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>

Inheritance diagram for ROL::InteriorPointPenalty< Real >:

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)
	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 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

Detailed Description

template<class Real>
class ROL::InteriorPointPenalty< Real >

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.

Member Typedef Documentation

template<class Real >

typedef Vector<Real> ROL::InteriorPointPenalty< Real >::V

private

Definition at line 31 of file ROL_InteriorPointPenalty.hpp.

template<class Real >

typedef Objective<Real> ROL::InteriorPointPenalty< Real >::OBJ

private

Definition at line 32 of file ROL_InteriorPointPenalty.hpp.

template<class Real >

typedef BoundConstraint<Real> ROL::InteriorPointPenalty< Real >::BND

private

Definition at line 33 of file ROL_InteriorPointPenalty.hpp.

template<class Real >

typedef Elementwise::ValueSet<Real> ROL::InteriorPointPenalty< Real >::ValueSet

private

Definition at line 35 of file ROL_InteriorPointPenalty.hpp.

Constructor & Destructor Documentation

template<class Real >

ROL::InteriorPointPenalty< Real >::~InteriorPointPenalty ( )

inline

Definition at line 111 of file ROL_InteriorPointPenalty.hpp.

template<class Real >

ROL::InteriorPointPenalty< Real >::InteriorPointPenalty	(	const ROL::Ptr< Objective< Real > > &	obj,
		const ROL::Ptr< BoundConstraint< Real > > &	con,
		ROL::ParameterList &	parlist
	)

inline

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.

Member Function Documentation

template<class Real >

Real ROL::InteriorPointPenalty< Real >::getObjectiveValue ( void ) const

inline

Definition at line 148 of file ROL_InteriorPointPenalty.hpp.

References ROL::InteriorPointPenalty< Real >::fval_.

template<class Real >

ROL::Ptr<Vector<Real> > ROL::InteriorPointPenalty< Real >::getGradient ( void ) const

inline

Definition at line 152 of file ROL_InteriorPointPenalty.hpp.

References ROL::InteriorPointPenalty< Real >::g_.

template<class Real >

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

inline

Definition at line 156 of file ROL_InteriorPointPenalty.hpp.

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

template<class Real >

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

inline

Definition at line 160 of file ROL_InteriorPointPenalty.hpp.

References ROL::InteriorPointPenalty< Real >::ngval_.

template<class Real >

ROL::Ptr<const Vector<Real> > ROL::InteriorPointPenalty< Real >::getLowerMask ( void ) const

inline

Definition at line 164 of file ROL_InteriorPointPenalty.hpp.

References ROL::InteriorPointPenalty< Real >::maskL_.

template<class Real >

ROL::Ptr<const Vector<Real> > ROL::InteriorPointPenalty< Real >::getUpperMask ( void ) const

inline

Definition at line 168 of file ROL_InteriorPointPenalty.hpp.

References ROL::InteriorPointPenalty< Real >::maskU_.

template<class Real >

void ROL::InteriorPointPenalty< Real >::update	(	const Vector< Real > &	x,
		bool	flag = `true`,
		int	iter = `-1`
	)

inlinevirtual

Update the interior point penalized objective.

This function updates the log barrier penalized function at new iterations.

Parameters

[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_.

template<class Real >

Real ROL::InteriorPointPenalty< Real >::value	(	const Vector< Real > &	x,
		Real &	tol
	)

inlinevirtual

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 \( I_U = \{i:u_i<\infty\}\)

Parameters

[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.

template<class Real >

void ROL::InteriorPointPenalty< Real >::gradient	(	Vector< Real > &	g,
		const Vector< Real > &	x,
		Real &	tol
	)

inlinevirtual

Compute gradient.

This function returns the log barrier penalized gradient.

Parameters

[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.

template<class Real >

void ROL::InteriorPointPenalty< Real >::hessVec	(	Vector< Real > &	hv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol
	)

inlinevirtual

Compute action of Hessian on vector.

This function returns the log barrier penalized Hessian acting on a given vector.

Parameters

[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.