ROL
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Create a penalty objective from upper and lower bound vectors. More...
#include <ROL_ObjectiveFromBoundConstraint.hpp>
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) |
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 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 |
Create a penalty objective from upper and lower bound vectors.
Definition at line 27 of file ROL_ObjectiveFromBoundConstraint.hpp.
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Definition at line 29 of file ROL_ObjectiveFromBoundConstraint.hpp.
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Definition at line 31 of file ROL_ObjectiveFromBoundConstraint.hpp.
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Definition at line 32 of file ROL_ObjectiveFromBoundConstraint.hpp.
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Definition at line 33 of file ROL_ObjectiveFromBoundConstraint.hpp.
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Definition at line 34 of file ROL_ObjectiveFromBoundConstraint.hpp.
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Definition at line 35 of file ROL_ObjectiveFromBoundConstraint.hpp.
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Definition at line 36 of file ROL_ObjectiveFromBoundConstraint.hpp.
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Definition at line 37 of file ROL_ObjectiveFromBoundConstraint.hpp.
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Definition at line 38 of file ROL_ObjectiveFromBoundConstraint.hpp.
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Definition at line 39 of file ROL_ObjectiveFromBoundConstraint.hpp.
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Definition at line 40 of file ROL_ObjectiveFromBoundConstraint.hpp.
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Enumerator | |
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BARRIER_LOGARITHM | |
BARRIER_QUADRATIC | |
BARRIER_DOUBLEWELL | |
BARRIER_LAST |
Definition at line 44 of file ROL_ObjectiveFromBoundConstraint.hpp.
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Definition at line 96 of file ROL_ObjectiveFromBoundConstraint.hpp.
References ROL::ObjectiveFromBoundConstraint< Real >::a_, ROL::ObjectiveFromBoundConstraint< Real >::b_, ROL::ObjectiveFromBoundConstraint< Real >::btype_, ROL::BoundConstraint< Real >::isLowerActivated(), ROL::ObjectiveFromBoundConstraint< Real >::isLowerActivated_, ROL::BoundConstraint< Real >::isUpperActivated(), ROL::ObjectiveFromBoundConstraint< Real >::isUpperActivated_, ROL::ObjectiveFromBoundConstraint< Real >::lo_, ROL::ObjectiveFromBoundConstraint< Real >::StringToEBarrierType(), and ROL::ObjectiveFromBoundConstraint< Real >::up_.
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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_.
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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().
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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().
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Compute value.
This function returns the objective function value.
[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.
References ROL::ObjectiveFromBoundConstraint< Real >::a_, ROL::ObjectiveFromBoundConstraint< Real >::b_, ROL::ObjectiveFromBoundConstraint< Real >::BARRIER_DOUBLEWELL, ROL::ObjectiveFromBoundConstraint< Real >::BARRIER_LOGARITHM, ROL::ObjectiveFromBoundConstraint< Real >::BARRIER_QUADRATIC, ROL::ObjectiveFromBoundConstraint< Real >::btype_, ROL::ObjectiveFromBoundConstraint< Real >::isLowerActivated_, ROL::ObjectiveFromBoundConstraint< Real >::isUpperActivated_, ROL::ObjectiveFromBoundConstraint< Real >::lo_, ROL::ObjectiveFromBoundConstraint< Real >::up_, and zero.
Referenced by main().
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Compute gradient.
This function returns the objective function gradient.
[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.
References ROL::ObjectiveFromBoundConstraint< Real >::a_, ROL::ObjectiveFromBoundConstraint< Real >::b_, ROL::ObjectiveFromBoundConstraint< Real >::BARRIER_DOUBLEWELL, ROL::ObjectiveFromBoundConstraint< Real >::BARRIER_LOGARITHM, ROL::ObjectiveFromBoundConstraint< Real >::BARRIER_QUADRATIC, ROL::ObjectiveFromBoundConstraint< Real >::btype_, ROL::ObjectiveFromBoundConstraint< Real >::isLowerActivated_, ROL::ObjectiveFromBoundConstraint< Real >::isUpperActivated_, ROL::ObjectiveFromBoundConstraint< Real >::lo_, ROL::Vector< Real >::set(), ROL::ObjectiveFromBoundConstraint< Real >::up_, and zero.
Referenced by main().
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Apply Hessian approximation to vector.
This function applies the Hessian of the objective function to the vector \(v\).
[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. |
Reimplemented from ROL::Objective< Real >.
Definition at line 288 of file ROL_ObjectiveFromBoundConstraint.hpp.
References ROL::ObjectiveFromBoundConstraint< Real >::a_, ROL::Vector< Real >::applyBinary(), ROL::ObjectiveFromBoundConstraint< Real >::b_, ROL::ObjectiveFromBoundConstraint< Real >::BARRIER_DOUBLEWELL, ROL::ObjectiveFromBoundConstraint< Real >::BARRIER_LOGARITHM, ROL::ObjectiveFromBoundConstraint< Real >::BARRIER_QUADRATIC, ROL::ObjectiveFromBoundConstraint< Real >::btype_, ROL::ObjectiveFromBoundConstraint< Real >::isLowerActivated_, ROL::ObjectiveFromBoundConstraint< Real >::isUpperActivated_, ROL::ObjectiveFromBoundConstraint< Real >::lo_, ROL::Vector< Real >::set(), and ROL::ObjectiveFromBoundConstraint< Real >::up_.
Referenced by main().
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Definition at line 374 of file ROL_ObjectiveFromBoundConstraint.hpp.
References ROL::ObjectiveFromBoundConstraint< Real >::b_.
Referenced by main().
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Definition at line 86 of file ROL_ObjectiveFromBoundConstraint.hpp.
Referenced by ROL::ObjectiveFromBoundConstraint< Real >::gradient(), ROL::ObjectiveFromBoundConstraint< Real >::hessVec(), ROL::ObjectiveFromBoundConstraint< Real >::ObjectiveFromBoundConstraint(), and ROL::ObjectiveFromBoundConstraint< Real >::value().
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Definition at line 87 of file ROL_ObjectiveFromBoundConstraint.hpp.
Referenced by ROL::ObjectiveFromBoundConstraint< Real >::gradient(), ROL::ObjectiveFromBoundConstraint< Real >::hessVec(), ROL::ObjectiveFromBoundConstraint< Real >::ObjectiveFromBoundConstraint(), and ROL::ObjectiveFromBoundConstraint< Real >::value().
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Definition at line 88 of file ROL_ObjectiveFromBoundConstraint.hpp.
Referenced by ROL::ObjectiveFromBoundConstraint< Real >::gradient(), ROL::ObjectiveFromBoundConstraint< Real >::hessVec(), ROL::ObjectiveFromBoundConstraint< Real >::ObjectiveFromBoundConstraint(), and ROL::ObjectiveFromBoundConstraint< Real >::value().
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Definition at line 89 of file ROL_ObjectiveFromBoundConstraint.hpp.
Referenced by ROL::ObjectiveFromBoundConstraint< Real >::getBarrierVector(), ROL::ObjectiveFromBoundConstraint< Real >::gradient(), ROL::ObjectiveFromBoundConstraint< Real >::hessVec(), ROL::ObjectiveFromBoundConstraint< Real >::ObjectiveFromBoundConstraint(), and ROL::ObjectiveFromBoundConstraint< Real >::value().
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Definition at line 90 of file ROL_ObjectiveFromBoundConstraint.hpp.
Referenced by ROL::ObjectiveFromBoundConstraint< Real >::gradient(), ROL::ObjectiveFromBoundConstraint< Real >::hessVec(), ROL::ObjectiveFromBoundConstraint< Real >::ObjectiveFromBoundConstraint(), and ROL::ObjectiveFromBoundConstraint< Real >::value().
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Definition at line 91 of file ROL_ObjectiveFromBoundConstraint.hpp.
Referenced by ROL::ObjectiveFromBoundConstraint< Real >::gradient(), ROL::ObjectiveFromBoundConstraint< Real >::hessVec(), ROL::ObjectiveFromBoundConstraint< Real >::ObjectiveFromBoundConstraint(), and ROL::ObjectiveFromBoundConstraint< Real >::value().
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Definition at line 92 of file ROL_ObjectiveFromBoundConstraint.hpp.
Referenced by ROL::ObjectiveFromBoundConstraint< Real >::gradient(), ROL::ObjectiveFromBoundConstraint< Real >::hessVec(), ROL::ObjectiveFromBoundConstraint< Real >::ObjectiveFromBoundConstraint(), and ROL::ObjectiveFromBoundConstraint< Real >::value().