#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)
	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 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

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
	)