Create a penalty objective from upper and lower bound vectors. More...

#include <ROL_ObjectiveFromBoundConstraint.hpp>

Inheritance diagram for ROL::ObjectiveFromBoundConstraint< Real >:

Public Member Functions
	ObjectiveFromBoundConstraint (const BoundConstraint< Real > &bc, ROL::ParameterList &parlist)

	ObjectiveFromBoundConstraint (const BoundConstraint< Real > &bc)

Real	value (const Vector< Real > &x, Real &tol)
	Compute value. More...

void	gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
	Compute gradient. More...

void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply Hessian approximation to vector. More...

ROL::Ptr< Vector< Real > >	getBarrierVector (void)

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	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
enum	EBarrierType { BARRIER_LOGARITHM = 0, BARRIER_QUADRATIC, BARRIER_DOUBLEWELL, BARRIER_LAST }

typedef Vector< Real >	V

typedef Elementwise::Fill< Real >	Fill

typedef Elementwise::Reciprocal< Real >	Reciprocal

typedef Elementwise::Power< Real >	Power

typedef Elementwise::Logarithm < Real >	Logarithm

typedef Elementwise::Multiply < Real >	Multiply

typedef Elementwise::Heaviside < Real >	Heaviside

typedef Elementwise::ThresholdUpper < Real >	ThresholdUpper

typedef Elementwise::ThresholdLower < Real >	ThresholdLower

typedef Elementwise::ReductionSum < Real >	Sum

typedef Elementwise::UnaryFunction < Real >	UnaryFunction

Private Member Functions
std::string	EBarrierToString (EBarrierType type)

EBarrierType	StringToEBarrierType (std::string s)

Private Attributes
enum ROL::ObjectiveFromBoundConstraint::EBarrierType	eBarrierType_

const ROL::Ptr< const V >	lo_

const ROL::Ptr< const V >	up_

ROL::Ptr< V >	a_

ROL::Ptr< V >	b_

EBarrierType	btype_

bool	isLowerActivated_

bool	isUpperActivated_

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::ObjectiveFromBoundConstraint< Real >

Create a penalty objective from upper and lower bound vectors.

Definition at line 27 of file ROL_ObjectiveFromBoundConstraint.hpp.

Member Typedef Documentation

template<class Real>

typedef Vector<Real> ROL::ObjectiveFromBoundConstraint< Real >::V

private

Definition at line 29 of file ROL_ObjectiveFromBoundConstraint.hpp.

template<class Real>

typedef Elementwise::Fill<Real> ROL::ObjectiveFromBoundConstraint< Real >::Fill

private

Definition at line 31 of file ROL_ObjectiveFromBoundConstraint.hpp.

template<class Real>

typedef Elementwise::Reciprocal<Real> ROL::ObjectiveFromBoundConstraint< Real >::Reciprocal

private

Definition at line 32 of file ROL_ObjectiveFromBoundConstraint.hpp.

template<class Real>

typedef Elementwise::Power<Real> ROL::ObjectiveFromBoundConstraint< Real >::Power

private

Definition at line 33 of file ROL_ObjectiveFromBoundConstraint.hpp.

template<class Real>

typedef Elementwise::Logarithm<Real> ROL::ObjectiveFromBoundConstraint< Real >::Logarithm

private

Definition at line 34 of file ROL_ObjectiveFromBoundConstraint.hpp.

template<class Real>

typedef Elementwise::Multiply<Real> ROL::ObjectiveFromBoundConstraint< Real >::Multiply

private

Definition at line 35 of file ROL_ObjectiveFromBoundConstraint.hpp.

template<class Real>

typedef Elementwise::Heaviside<Real> ROL::ObjectiveFromBoundConstraint< Real >::Heaviside

private

Definition at line 36 of file ROL_ObjectiveFromBoundConstraint.hpp.

template<class Real>

typedef Elementwise::ThresholdUpper<Real> ROL::ObjectiveFromBoundConstraint< Real >::ThresholdUpper

private

Definition at line 37 of file ROL_ObjectiveFromBoundConstraint.hpp.

template<class Real>

typedef Elementwise::ThresholdLower<Real> ROL::ObjectiveFromBoundConstraint< Real >::ThresholdLower

private

Definition at line 38 of file ROL_ObjectiveFromBoundConstraint.hpp.

template<class Real>

typedef Elementwise::ReductionSum<Real> ROL::ObjectiveFromBoundConstraint< Real >::Sum

private

Definition at line 39 of file ROL_ObjectiveFromBoundConstraint.hpp.

template<class Real>

typedef Elementwise::UnaryFunction<Real> ROL::ObjectiveFromBoundConstraint< Real >::UnaryFunction

private

Definition at line 40 of file ROL_ObjectiveFromBoundConstraint.hpp.

Member Enumeration Documentation

template<class Real>

enum ROL::ObjectiveFromBoundConstraint::EBarrierType

private

Enumerator
BARRIER_LOGARITHM
BARRIER_QUADRATIC
BARRIER_DOUBLEWELL
BARRIER_LAST

Definition at line 44 of file ROL_ObjectiveFromBoundConstraint.hpp.

Constructor & Destructor Documentation

template<class Real>

ROL::ObjectiveFromBoundConstraint< Real >::ObjectiveFromBoundConstraint	(	const BoundConstraint< Real > &	bc,
		ROL::ParameterList &	parlist
	)

inline

Definition at line 96 of file ROL_ObjectiveFromBoundConstraint.hpp.

template<class Real>

ROL::ObjectiveFromBoundConstraint< Real >::ObjectiveFromBoundConstraint ( const BoundConstraint< Real > & bc )

inline

Definition at line 111 of file ROL_ObjectiveFromBoundConstraint.hpp.

References ROL::ObjectiveFromBoundConstraint< Real >::a_, ROL::ObjectiveFromBoundConstraint< Real >::b_, ROL::BoundConstraint< Real >::isLowerActivated(), ROL::ObjectiveFromBoundConstraint< Real >::isLowerActivated_, ROL::BoundConstraint< Real >::isUpperActivated(), ROL::ObjectiveFromBoundConstraint< Real >::isUpperActivated_, ROL::ObjectiveFromBoundConstraint< Real >::lo_, and ROL::ObjectiveFromBoundConstraint< Real >::up_.

Member Function Documentation

template<class Real>

std::string ROL::ObjectiveFromBoundConstraint< Real >::EBarrierToString ( EBarrierType type )

inlineprivate

Definition at line 51 of file ROL_ObjectiveFromBoundConstraint.hpp.

References ROL::ObjectiveFromBoundConstraint< Real >::BARRIER_DOUBLEWELL, ROL::ObjectiveFromBoundConstraint< Real >::BARRIER_LAST, ROL::ObjectiveFromBoundConstraint< Real >::BARRIER_LOGARITHM, and ROL::ObjectiveFromBoundConstraint< Real >::BARRIER_QUADRATIC.

Referenced by ROL::ObjectiveFromBoundConstraint< Real >::StringToEBarrierType().

template<class Real>

EBarrierType ROL::ObjectiveFromBoundConstraint< Real >::StringToEBarrierType ( std::string s )

inlineprivate

Definition at line 73 of file ROL_ObjectiveFromBoundConstraint.hpp.

References ROL::ObjectiveFromBoundConstraint< Real >::BARRIER_LAST, ROL::ObjectiveFromBoundConstraint< Real >::BARRIER_LOGARITHM, ROL::ObjectiveFromBoundConstraint< Real >::EBarrierToString(), and ROL::removeStringFormat().

Referenced by ROL::ObjectiveFromBoundConstraint< Real >::ObjectiveFromBoundConstraint().

template<class Real>

Real ROL::ObjectiveFromBoundConstraint< Real >::value	(	const Vector< Real > &	x,
		Real &	tol
	)

inlinevirtual

Compute value.

This function returns the objective function value.

Parameters

[in]	x	is the current iterate.
[in]	tol	is a tolerance for inexact objective function computation.

Implements ROL::Objective< Real >.

Definition at line 124 of file ROL_ObjectiveFromBoundConstraint.hpp.

Referenced by main().

template<class Real>

void ROL::ObjectiveFromBoundConstraint< Real >::gradient	(	Vector< Real > &	g,
		const Vector< Real > &	x,
		Real &	tol
	)

inlinevirtual

Compute gradient.

This function returns the objective function gradient.

Parameters

[out]	g	is the gradient.
[in]	x	is the current iterate.
[in]	tol	is 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 206 of file ROL_ObjectiveFromBoundConstraint.hpp.

Referenced by main().

template<class Real>

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

inlinevirtual

Apply Hessian approximation to vector.

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

Parameters

[out]	hv	is the the action of the Hessian on \(v\).
[in]	v	is the direction vector.
[in]	x	is the current iterate.
[in]	tol	is a tolerance for inexact objective function computation.