ROL
Public Member Functions | Private Types | Private Attributes | Static Private Attributes | List of all members
ROL::InteriorPoint::MeritFunction< Real > Class Template Reference

#include <ROL_MeritFunction.hpp>

+ Inheritance diagram for ROL::InteriorPoint::MeritFunction< Real >:

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 > &param)
 

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< OBJobj_
 
ROL::Ptr< EQCONeqcon_
 
ROL::Ptr< INCONincon_
 
ROL::Ptr< BND > bnd_
 
Real mu_
 
Real nu_
 
ROL::Ptr< Vxopt_
 
ROL::Ptr< Vslack_
 
ROL::Ptr< Vgopt_
 
ROL::Ptr< Vsfun_
 
ROL::Ptr< Veqmult_
 
ROL::Ptr< Vinmult_
 
ROL::Ptr< Vce_
 
ROL::Ptr< Vci_
 
ROL::Ptr< Vjced_
 
ROL::Ptr< Vjcid_
 
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
 

Detailed Description

template<class Real>
class ROL::InteriorPoint::MeritFunction< Real >

Definition at line 32 of file ROL_MeritFunction.hpp.

Member Typedef Documentation

template<class Real >
typedef Vector<Real> ROL::InteriorPoint::MeritFunction< Real >::V
private

Definition at line 34 of file ROL_MeritFunction.hpp.

template<class Real >
typedef PartitionedVector<Real> ROL::InteriorPoint::MeritFunction< Real >::PV
private

Definition at line 35 of file ROL_MeritFunction.hpp.

template<class Real >
typedef Objective<Real> ROL::InteriorPoint::MeritFunction< Real >::OBJ
private

Definition at line 36 of file ROL_MeritFunction.hpp.

template<class Real >
typedef Constraint<Real> ROL::InteriorPoint::MeritFunction< Real >::EQCON
private

Definition at line 37 of file ROL_MeritFunction.hpp.

template<class Real >
typedef InequalityConstraint<Real> ROL::InteriorPoint::MeritFunction< Real >::INCON
private

Definition at line 38 of file ROL_MeritFunction.hpp.

template<class Real >
typedef ROL::ParameterList ROL::InteriorPoint::MeritFunction< Real >::PLIST
private

Definition at line 40 of file ROL_MeritFunction.hpp.

template<class Real >
typedef PV::size_type ROL::InteriorPoint::MeritFunction< Real >::uint
private

Definition at line 43 of file ROL_MeritFunction.hpp.

Constructor & Destructor Documentation

template<class Real >
ROL::InteriorPoint::MeritFunction< Real >::MeritFunction ( ROL::Ptr< OBJ > &  obj,
ROL::Ptr< EQCON > &  eqcon,
ROL::Ptr< INCON > &  incon,
const V x,
const V eqmult,
const V inmult,
PLIST parlist 
)
inline

Member Function Documentation

template<class Real >
Real ROL::InteriorPoint::MeritFunction< Real >::value ( const V x,
Real &  tol 
)
inlinevirtual
template<class Real >
Real ROL::InteriorPoint::MeritFunction< Real >::dirDeriv ( const V x,
const V d,
Real  tol 
)
inline
template<class Real >
void ROL::InteriorPoint::MeritFunction< Real >::updateBarrier ( Real  mu)
inline

Member Data Documentation

template<class Real >
const uint ROL::InteriorPoint::MeritFunction< Real >::OPT = 0
staticprivate
template<class Real >
const uint ROL::InteriorPoint::MeritFunction< Real >::SLACK = 1
staticprivate
template<class Real >
ROL::Ptr< OBJ > ROL::InteriorPoint::MeritFunction< Real >::obj_
private
template<class Real >
ROL::Ptr< EQCON > ROL::InteriorPoint::MeritFunction< Real >::eqcon_
private
template<class Real >
ROL::Ptr< INCON > ROL::InteriorPoint::MeritFunction< Real >::incon_
private
template<class Real >
ROL::Ptr<BND> ROL::InteriorPoint::MeritFunction< Real >::bnd_
private

Definition at line 54 of file ROL_MeritFunction.hpp.

template<class Real >
Real ROL::InteriorPoint::MeritFunction< Real >::mu_
private
template<class Real >
Real ROL::InteriorPoint::MeritFunction< Real >::nu_
private
template<class Real >
ROL::Ptr<V> ROL::InteriorPoint::MeritFunction< Real >::xopt_
private
template<class Real >
ROL::Ptr<V> ROL::InteriorPoint::MeritFunction< Real >::slack_
private
template<class Real >
ROL::Ptr<V> ROL::InteriorPoint::MeritFunction< Real >::gopt_
private
template<class Real >
ROL::Ptr<V> ROL::InteriorPoint::MeritFunction< Real >::sfun_
private
template<class Real >
ROL::Ptr<V> ROL::InteriorPoint::MeritFunction< Real >::eqmult_
private

Definition at line 71 of file ROL_MeritFunction.hpp.

template<class Real >
ROL::Ptr<V> ROL::InteriorPoint::MeritFunction< Real >::inmult_
private

Definition at line 72 of file ROL_MeritFunction.hpp.

template<class Real >
ROL::Ptr<V> ROL::InteriorPoint::MeritFunction< Real >::ce_
private
template<class Real >
ROL::Ptr<V> ROL::InteriorPoint::MeritFunction< Real >::ci_
private
template<class Real >
ROL::Ptr<V> ROL::InteriorPoint::MeritFunction< Real >::jced_
private
template<class Real >
ROL::Ptr<V> ROL::InteriorPoint::MeritFunction< Real >::jcid_
private
template<class Real >
Real ROL::InteriorPoint::MeritFunction< Real >::cenorm_
private
template<class Real >
Real ROL::InteriorPoint::MeritFunction< Real >::cinorm_
private
template<class Real >
const Elementwise::Logarithm<Real> ROL::InteriorPoint::MeritFunction< Real >::LOG_
staticprivate
template<class Real >
const Elementwise::Reciprocal<Real> ROL::InteriorPoint::MeritFunction< Real >::RECIP_
staticprivate
template<class Real >
const Elementwise::ReductionSum<Real> ROL::InteriorPoint::MeritFunction< Real >::SUM_
staticprivate

The documentation for this class was generated from the following file: