ROL
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Provides the interface to evaluate simulation-based objective functions. More...
#include <ROL_Objective_SimOpt.hpp>
Public Member Functions | |
virtual void | update (const Vector< Real > &u, const Vector< Real > &z, bool flag=true, int iter=-1) |
Update objective function. u is an iterate, z is an iterate, flag = true if the iterate has changed, iter is the outer algorithm iterations count. More... | |
void | update (const Vector< Real > &x, bool flag=true, int iter=-1) |
Update objective function. More... | |
virtual void | update (const Vector< Real > &u, const Vector< Real > &z, UpdateType type, int iter=-1) |
void | update (const Vector< Real > &x, UpdateType type, int iter=-1) |
Update objective function. More... | |
virtual Real | value (const Vector< Real > &u, const Vector< Real > &z, Real &tol)=0 |
Compute value. More... | |
Real | value (const Vector< Real > &x, Real &tol) |
Compute value. More... | |
virtual void | gradient_1 (Vector< Real > &g, const Vector< Real > &u, const Vector< Real > &z, Real &tol) |
Compute gradient with respect to first component. More... | |
virtual void | gradient_2 (Vector< Real > &g, const Vector< Real > &u, const Vector< Real > &z, Real &tol) |
Compute gradient with respect to second component. More... | |
void | gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol) |
Compute gradient. More... | |
virtual void | hessVec_11 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) |
Apply Hessian approximation to vector. More... | |
virtual void | hessVec_12 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) |
virtual void | hessVec_21 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) |
virtual void | hessVec_22 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) |
void | hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) |
Apply Hessian approximation to vector. More... | |
std::vector< std::vector< Real > > | checkGradient_1 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1) |
std::vector< std::vector< Real > > | checkGradient_1 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const bool printToStream, std::ostream &outStream, const int numSteps, const int order) |
std::vector< std::vector< Real > > | checkGradient_1 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order) |
std::vector< std::vector< Real > > | checkGradient_2 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1) |
std::vector< std::vector< Real > > | checkGradient_2 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const bool printToStream, std::ostream &outStream, const int numSteps, const int order) |
std::vector< std::vector< Real > > | checkGradient_2 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order) |
std::vector< std::vector< Real > > | checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1) |
std::vector< std::vector< Real > > | checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1) |
std::vector< std::vector< Real > > | checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order) |
std::vector< std::vector< Real > > | checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order) |
std::vector< std::vector< Real > > | checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1) |
std::vector< std::vector< Real > > | checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1) |
std::vector< std::vector< Real > > | checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order) |
std::vector< std::vector< Real > > | checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order) |
std::vector< std::vector< Real > > | checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1) |
std::vector< std::vector< Real > > | checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1) |
std::vector< std::vector< Real > > | checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order) |
std::vector< std::vector< Real > > | checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order) |
std::vector< std::vector< Real > > | checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1) |
std::vector< std::vector< Real > > | checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1) |
std::vector< std::vector< Real > > | checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order) |
std::vector< std::vector< Real > > | checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order) |
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 | 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) |
Additional Inherited Members | |
Protected Member Functions inherited from ROL::Objective< Real > | |
const std::vector< Real > | getParameter (void) const |
Provides the interface to evaluate simulation-based objective functions.
Definition at line 25 of file ROL_Objective_SimOpt.hpp.
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Update objective function. u is an iterate, z is an iterate, flag = true if the iterate has changed, iter is the outer algorithm iterations count.
Reimplemented in ROL::CompositeObjective_SimOpt< Real >, ROL::AugmentedLagrangian_SimOpt< Real >, ROL::QuadraticPenalty_SimOpt< Real >, and ROL::LinearCombinationObjective_SimOpt< Real >.
Definition at line 34 of file ROL_Objective_SimOpt.hpp.
Referenced by ROL::Objective_SimOpt< Real >::checkGradient_1(), ROL::Objective_SimOpt< Real >::checkGradient_2(), ROL::Objective_SimOpt< Real >::checkHessVec_11(), ROL::Objective_SimOpt< Real >::checkHessVec_12(), ROL::Objective_SimOpt< Real >::checkHessVec_21(), ROL::Objective_SimOpt< Real >::checkHessVec_22(), ROL::Objective_SimOpt< Real >::gradient_1(), ROL::Objective_SimOpt< Real >::gradient_2(), ROL::Objective_SimOpt< Real >::hessVec_11(), ROL::Objective_SimOpt< Real >::hessVec_12(), ROL::Objective_SimOpt< Real >::hessVec_21(), ROL::Objective_SimOpt< Real >::hessVec_22(), and ROL::Objective_SimOpt< Real >::update().
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Update objective function.
This function updates the objective function at new iterations.
[in] | x | is the new iterate. |
[in] | flag | is true if the iterate has changed. |
[in] | iter | is the outer algorithm iterations count. |
Reimplemented from ROL::Objective< Real >.
Definition at line 36 of file ROL_Objective_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), and ROL::Objective_SimOpt< Real >::update().
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Reimplemented in ROL::CompositeObjective_SimOpt< Real >, and ROL::LinearCombinationObjective_SimOpt< Real >.
Definition at line 42 of file ROL_Objective_SimOpt.hpp.
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Update objective function.
This function updates the objective function at new iterations.
[in] | x | is the new iterate. |
[in] | type | is the type of update requested. |
[in] | iter | is the outer algorithm iterations count. |
Reimplemented from ROL::Objective< Real >.
Definition at line 44 of file ROL_Objective_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), and ROL::Objective_SimOpt< Real >::update().
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Compute value.
Implemented in Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, DiffusionObjective< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, ROL::CompositeObjective_SimOpt< Real >, ROL::AugmentedLagrangian_SimOpt< Real >, ROL::QuadraticPenalty_SimOpt< Real >, ObjectiveFunctionTest08_2< Real >, ROL::SerialObjective< Real >, ROL::LinearCombinationObjective_SimOpt< Real >, ROL::LinearObjective_SimOpt< Real >, and ObjectiveFunctionTest08_1< Real >.
Referenced by ROL::Objective_SimOpt< Real >::checkGradient_1(), ROL::Objective_SimOpt< Real >::checkGradient_2(), ROL::Objective_SimOpt< Real >::gradient_1(), ROL::Objective_SimOpt< Real >::gradient_2(), and ROL::Objective_SimOpt< Real >::value().
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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 >.
Reimplemented in Objective_BurgersControl< Real >.
Definition at line 55 of file ROL_Objective_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), and ROL::Objective_SimOpt< Real >::value().
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Compute gradient with respect to first component.
Reimplemented in Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, DiffusionObjective< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, ROL::CompositeObjective_SimOpt< Real >, ROL::AugmentedLagrangian_SimOpt< Real >, ROL::QuadraticPenalty_SimOpt< Real >, ObjectiveFunctionTest08_2< Real >, ROL::SerialObjective< Real >, ROL::LinearCombinationObjective_SimOpt< Real >, ROL::LinearObjective_SimOpt< Real >, and ObjectiveFunctionTest08_1< Real >.
Definition at line 64 of file ROL_Objective_SimOpt.hpp.
References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::basis(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::dimension(), ROL::Vector< Real >::dot(), ROL::Temp, ROL::Objective_SimOpt< Real >::update(), ROL::Objective_SimOpt< Real >::value(), and ROL::Vector< Real >::zero().
Referenced by ROL::Objective_SimOpt< Real >::checkGradient_1(), ROL::Objective_SimOpt< Real >::checkHessVec_11(), ROL::Objective_SimOpt< Real >::checkHessVec_12(), ROL::Objective_SimOpt< Real >::gradient(), ROL::Objective_SimOpt< Real >::hessVec_11(), and ROL::Objective_SimOpt< Real >::hessVec_12().
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Compute gradient with respect to second component.
Reimplemented in Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, DiffusionObjective< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, ROL::CompositeObjective_SimOpt< Real >, ROL::AugmentedLagrangian_SimOpt< Real >, ROL::QuadraticPenalty_SimOpt< Real >, ObjectiveFunctionTest08_2< Real >, ROL::SerialObjective< Real >, ROL::LinearCombinationObjective_SimOpt< Real >, ROL::LinearObjective_SimOpt< Real >, and ObjectiveFunctionTest08_1< Real >.
Definition at line 84 of file ROL_Objective_SimOpt.hpp.
References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::basis(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::dimension(), ROL::Vector< Real >::dot(), ROL::Temp, ROL::Objective_SimOpt< Real >::update(), ROL::Objective_SimOpt< Real >::value(), and ROL::Vector< Real >::zero().
Referenced by ROL::Objective_SimOpt< Real >::checkGradient_2(), ROL::Objective_SimOpt< Real >::checkHessVec_21(), ROL::Objective_SimOpt< Real >::checkHessVec_22(), ROL::Objective_SimOpt< Real >::gradient(), ROL::Objective_SimOpt< Real >::hessVec_21(), and ROL::Objective_SimOpt< Real >::hessVec_22().
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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 >.
Reimplemented in Objective_BurgersControl< Real >.
Definition at line 103 of file ROL_Objective_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Objective_SimOpt< Real >::gradient_1(), ROL::Objective_SimOpt< Real >::gradient_2(), ROL::Vector_SimOpt< Real >::set_1(), and ROL::Vector_SimOpt< Real >::set_2().
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Apply Hessian approximation to vector.
Reimplemented in Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, DiffusionObjective< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, ROL::CompositeObjective_SimOpt< Real >, ROL::AugmentedLagrangian_SimOpt< Real >, ROL::QuadraticPenalty_SimOpt< Real >, ROL::SerialObjective< Real >, ObjectiveFunctionTest08_2< Real >, ROL::LinearCombinationObjective_SimOpt< Real >, ROL::LinearObjective_SimOpt< Real >, and ObjectiveFunctionTest08_1< Real >.
Definition at line 119 of file ROL_Objective_SimOpt.hpp.
References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), ROL::Objective_SimOpt< Real >::gradient_1(), ROL::Vector< Real >::norm(), ROL::Vector< Real >::scale(), ROL::Temp, ROL::Objective_SimOpt< Real >::update(), and ROL::Vector< Real >::zero().
Referenced by ROL::Objective_SimOpt< Real >::checkHessVec_11(), and ROL::Objective_SimOpt< Real >::hessVec().
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Reimplemented in Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, DiffusionObjective< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, ROL::CompositeObjective_SimOpt< Real >, ROL::QuadraticPenalty_SimOpt< Real >, ROL::AugmentedLagrangian_SimOpt< Real >, ROL::SerialObjective< Real >, ObjectiveFunctionTest08_2< Real >, ROL::LinearCombinationObjective_SimOpt< Real >, ROL::LinearObjective_SimOpt< Real >, and ObjectiveFunctionTest08_1< Real >.
Definition at line 143 of file ROL_Objective_SimOpt.hpp.
References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), ROL::Objective_SimOpt< Real >::gradient_1(), ROL::Vector< Real >::norm(), ROL::Vector< Real >::scale(), ROL::Temp, ROL::Objective_SimOpt< Real >::update(), and ROL::Vector< Real >::zero().
Referenced by ROL::Objective_SimOpt< Real >::checkHessVec_12(), and ROL::Objective_SimOpt< Real >::hessVec().
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Reimplemented in Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, DiffusionObjective< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, ROL::CompositeObjective_SimOpt< Real >, ROL::QuadraticPenalty_SimOpt< Real >, ROL::AugmentedLagrangian_SimOpt< Real >, ROL::SerialObjective< Real >, ObjectiveFunctionTest08_2< Real >, ROL::LinearCombinationObjective_SimOpt< Real >, ROL::LinearObjective_SimOpt< Real >, and ObjectiveFunctionTest08_1< Real >.
Definition at line 167 of file ROL_Objective_SimOpt.hpp.
References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), ROL::Objective_SimOpt< Real >::gradient_2(), ROL::Vector< Real >::norm(), ROL::Vector< Real >::scale(), ROL::Temp, ROL::Objective_SimOpt< Real >::update(), and ROL::Vector< Real >::zero().
Referenced by ROL::Objective_SimOpt< Real >::checkHessVec_21(), and ROL::Objective_SimOpt< Real >::hessVec().
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Reimplemented in Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, DiffusionObjective< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, Objective_BurgersControl< Real >, ROL::QuadraticPenalty_SimOpt< Real >, ROL::CompositeObjective_SimOpt< Real >, ROL::AugmentedLagrangian_SimOpt< Real >, ROL::SerialObjective< Real >, ObjectiveFunctionTest08_2< Real >, ROL::LinearCombinationObjective_SimOpt< Real >, ROL::LinearObjective_SimOpt< Real >, and ObjectiveFunctionTest08_1< Real >.
Definition at line 191 of file ROL_Objective_SimOpt.hpp.
References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), ROL::Objective_SimOpt< Real >::gradient_2(), ROL::Vector< Real >::norm(), ROL::Vector< Real >::scale(), ROL::Temp, ROL::Objective_SimOpt< Real >::update(), and ROL::Vector< Real >::zero().
Referenced by ROL::Objective_SimOpt< Real >::checkHessVec_22(), and ROL::Objective_SimOpt< Real >::hessVec().
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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 >.
Reimplemented in Objective_BurgersControl< Real >.
Definition at line 215 of file ROL_Objective_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Objective_SimOpt< Real >::hessVec_11(), ROL::Objective_SimOpt< Real >::hessVec_12(), ROL::Objective_SimOpt< Real >::hessVec_21(), ROL::Objective_SimOpt< Real >::hessVec_22(), ROL::Vector_SimOpt< Real >::set_1(), and ROL::Vector_SimOpt< Real >::set_2().
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Definition at line 236 of file ROL_Objective_SimOpt.hpp.
References ROL::Vector< Real >::dual().
Referenced by ROL::Objective_SimOpt< Real >::checkGradient_1().
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Definition at line 246 of file ROL_Objective_SimOpt.hpp.
References ROL::Objective_SimOpt< Real >::checkGradient_1().
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Definition at line 262 of file ROL_Objective_SimOpt.hpp.
References ROL::Vector< Real >::apply(), ROL::Vector< Real >::clone(), ROL::Objective_SimOpt< Real >::gradient_1(), ROL::Finite_Difference_Arrays::shifts, ROL::Temp, ROL::Objective_SimOpt< Real >::update(), ROL::Objective_SimOpt< Real >::value(), and ROL::Finite_Difference_Arrays::weights.
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Definition at line 357 of file ROL_Objective_SimOpt.hpp.
References ROL::Vector< Real >::dual().
Referenced by ROL::Objective_SimOpt< Real >::checkGradient_2().
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Definition at line 367 of file ROL_Objective_SimOpt.hpp.
References ROL::Objective_SimOpt< Real >::checkGradient_2().
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Definition at line 383 of file ROL_Objective_SimOpt.hpp.
References ROL::Vector< Real >::apply(), ROL::Vector< Real >::clone(), ROL::Objective_SimOpt< Real >::gradient_2(), ROL::Finite_Difference_Arrays::shifts, ROL::Temp, ROL::Objective_SimOpt< Real >::update(), ROL::Objective_SimOpt< Real >::value(), and ROL::Finite_Difference_Arrays::weights.
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Definition at line 478 of file ROL_Objective_SimOpt.hpp.
References ROL::Vector< Real >::dual().
Referenced by ROL::Objective_SimOpt< Real >::checkHessVec_11().
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Definition at line 490 of file ROL_Objective_SimOpt.hpp.
References ROL::Objective_SimOpt< Real >::checkHessVec_11(), and ROL::Vector< Real >::dual().
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Definition at line 502 of file ROL_Objective_SimOpt.hpp.
References ROL::Objective_SimOpt< Real >::checkHessVec_11().
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Definition at line 519 of file ROL_Objective_SimOpt.hpp.
References ROL::Vector< Real >::clone(), ROL::Objective_SimOpt< Real >::gradient_1(), ROL::Objective_SimOpt< Real >::hessVec_11(), ROL::Finite_Difference_Arrays::shifts, ROL::Temp, ROL::Objective_SimOpt< Real >::update(), and ROL::Finite_Difference_Arrays::weights.
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Definition at line 625 of file ROL_Objective_SimOpt.hpp.
References ROL::Vector< Real >::dual().
Referenced by ROL::Objective_SimOpt< Real >::checkHessVec_12().
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Definition at line 635 of file ROL_Objective_SimOpt.hpp.
References ROL::Objective_SimOpt< Real >::checkHessVec_12(), and ROL::Vector< Real >::dual().
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Definition at line 646 of file ROL_Objective_SimOpt.hpp.
References ROL::Objective_SimOpt< Real >::checkHessVec_12().
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Definition at line 663 of file ROL_Objective_SimOpt.hpp.
References ROL::Vector< Real >::clone(), ROL::Objective_SimOpt< Real >::gradient_1(), ROL::Objective_SimOpt< Real >::hessVec_12(), ROL::Finite_Difference_Arrays::shifts, ROL::Temp, ROL::Objective_SimOpt< Real >::update(), and ROL::Finite_Difference_Arrays::weights.
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Definition at line 769 of file ROL_Objective_SimOpt.hpp.
References ROL::Vector< Real >::dual().
Referenced by ROL::Objective_SimOpt< Real >::checkHessVec_21().
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Definition at line 781 of file ROL_Objective_SimOpt.hpp.
References ROL::Objective_SimOpt< Real >::checkHessVec_21(), and ROL::Vector< Real >::dual().
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Definition at line 793 of file ROL_Objective_SimOpt.hpp.
References ROL::Objective_SimOpt< Real >::checkHessVec_21().
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Definition at line 810 of file ROL_Objective_SimOpt.hpp.
References ROL::Vector< Real >::clone(), ROL::Objective_SimOpt< Real >::gradient_2(), ROL::Objective_SimOpt< Real >::hessVec_21(), ROL::Finite_Difference_Arrays::shifts, ROL::Temp, ROL::Objective_SimOpt< Real >::update(), and ROL::Finite_Difference_Arrays::weights.
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Definition at line 916 of file ROL_Objective_SimOpt.hpp.
References ROL::Vector< Real >::dual().
Referenced by ROL::Objective_SimOpt< Real >::checkHessVec_22().
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Definition at line 928 of file ROL_Objective_SimOpt.hpp.
References ROL::Objective_SimOpt< Real >::checkHessVec_22(), and ROL::Vector< Real >::dual().
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Definition at line 940 of file ROL_Objective_SimOpt.hpp.
References ROL::Objective_SimOpt< Real >::checkHessVec_22().
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Definition at line 957 of file ROL_Objective_SimOpt.hpp.
References ROL::Vector< Real >::clone(), ROL::Objective_SimOpt< Real >::gradient_2(), ROL::Objective_SimOpt< Real >::hessVec_22(), ROL::Finite_Difference_Arrays::shifts, ROL::Temp, ROL::Objective_SimOpt< Real >::update(), and ROL::Finite_Difference_Arrays::weights.