Provides the interface to evaluate projected trust-region model functions from the Kelley-Sachs bound constrained trust-region algorithm. More...
#include <ROL_LinMoreModel.hpp>
Inheritance diagram for ROL::LinMoreModel< Real >:
Public Member Functions | |
| LinMoreModel (Objective< Real > &obj, BoundConstraint< Real > &bnd, const Vector< Real > &x, const Vector< Real > &g, const Ptr< Secant< Real >> &secant=nullPtr, const bool useSecantPrecond=false, const bool useSecantHessVec=false) | |
| void | applyFullHessian (Vector< Real > &hv, const Vector< Real > &v, Real &tol) |
| void | applyFreeHessian (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) |
| void | applyFullPrecond (Vector< Real > &pv, const Vector< Real > &v, Real &tol) |
| void | applyFreePrecond (Vector< Real > &pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) |
| Public Member Functions inherited from ROL::TrustRegionModel< Real > | |
| virtual | ~TrustRegionModel () |
| TrustRegionModel (Objective< Real > &obj, BoundConstraint< Real > &bnd, const Vector< Real > &x, const Vector< Real > &g, const Ptr< Secant< Real >> &secant=nullPtr, const bool useSecantPrecond=false, const bool useSecantHessVec=false) | |
| virtual void | update (Objective< Real > &obj, BoundConstraint< Real > &bnd, const Vector< Real > &x, const Vector< Real > &g, const Ptr< Secant< Real >> &secant=nullPtr) |
| virtual Real | value (const Vector< Real > &s, Real &tol) |
| Compute value. More... | |
| virtual void | gradient (Vector< Real > &g, const Vector< Real > &s, Real &tol) |
| Compute gradient. More... | |
| virtual void | hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &s, Real &tol) |
| Apply Hessian approximation to vector. More... | |
| virtual void | invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &s, Real &tol) |
| Apply inverse Hessian approximation to vector. More... | |
| virtual void | precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &s, Real &tol) |
| Apply preconditioner to vector. More... | |
| virtual const Ptr< const Vector< Real > > | getGradient (void) const |
| virtual const Ptr< const Vector< Real > > | getIterate (void) const |
| virtual const Ptr< Objective < Real > > | getObjective (void) const |
| virtual const Ptr < BoundConstraint< Real > > | getBoundConstraint (void) const |
| virtual void | dualTransform (Vector< Real > &tv, const Vector< Real > &v) |
| virtual void | primalTransform (Vector< Real > &tv, const Vector< Real > &v) |
| virtual void | updatePredictedReduction (Real &pred, const Vector< Real > &s) |
| virtual void | updateActualReduction (Real &ared, const Vector< Real > &s) |
| 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 Real | dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol) |
| Compute directional derivative. 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 Attributes | |
| Ptr< Vector< Real > > | pwa_ |
| Ptr< Vector< Real > > | dwa_ |
Additional Inherited Members | |
| Protected Member Functions inherited from ROL::TrustRegionModel< Real > | |
| void | applyHessian (Vector< Real > &hv, const Vector< Real > &v, Real &tol) |
| void | applyInvHessian (Vector< Real > &hv, const Vector< Real > &v, Real &tol) |
| void | applyPrecond (Vector< Real > &Pv, const Vector< Real > &v, Real &tol) |
| Protected Member Functions inherited from ROL::Objective< Real > | |
| const std::vector< Real > | getParameter (void) const |
Detailed Description
template<class Real>
class ROL::LinMoreModel< Real >
Provides the interface to evaluate projected trust-region model functions from the Kelley-Sachs bound constrained trust-region algorithm.
Definition at line 27 of file ROL_LinMoreModel.hpp.
Constructor & Destructor Documentation
template<class Real >
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inline |
Definition at line 33 of file ROL_LinMoreModel.hpp.
References ROL::Vector< Real >::clone(), ROL::LinMoreModel< Real >::dwa_, and ROL::LinMoreModel< Real >::pwa_.
Member Function Documentation
template<class Real >
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inline |
Definition at line 42 of file ROL_LinMoreModel.hpp.
References ROL::TrustRegionModel< Real >::applyHessian().
Referenced by ROL::LinMoreModel< Real >::applyFreeHessian().
template<class Real >
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inline |
Definition at line 46 of file ROL_LinMoreModel.hpp.
References ROL::LinMoreModel< Real >::applyFullHessian(), ROL::TrustRegionModel< Real >::getBoundConstraint(), ROL::LinMoreModel< Real >::pwa_, and zero.
template<class Real >
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inline |
Definition at line 54 of file ROL_LinMoreModel.hpp.
References ROL::TrustRegionModel< Real >::applyPrecond().
Referenced by ROL::LinMoreModel< Real >::applyFreePrecond().
template<class Real >
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inline |
Definition at line 58 of file ROL_LinMoreModel.hpp.
References ROL::LinMoreModel< Real >::applyFullPrecond(), ROL::LinMoreModel< Real >::dwa_, ROL::TrustRegionModel< Real >::getBoundConstraint(), and zero.
Member Data Documentation
template<class Real >
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private |
Definition at line 29 of file ROL_LinMoreModel.hpp.
Referenced by ROL::LinMoreModel< Real >::applyFreeHessian(), and ROL::LinMoreModel< Real >::LinMoreModel().
template<class Real >
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private |
Definition at line 29 of file ROL_LinMoreModel.hpp.
Referenced by ROL::LinMoreModel< Real >::applyFreePrecond(), and ROL::LinMoreModel< Real >::LinMoreModel().
The documentation for this class was generated from the following file:
