ROL
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#include <ROL_MeritFunction.hpp>
Public Member Functions | |
MeritFunction (ROL::Ptr< OBJ > &obj, ROL::Ptr< EQCON > &eqcon, ROL::Ptr< INCON > &incon, const V &x, const V &eqmult, const V &inmult, PLIST &parlist) | |
Real | value (const V &x, Real &tol) |
Compute value. More... | |
Real | dirDeriv (const V &x, const V &d, Real tol) |
void | updateBarrier (Real mu) |
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 void | update (const Vector< Real > &x, bool flag=true, int iter=-1) |
Update objective function. More... | |
virtual void | gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol) |
Compute gradient. More... | |
virtual Real | dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol) |
Compute directional derivative. More... | |
virtual void | hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) |
Apply Hessian approximation to vector. 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 PartitionedVector< Real > | PV |
typedef Objective< Real > | OBJ |
typedef Constraint< Real > | EQCON |
typedef InequalityConstraint < Real > | INCON |
typedef ROL::ParameterList | PLIST |
typedef PV::size_type | uint |
Private Attributes | |
ROL::Ptr< OBJ > | obj_ |
ROL::Ptr< EQCON > | eqcon_ |
ROL::Ptr< INCON > | incon_ |
ROL::Ptr< BND > | bnd_ |
Real | mu_ |
Real | nu_ |
ROL::Ptr< V > | xopt_ |
ROL::Ptr< V > | slack_ |
ROL::Ptr< V > | gopt_ |
ROL::Ptr< V > | sfun_ |
ROL::Ptr< V > | eqmult_ |
ROL::Ptr< V > | inmult_ |
ROL::Ptr< V > | ce_ |
ROL::Ptr< V > | ci_ |
ROL::Ptr< V > | jced_ |
ROL::Ptr< V > | jcid_ |
Real | cenorm_ |
Real | cinorm_ |
Static Private Attributes | |
static const uint | OPT = 0 |
static const uint | SLACK = 1 |
static const Elementwise::Logarithm< Real > | LOG_ |
static const Elementwise::Reciprocal< Real > | RECIP_ |
static const Elementwise::ReductionSum < Real > | SUM_ |
Additional Inherited Members | |
Protected Member Functions inherited from ROL::Objective< Real > | |
const std::vector< Real > | getParameter (void) const |
Definition at line 32 of file ROL_MeritFunction.hpp.
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Definition at line 34 of file ROL_MeritFunction.hpp.
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Definition at line 35 of file ROL_MeritFunction.hpp.
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Definition at line 36 of file ROL_MeritFunction.hpp.
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Definition at line 37 of file ROL_MeritFunction.hpp.
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Definition at line 38 of file ROL_MeritFunction.hpp.
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Definition at line 40 of file ROL_MeritFunction.hpp.
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Definition at line 43 of file ROL_MeritFunction.hpp.
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Definition at line 91 of file ROL_MeritFunction.hpp.
References ROL::PartitionedVector< Real >::get(), ROL::InteriorPoint::MeritFunction< Real >::gopt_, ROL::InteriorPoint::MeritFunction< Real >::mu_, ROL::InteriorPoint::MeritFunction< Real >::nu_, ROL::InteriorPoint::MeritFunction< Real >::OPT, ROL::InteriorPoint::MeritFunction< Real >::sfun_, ROL::InteriorPoint::MeritFunction< Real >::SLACK, ROL::InteriorPoint::MeritFunction< Real >::slack_, and ROL::InteriorPoint::MeritFunction< Real >::xopt_.
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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 114 of file ROL_MeritFunction.hpp.
References ROL::InteriorPoint::MeritFunction< Real >::ce_, ROL::InteriorPoint::MeritFunction< Real >::cenorm_, ROL::InteriorPoint::MeritFunction< Real >::ci_, ROL::InteriorPoint::MeritFunction< Real >::cinorm_, ROL::InteriorPoint::MeritFunction< Real >::eqcon_, ROL::PartitionedVector< Real >::get(), ROL::InteriorPoint::MeritFunction< Real >::incon_, ROL::InteriorPoint::MeritFunction< Real >::LOG_, ROL::InteriorPoint::MeritFunction< Real >::mu_, ROL::InteriorPoint::MeritFunction< Real >::nu_, ROL::InteriorPoint::MeritFunction< Real >::obj_, ROL::InteriorPoint::MeritFunction< Real >::OPT, ROL::InteriorPoint::MeritFunction< Real >::sfun_, ROL::InteriorPoint::MeritFunction< Real >::SLACK, ROL::InteriorPoint::MeritFunction< Real >::slack_, ROL::InteriorPoint::MeritFunction< Real >::SUM_, and ROL::InteriorPoint::MeritFunction< Real >::xopt_.
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Definition at line 140 of file ROL_MeritFunction.hpp.
References ROL::InteriorPoint::MeritFunction< Real >::ce_, ROL::InteriorPoint::MeritFunction< Real >::cenorm_, ROL::InteriorPoint::MeritFunction< Real >::ci_, ROL::InteriorPoint::MeritFunction< Real >::cinorm_, ROL::PartitionedVector< Real >::get(), ROL::InteriorPoint::MeritFunction< Real >::gopt_, ROL::InteriorPoint::MeritFunction< Real >::jced_, ROL::InteriorPoint::MeritFunction< Real >::jcid_, ROL::InteriorPoint::MeritFunction< Real >::mu_, ROL::InteriorPoint::MeritFunction< Real >::nu_, ROL::InteriorPoint::MeritFunction< Real >::obj_, ROL::InteriorPoint::MeritFunction< Real >::OPT, ROL::InteriorPoint::MeritFunction< Real >::RECIP_, ROL::InteriorPoint::MeritFunction< Real >::sfun_, ROL::InteriorPoint::MeritFunction< Real >::SLACK, ROL::InteriorPoint::MeritFunction< Real >::slack_, and ROL::InteriorPoint::MeritFunction< Real >::xopt_.
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Definition at line 175 of file ROL_MeritFunction.hpp.
References ROL::InteriorPoint::MeritFunction< Real >::mu_.
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Definition at line 45 of file ROL_MeritFunction.hpp.
Referenced by ROL::InteriorPoint::MeritFunction< Real >::dirDeriv(), ROL::InteriorPoint::MeritFunction< Real >::MeritFunction(), and ROL::InteriorPoint::MeritFunction< Real >::value().
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Definition at line 46 of file ROL_MeritFunction.hpp.
Referenced by ROL::InteriorPoint::MeritFunction< Real >::dirDeriv(), ROL::InteriorPoint::MeritFunction< Real >::MeritFunction(), and ROL::InteriorPoint::MeritFunction< Real >::value().
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Definition at line 51 of file ROL_MeritFunction.hpp.
Referenced by ROL::InteriorPoint::MeritFunction< Real >::dirDeriv(), and ROL::InteriorPoint::MeritFunction< Real >::value().
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Definition at line 52 of file ROL_MeritFunction.hpp.
Referenced by ROL::InteriorPoint::MeritFunction< Real >::value().
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Definition at line 53 of file ROL_MeritFunction.hpp.
Referenced by ROL::InteriorPoint::MeritFunction< Real >::value().
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Definition at line 54 of file ROL_MeritFunction.hpp.
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Definition at line 57 of file ROL_MeritFunction.hpp.
Referenced by ROL::InteriorPoint::MeritFunction< Real >::dirDeriv(), ROL::InteriorPoint::MeritFunction< Real >::MeritFunction(), and ROL::InteriorPoint::MeritFunction< Real >::value().
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Definition at line 63 of file ROL_MeritFunction.hpp.
Referenced by ROL::InteriorPoint::MeritFunction< Real >::dirDeriv(), ROL::InteriorPoint::MeritFunction< Real >::MeritFunction(), and ROL::InteriorPoint::MeritFunction< Real >::value().
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Definition at line 64 of file ROL_MeritFunction.hpp.
Referenced by ROL::InteriorPoint::MeritFunction< Real >::dirDeriv(), ROL::InteriorPoint::MeritFunction< Real >::MeritFunction(), and ROL::InteriorPoint::MeritFunction< Real >::value().
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Definition at line 66 of file ROL_MeritFunction.hpp.
Referenced by ROL::InteriorPoint::MeritFunction< Real >::dirDeriv(), and ROL::InteriorPoint::MeritFunction< Real >::MeritFunction().
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Definition at line 68 of file ROL_MeritFunction.hpp.
Referenced by ROL::InteriorPoint::MeritFunction< Real >::dirDeriv(), ROL::InteriorPoint::MeritFunction< Real >::MeritFunction(), and ROL::InteriorPoint::MeritFunction< Real >::value().
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Definition at line 71 of file ROL_MeritFunction.hpp.
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Definition at line 72 of file ROL_MeritFunction.hpp.
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Definition at line 74 of file ROL_MeritFunction.hpp.
Referenced by ROL::InteriorPoint::MeritFunction< Real >::dirDeriv(), and ROL::InteriorPoint::MeritFunction< Real >::value().
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Definition at line 75 of file ROL_MeritFunction.hpp.
Referenced by ROL::InteriorPoint::MeritFunction< Real >::dirDeriv(), and ROL::InteriorPoint::MeritFunction< Real >::value().
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Definition at line 77 of file ROL_MeritFunction.hpp.
Referenced by ROL::InteriorPoint::MeritFunction< Real >::dirDeriv().
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Definition at line 78 of file ROL_MeritFunction.hpp.
Referenced by ROL::InteriorPoint::MeritFunction< Real >::dirDeriv().
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Definition at line 80 of file ROL_MeritFunction.hpp.
Referenced by ROL::InteriorPoint::MeritFunction< Real >::dirDeriv(), and ROL::InteriorPoint::MeritFunction< Real >::value().
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Definition at line 81 of file ROL_MeritFunction.hpp.
Referenced by ROL::InteriorPoint::MeritFunction< Real >::dirDeriv(), and ROL::InteriorPoint::MeritFunction< Real >::value().
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Definition at line 84 of file ROL_MeritFunction.hpp.
Referenced by ROL::InteriorPoint::MeritFunction< Real >::value().
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Definition at line 85 of file ROL_MeritFunction.hpp.
Referenced by ROL::InteriorPoint::MeritFunction< Real >::dirDeriv().
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Definition at line 86 of file ROL_MeritFunction.hpp.
Referenced by ROL::InteriorPoint::MeritFunction< Real >::value().