#include <ROL_HelperFunctions.hpp>

Inheritance diagram for ROL::ProjectedObjective< Real >:

Public Member Functions
	ProjectedObjective (Objective< Real > &obj, BoundConstraint< Real > &con, ROL::Ptr< Secant< Real > > &secant, bool useSecantPrecond=false, bool useSecantHessVec=false, Real eps=0.0)

void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
	Update objective function. More...

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...

Real	dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol)
	Compute directional derivative. More...

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

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

void	precond (Vector< Real > &Mv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply preconditioner to vector. More...

void	reducedHessVec (Vector< Real > &Hv, const Vector< Real > &v, const Vector< Real > &p, const Vector< Real > &d, const Vector< Real > &x, Real &tol)
	Apply the reduced Hessian to a vector, v. The reduced Hessian first removes elements of v corresponding to the feasible indices from the point p in the direction -d. Hv the Hessian times a vector v input vector p starting point for tangent cone d negative of search direction x current iteration vector tol objective function tolerance. More...

void	reducedHessVec (Vector< Real > &Hv, const Vector< Real > &v, const Vector< Real > &p, const Vector< Real > &x, Real &tol)
	Apply the reduced Hessian to a vector, v. The reduced Hessian first removes elements of v corresponding to the feasible indices from the point p. Hv the Hessian times a vector v input vector p starting point for tangent cone x current iteration vector tol objective function tolerance. More...

void	reducedInvHessVec (Vector< Real > &Hv, const Vector< Real > &v, const Vector< Real > &p, const Vector< Real > &d, const Vector< Real > &x, Real &tol)
	Apply the reduced inverse Hessian to a vector, v. The reduced inverse Hessian first removes elements of v corresponding to the feasible indices from the point p in the direction -d. Hv the inverse Hessian times a vector v input vector p starting point for tangent cone d negative of search direction x current iteration vector tol objective function tolerance. More...

void	reducedInvHessVec (Vector< Real > &Hv, const Vector< Real > &v, const Vector< Real > &p, const Vector< Real > &x, Real &tol)
	Apply the reduced inverse Hessian to a vector, v. The reduced inverse Hessian first removes elements of v corresponding to the feasible indices from the point p. Hv the inverse Hessian times a vector v input vector p starting point for tangent cone x current iteration vector tol objective function tolerance. More...

void	reducedPrecond (Vector< Real > &Mv, const Vector< Real > &v, const Vector< Real > &p, const Vector< Real > &d, const Vector< Real > &x, Real &tol)
	Apply the reduced preconditioner to a vector, v. The reduced preconditioner first removes elements of v corresponding to the feasible indices from the point p in the direction -d. Hv the preconditioner times a vector v input vector p starting point for tangent cone d negative of search direction x current iteration vector tol objective function tolerance. More...

void	reducedPrecond (Vector< Real > &Mv, const Vector< Real > &v, const Vector< Real > &p, const Vector< Real > &x, Real &tol)
	Apply the reduced preconditioner to a vector, v. The reduced preconditioner first removes elements of v corresponding to the feasible indices from the point p. Hv the preconditioner times a vector v input vector p starting point for tangent cone x current iteration vector tol objective function tolerance. More...

void	project (Vector< Real > &x)

void	pruneActive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x)

void	pruneActive (Vector< Real > &v, const Vector< Real > &x)

void	pruneInactive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x)

void	pruneInactive (Vector< Real > &v, const Vector< Real > &x)

bool	isFeasible (const Vector< Real > &v)

bool	isConActivated (void)

void	computeProjectedStep (Vector< Real > &v, const Vector< Real > &x)

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	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 > &param)

Private Attributes
ROL::Ptr< Objective< Real > >	obj_

ROL::Ptr< BoundConstraint< Real > >	con_

ROL::Ptr< Secant< Real > >	secant_

ROL::Ptr< ROL::Vector< Real > >	primalV_

ROL::Ptr< ROL::Vector< Real > >	dualV_

bool	isInitialized_

bool	useSecantPrecond_

bool	useSecantHessVec_

Real	eps_

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::ProjectedObjective< Real >

Definition at line 213 of file ROL_HelperFunctions.hpp.

Constructor & Destructor Documentation

template<class Real>

ROL::ProjectedObjective< Real >::ProjectedObjective	(	Objective< Real > &	obj,
		BoundConstraint< Real > &	con,
		ROL::Ptr< Secant< Real > > &	secant,
		bool	useSecantPrecond = `false`,
		bool	useSecantHessVec = `false`,
		Real	eps = `0.0`
	)

inline

Definition at line 228 of file ROL_HelperFunctions.hpp.

References ROL::ProjectedObjective< Real >::con_, ROL::ProjectedObjective< Real >::obj_, and ROL::ProjectedObjective< Real >::secant_.

Member Function Documentation

template<class Real>

void ROL::ProjectedObjective< 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 240 of file ROL_HelperFunctions.hpp.

References ROL::ProjectedObjective< Real >::con_, and ROL::ProjectedObjective< Real >::obj_.

template<class Real>

Real ROL::ProjectedObjective< 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 245 of file ROL_HelperFunctions.hpp.

References ROL::ProjectedObjective< Real >::obj_.

template<class Real>

void ROL::ProjectedObjective< 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 249 of file ROL_HelperFunctions.hpp.

References ROL::ProjectedObjective< Real >::obj_.

template<class Real>

Real ROL::ProjectedObjective< Real >::dirDeriv	(	const Vector< Real > &	x,
		const Vector< Real > &	d,
		Real &	tol
	)

inlinevirtual

Compute directional derivative.

This function returns the directional derivative of the objective function in the \(d\) direction.

Parameters

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

Reimplemented from ROL::Objective< Real >.

Definition at line 253 of file ROL_HelperFunctions.hpp.

References ROL::ProjectedObjective< Real >::obj_.

template<class Real>

void ROL::ProjectedObjective< 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 >.

Definition at line 257 of file ROL_HelperFunctions.hpp.

References ROL::ProjectedObjective< Real >::obj_, ROL::ProjectedObjective< Real >::secant_, and ROL::ProjectedObjective< Real >::useSecantHessVec_.

Referenced by ROL::ProjectedObjective< Real >::reducedHessVec().

template<class Real>

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

inlinevirtual

Apply inverse Hessian approximation to vector.

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

Parameters

[out]	hv	is the action of the inverse 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 266 of file ROL_HelperFunctions.hpp.

References ROL::ProjectedObjective< Real >::obj_, ROL::ProjectedObjective< Real >::secant_, and ROL::ProjectedObjective< Real >::useSecantHessVec_.

Referenced by ROL::ProjectedObjective< Real >::reducedInvHessVec().

template<class Real>

void ROL::ProjectedObjective< Real >::precond	(	Vector< Real > &	Pv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol
	)

inlinevirtual

Apply preconditioner to vector.

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

Parameters

[out]	Pv	is the action of the Hessian preconditioner 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 275 of file ROL_HelperFunctions.hpp.

References ROL::ProjectedObjective< Real >::obj_, ROL::ProjectedObjective< Real >::secant_, and ROL::ProjectedObjective< Real >::useSecantPrecond_.

Referenced by ROL::ProjectedObjective< Real >::reducedPrecond().

template<class Real>

void ROL::ProjectedObjective< Real >::reducedHessVec	(	Vector< Real > &	Hv,
		const Vector< Real > &	v,
		const Vector< Real > &	p,
		const Vector< Real > &	d,
		const Vector< Real > &	x,
		Real &	tol
	)

inline

Apply the reduced Hessian to a vector, v. The reduced Hessian first removes elements of v corresponding to the feasible indices from the point p in the direction -d. Hv the Hessian times a vector v input vector p starting point for tangent cone d negative of search direction x current iteration vector tol objective function tolerance.

Definition at line 295 of file ROL_HelperFunctions.hpp.

References ROL::Vector< Real >::clone(), ROL::ProjectedObjective< Real >::con_, ROL::Vector< Real >::dual(), ROL::ProjectedObjective< Real >::dualV_, ROL::ProjectedObjective< Real >::eps_, ROL::ProjectedObjective< Real >::hessVec(), ROL::ProjectedObjective< Real >::isInitialized_, ROL::Vector< Real >::plus(), and ROL::ProjectedObjective< Real >::primalV_.

template<class Real>

void ROL::ProjectedObjective< Real >::reducedHessVec	(	Vector< Real > &	Hv,
		const Vector< Real > &	v,
		const Vector< Real > &	p,
		const Vector< Real > &	x,
		Real &	tol
	)

inline

Apply the reduced Hessian to a vector, v. The reduced Hessian first removes elements of v corresponding to the feasible indices from the point p. Hv the Hessian times a vector v input vector p starting point for tangent cone x current iteration vector tol objective function tolerance.

Definition at line 335 of file ROL_HelperFunctions.hpp.

References ROL::Vector< Real >::clone(), ROL::ProjectedObjective< Real >::con_, ROL::Vector< Real >::dual(), ROL::ProjectedObjective< Real >::dualV_, ROL::ProjectedObjective< Real >::eps_, ROL::ProjectedObjective< Real >::hessVec(), ROL::ProjectedObjective< Real >::isInitialized_, ROL::Vector< Real >::plus(), and ROL::ProjectedObjective< Real >::primalV_.

template<class Real>

void ROL::ProjectedObjective< Real >::reducedInvHessVec	(	Vector< Real > &	Hv,
		const Vector< Real > &	v,
		const Vector< Real > &	p,
		const Vector< Real > &	d,
		const Vector< Real > &	x,
		Real &	tol
	)

inline

Apply the reduced inverse Hessian to a vector, v. The reduced inverse Hessian first removes elements of v corresponding to the feasible indices from the point p in the direction -d. Hv the inverse Hessian times a vector v input vector p starting point for tangent cone d negative of search direction x current iteration vector tol objective function tolerance.

Definition at line 376 of file ROL_HelperFunctions.hpp.

References ROL::Vector< Real >::clone(), ROL::ProjectedObjective< Real >::con_, ROL::Vector< Real >::dual(), ROL::ProjectedObjective< Real >::dualV_, ROL::ProjectedObjective< Real >::eps_, ROL::ProjectedObjective< Real >::invHessVec(), ROL::ProjectedObjective< Real >::isInitialized_, ROL::Vector< Real >::plus(), and ROL::ProjectedObjective< Real >::primalV_.

template<class Real>

void ROL::ProjectedObjective< Real >::reducedInvHessVec	(	Vector< Real > &	Hv,
		const Vector< Real > &	v,
		const Vector< Real > &	p,
		const Vector< Real > &	x,
		Real &	tol
	)

inline

Apply the reduced inverse Hessian to a vector, v. The reduced inverse Hessian first removes elements of v corresponding to the feasible indices from the point p. Hv the inverse Hessian times a vector v input vector p starting point for tangent cone x current iteration vector tol objective function tolerance.

Definition at line 416 of file ROL_HelperFunctions.hpp.

References ROL::Vector< Real >::clone(), ROL::ProjectedObjective< Real >::con_, ROL::Vector< Real >::dual(), ROL::ProjectedObjective< Real >::dualV_, ROL::ProjectedObjective< Real >::eps_, ROL::ProjectedObjective< Real >::invHessVec(), ROL::ProjectedObjective< Real >::isInitialized_, ROL::Vector< Real >::plus(), and ROL::ProjectedObjective< Real >::primalV_.

template<class Real>

void ROL::ProjectedObjective< Real >::reducedPrecond	(	Vector< Real > &	Mv,
		const Vector< Real > &	v,
		const Vector< Real > &	p,
		const Vector< Real > &	d,
		const Vector< Real > &	x,
		Real &	tol
	)

inline

Apply the reduced preconditioner to a vector, v. The reduced preconditioner first removes elements of v corresponding to the feasible indices from the point p in the direction -d. Hv the preconditioner times a vector v input vector p starting point for tangent cone d negative of search direction x current iteration vector tol objective function tolerance.

Definition at line 457 of file ROL_HelperFunctions.hpp.

References ROL::Vector< Real >::clone(), ROL::ProjectedObjective< Real >::con_, ROL::Vector< Real >::dual(), ROL::ProjectedObjective< Real >::dualV_, ROL::ProjectedObjective< Real >::eps_, ROL::ProjectedObjective< Real >::isInitialized_, ROL::Vector< Real >::plus(), ROL::ProjectedObjective< Real >::precond(), and ROL::ProjectedObjective< Real >::primalV_.

template<class Real>

void ROL::ProjectedObjective< Real >::reducedPrecond	(	Vector< Real > &	Mv,
		const Vector< Real > &	v,
		const Vector< Real > &	p,
		const Vector< Real > &	x,
		Real &	tol
	)

inline

Apply the reduced preconditioner to a vector, v. The reduced preconditioner first removes elements of v corresponding to the feasible indices from the point p. Hv the preconditioner times a vector v input vector p starting point for tangent cone x current iteration vector tol objective function tolerance.

Definition at line 497 of file ROL_HelperFunctions.hpp.

References ROL::Vector< Real >::clone(), ROL::ProjectedObjective< Real >::con_, ROL::Vector< Real >::dual(), ROL::ProjectedObjective< Real >::dualV_, ROL::ProjectedObjective< Real >::eps_, ROL::ProjectedObjective< Real >::isInitialized_, ROL::Vector< Real >::plus(), ROL::ProjectedObjective< Real >::precond(), and ROL::ProjectedObjective< Real >::primalV_.