Provides the interface to evaluate simulation-based objective functions. More...

#include <ROL_Objective_SimOpt.hpp>

Inheritance diagram for ROL::Objective_SimOpt< Real >:

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)
	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)

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::Objective_SimOpt< Real >

Provides the interface to evaluate simulation-based objective functions.

Definition at line 25 of file ROL_Objective_SimOpt.hpp.

Member Function Documentation

template<class Real >

virtual void ROL::Objective_SimOpt< Real >::update	(	const Vector< Real > &	u,
		const Vector< Real > &	z,
		bool	flag = `true`,
		int	iter = `-1`
	)

inlinevirtual

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.

template<class Real >

void ROL::Objective_SimOpt< Real >::update	(	const Vector< Real > &	x,
		bool	flag = `true`,
		int	iter = `-1`
	)

inlinevirtual

Update objective function.

This function updates the objective function at new iterations.

Parameters

[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().

template<class Real >

virtual void ROL::Objective_SimOpt< Real >::update	(	const Vector< Real > &	u,
		const Vector< Real > &	z,
		UpdateType	type,
		int	iter = `-1`
	)

inlinevirtual

Reimplemented in ROL::CompositeObjective_SimOpt< Real >, and ROL::LinearCombinationObjective_SimOpt< Real >.

Definition at line 42 of file ROL_Objective_SimOpt.hpp.

template<class Real >

void ROL::Objective_SimOpt< Real >::update	(	const Vector< Real > &	x,
		UpdateType	type,
		int	iter = `-1`
	)

inlinevirtual

Update objective function.

This function updates the objective function at new iterations.

Parameters

[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().

template<class Real >

virtual Real ROL::Objective_SimOpt< Real >::value	(	const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

pure virtual

Compute value.

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().

template<class Real >

Real ROL::Objective_SimOpt< 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 >.

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().

template<class Real >

virtual void ROL::Objective_SimOpt< Real >::gradient_1	(	Vector< Real > &	g,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlinevirtual

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().

template<class Real >

virtual void ROL::Objective_SimOpt< Real >::gradient_2	(	Vector< Real > &	g,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlinevirtual

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().

template<class Real >

void ROL::Objective_SimOpt< 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 >.

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().

template<class Real >

virtual void ROL::Objective_SimOpt< Real >::hessVec_11	(	Vector< Real > &	hv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlinevirtual

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().

template<class Real >

virtual void ROL::Objective_SimOpt< Real >::hessVec_12	(	Vector< Real > &	hv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlinevirtual

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().

template<class Real >

virtual void ROL::Objective_SimOpt< Real >::hessVec_21	(	Vector< Real > &	hv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlinevirtual

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().

template<class Real >

virtual void ROL::Objective_SimOpt< Real >::hessVec_22	(	Vector< Real > &	hv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlinevirtual

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().

template<class Real >

void ROL::Objective_SimOpt< 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.

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().

template<class Real >

std::vector<std::vector<Real> > ROL::Objective_SimOpt< 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`
	)

inline

Definition at line 236 of file ROL_Objective_SimOpt.hpp.

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

Referenced by ROL::Objective_SimOpt< Real >::checkGradient_1().

template<class Real >

std::vector<std::vector<Real> > ROL::Objective_SimOpt< 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
	)

inline

Definition at line 246 of file ROL_Objective_SimOpt.hpp.

References ROL::Objective_SimOpt< Real >::checkGradient_1().

template<class Real >

std::vector<std::vector<Real> > ROL::Objective_SimOpt< 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
	)

inline

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.

template<class Real >

std::vector<std::vector<Real> > ROL::Objective_SimOpt< 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`
	)

inline

Definition at line 357 of file ROL_Objective_SimOpt.hpp.

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

Referenced by ROL::Objective_SimOpt< Real >::checkGradient_2().

template<class Real >

std::vector<std::vector<Real> > ROL::Objective_SimOpt< 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
	)

inline

Definition at line 367 of file ROL_Objective_SimOpt.hpp.

References ROL::Objective_SimOpt< Real >::checkGradient_2().

template<class Real >

std::vector<std::vector<Real> > ROL::Objective_SimOpt< 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
	)

inline

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.

template<class Real >

std::vector<std::vector<Real> > ROL::Objective_SimOpt< 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`
	)

inline

Definition at line 478 of file ROL_Objective_SimOpt.hpp.

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

Referenced by ROL::Objective_SimOpt< Real >::checkHessVec_11().

template<class Real >

std::vector<std::vector<Real> > ROL::Objective_SimOpt< 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`
	)

inline

Definition at line 490 of file ROL_Objective_SimOpt.hpp.

References ROL::Objective_SimOpt< Real >::checkHessVec_11(), and ROL::Vector< Real >::dual().

template<class Real >

std::vector<std::vector<Real> > ROL::Objective_SimOpt< 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
	)

inline

Definition at line 502 of file ROL_Objective_SimOpt.hpp.

References ROL::Objective_SimOpt< Real >::checkHessVec_11().

template<class Real >

std::vector<std::vector<Real> > ROL::Objective_SimOpt< 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
	)

inline

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.

template<class Real >

std::vector<std::vector<Real> > ROL::Objective_SimOpt< 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`
	)

inline

Definition at line 625 of file ROL_Objective_SimOpt.hpp.

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

Referenced by ROL::Objective_SimOpt< Real >::checkHessVec_12().

template<class Real >

std::vector<std::vector<Real> > ROL::Objective_SimOpt< 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`
	)

inline

Definition at line 635 of file ROL_Objective_SimOpt.hpp.

References ROL::Objective_SimOpt< Real >::checkHessVec_12(), and ROL::Vector< Real >::dual().

template<class Real >

std::vector<std::vector<Real> > ROL::Objective_SimOpt< 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
	)

inline

Definition at line 646 of file ROL_Objective_SimOpt.hpp.

References ROL::Objective_SimOpt< Real >::checkHessVec_12().

template<class Real >

std::vector<std::vector<Real> > ROL::Objective_SimOpt< 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
	)

inline

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.

template<class Real >

std::vector<std::vector<Real> > ROL::Objective_SimOpt< 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`
	)

inline

Definition at line 769 of file ROL_Objective_SimOpt.hpp.

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

Referenced by ROL::Objective_SimOpt< Real >::checkHessVec_21().

template<class Real >

std::vector<std::vector<Real> > ROL::Objective_SimOpt< 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`
	)

inline

Definition at line 781 of file ROL_Objective_SimOpt.hpp.

References ROL::Objective_SimOpt< Real >::checkHessVec_21(), and ROL::Vector< Real >::dual().

template<class Real >

std::vector<std::vector<Real> > ROL::Objective_SimOpt< 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
	)

inline

Definition at line 793 of file ROL_Objective_SimOpt.hpp.

References ROL::Objective_SimOpt< Real >::checkHessVec_21().

template<class Real >

std::vector<std::vector<Real> > ROL::Objective_SimOpt< 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
	)

inline

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.

template<class Real >

std::vector<std::vector<Real> > ROL::Objective_SimOpt< 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`
	)

inline

Definition at line 916 of file ROL_Objective_SimOpt.hpp.

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

Referenced by ROL::Objective_SimOpt< Real >::checkHessVec_22().

template<class Real >

std::vector<std::vector<Real> > ROL::Objective_SimOpt< 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`
	)

inline

Definition at line 928 of file ROL_Objective_SimOpt.hpp.

References ROL::Objective_SimOpt< Real >::checkHessVec_22(), and ROL::Vector< Real >::dual().

template<class Real >

std::vector<std::vector<Real> > ROL::Objective_SimOpt< 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
	)

inline

Definition at line 940 of file ROL_Objective_SimOpt.hpp.

References ROL::Objective_SimOpt< Real >::checkHessVec_22().

template<class Real >

std::vector<std::vector<Real> > ROL::Objective_SimOpt< 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
	)

inline

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.

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

ROL_Objective_SimOpt.hpp

Public Member Functions

Additional Inherited Members

Detailed Description

template<class Real> class ROL::Objective_SimOpt< Real >

Member Function Documentation

template<class Real>
class ROL::Objective_SimOpt< Real >