ROL
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ROL::NonlinearLeastSquaresObjective< Real > Class Template Reference

Provides the interface to evaluate nonlinear least squares objective functions. More...

#include <ROL_NonlinearLeastSquaresObjective.hpp>

+ Inheritance diagram for ROL::NonlinearLeastSquaresObjective< Real >:

Public Member Functions

 NonlinearLeastSquaresObjective (const Ptr< Constraint< Real > > &con, const Vector< Real > &optvec, const Vector< Real > &convec, const bool GNH=false)
 Constructor. More...
 
void update (const Vector< Real > &x, UpdateType type, int iter=-1) override
 Update objective function. More...
 
void update (const Vector< Real > &x, bool flag=true, int iter=-1) override
 Update objective function. More...
 
Real value (const Vector< Real > &x, Real &tol) override
 Compute value. More...
 
void gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol) override
 Compute gradient. More...
 
void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
 Apply Hessian approximation to vector. More...
 
void precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
 Apply preconditioner to vector. More...
 
void setParameter (const std::vector< Real > &param) override
 
- Public Member Functions inherited from ROL::Objective< Real >
virtual ~Objective ()
 
 Objective ()
 
virtual Real dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol)
 Compute directional derivative. 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 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...
 

Private Attributes

const Ptr< Constraint< Real > > con_
 
const bool GaussNewtonHessian_
 
Ptr< Vector< Real > > c1_
 
Ptr< Vector< Real > > c2_
 
Ptr< Vector< Real > > c1dual_
 
Ptr< Vector< Real > > x_
 

Additional Inherited Members

- Protected Member Functions inherited from ROL::Objective< Real >
const std::vector< Real > getParameter (void) const
 

Detailed Description

template<typename Real>
class ROL::NonlinearLeastSquaresObjective< Real >

Provides the interface to evaluate nonlinear least squares objective functions.

ROL's nonlinear least squares objective function interface constructs the the nonlinear least squares objective function associated with the equality constraint \(c(x)=0\). That is,

\[ J(x) = \langle \mathfrak{R} c(x),c(x) \rangle_{\mathcal{C}^*,\mathcal{C}} \]

where \(c:\mathcal{X}\to\mathcal{C}\) and \(\mathfrak{R}\in\mathcal{L}( \mathcal{C},\mathcal{C}^*)\) denotes the Riesz map from \(\mathcal{C}\) into \(\mathcal{C}^*\).


Definition at line 39 of file ROL_NonlinearLeastSquaresObjective.hpp.

Constructor & Destructor Documentation

template<typename Real>
ROL::NonlinearLeastSquaresObjective< Real >::NonlinearLeastSquaresObjective ( const Ptr< Constraint< Real > > &  con,
const Vector< Real > &  optvec,
const Vector< Real > &  convec,
const bool  GNH = false 
)

Constructor.

This function constructs a nonlinear least squares objective function.

Parameters
[in]conis the nonlinear equation to be solved.
[in]vecis a constraint space vector used for cloning.
[in]GHNis a flag dictating whether or not to use the Gauss-Newton Hessian.

Definition at line 16 of file ROL_NonlinearLeastSquaresObjective_Def.hpp.

References ROL::NonlinearLeastSquaresObjective< Real >::c1_, ROL::NonlinearLeastSquaresObjective< Real >::c1dual_, ROL::NonlinearLeastSquaresObjective< Real >::c2_, ROL::Vector< Real >::clone(), ROL::Vector< Real >::dual(), and ROL::NonlinearLeastSquaresObjective< Real >::x_.

Member Function Documentation

template<typename Real >
void ROL::NonlinearLeastSquaresObjective< Real >::update ( const Vector< Real > &  x,
UpdateType  type,
int  iter = -1 
)
overridevirtual

Update objective function.

This function updates the objective function at new iterations.

Parameters
[in]xis the new iterate.
[in]typeis the type of update requested.
[in]iteris the outer algorithm iterations count.

Reimplemented from ROL::Objective< Real >.

Definition at line 27 of file ROL_NonlinearLeastSquaresObjective_Def.hpp.

template<typename Real >
void ROL::NonlinearLeastSquaresObjective< Real >::update ( const Vector< Real > &  x,
bool  flag = true,
int  iter = -1 
)
overridevirtual

Update objective function.

This function updates the objective function at new iterations.

Parameters
[in]xis the new iterate.
[in]flagis true if the iterate has changed.
[in]iteris the outer algorithm iterations count.

Reimplemented from ROL::Objective< Real >.

Definition at line 35 of file ROL_NonlinearLeastSquaresObjective_Def.hpp.

template<typename Real >
Real ROL::NonlinearLeastSquaresObjective< Real >::value ( const Vector< Real > &  x,
Real &  tol 
)
overridevirtual

Compute value.

This function returns the objective function value.

Parameters
[in]xis the current iterate.
[in]tolis a tolerance for inexact objective function computation.

Implements ROL::Objective< Real >.

Definition at line 43 of file ROL_NonlinearLeastSquaresObjective_Def.hpp.

template<typename Real >
void ROL::NonlinearLeastSquaresObjective< Real >::gradient ( Vector< Real > &  g,
const Vector< Real > &  x,
Real &  tol 
)
overridevirtual

Compute gradient.

This function returns the objective function gradient.

Parameters
[out]gis the gradient.
[in]xis the current iterate.
[in]tolis a tolerance for inexact objective function computation.

The default implementation is a finite-difference approximation based on the function value. This requires the definition of a basis \(\{\phi_i\}\) for the optimization vectors x and the definition of a basis \(\{\psi_j\}\) for the dual optimization vectors (gradient vectors g). The bases must be related through the Riesz map, i.e., \( R \{\phi_i\} = \{\psi_j\}\), and this must be reflected in the implementation of the ROL::Vector::dual() method.

Reimplemented from ROL::Objective< Real >.

Definition at line 49 of file ROL_NonlinearLeastSquaresObjective_Def.hpp.

template<typename Real >
void ROL::NonlinearLeastSquaresObjective< Real >::hessVec ( Vector< Real > &  hv,
const Vector< Real > &  v,
const Vector< Real > &  x,
Real &  tol 
)
overridevirtual

Apply Hessian approximation to vector.

This function applies the Hessian of the objective function to the vector \(v\).

Parameters
[out]hvis the the action of the Hessian on \(v\).
[in]vis the direction vector.
[in]xis the current iterate.
[in]tolis a tolerance for inexact objective function computation.

Reimplemented from ROL::Objective< Real >.

Definition at line 54 of file ROL_NonlinearLeastSquaresObjective_Def.hpp.

References ROL::Vector< Real >::dual(), and ROL::Vector< Real >::plus().

template<typename Real >
void ROL::NonlinearLeastSquaresObjective< Real >::precond ( Vector< Real > &  Pv,
const Vector< Real > &  v,
const Vector< Real > &  x,
Real &  tol 
)
overridevirtual

Apply preconditioner to vector.

This function applies a preconditioner for the Hessian of the objective function to the vector \(v\).

Parameters
[out]Pvis the action of the Hessian preconditioner on \(v\).
[in]vis the direction vector.
[in]xis the current iterate.
[in]tolis a tolerance for inexact objective function computation.

Reimplemented from ROL::Objective< Real >.

Definition at line 64 of file ROL_NonlinearLeastSquaresObjective_Def.hpp.

References ROL::Vector< Real >::dual().

template<typename Real >
void ROL::NonlinearLeastSquaresObjective< Real >::setParameter ( const std::vector< Real > &  param)
overridevirtual

Member Data Documentation

template<typename Real>
const Ptr<Constraint<Real> > ROL::NonlinearLeastSquaresObjective< Real >::con_
private

Definition at line 41 of file ROL_NonlinearLeastSquaresObjective.hpp.

template<typename Real>
const bool ROL::NonlinearLeastSquaresObjective< Real >::GaussNewtonHessian_
private

Definition at line 42 of file ROL_NonlinearLeastSquaresObjective.hpp.

template<typename Real>
Ptr<Vector<Real> > ROL::NonlinearLeastSquaresObjective< Real >::c1_
private
template<typename Real>
Ptr<Vector<Real> > ROL::NonlinearLeastSquaresObjective< Real >::c2_
private
template<typename Real>
Ptr<Vector<Real> > ROL::NonlinearLeastSquaresObjective< Real >::c1dual_
private
template<typename Real>
Ptr<Vector<Real> > ROL::NonlinearLeastSquaresObjective< Real >::x_
private

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