ROL
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Provides the interface to evaluate the Interior Pointy log barrier penalty function with upper and lower bounds on some elements. More...
#include <ROL_InteriorPointPenalty.hpp>
Classes | |
class | Mask |
class | ModifiedDivide |
class | ModifiedLogarithm |
class | ModifiedReciprocal |
Public Member Functions | |
~InteriorPointPenalty () | |
InteriorPointPenalty (const ROL::Ptr< Objective< Real > > &obj, const ROL::Ptr< BoundConstraint< Real > > &con, ROL::ParameterList &parlist) | |
Real | getObjectiveValue (void) const |
ROL::Ptr< Vector< Real > > | getGradient (void) const |
int | getNumberFunctionEvaluations (void) const |
int | getNumberGradientEvaluations (void) const |
ROL::Ptr< const Vector< Real > > | getLowerMask (void) const |
ROL::Ptr< const Vector< Real > > | getUpperMask (void) const |
void | update (const Vector< Real > &x, bool flag=true, int iter=-1) |
Update the interior point penalized objective. 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) |
Compute action of Hessian on vector. More... | |
const ROL::Ptr< OBJ > | getObjective (void) |
const ROL::Ptr< BND > | getBoundConstraint (void) |
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 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 Vector< Real > | V |
typedef Objective< Real > | OBJ |
typedef BoundConstraint< Real > | BND |
typedef Elementwise::ValueSet < Real > | ValueSet |
Private Attributes | |
const ROL::Ptr< OBJ > | obj_ |
const ROL::Ptr< BND > | bnd_ |
const ROL::Ptr< const V > | lo_ |
const ROL::Ptr< const V > | up_ |
ROL::Ptr< V > | g_ |
ROL::Ptr< V > | maskL_ |
ROL::Ptr< V > | maskU_ |
ROL::Ptr< V > | a_ |
ROL::Ptr< V > | b_ |
ROL::Ptr< V > | c_ |
bool | useLinearDamping_ |
Real | mu_ |
Real | kappaD_ |
Real | fval_ |
int | nfval_ |
int | ngval_ |
Additional Inherited Members | |
Protected Member Functions inherited from ROL::Objective< Real > | |
const std::vector< Real > | getParameter (void) const |
Provides the interface to evaluate the Interior Pointy log barrier penalty function with upper and lower bounds on some elements.
Definition at line 29 of file ROL_InteriorPointPenalty.hpp.
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Definition at line 31 of file ROL_InteriorPointPenalty.hpp.
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Definition at line 32 of file ROL_InteriorPointPenalty.hpp.
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Definition at line 33 of file ROL_InteriorPointPenalty.hpp.
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Definition at line 35 of file ROL_InteriorPointPenalty.hpp.
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Definition at line 111 of file ROL_InteriorPointPenalty.hpp.
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Definition at line 113 of file ROL_InteriorPointPenalty.hpp.
References ROL::InteriorPointPenalty< Real >::a_, ROL::InteriorPointPenalty< Real >::b_, ROL::InteriorPointPenalty< Real >::c_, ROL::InteriorPointPenalty< Real >::g_, ROL::InteriorPointPenalty< Real >::kappaD_, ROL::InteriorPointPenalty< Real >::lo_, ROL::InteriorPointPenalty< Real >::maskL_, ROL::InteriorPointPenalty< Real >::maskU_, ROL::InteriorPointPenalty< Real >::mu_, ROL::InteriorPointPenalty< Real >::up_, ROL::InteriorPointPenalty< Real >::useLinearDamping_, and zero.
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Definition at line 148 of file ROL_InteriorPointPenalty.hpp.
References ROL::InteriorPointPenalty< Real >::fval_.
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Definition at line 152 of file ROL_InteriorPointPenalty.hpp.
References ROL::InteriorPointPenalty< Real >::g_.
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Definition at line 156 of file ROL_InteriorPointPenalty.hpp.
References ROL::InteriorPointPenalty< Real >::nfval_.
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Definition at line 160 of file ROL_InteriorPointPenalty.hpp.
References ROL::InteriorPointPenalty< Real >::ngval_.
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Definition at line 164 of file ROL_InteriorPointPenalty.hpp.
References ROL::InteriorPointPenalty< Real >::maskL_.
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Definition at line 168 of file ROL_InteriorPointPenalty.hpp.
References ROL::InteriorPointPenalty< Real >::maskU_.
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Update the interior point penalized objective.
This function updates the log barrier penalized function at new iterations.
[in] | x | is the new iterate. |
[in] | flag | is true if the iterate has changed. |
[in] | iter | is the outer algorithm iterations count. |
Reimplemented from ROL::Objective< Real >.
Definition at line 179 of file ROL_InteriorPointPenalty.hpp.
References ROL::InteriorPointPenalty< Real >::obj_.
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Compute value.
This function returns the log barrier penalized objective value.
\[ \varphi_\mu(x) = f(x) - \mu \sum\limits_{i\int I_L} \ln(x_i-l_i) - \mu \sum\limits_{i\in I_Y} \ln(u_i-x_i) \]
Where \( I_L=\{i:l_i>-\infty\} \) and \( I_U = \{i:u_i<\infty\}\)
[in] | x | is the current iterate. |
[in] | tol | is a tolerance for interior point penalty computation. |
Implements ROL::Objective< Real >.
Definition at line 194 of file ROL_InteriorPointPenalty.hpp.
References ROL::InteriorPointPenalty< Real >::a_, ROL::InteriorPointPenalty< Real >::b_, ROL::InteriorPointPenalty< Real >::c_, ROL::InteriorPointPenalty< Real >::fval_, ROL::InteriorPointPenalty< Real >::kappaD_, ROL::InteriorPointPenalty< Real >::lo_, ROL::InteriorPointPenalty< Real >::maskL_, ROL::InteriorPointPenalty< Real >::maskU_, ROL::InteriorPointPenalty< Real >::mu_, ROL::InteriorPointPenalty< Real >::nfval_, ROL::InteriorPointPenalty< Real >::obj_, ROL::InteriorPointPenalty< Real >::up_, and ROL::InteriorPointPenalty< Real >::useLinearDamping_.
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Compute gradient.
This function returns the log barrier penalized gradient.
[out] | g | is the gradient. |
[in] | x | is the current iterate. |
[in] | tol | is a tolerance for inexact log barrier penalty computation. |
Reimplemented from ROL::Objective< Real >.
Definition at line 263 of file ROL_InteriorPointPenalty.hpp.
References ROL::InteriorPointPenalty< Real >::a_, ROL::Vector< Real >::axpy(), ROL::InteriorPointPenalty< Real >::b_, ROL::InteriorPointPenalty< Real >::g_, ROL::InteriorPointPenalty< Real >::kappaD_, ROL::InteriorPointPenalty< Real >::lo_, ROL::InteriorPointPenalty< Real >::maskL_, ROL::InteriorPointPenalty< Real >::maskU_, ROL::InteriorPointPenalty< Real >::mu_, ROL::InteriorPointPenalty< Real >::ngval_, ROL::InteriorPointPenalty< Real >::obj_, ROL::Vector< Real >::set(), ROL::InteriorPointPenalty< Real >::up_, and ROL::InteriorPointPenalty< Real >::useLinearDamping_.
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Compute action of Hessian on vector.
This function returns the log barrier penalized Hessian acting on a given vector.
[out] | hv | is the Hessian-vector product. |
[in] | v | is the given vector. |
[in] | x | is the current iterate. |
[in] | tol | is a tolerance for inexact log barrier penalty computation. |
Reimplemented from ROL::Objective< Real >.
Definition at line 309 of file ROL_InteriorPointPenalty.hpp.
References ROL::InteriorPointPenalty< Real >::a_, ROL::Vector< Real >::axpy(), ROL::InteriorPointPenalty< Real >::b_, ROL::InteriorPointPenalty< Real >::lo_, ROL::InteriorPointPenalty< Real >::maskL_, ROL::InteriorPointPenalty< Real >::maskU_, ROL::InteriorPointPenalty< Real >::mu_, ROL::InteriorPointPenalty< Real >::obj_, and ROL::InteriorPointPenalty< Real >::up_.
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Definition at line 338 of file ROL_InteriorPointPenalty.hpp.
References ROL::InteriorPointPenalty< Real >::obj_.
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Definition at line 341 of file ROL_InteriorPointPenalty.hpp.
References ROL::InteriorPointPenalty< Real >::bnd_.
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Definition at line 39 of file ROL_InteriorPointPenalty.hpp.
Referenced by ROL::InteriorPointPenalty< Real >::getObjective(), ROL::InteriorPointPenalty< Real >::gradient(), ROL::InteriorPointPenalty< Real >::hessVec(), ROL::InteriorPointPenalty< Real >::update(), and ROL::InteriorPointPenalty< Real >::value().
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Definition at line 40 of file ROL_InteriorPointPenalty.hpp.
Referenced by ROL::InteriorPointPenalty< Real >::getBoundConstraint().
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Definition at line 41 of file ROL_InteriorPointPenalty.hpp.
Referenced by ROL::InteriorPointPenalty< Real >::gradient(), ROL::InteriorPointPenalty< Real >::hessVec(), ROL::InteriorPointPenalty< Real >::InteriorPointPenalty(), and ROL::InteriorPointPenalty< Real >::value().
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Definition at line 42 of file ROL_InteriorPointPenalty.hpp.
Referenced by ROL::InteriorPointPenalty< Real >::gradient(), ROL::InteriorPointPenalty< Real >::hessVec(), ROL::InteriorPointPenalty< Real >::InteriorPointPenalty(), and ROL::InteriorPointPenalty< Real >::value().
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Definition at line 44 of file ROL_InteriorPointPenalty.hpp.
Referenced by ROL::InteriorPointPenalty< Real >::getGradient(), ROL::InteriorPointPenalty< Real >::gradient(), and ROL::InteriorPointPenalty< Real >::InteriorPointPenalty().
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Definition at line 46 of file ROL_InteriorPointPenalty.hpp.
Referenced by ROL::InteriorPointPenalty< Real >::getLowerMask(), ROL::InteriorPointPenalty< Real >::gradient(), ROL::InteriorPointPenalty< Real >::hessVec(), ROL::InteriorPointPenalty< Real >::InteriorPointPenalty(), and ROL::InteriorPointPenalty< Real >::value().
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Definition at line 47 of file ROL_InteriorPointPenalty.hpp.
Referenced by ROL::InteriorPointPenalty< Real >::getUpperMask(), ROL::InteriorPointPenalty< Real >::gradient(), ROL::InteriorPointPenalty< Real >::hessVec(), ROL::InteriorPointPenalty< Real >::InteriorPointPenalty(), and ROL::InteriorPointPenalty< Real >::value().
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Definition at line 49 of file ROL_InteriorPointPenalty.hpp.
Referenced by ROL::InteriorPointPenalty< Real >::gradient(), ROL::InteriorPointPenalty< Real >::hessVec(), ROL::InteriorPointPenalty< Real >::InteriorPointPenalty(), and ROL::InteriorPointPenalty< Real >::value().
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Definition at line 50 of file ROL_InteriorPointPenalty.hpp.
Referenced by ROL::InteriorPointPenalty< Real >::gradient(), ROL::InteriorPointPenalty< Real >::hessVec(), ROL::InteriorPointPenalty< Real >::InteriorPointPenalty(), and ROL::InteriorPointPenalty< Real >::value().
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Definition at line 51 of file ROL_InteriorPointPenalty.hpp.
Referenced by ROL::InteriorPointPenalty< Real >::InteriorPointPenalty(), and ROL::InteriorPointPenalty< Real >::value().
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Definition at line 53 of file ROL_InteriorPointPenalty.hpp.
Referenced by ROL::InteriorPointPenalty< Real >::gradient(), ROL::InteriorPointPenalty< Real >::InteriorPointPenalty(), and ROL::InteriorPointPenalty< Real >::value().
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Definition at line 57 of file ROL_InteriorPointPenalty.hpp.
Referenced by ROL::InteriorPointPenalty< Real >::gradient(), ROL::InteriorPointPenalty< Real >::hessVec(), ROL::InteriorPointPenalty< Real >::InteriorPointPenalty(), and ROL::InteriorPointPenalty< Real >::value().
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Definition at line 58 of file ROL_InteriorPointPenalty.hpp.
Referenced by ROL::InteriorPointPenalty< Real >::gradient(), ROL::InteriorPointPenalty< Real >::InteriorPointPenalty(), and ROL::InteriorPointPenalty< Real >::value().
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Definition at line 59 of file ROL_InteriorPointPenalty.hpp.
Referenced by ROL::InteriorPointPenalty< Real >::getObjectiveValue(), and ROL::InteriorPointPenalty< Real >::value().
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Definition at line 61 of file ROL_InteriorPointPenalty.hpp.
Referenced by ROL::InteriorPointPenalty< Real >::getNumberFunctionEvaluations(), and ROL::InteriorPointPenalty< Real >::value().
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Definition at line 62 of file ROL_InteriorPointPenalty.hpp.
Referenced by ROL::InteriorPointPenalty< Real >::getNumberGradientEvaluations(), and ROL::InteriorPointPenalty< Real >::gradient().