#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)
	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 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

Definition at line 139 of file ROL_InteriorPointObjective.hpp.

References ROL::InteriorPointObjective< Real >::initialize().

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

Definition at line 152 of file ROL_InteriorPointObjective.hpp.

References ROL::InteriorPointObjective< Real >::initialize(), ROL::InteriorPointObjective< Real >::kappaD_, ROL::InteriorPointObjective< Real >::mu_, and ROL::InteriorPointObjective< Real >::useLinearDamping_.

Member Function Documentation

template<class Real>

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

inlineprivate

Definition at line 108 of file ROL_InteriorPointObjective.hpp.

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

template<class Real>

Real ROL::InteriorPointObjective< Real >::getObjectiveValue	(	const Vector< Real > &	x,
		Real &	tol
	)

inline

Definition at line 169 of file ROL_InteriorPointObjective.hpp.

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

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

template<class Real>

const Ptr<const Vector<Real> > ROL::InteriorPointObjective< Real >::getObjectiveGradient	(	const Vector< Real > &	x,
		Real &	tol
	)

inline

Definition at line 180 of file ROL_InteriorPointObjective.hpp.

References ROL::Vector< Real >::dual(), ROL::InteriorPointObjective< Real >::gradient_, ROL::InteriorPointObjective< Real >::ngrad_, and ROL::InteriorPointObjective< Real >::obj_.

Referenced by ROL::InteriorPointObjective< Real >::gradient().

template<class Real>

int ROL::InteriorPointObjective< Real >::getNumberFunctionEvaluations ( void ) const

inline

Definition at line 189 of file ROL_InteriorPointObjective.hpp.

References ROL::InteriorPointObjective< Real >::nfval_.

template<class Real>

int ROL::InteriorPointObjective< Real >::getNumberGradientEvaluations ( void ) const

inline

Definition at line 193 of file ROL_InteriorPointObjective.hpp.

References ROL::InteriorPointObjective< Real >::ngrad_.

template<class Real>

void ROL::InteriorPointObjective< Real >::updatePenalty ( const Real mu )

inline

Definition at line 197 of file ROL_InteriorPointObjective.hpp.

References ROL::InteriorPointObjective< Real >::mu_.

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

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]	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 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

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 207 of file ROL_InteriorPointObjective.hpp.

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]	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 240 of file ROL_InteriorPointObjective.hpp.

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]	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.