ROL::LinMoreModel< Real > Class Template Reference

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)
	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 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.

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Definition at line 27 of file ROL_LinMoreModel.hpp.

Constructor & Destructor Documentation

template<class Real >

ROL::LinMoreModel< Real >::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  )

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 >

void ROL::LinMoreModel< Real >::applyFullHessian ( Vector< Real > &  hv, const Vector< Real > &  v, Real &  tol  )

inline

Definition at line 42 of file ROL_LinMoreModel.hpp.

References ROL::TrustRegionModel< Real >::applyHessian().

Referenced by ROL::LinMoreModel< Real >::applyFreeHessian().

template<class Real >

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

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 >

void ROL::LinMoreModel< Real >::applyFullPrecond ( Vector< Real > &  pv, const Vector< Real > &  v, Real &  tol  )

inline

Definition at line 54 of file ROL_LinMoreModel.hpp.

References ROL::TrustRegionModel< Real >::applyPrecond().

Referenced by ROL::LinMoreModel< Real >::applyFreePrecond().

template<class Real >

void ROL::LinMoreModel< Real >::applyFreePrecond ( Vector< Real > &  pv, const Vector< Real > &  v, const Vector< Real > &  x, Real &  tol  )

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 >

Ptr<Vector<Real> > ROL::LinMoreModel< Real >::pwa_

private

Definition at line 29 of file ROL_LinMoreModel.hpp.

Referenced by ROL::LinMoreModel< Real >::applyFreeHessian(), and ROL::LinMoreModel< Real >::LinMoreModel().

template<class Real >

Ptr<Vector<Real> > ROL::LinMoreModel< Real >::dwa_

private

Definition at line 29 of file ROL_LinMoreModel.hpp.

Referenced by ROL::LinMoreModel< Real >::applyFreePrecond(), and ROL::LinMoreModel< Real >::LinMoreModel().

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

• ROL_LinMoreModel.hpp