, int  iter = -1  )

overridevirtual

Update objective function.

This function updates the objective function at new iterations.

Parameters

[in]	x	is the new iterate.
[in]	type	is the type of update requested.
[in]	iter	is the outer algorithm iterations count.

Reimplemented from ROL::Objective< Real >.

Definition at line 68 of file ROL_FletcherObjectiveBase_Def.hpp.

References obj_.

Referenced by ROL::TypeE::FletcherAlgorithm< Real >::initialize().

template<typename Real >

Ptr< const Vector< Real > > ROL::FletcherObjectiveBase< Real >::getLagrangianGradient

(

const Vector< Real > &

x

)

Definition at line 81 of file ROL_FletcherObjectiveBase_Def.hpp.

Referenced by ROL::TypeE::FletcherAlgorithm< Real >::initialize(), and ROL::TypeE::FletcherAlgorithm< Real >::run().

template<typename Real >

Ptr< const Vector< Real > > ROL::FletcherObjectiveBase< Real >::getConstraintVec

(

const Vector< Real > &

x

)

Definition at line 90 of file ROL_FletcherObjectiveBase_Def.hpp.

Referenced by ROL::TypeE::FletcherAlgorithm< Real >::initialize(), and ROL::TypeE::FletcherAlgorithm< Real >::run().

template<typename Real >

Ptr< const Vector< Real > > ROL::FletcherObjectiveBase< Real >::getMultiplierVec

(

const Vector< Real > &

x

)

Definition at line 97 of file ROL_FletcherObjectiveBase_Def.hpp.

Referenced by ROL::TypeE::FletcherAlgorithm< Real >::run().

template<typename Real >

Ptr< const Vector< Real > > ROL::FletcherObjectiveBase< Real >::getGradient

(

const Vector< Real > &

x

)

Definition at line 105 of file ROL_FletcherObjectiveBase_Def.hpp.

template<typename Real >

Real ROL::FletcherObjectiveBase< Real >::getObjectiveValue

(

const Vector< Real > &

x

)

Definition at line 113 of file ROL_FletcherObjectiveBase_Def.hpp.

Referenced by ROL::TypeE::FletcherAlgorithm< Real >::initialize(), and ROL::TypeE::FletcherAlgorithm< Real >::run().

template<typename Real >

int ROL::FletcherObjectiveBase< Real >::getNumberFunctionEvaluations

(

void

)

const

Definition at line 119 of file ROL_FletcherObjectiveBase_Def.hpp.

Referenced by ROL::TypeE::FletcherAlgorithm< Real >::initialize(), and ROL::TypeE::FletcherAlgorithm< Real >::run().

template<typename Real >

int ROL::FletcherObjectiveBase< Real >::getNumberGradientEvaluations

(

void

)

const

Definition at line 124 of file ROL_FletcherObjectiveBase_Def.hpp.

Referenced by ROL::TypeE::FletcherAlgorithm< Real >::initialize(), and ROL::TypeE::FletcherAlgorithm< Real >::run().

template<typename Real >

int ROL::FletcherObjectiveBase< Real >::getNumberConstraintEvaluations

(

void

)

const

Definition at line 129 of file ROL_FletcherObjectiveBase_Def.hpp.

Referenced by ROL::TypeE::FletcherAlgorithm< Real >::initialize(), and ROL::TypeE::FletcherAlgorithm< Real >::run().

template<typename Real >

void ROL::FletcherObjectiveBase< Real >::reset	(	Real	sigma,
		Real	delta
	)

Definition at line 134 of file ROL_FletcherObjectiveBase_Def.hpp.

Referenced by ROL::TypeE::FletcherAlgorithm< Real >::initialize(), and ROL::TypeE::FletcherAlgorithm< Real >::run().

template<typename Real >

Real ROL::FletcherObjectiveBase< Real >::objValue ( const Vector< Real > &  x, Real &  tol  )

protected

Definition at line 142 of file ROL_FletcherObjectiveBase_Def.hpp.

References obj_.

Referenced by ROL::FletcherObjectiveE< Real >::value().

template<typename Real >

void ROL::FletcherObjectiveBase< Real >::objGrad ( Vector< Real > &  g, const Vector< Real > &  x, Real &  tol  )

protected

Definition at line 154 of file ROL_FletcherObjectiveBase_Def.hpp.

References obj_.

template<typename Real >

void ROL::FletcherObjectiveBase< Real >::conValue ( Vector< Real > &  c, const Vector< Real > &  x, Real &  tol  )

protected

Definition at line 164 of file ROL_FletcherObjectiveBase_Def.hpp.

template<typename Real >

void ROL::FletcherObjectiveBase< Real >::computeMultipliers ( Vector< Real > &  y, Vector< Real > &  gL, const Vector< Real > &  x, Vector< Real > &  g, Vector< Real > &  c, Real  tol  )

protected

Definition at line 174 of file ROL_FletcherObjectiveBase_Def.hpp.

References ROL::Vector< Real >::norm().

Referenced by ROL::FletcherObjectiveE< Real >::gradient(), ROL::FletcherObjectiveE< Real >::hessVec(), and ROL::FletcherObjectiveE< Real >::value().

template<typename Real >

virtual void ROL::FletcherObjectiveBase< Real >::solveAugmentedSystem ( Vector< Real > &  v1, Vector< Real > &  v2, const Vector< Real > &  b1, const Vector< Real > &  b2, const Vector< Real > &  x, Real &  multSolverError_, bool  refine  )

protectedpure virtual

Implemented in ROL::FletcherObjectiveE< Real >.

Member Data Documentation

template<typename Real >

const Ptr<Objective<Real> > ROL::FletcherObjectiveBase< Real >::obj_

protected

Definition at line 27 of file ROL_FletcherObjectiveBase.hpp.

template<typename Real >

const Ptr<Constraint<Real> > ROL::FletcherObjectiveBase< Real >::con_

protected

Definition at line 28 of file ROL_FletcherObjectiveBase.hpp.

template<typename Real >

Real ROL::FletcherObjectiveBase< Real >::sigma_

protected

Definition at line 30 of file ROL_FletcherObjectiveBase.hpp.

template<typename Real >

Real ROL::FletcherObjectiveBase< Real >::delta_

protected

Definition at line 31 of file ROL_FletcherObjectiveBase.hpp.

template<typename Real >

Real ROL::FletcherObjectiveBase< Real >::quadPenaltyParameter_

protected

Definition at line 32 of file ROL_FletcherObjectiveBase.hpp.

Referenced by ROL::FletcherObjectiveBase< Real >::FletcherObjectiveBase().

template<typename Real >

bool ROL::FletcherObjectiveBase< Real >::useInexact_

protected

Definition at line 33 of file ROL_FletcherObjectiveBase.hpp.

Referenced by ROL::FletcherObjectiveBase< Real >::FletcherObjectiveBase().

template<typename Real >

int ROL::FletcherObjectiveBase< Real >::HessianApprox_

protected

Definition at line 34 of file ROL_FletcherObjectiveBase.hpp.

Referenced by ROL::FletcherObjectiveBase< Real >::FletcherObjectiveBase().

template<typename Real >

int ROL::FletcherObjectiveBase< Real >::nfval_

protected

Definition at line 37 of file ROL_FletcherObjectiveBase.hpp.

template<typename Real >

int ROL::FletcherObjectiveBase< Real >::ngval_

protected

Definition at line 37 of file ROL_FletcherObjectiveBase.hpp.

template<typename Real >

int ROL::FletcherObjectiveBase< Real >::ncval_

protected

Definition at line 37 of file ROL_FletcherObjectiveBase.hpp.

template<typename Real >

Ptr<ScalarController<Real,int> > ROL::FletcherObjectiveBase< Real >::fPhi_

protected

Definition at line 39 of file ROL_FletcherObjectiveBase.hpp.

template<typename Real >

Ptr<VectorController<Real,int> > ROL::FletcherObjectiveBase< Real >::gPhi_

protected

Definition at line 40 of file ROL_FletcherObjectiveBase.hpp.

template<typename Real >

Ptr<VectorController<Real,int> > ROL::FletcherObjectiveBase< Real >::y_

protected

Definition at line 41 of file ROL_FletcherObjectiveBase.hpp.

template<typename Real >

Ptr<ScalarController<Real,int> > ROL::FletcherObjectiveBase< Real >::fval_

protected

Definition at line 42 of file ROL_FletcherObjectiveBase.hpp.

template<typename Real >

Ptr<VectorController<Real,int> > ROL::FletcherObjectiveBase< Real >::g_

protected

Definition at line 43 of file ROL_FletcherObjectiveBase.hpp.

template<typename Real >

Ptr<VectorController<Real,int> > ROL::FletcherObjectiveBase< Real >::c_

protected

Definition at line 44 of file ROL_FletcherObjectiveBase.hpp.

template<typename Real >

Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::scaledc_

protected

Definition at line 46 of file ROL_FletcherObjectiveBase.hpp.

Referenced by ROL::FletcherObjectiveBase< Real >::FletcherObjectiveBase().

template<typename Real >

Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::gL_

protected

Definition at line 47 of file ROL_FletcherObjectiveBase.hpp.

Referenced by ROL::FletcherObjectiveBase< Real >::FletcherObjectiveBase().

template<typename Real >

Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::gLdual_

protected

Definition at line 48 of file ROL_FletcherObjectiveBase.hpp.

Referenced by ROL::FletcherObjectiveBase< Real >::FletcherObjectiveBase().

template<typename Real >

Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::xprim_

protected

Definition at line 49 of file ROL_FletcherObjectiveBase.hpp.

Referenced by ROL::FletcherObjectiveBase< Real >::FletcherObjectiveBase().

template<typename Real >

Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::xdual_

protected

Definition at line 49 of file ROL_FletcherObjectiveBase.hpp.

Referenced by ROL::FletcherObjectiveBase< Real >::FletcherObjectiveBase().

template<typename Real >

Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::cprim_

protected

Definition at line 49 of file ROL_FletcherObjectiveBase.hpp.

Referenced by ROL::FletcherObjectiveBase< Real >::FletcherObjectiveBase().

template<typename Real >

Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::cdual_

protected

Definition at line 49 of file ROL_FletcherObjectiveBase.hpp.

Referenced by ROL::FletcherObjectiveBase< Real >::FletcherObjectiveBase().

template<typename Real >

Real ROL::FletcherObjectiveBase< Real >::cnorm_

protected

Definition at line 51 of file ROL_FletcherObjectiveBase.hpp.

template<typename Real >

Real ROL::FletcherObjectiveBase< Real >::multSolverError_

protected

Definition at line 53 of file ROL_FletcherObjectiveBase.hpp.

template<typename Real >

Real ROL::FletcherObjectiveBase< Real >::gradSolveError_

protected

Definition at line 54 of file ROL_FletcherObjectiveBase.hpp.

template<typename Real >

Ptr<Krylov<Real> > ROL::FletcherObjectiveBase< Real >::krylov_

protected

Definition at line 57 of file ROL_FletcherObjectiveBase.hpp.

Referenced by ROL::FletcherObjectiveBase< Real >::FletcherObjectiveBase().

template<typename Real >

int ROL::FletcherObjectiveBase< Real >::iterKrylov_

protected

Definition at line 58 of file ROL_FletcherObjectiveBase.hpp.

template<typename Real >

int ROL::FletcherObjectiveBase< Real >::flagKrylov_

protected

Definition at line 58 of file ROL_FletcherObjectiveBase.hpp.

template<typename Real >

Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::v1_

protected

Definition at line 59 of file ROL_FletcherObjectiveBase.hpp.

Referenced by ROL::FletcherObjectiveBase< Real >::FletcherObjectiveBase().

template<typename Real >

Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::v2_

protected

Definition at line 59 of file ROL_FletcherObjectiveBase.hpp.

Referenced by ROL::FletcherObjectiveBase< Real >::FletcherObjectiveBase().

template<typename Real >

Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::b1_

protected

Definition at line 59 of file ROL_FletcherObjectiveBase.hpp.

Referenced by ROL::FletcherObjectiveBase< Real >::FletcherObjectiveBase().

template<typename Real >

Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::b2_

protected

Definition at line 59 of file ROL_FletcherObjectiveBase.hpp.

Referenced by ROL::FletcherObjectiveBase< Real >::FletcherObjectiveBase().

template<typename Real >

Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::w1_

protected

Definition at line 59 of file ROL_FletcherObjectiveBase.hpp.

Referenced by ROL::FletcherObjectiveBase< Real >::FletcherObjectiveBase().

template<typename Real >

Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::w2_

protected

Definition at line 59 of file ROL_FletcherObjectiveBase.hpp.

Referenced by ROL::FletcherObjectiveBase< Real >::FletcherObjectiveBase().

template<typename Real >

Ptr<PartitionedVector<Real> > ROL::FletcherObjectiveBase< Real >::vv_

protected

Definition at line 60 of file ROL_FletcherObjectiveBase.hpp.

Referenced by ROL::FletcherObjectiveBase< Real >::FletcherObjectiveBase().

template<typename Real >

Ptr<PartitionedVector<Real> > ROL::FletcherObjectiveBase< Real >::bb_

protected

Definition at line 60 of file ROL_FletcherObjectiveBase.hpp.

Referenced by ROL::FletcherObjectiveBase< Real >::FletcherObjectiveBase().

template<typename Real >

Ptr<PartitionedVector<Real> > ROL::FletcherObjectiveBase< Real >::ww_

protected

Definition at line 60 of file ROL_FletcherObjectiveBase.hpp.

Referenced by ROL::FletcherObjectiveBase< Real >::FletcherObjectiveBase().

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

• ROL_FletcherObjectiveBase.hpp
• ROL_FletcherObjectiveBase_Def.hpp