ROL
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ROL::InteriorPointObjective< Real > Class Template Reference

#include <ROL_InteriorPointObjective.hpp>

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

Classes

class  Mask
 
class  ModifiedDivide
 
class  ModifiedLogarithm
 
class  ModifiedReciprocal
 

Public Member Functions

 InteriorPointObjective (const Ptr< Objective< Real >> &obj, const Ptr< BoundConstraint< Real >> &bnd, const Vector< Real > &x, const Vector< Real > &g, const bool useLinearDamping, const Real kappaD, const Real mu)
 
 InteriorPointObjective (const Ptr< Objective< Real >> &obj, const Ptr< BoundConstraint< Real >> &bnd, const Vector< Real > &x, const Vector< Real > &g, ParameterList &parlist)
 
Real getObjectiveValue (const Vector< Real > &x, Real &tol)
 
const Ptr< const Vector< Real > > getObjectiveGradient (const Vector< Real > &x, Real &tol)
 
int getNumberFunctionEvaluations (void) const
 
int getNumberGradientEvaluations (void) const
 
void updatePenalty (const Real mu)
 
void update (const Vector< Real > &x, UpdateType type, 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...
 
- 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 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)
 
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)
 

Private Types

typedef Elementwise::ValueSet
< Real > 
ValueSet
 

Private Member Functions

void initialize (const Vector< Real > &x, const Vector< Real > &g)
 

Private Attributes

const Ptr< Objective< Real > > obj_
 
const Ptr< BoundConstraint
< Real > > 
bnd_
 
const Ptr< const Vector< Real > > lo_
 
const Ptr< const Vector< Real > > up_
 
Ptr< Vector< Real > > maskL_
 
Ptr< Vector< Real > > maskU_
 
Ptr< Vector< Real > > maskL0_
 
Ptr< Vector< Real > > maskU0_
 
Ptr< Vector< Real > > pwa_
 
bool useLinearDamping_
 
Real kappaD_
 
Real mu_
 
Ptr< ScalarController< Real,
int > > 
fval_
 
Ptr< VectorController< Real,
int > > 
gradient_
 
int nfval_
 
int ngrad_
 

Additional Inherited Members

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

Detailed Description

template<class Real>
class ROL::InteriorPointObjective< Real >

Definition at line 30 of file ROL_InteriorPointObjective.hpp.

Member Typedef Documentation

template<class Real>
typedef Elementwise::ValueSet<Real> ROL::InteriorPointObjective< Real >::ValueSet
private

Definition at line 32 of file ROL_InteriorPointObjective.hpp.

Constructor & Destructor Documentation

template<class Real>
ROL::InteriorPointObjective< Real >::InteriorPointObjective ( const Ptr< Objective< Real >> &  obj,
const Ptr< BoundConstraint< Real >> &  bnd,
const Vector< Real > &  x,
const Vector< Real > &  g,
const bool  useLinearDamping,
const Real  kappaD,
const Real  mu 
)
inline
template<class Real>
ROL::InteriorPointObjective< Real >::InteriorPointObjective ( const Ptr< Objective< Real >> &  obj,
const Ptr< BoundConstraint< Real >> &  bnd,
const Vector< Real > &  x,
const Vector< Real > &  g,
ParameterList &  parlist 
)
inline

Member Function Documentation

template<class Real>
void ROL::InteriorPointObjective< Real >::initialize ( const Vector< Real > &  x,
const Vector< Real > &  g 
)
inlineprivate
template<class Real>
Real ROL::InteriorPointObjective< Real >::getObjectiveValue ( const Vector< Real > &  x,
Real &  tol 
)
inline
template<class Real>
const Ptr<const Vector<Real> > ROL::InteriorPointObjective< Real >::getObjectiveGradient ( const Vector< Real > &  x,
Real &  tol 
)
inline
template<class Real>
int ROL::InteriorPointObjective< Real >::getNumberFunctionEvaluations ( void  ) const
inline
template<class Real>
int ROL::InteriorPointObjective< Real >::getNumberGradientEvaluations ( void  ) const
inline
template<class Real>
void ROL::InteriorPointObjective< Real >::updatePenalty ( const Real  mu)
inline
template<class Real>
void ROL::InteriorPointObjective< Real >::update ( const Vector< Real > &  x,
UpdateType  type,
int  iter = -1 
)
inlinevirtual

Update objective function.

This function updates the objective function at new iterations.

Parameters
[in]xis the new iterate.
[in]typeis the type of update requested.
[in]iteris the outer algorithm iterations count.

Reimplemented from ROL::Objective< Real >.

Definition at line 201 of file ROL_InteriorPointObjective.hpp.

References ROL::InteriorPointObjective< Real >::fval_, ROL::InteriorPointObjective< Real >::gradient_, and ROL::InteriorPointObjective< Real >::obj_.

Referenced by ROL::TypeB::InteriorPointAlgorithm< Real >::updateState(), and ROL::TypeG::InteriorPointAlgorithm< Real >::updateState().

template<class Real>
Real ROL::InteriorPointObjective< Real >::value ( const Vector< Real > &  x,
Real &  tol 
)
inlinevirtual
template<class Real>
void ROL::InteriorPointObjective< Real >::gradient ( Vector< Real > &  g,
const Vector< Real > &  x,
Real &  tol 
)
inlinevirtual

Compute gradient.

This function returns the objective function gradient.

Parameters
[out]gis the gradient.
[in]xis the current iterate.
[in]tolis 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 240 of file ROL_InteriorPointObjective.hpp.

References ROL::Vector< Real >::axpy(), ROL::InteriorPointObjective< Real >::getObjectiveGradient(), ROL::InteriorPointObjective< Real >::kappaD_, ROL::InteriorPointObjective< Real >::lo_, ROL::InteriorPointObjective< Real >::maskL0_, ROL::InteriorPointObjective< Real >::maskL_, ROL::InteriorPointObjective< Real >::maskU0_, ROL::InteriorPointObjective< Real >::maskU_, ROL::InteriorPointObjective< Real >::mu_, ROL::InteriorPointObjective< Real >::pwa_, ROL::Vector< Real >::set(), ROL::InteriorPointObjective< Real >::up_, and ROL::InteriorPointObjective< Real >::useLinearDamping_.

Referenced by ROL::TypeB::InteriorPointAlgorithm< Real >::updateState(), and ROL::TypeG::InteriorPointAlgorithm< Real >::updateState().

template<class Real>
void ROL::InteriorPointObjective< 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]hvis the the action of the Hessian on \(v\).
[in]vis the direction vector.
[in]xis the current iterate.
[in]tolis a tolerance for inexact objective function computation.

Reimplemented from ROL::Objective< Real >.

Definition at line 267 of file ROL_InteriorPointObjective.hpp.

References ROL::Vector< Real >::axpy(), ROL::InteriorPointObjective< Real >::lo_, ROL::InteriorPointObjective< Real >::maskL_, ROL::InteriorPointObjective< Real >::maskU_, ROL::InteriorPointObjective< Real >::mu_, ROL::InteriorPointObjective< Real >::obj_, ROL::InteriorPointObjective< Real >::pwa_, and ROL::InteriorPointObjective< Real >::up_.

Member Data Documentation

template<class Real>
const Ptr<Objective<Real> > ROL::InteriorPointObjective< Real >::obj_
private
template<class Real>
const Ptr<BoundConstraint<Real> > ROL::InteriorPointObjective< Real >::bnd_
private

Definition at line 37 of file ROL_InteriorPointObjective.hpp.

template<class Real>
const Ptr<const Vector<Real> > ROL::InteriorPointObjective< Real >::lo_
private
template<class Real>
const Ptr<const Vector<Real> > ROL::InteriorPointObjective< Real >::up_
private
template<class Real>
Ptr<Vector<Real> > ROL::InteriorPointObjective< Real >::maskL_
private
template<class Real>
Ptr<Vector<Real> > ROL::InteriorPointObjective< Real >::maskU_
private
template<class Real>
Ptr<Vector<Real> > ROL::InteriorPointObjective< Real >::maskL0_
private
template<class Real>
Ptr<Vector<Real> > ROL::InteriorPointObjective< Real >::maskU0_
private
template<class Real>
Ptr<Vector<Real> > ROL::InteriorPointObjective< Real >::pwa_
private
template<class Real>
bool ROL::InteriorPointObjective< Real >::useLinearDamping_
private
template<class Real>
Real ROL::InteriorPointObjective< Real >::kappaD_
private
template<class Real>
Real ROL::InteriorPointObjective< Real >::mu_
private
template<class Real>
Ptr<ScalarController<Real,int> > ROL::InteriorPointObjective< Real >::fval_
private
template<class Real>
Ptr<VectorController<Real,int> > ROL::InteriorPointObjective< Real >::gradient_
private
template<class Real>
int ROL::InteriorPointObjective< Real >::nfval_
private
template<class Real>
int ROL::InteriorPointObjective< Real >::ngrad_
private

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