ROL
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#include <ROL_InteriorPointObjective.hpp>
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 > ¶m) |
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 |
Definition at line 30 of file ROL_InteriorPointObjective.hpp.
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Definition at line 32 of file ROL_InteriorPointObjective.hpp.
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Definition at line 139 of file ROL_InteriorPointObjective.hpp.
References ROL::InteriorPointObjective< Real >::initialize().
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Definition at line 108 of file ROL_InteriorPointObjective.hpp.
References ROL::Vector< Real >::clone(), ROL::InteriorPointObjective< Real >::fval_, ROL::InteriorPointObjective< Real >::gradient_, ROL::InteriorPointObjective< Real >::lo_, ROL::InteriorPointObjective< Real >::maskL0_, ROL::InteriorPointObjective< Real >::maskL_, ROL::InteriorPointObjective< Real >::maskU0_, ROL::InteriorPointObjective< Real >::maskU_, ROL::InteriorPointObjective< Real >::pwa_, ROL::InteriorPointObjective< Real >::up_, ROL::InteriorPointObjective< Real >::useLinearDamping_, and zero.
Referenced by ROL::InteriorPointObjective< Real >::InteriorPointObjective().
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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().
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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().
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Definition at line 189 of file ROL_InteriorPointObjective.hpp.
References ROL::InteriorPointObjective< Real >::nfval_.
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Definition at line 193 of file ROL_InteriorPointObjective.hpp.
References ROL::InteriorPointObjective< Real >::ngrad_.
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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().
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Update objective function.
This function updates the objective function at new iterations.
[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().
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Compute value.
This function returns the objective function value.
[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.
References ROL::InteriorPointObjective< Real >::getObjectiveValue(), 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::InteriorPointObjective< Real >::up_, ROL::InteriorPointObjective< Real >::useLinearDamping_, and zero.
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Compute gradient.
This function returns the objective function gradient.
[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.
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().
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Apply Hessian approximation to vector.
This function applies the Hessian of the objective function to the vector \(v\).
[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. |
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_.
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Definition at line 37 of file ROL_InteriorPointObjective.hpp.
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Definition at line 38 of file ROL_InteriorPointObjective.hpp.
Referenced by ROL::InteriorPointObjective< Real >::gradient(), ROL::InteriorPointObjective< Real >::hessVec(), ROL::InteriorPointObjective< Real >::initialize(), and ROL::InteriorPointObjective< Real >::value().
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Definition at line 39 of file ROL_InteriorPointObjective.hpp.
Referenced by ROL::InteriorPointObjective< Real >::gradient(), ROL::InteriorPointObjective< Real >::hessVec(), ROL::InteriorPointObjective< Real >::initialize(), and ROL::InteriorPointObjective< Real >::value().
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Definition at line 41 of file ROL_InteriorPointObjective.hpp.
Referenced by ROL::InteriorPointObjective< Real >::gradient(), ROL::InteriorPointObjective< Real >::hessVec(), ROL::InteriorPointObjective< Real >::initialize(), and ROL::InteriorPointObjective< Real >::value().
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Definition at line 42 of file ROL_InteriorPointObjective.hpp.
Referenced by ROL::InteriorPointObjective< Real >::gradient(), ROL::InteriorPointObjective< Real >::hessVec(), ROL::InteriorPointObjective< Real >::initialize(), and ROL::InteriorPointObjective< Real >::value().
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Definition at line 43 of file ROL_InteriorPointObjective.hpp.
Referenced by ROL::InteriorPointObjective< Real >::gradient(), ROL::InteriorPointObjective< Real >::initialize(), and ROL::InteriorPointObjective< Real >::value().
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Definition at line 44 of file ROL_InteriorPointObjective.hpp.
Referenced by ROL::InteriorPointObjective< Real >::gradient(), ROL::InteriorPointObjective< Real >::initialize(), and ROL::InteriorPointObjective< Real >::value().
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Definition at line 45 of file ROL_InteriorPointObjective.hpp.
Referenced by ROL::InteriorPointObjective< Real >::gradient(), ROL::InteriorPointObjective< Real >::hessVec(), ROL::InteriorPointObjective< Real >::initialize(), and ROL::InteriorPointObjective< Real >::value().
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Definition at line 50 of file ROL_InteriorPointObjective.hpp.
Referenced by ROL::InteriorPointObjective< Real >::gradient(), ROL::InteriorPointObjective< Real >::InteriorPointObjective(), and ROL::InteriorPointObjective< Real >::value().
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Definition at line 51 of file ROL_InteriorPointObjective.hpp.
Referenced by ROL::InteriorPointObjective< Real >::gradient(), ROL::InteriorPointObjective< Real >::hessVec(), ROL::InteriorPointObjective< Real >::InteriorPointObjective(), ROL::InteriorPointObjective< Real >::updatePenalty(), and ROL::InteriorPointObjective< Real >::value().
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Definition at line 53 of file ROL_InteriorPointObjective.hpp.
Referenced by ROL::InteriorPointObjective< Real >::getObjectiveValue(), ROL::InteriorPointObjective< Real >::initialize(), and ROL::InteriorPointObjective< Real >::update().
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Definition at line 54 of file ROL_InteriorPointObjective.hpp.
Referenced by ROL::InteriorPointObjective< Real >::getObjectiveGradient(), ROL::InteriorPointObjective< Real >::initialize(), and ROL::InteriorPointObjective< Real >::update().
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Definition at line 56 of file ROL_InteriorPointObjective.hpp.
Referenced by ROL::InteriorPointObjective< Real >::getNumberFunctionEvaluations(), and ROL::InteriorPointObjective< Real >::getObjectiveValue().
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Definition at line 57 of file ROL_InteriorPointObjective.hpp.
Referenced by ROL::InteriorPointObjective< Real >::getNumberGradientEvaluations(), and ROL::InteriorPointObjective< Real >::getObjectiveGradient().