ROL::ReducedDynamicObjective< Real > Class Template Reference

Defines the reduced time-dependent objective function interface for simulation-based optimization. More...

#include <ROL_ReducedDynamicObjective.hpp>

Inheritance diagram for ROL::ReducedDynamicObjective< Real >:

Public Member Functions
	ReducedDynamicObjective (const Ptr< DynamicObjective< Real >> &obj, const Ptr< DynamicConstraint< Real >> &con, const Ptr< Vector< Real >> &u0, const Ptr< Vector< Real >> &zvec, const Ptr< Vector< Real >> &cvec, const std::vector< TimeStamp< Real >> &timeStamp, ROL::ParameterList &pl, const Ptr< std::ostream > &stream=nullPtr)
Ptr< Vector< Real > >	makeDynamicVector (const Vector< Real > &x) const
size_type	getStateRank () const
size_type	getAdjointRank () const
size_type	getStateSensitivityRank () const
void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
	Update objective function. More...
void	update (const Vector< Real > &x, UpdateType type, 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...
void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply Hessian approximation to vector. More...
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)

Private Types
using	size_type = typename std::vector< Real >::size_type

Private Member Functions
PartitionedVector< Real > &	partition (Vector< Real > &x) const
const PartitionedVector< Real > &	partition (const Vector< Real > &x) const
void	throwError (const int err, const std::string &sfunc, const std::string &func, const int line) const
Real	solveState (const Vector< Real > &x)
Real	updateSketch (const Vector< Real > &x, const Real tol)
void	setTerminalCondition (Vector< Real > &l, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void	computeAdjointRHS (Vector< Real > &rhs, const Vector< Real > &l, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void	advanceAdjoint (Vector< Real > &l, Vector< Real > &rhs, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void	solveAdjoint (const Vector< Real > &x)
void	updateGradient (Vector< Real > &g, const Vector< Real > &l, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void	advanceStateSens (Vector< Real > &wnew, const Vector< Real > &v, const Vector< Real > &wold, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void	setTerminalConditionHess (Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &l, const Vector< Real > &wold, const Vector< Real > &wnew, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void	computeOldStateHessLag (Vector< Real > &Hv, const Vector< Real > &l, const Vector< Real > &wold, const Vector< Real > &wnew, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts, const bool sumInto=false)
void	computeOldMixedHessLag (Vector< Real > &Hv, const Vector< Real > &v, const Vector< Real > &l, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts, const bool sumInto=false)
void	computeNewStateJacobian (Vector< Real > &Hv, const Vector< Real > &p, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts, const bool sumInto=false)
void	computeNewStateHessLag (Vector< Real > &Hv, const Vector< Real > &l, const Vector< Real > &wold, const Vector< Real > &wnew, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts, const bool sumInto=false)
void	computeNewMixedHessLag (Vector< Real > &Hv, const Vector< Real > &v, const Vector< Real > &l, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts, const bool sumInto=false)
void	advanceAdjointSens (Vector< Real > &p, Vector< Real > &rhs, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void	computeControlHessLag (Vector< Real > &Hv, const Vector< Real > &v, const Vector< Real > &l, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void	addMixedHessLag (Vector< Real > &Hv, const Vector< Real > &l, const Vector< Real > &wold, const Vector< Real > &wnew, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void	addAdjointSens (Vector< Real > &Hv, const Vector< Real > &p, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)

Private Attributes
const Ptr< DynamicObjective < Real > >	obj_
const Ptr< DynamicConstraint < Real > >	con_
const Ptr< Vector< Real > >	u0_
const std::vector< TimeStamp < Real > >	timeStamp_
const size_type	Nt_
const bool	useSketch_
size_type	rankState_
Ptr< Sketch< Real > >	stateSketch_
Ptr< Sketch< Real > >	stateSketchCache_
size_type	rankAdjoint_
Ptr< Sketch< Real > >	adjointSketch_
size_type	rankStateSens_
Ptr< Sketch< Real > >	stateSensSketch_
const bool	useInexact_
const size_type	updateFactor_
const size_type	maxRank_
const bool	syncHessRank_
const bool	sumRankUpdate_
const bool	useDefaultRankUpdate_
const Real	a_
const Real	b_
const Real	maxTol_
std::vector< Ptr< Vector< Real > > >	uhist_
std::vector< Ptr< Vector< Real > > >	lhist_
std::vector< Ptr< Vector< Real > > >	whist_
std::vector< Ptr< Vector< Real > > >	phist_
Ptr< Vector< Real > >	cprimal_
Ptr< Vector< Real > >	crhs_
Ptr< Vector< Real > >	udual_
Ptr< Vector< Real > >	rhs_
Ptr< Vector< Real > >	zdual_
Real	val_
Real	valCache_
bool	isValueComputed_
bool	isStateComputed_
bool	isAdjointComputed_
bool	isValueCached_
bool	isStateCached_
bool	useHessian_
bool	useSymHess_
Ptr< std::ostream >	stream_
const bool	print_
const int	freq_

Additional Inherited Members
Protected Member Functions inherited from ROL::Objective< Real >
const std::vector< Real >	getParameter (void) const

Detailed Description

template<typename Real>
class ROL::ReducedDynamicObjective< Real >

Defines the reduced time-dependent objective function interface for simulation-based optimization.

This objective function implements the implicitly defined objective function given by

\[ F(z) := \sum_{n=1}^{N_t} f_n(u_{n-1}(z),u_n(z),z_n) \]

where \(f_n:\mathcal{U}\times\mathcal{U}\times\mathcal{Z}\to\mathbb{R}\), and \(u_n\in\mathcal{U}\) solves the system of equations

\[ c_n(u_{n-1},u_n,z_n) = 0,\quad n=1,\ldots,N_t \]

with \(u_0\) provided.

Disclaimer: This is currently only set up for single step time integrators and piecewise-constant-in-time controls.

Definition at line 46 of file ROL_ReducedDynamicObjective.hpp.

Member Typedef Documentation

template<typename Real >

using ROL::ReducedDynamicObjective< Real >::size_type = typename std::vector<Real>::size_type

private

Definition at line 47 of file ROL_ReducedDynamicObjective.hpp.

Constructor & Destructor Documentation

template<typename Real >

ROL::ReducedDynamicObjective< Real >::ReducedDynamicObjective ( const Ptr< DynamicObjective< Real >> &  obj, const Ptr< DynamicConstraint< Real >> &  con, const Ptr< Vector< Real >> &  u0, const Ptr< Vector< Real >> &  zvec, const Ptr< Vector< Real >> &  cvec, const std::vector< TimeStamp< Real >> &  timeStamp, ROL::ParameterList &  pl, const Ptr< std::ostream > &  stream = nullPtr  )

inline

Definition at line 128 of file ROL_ReducedDynamicObjective.hpp.

References ROL::ReducedDynamicObjective< Real >::adjointSketch_, ROL::ReducedDynamicObjective< Real >::cprimal_, ROL::ReducedDynamicObjective< Real >::crhs_, ROL::ReducedDynamicObjective< Real >::lhist_, ROL::ReducedDynamicObjective< Real >::Nt_, ROL::ReducedDynamicObjective< Real >::phist_, ROL::ReducedDynamicObjective< Real >::rankAdjoint_, ROL::ReducedDynamicObjective< Real >::rankState_, ROL::ReducedDynamicObjective< Real >::rankStateSens_, ROL::ReducedDynamicObjective< Real >::rhs_, ROL::ReducedDynamicObjective< Real >::stateSensSketch_, ROL::ReducedDynamicObjective< Real >::stateSketch_, ROL::ReducedDynamicObjective< Real >::stateSketchCache_, ROL::ReducedDynamicObjective< Real >::syncHessRank_, ROL::ReducedDynamicObjective< Real >::u0_, ROL::ReducedDynamicObjective< Real >::udual_, ROL::ReducedDynamicObjective< Real >::uhist_, ROL::ReducedDynamicObjective< Real >::useHessian_, ROL::ReducedDynamicObjective< Real >::useSketch_, ROL::ReducedDynamicObjective< Real >::whist_, and ROL::ReducedDynamicObjective< Real >::zdual_.

Member Function Documentation

template<typename Real >

PartitionedVector<Real>& ROL::ReducedDynamicObjective< Real >::partition ( Vector< Real > &  x ) const

inlineprivate

Definition at line 100 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::gradient(), ROL::ReducedDynamicObjective< Real >::hessVec(), ROL::ReducedDynamicObjective< Real >::solveAdjoint(), ROL::ReducedDynamicObjective< Real >::solveState(), ROL::ReducedDynamicObjective< Real >::updateSketch(), and ROL::ReducedDynamicObjective< Real >::value().

template<typename Real >

const PartitionedVector<Real>& ROL::ReducedDynamicObjective< Real >::partition ( const Vector< Real > &  x ) const

inlineprivate

Definition at line 104 of file ROL_ReducedDynamicObjective.hpp.

template<typename Real >

void ROL::ReducedDynamicObjective< Real >::throwError ( const int  err, const std::string &  sfunc, const std::string &  func, const int  line  ) const

inlineprivate

Definition at line 108 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::gradient(), ROL::ReducedDynamicObjective< Real >::hessVec(), ROL::ReducedDynamicObjective< Real >::solveAdjoint(), ROL::ReducedDynamicObjective< Real >::solveState(), ROL::ReducedDynamicObjective< Real >::updateSketch(), and ROL::ReducedDynamicObjective< Real >::value().

template<typename Real >

Ptr<Vector<Real> > ROL::ReducedDynamicObjective< Real >::makeDynamicVector ( const Vector< Real > &  x ) const

inline

Definition at line 216 of file ROL_ReducedDynamicObjective.hpp.

References ROL::PartitionedVector< Real >::create(), and ROL::ReducedDynamicObjective< Real >::Nt_.

template<typename Real >

size_type ROL::ReducedDynamicObjective< Real >::getStateRank ( ) const

inline

Definition at line 220 of file ROL_ReducedDynamicObjective.hpp.

References ROL::ReducedDynamicObjective< Real >::rankState_.

template<typename Real >

size_type ROL::ReducedDynamicObjective< Real >::getAdjointRank ( ) const

inline

Definition at line 221 of file ROL_ReducedDynamicObjective.hpp.

References ROL::ReducedDynamicObjective< Real >::rankAdjoint_.

template<typename Real >

size_type ROL::ReducedDynamicObjective< Real >::getStateSensitivityRank ( ) const

inline

Definition at line 222 of file ROL_ReducedDynamicObjective.hpp.

References ROL::ReducedDynamicObjective< Real >::rankStateSens_.

template<typename Real >

void ROL::ReducedDynamicObjective< 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 224 of file ROL_ReducedDynamicObjective.hpp.

References ROL::ReducedDynamicObjective< Real >::adjointSketch_, ROL::ReducedDynamicObjective< Real >::freq_, ROL::ReducedDynamicObjective< Real >::isAdjointComputed_, ROL::ReducedDynamicObjective< Real >::isStateComputed_, ROL::ReducedDynamicObjective< Real >::isValueComputed_, ROL::Vector< Real >::print(), ROL::ReducedDynamicObjective< Real >::print_, ROL::ReducedDynamicObjective< Real >::stateSensSketch_, ROL::ReducedDynamicObjective< Real >::stateSketch_, ROL::ReducedDynamicObjective< Real >::uhist_, ROL::ReducedDynamicObjective< Real >::useHessian_, ROL::ReducedDynamicObjective< Real >::useSketch_, ROL::ReducedDynamicObjective< Real >::val_, and zero.

template<typename Real >

void ROL::ReducedDynamicObjective< 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 248 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Accept, ROL::ReducedDynamicObjective< Real >::adjointSketch_, ROL::ReducedDynamicObjective< Real >::freq_, ROL::Initial, ROL::ReducedDynamicObjective< Real >::isAdjointComputed_, ROL::ReducedDynamicObjective< Real >::isStateCached_, ROL::ReducedDynamicObjective< Real >::isStateComputed_, ROL::ReducedDynamicObjective< Real >::isValueCached_, ROL::ReducedDynamicObjective< Real >::isValueComputed_, ROL::Vector< Real >::print(), ROL::ReducedDynamicObjective< Real >::print_, ROL::Revert, ROL::ReducedDynamicObjective< Real >::stateSensSketch_, ROL::ReducedDynamicObjective< Real >::stateSketch_, ROL::ReducedDynamicObjective< Real >::stateSketchCache_, ROL::Temp, ROL::Trial, ROL::ReducedDynamicObjective< Real >::uhist_, ROL::ReducedDynamicObjective< Real >::useHessian_, ROL::ReducedDynamicObjective< Real >::useSketch_, ROL::ReducedDynamicObjective< Real >::val_, ROL::ReducedDynamicObjective< Real >::valCache_, and zero.

template<typename Real >

Real ROL::ReducedDynamicObjective< 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 352 of file ROL_ReducedDynamicObjective.hpp.

References ROL::ReducedDynamicObjective< Real >::con_, ROL::ReducedDynamicObjective< Real >::cprimal_, ROL::PartitionedVector< Real >::get(), ROL::ReducedDynamicObjective< Real >::isStateComputed_, ROL::ReducedDynamicObjective< Real >::isValueComputed_, ROL::ReducedDynamicObjective< Real >::Nt_, ROL::ReducedDynamicObjective< Real >::obj_, ROL::ReducedDynamicObjective< Real >::partition(), ROL::ReducedDynamicObjective< Real >::stateSketch_, ROL::ReducedDynamicObjective< Real >::throwError(), ROL::ReducedDynamicObjective< Real >::timeStamp_, ROL::ReducedDynamicObjective< Real >::u0_, ROL::ReducedDynamicObjective< Real >::uhist_, ROL::ReducedDynamicObjective< Real >::useSketch_, and ROL::ReducedDynamicObjective< Real >::val_.

template<typename Real >

void ROL::ReducedDynamicObjective< 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 393 of file ROL_ReducedDynamicObjective.hpp.

References ROL::ReducedDynamicObjective< Real >::adjointSketch_, ROL::ReducedDynamicObjective< Real >::advanceAdjoint(), ROL::ReducedDynamicObjective< Real >::computeAdjointRHS(), ROL::ReducedDynamicObjective< Real >::con_, ROL::PartitionedVector< Real >::get(), ROL::ReducedDynamicObjective< Real >::isAdjointComputed_, ROL::ReducedDynamicObjective< Real >::lhist_, ROL::ReducedDynamicObjective< Real >::Nt_, ROL::ReducedDynamicObjective< Real >::obj_, ROL::ReducedDynamicObjective< Real >::partition(), ROL::ReducedDynamicObjective< Real >::rankState_, ROL::ReducedDynamicObjective< Real >::rhs_, ROL::ReducedDynamicObjective< Real >::setTerminalCondition(), ROL::ReducedDynamicObjective< Real >::solveState(), ROL::ReducedDynamicObjective< Real >::stateSketch_, ROL::ReducedDynamicObjective< Real >::stream_, ROL::ReducedDynamicObjective< Real >::throwError(), ROL::ReducedDynamicObjective< Real >::timeStamp_, ROL::ReducedDynamicObjective< Real >::u0_, ROL::ReducedDynamicObjective< Real >::uhist_, ROL::ReducedDynamicObjective< Real >::updateGradient(), ROL::ReducedDynamicObjective< Real >::updateSketch(), ROL::ReducedDynamicObjective< Real >::useInexact_, and ROL::ReducedDynamicObjective< Real >::useSketch_.

template<typename Real >

void ROL::ReducedDynamicObjective< 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 488 of file ROL_ReducedDynamicObjective.hpp.

References ROL::ReducedDynamicObjective< Real >::addAdjointSens(), ROL::ReducedDynamicObjective< Real >::addMixedHessLag(), ROL::ReducedDynamicObjective< Real >::adjointSketch_, ROL::ReducedDynamicObjective< Real >::advanceAdjointSens(), ROL::ReducedDynamicObjective< Real >::advanceStateSens(), ROL::ReducedDynamicObjective< Real >::computeControlHessLag(), ROL::ReducedDynamicObjective< Real >::computeNewMixedHessLag(), ROL::ReducedDynamicObjective< Real >::computeNewStateHessLag(), ROL::ReducedDynamicObjective< Real >::computeNewStateJacobian(), ROL::ReducedDynamicObjective< Real >::computeOldMixedHessLag(), ROL::ReducedDynamicObjective< Real >::computeOldStateHessLag(), ROL::ReducedDynamicObjective< Real >::con_, ROL::PartitionedVector< Real >::get(), ROL::Objective< Real >::hessVec(), ROL::ReducedDynamicObjective< Real >::lhist_, ROL::ReducedDynamicObjective< Real >::Nt_, ROL::ReducedDynamicObjective< Real >::obj_, ROL::ReducedDynamicObjective< Real >::partition(), ROL::ReducedDynamicObjective< Real >::phist_, ROL::ReducedDynamicObjective< Real >::rhs_, ROL::ReducedDynamicObjective< Real >::setTerminalConditionHess(), ROL::ReducedDynamicObjective< Real >::solveAdjoint(), ROL::ReducedDynamicObjective< Real >::solveState(), ROL::ReducedDynamicObjective< Real >::stateSensSketch_, ROL::ReducedDynamicObjective< Real >::stateSketch_, ROL::ReducedDynamicObjective< Real >::throwError(), ROL::ReducedDynamicObjective< Real >::timeStamp_, ROL::ReducedDynamicObjective< Real >::u0_, ROL::ReducedDynamicObjective< Real >::uhist_, ROL::ReducedDynamicObjective< Real >::useHessian_, ROL::ReducedDynamicObjective< Real >::useSketch_, ROL::ReducedDynamicObjective< Real >::useSymHess_, and ROL::ReducedDynamicObjective< Real >::whist_.

template<typename Real >

Real ROL::ReducedDynamicObjective< Real >::solveState ( const Vector< Real > &  x )

inlineprivate

Definition at line 659 of file ROL_ReducedDynamicObjective.hpp.

References ROL::ReducedDynamicObjective< Real >::con_, ROL::ReducedDynamicObjective< Real >::cprimal_, ROL::PartitionedVector< Real >::get(), ROL::ReducedDynamicObjective< Real >::isStateComputed_, ROL::ReducedDynamicObjective< Real >::Nt_, ROL::ReducedDynamicObjective< Real >::partition(), ROL::ReducedDynamicObjective< Real >::stateSketch_, ROL::ReducedDynamicObjective< Real >::throwError(), ROL::ReducedDynamicObjective< Real >::timeStamp_, ROL::ReducedDynamicObjective< Real >::u0_, ROL::ReducedDynamicObjective< Real >::uhist_, and ROL::ReducedDynamicObjective< Real >::useSketch_.

Referenced by ROL::ReducedDynamicObjective< Real >::gradient(), ROL::ReducedDynamicObjective< Real >::hessVec(), ROL::ReducedDynamicObjective< Real >::solveAdjoint(), and ROL::ReducedDynamicObjective< Real >::updateSketch().

template<typename Real >

Real ROL::ReducedDynamicObjective< Real >::updateSketch ( const Vector< Real > &  x, const Real  tol  )

inlineprivate

Definition at line 694 of file ROL_ReducedDynamicObjective.hpp.

References ROL::ReducedDynamicObjective< Real >::a_, ROL::ReducedDynamicObjective< Real >::adjointSketch_, ROL::ReducedDynamicObjective< Real >::b_, ROL::ReducedDynamicObjective< Real >::con_, ROL::ReducedDynamicObjective< Real >::cprimal_, ROL::PartitionedVector< Real >::get(), ROL::ReducedDynamicObjective< Real >::isAdjointComputed_, ROL::ReducedDynamicObjective< Real >::isStateComputed_, ROL::ReducedDynamicObjective< Real >::maxRank_, ROL::ReducedDynamicObjective< Real >::maxTol_, ROL::ReducedDynamicObjective< Real >::Nt_, ROL::ReducedDynamicObjective< Real >::partition(), ROL::ReducedDynamicObjective< Real >::rankAdjoint_, ROL::ReducedDynamicObjective< Real >::rankState_, ROL::ReducedDynamicObjective< Real >::rankStateSens_, ROL::ReducedDynamicObjective< Real >::solveState(), ROL::ReducedDynamicObjective< Real >::stateSensSketch_, ROL::ReducedDynamicObjective< Real >::stateSketch_, ROL::ReducedDynamicObjective< Real >::stream_, ROL::ReducedDynamicObjective< Real >::sumRankUpdate_, ROL::ReducedDynamicObjective< Real >::syncHessRank_, ROL::ReducedDynamicObjective< Real >::throwError(), ROL::ReducedDynamicObjective< Real >::timeStamp_, ROL::ReducedDynamicObjective< Real >::u0_, ROL::ReducedDynamicObjective< Real >::uhist_, ROL::ReducedDynamicObjective< Real >::updateFactor_, and ROL::ReducedDynamicObjective< Real >::useDefaultRankUpdate_.

Referenced by ROL::ReducedDynamicObjective< Real >::gradient().

template<typename Real >

void ROL::ReducedDynamicObjective< Real >::setTerminalCondition ( Vector< Real > &  l, const Vector< Real > &  uold, const Vector< Real > &  unew, const Vector< Real > &  z, const TimeStamp< Real > &  ts  )

inlineprivate

Definition at line 758 of file ROL_ReducedDynamicObjective.hpp.

References ROL::ReducedDynamicObjective< Real >::con_, ROL::ReducedDynamicObjective< Real >::obj_, and ROL::ReducedDynamicObjective< Real >::udual_.

Referenced by ROL::ReducedDynamicObjective< Real >::gradient(), and ROL::ReducedDynamicObjective< Real >::solveAdjoint().

template<typename Real >

void ROL::ReducedDynamicObjective< Real >::computeAdjointRHS ( Vector< Real > &  rhs, const Vector< Real > &  l, const Vector< Real > &  uold, const Vector< Real > &  unew, const Vector< Real > &  z, const TimeStamp< Real > &  ts  )

inlineprivate

Definition at line 765 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), ROL::ReducedDynamicObjective< Real >::con_, ROL::ReducedDynamicObjective< Real >::obj_, and ROL::ReducedDynamicObjective< Real >::udual_.

Referenced by ROL::ReducedDynamicObjective< Real >::gradient(), and ROL::ReducedDynamicObjective< Real >::solveAdjoint().

template<typename Real >

void ROL::ReducedDynamicObjective< Real >::advanceAdjoint ( Vector< Real > &  l, Vector< Real > &  rhs, const Vector< Real > &  uold, const Vector< Real > &  unew, const Vector< Real > &  z, const TimeStamp< Real > &  ts  )

inlineprivate

Definition at line 774 of file ROL_ReducedDynamicObjective.hpp.

References ROL::ReducedDynamicObjective< Real >::con_, ROL::ReducedDynamicObjective< Real >::obj_, ROL::Vector< Real >::plus(), and ROL::ReducedDynamicObjective< Real >::udual_.

Referenced by ROL::ReducedDynamicObjective< Real >::gradient(), and ROL::ReducedDynamicObjective< Real >::solveAdjoint().

template<typename Real >

void ROL::ReducedDynamicObjective< Real >::solveAdjoint ( const Vector< Real > &  x )

inlineprivate

Definition at line 782 of file ROL_ReducedDynamicObjective.hpp.

References ROL::ReducedDynamicObjective< Real >::adjointSketch_, ROL::ReducedDynamicObjective< Real >::advanceAdjoint(), ROL::ReducedDynamicObjective< Real >::computeAdjointRHS(), ROL::ReducedDynamicObjective< Real >::con_, ROL::PartitionedVector< Real >::get(), ROL::ReducedDynamicObjective< Real >::isAdjointComputed_, ROL::ReducedDynamicObjective< Real >::lhist_, ROL::ReducedDynamicObjective< Real >::Nt_, ROL::ReducedDynamicObjective< Real >::obj_, ROL::ReducedDynamicObjective< Real >::partition(), ROL::ReducedDynamicObjective< Real >::rhs_, ROL::ReducedDynamicObjective< Real >::setTerminalCondition(), ROL::ReducedDynamicObjective< Real >::solveState(), ROL::ReducedDynamicObjective< Real >::stateSketch_, ROL::ReducedDynamicObjective< Real >::throwError(), ROL::ReducedDynamicObjective< Real >::timeStamp_, ROL::ReducedDynamicObjective< Real >::u0_, ROL::ReducedDynamicObjective< Real >::uhist_, and ROL::ReducedDynamicObjective< Real >::useSketch_.

Referenced by ROL::ReducedDynamicObjective< Real >::hessVec().

template<typename Real >

void ROL::ReducedDynamicObjective< Real >::updateGradient ( Vector< Real > &  g, const Vector< Real > &  l, const Vector< Real > &  uold, const Vector< Real > &  unew, const Vector< Real > &  z, const TimeStamp< Real > &  ts  )

inlineprivate

Definition at line 846 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), ROL::ReducedDynamicObjective< Real >::con_, ROL::ReducedDynamicObjective< Real >::obj_, and ROL::ReducedDynamicObjective< Real >::zdual_.

Referenced by ROL::ReducedDynamicObjective< Real >::gradient().

template<typename Real >

void ROL::ReducedDynamicObjective< Real >::advanceStateSens ( Vector< Real > &  wnew, const Vector< Real > &  v, const Vector< Real > &  wold, const Vector< Real > &  uold, const Vector< Real > &  unew, const Vector< Real > &  z, const TimeStamp< Real > &  ts  )

inlineprivate

Definition at line 858 of file ROL_ReducedDynamicObjective.hpp.

References ROL::ReducedDynamicObjective< Real >::con_, ROL::ReducedDynamicObjective< Real >::cprimal_, and ROL::ReducedDynamicObjective< Real >::crhs_.

Referenced by ROL::ReducedDynamicObjective< Real >::hessVec().

template<typename Real >

void ROL::ReducedDynamicObjective< Real >::setTerminalConditionHess ( Vector< Real > &  p, const Vector< Real > &  v, const Vector< Real > &  l, const Vector< Real > &  wold, const Vector< Real > &  wnew, const Vector< Real > &  uold, const Vector< Real > &  unew, const Vector< Real > &  z, const TimeStamp< Real > &  ts  )

inlineprivate

Definition at line 872 of file ROL_ReducedDynamicObjective.hpp.

References ROL::ReducedDynamicObjective< Real >::con_, ROL::ReducedDynamicObjective< Real >::obj_, ROL::ReducedDynamicObjective< Real >::rhs_, and ROL::ReducedDynamicObjective< Real >::udual_.

Referenced by ROL::ReducedDynamicObjective< Real >::hessVec().

template<typename Real >

void ROL::ReducedDynamicObjective< Real >::computeOldStateHessLag ( Vector< Real > &  Hv, const Vector< Real > &  l, const Vector< Real > &  wold, const Vector< Real > &  wnew, const Vector< Real > &  uold, const Vector< Real > &  unew, const Vector< Real > &  z, const TimeStamp< Real > &  ts, const bool  sumInto = false  )

inlineprivate

Definition at line 895 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), ROL::ReducedDynamicObjective< Real >::con_, ROL::ReducedDynamicObjective< Real >::obj_, ROL::Vector< Real >::plus(), and ROL::ReducedDynamicObjective< Real >::udual_.

Referenced by ROL::ReducedDynamicObjective< Real >::hessVec().

template<typename Real >

void ROL::ReducedDynamicObjective< Real >::computeOldMixedHessLag ( Vector< Real > &  Hv, const Vector< Real > &  v, const Vector< Real > &  l, const Vector< Real > &  uold, const Vector< Real > &  unew, const Vector< Real > &  z, const TimeStamp< Real > &  ts, const bool  sumInto = false  )

inlineprivate

Definition at line 918 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), ROL::ReducedDynamicObjective< Real >::con_, ROL::ReducedDynamicObjective< Real >::obj_, ROL::Vector< Real >::plus(), and ROL::ReducedDynamicObjective< Real >::udual_.

Referenced by ROL::ReducedDynamicObjective< Real >::hessVec().

template<typename Real >

void ROL::ReducedDynamicObjective< Real >::computeNewStateJacobian ( Vector< Real > &  Hv, const Vector< Real > &  p, const Vector< Real > &  uold, const Vector< Real > &  unew, const Vector< Real > &  z, const TimeStamp< Real > &  ts, const bool  sumInto = false  )

inlineprivate

Definition at line 936 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), ROL::ReducedDynamicObjective< Real >::con_, ROL::Vector< Real >::scale(), and ROL::ReducedDynamicObjective< Real >::udual_.

Referenced by ROL::ReducedDynamicObjective< Real >::hessVec().

template<typename Real >

void ROL::ReducedDynamicObjective< Real >::computeNewStateHessLag ( Vector< Real > &  Hv, const Vector< Real > &  l, const Vector< Real > &  wold, const Vector< Real > &  wnew, const Vector< Real > &  uold, const Vector< Real > &  unew, const Vector< Real > &  z, const TimeStamp< Real > &  ts, const bool  sumInto = false  )

inlineprivate

Definition at line 951 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), ROL::ReducedDynamicObjective< Real >::con_, ROL::ReducedDynamicObjective< Real >::obj_, ROL::Vector< Real >::plus(), and ROL::ReducedDynamicObjective< Real >::udual_.

Referenced by ROL::ReducedDynamicObjective< Real >::hessVec().

template<typename Real >

void ROL::ReducedDynamicObjective< Real >::computeNewMixedHessLag ( Vector< Real > &  Hv, const Vector< Real > &  v, const Vector< Real > &  l, const Vector< Real > &  uold, const Vector< Real > &  unew, const Vector< Real > &  z, const TimeStamp< Real > &  ts, const bool  sumInto = false  )

inlineprivate

Definition at line 974 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), ROL::ReducedDynamicObjective< Real >::con_, ROL::ReducedDynamicObjective< Real >::obj_, ROL::Vector< Real >::plus(), and ROL::ReducedDynamicObjective< Real >::udual_.

Referenced by ROL::ReducedDynamicObjective< Real >::hessVec().

template<typename Real >

void ROL::ReducedDynamicObjective< Real >::advanceAdjointSens ( Vector< Real > &  p, Vector< Real > &  rhs, const Vector< Real > &  uold, const Vector< Real > &  unew, const Vector< Real > &  z, const TimeStamp< Real > &  ts  )

inlineprivate

Definition at line 992 of file ROL_ReducedDynamicObjective.hpp.

References ROL::ReducedDynamicObjective< Real >::con_.

Referenced by ROL::ReducedDynamicObjective< Real >::hessVec().

template<typename Real >

void ROL::ReducedDynamicObjective< Real >::computeControlHessLag ( Vector< Real > &  Hv, const Vector< Real > &  v, const Vector< Real > &  l, const Vector< Real > &  uold, const Vector< Real > &  unew, const Vector< Real > &  z, const TimeStamp< Real > &  ts  )

inlineprivate

Definition at line 1002 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), ROL::ReducedDynamicObjective< Real >::con_, ROL::ReducedDynamicObjective< Real >::obj_, and ROL::ReducedDynamicObjective< Real >::zdual_.

Referenced by ROL::ReducedDynamicObjective< Real >::hessVec().

template<typename Real >

void ROL::ReducedDynamicObjective< Real >::addMixedHessLag ( Vector< Real > &  Hv, const Vector< Real > &  l, const Vector< Real > &  wold, const Vector< Real > &  wnew, const Vector< Real > &  uold, const Vector< Real > &  unew, const Vector< Real > &  z, const TimeStamp< Real > &  ts  )

inlineprivate

Definition at line 1013 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), ROL::ReducedDynamicObjective< Real >::con_, ROL::ReducedDynamicObjective< Real >::obj_, ROL::Vector< Real >::plus(), and ROL::ReducedDynamicObjective< Real >::zdual_.

Referenced by ROL::ReducedDynamicObjective< Real >::hessVec().

template<typename Real >

void ROL::ReducedDynamicObjective< Real >::addAdjointSens ( Vector< Real > &  Hv, const Vector< Real > &  p, const Vector< Real > &  uold, const Vector< Real > &  unew, const Vector< Real > &  z, const TimeStamp< Real > &  ts  )

inlineprivate

Definition at line 1030 of file ROL_ReducedDynamicObjective.hpp.

References ROL::ReducedDynamicObjective< Real >::con_, ROL::Vector< Real >::plus(), and ROL::ReducedDynamicObjective< Real >::zdual_.

Referenced by ROL::ReducedDynamicObjective< Real >::hessVec().

Member Data Documentation

template<typename Real >

const Ptr<DynamicObjective<Real> > ROL::ReducedDynamicObjective< Real >::obj_

private

Definition at line 50 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::addMixedHessLag(), ROL::ReducedDynamicObjective< Real >::advanceAdjoint(), ROL::ReducedDynamicObjective< Real >::computeAdjointRHS(), ROL::ReducedDynamicObjective< Real >::computeControlHessLag(), ROL::ReducedDynamicObjective< Real >::computeNewMixedHessLag(), ROL::ReducedDynamicObjective< Real >::computeNewStateHessLag(), ROL::ReducedDynamicObjective< Real >::computeOldMixedHessLag(), ROL::ReducedDynamicObjective< Real >::computeOldStateHessLag(), ROL::ReducedDynamicObjective< Real >::gradient(), ROL::ReducedDynamicObjective< Real >::hessVec(), ROL::ReducedDynamicObjective< Real >::setTerminalCondition(), ROL::ReducedDynamicObjective< Real >::setTerminalConditionHess(), ROL::ReducedDynamicObjective< Real >::solveAdjoint(), ROL::ReducedDynamicObjective< Real >::updateGradient(), and ROL::ReducedDynamicObjective< Real >::value().

template<typename Real >

const Ptr<DynamicConstraint<Real> > ROL::ReducedDynamicObjective< Real >::con_

private

Definition at line 51 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::addAdjointSens(), ROL::ReducedDynamicObjective< Real >::addMixedHessLag(), ROL::ReducedDynamicObjective< Real >::advanceAdjoint(), ROL::ReducedDynamicObjective< Real >::advanceAdjointSens(), ROL::ReducedDynamicObjective< Real >::advanceStateSens(), ROL::ReducedDynamicObjective< Real >::computeAdjointRHS(), ROL::ReducedDynamicObjective< Real >::computeControlHessLag(), ROL::ReducedDynamicObjective< Real >::computeNewMixedHessLag(), ROL::ReducedDynamicObjective< Real >::computeNewStateHessLag(), ROL::ReducedDynamicObjective< Real >::computeNewStateJacobian(), ROL::ReducedDynamicObjective< Real >::computeOldMixedHessLag(), ROL::ReducedDynamicObjective< Real >::computeOldStateHessLag(), ROL::ReducedDynamicObjective< Real >::gradient(), ROL::ReducedDynamicObjective< Real >::hessVec(), ROL::ReducedDynamicObjective< Real >::setTerminalCondition(), ROL::ReducedDynamicObjective< Real >::setTerminalConditionHess(), ROL::ReducedDynamicObjective< Real >::solveAdjoint(), ROL::ReducedDynamicObjective< Real >::solveState(), ROL::ReducedDynamicObjective< Real >::updateGradient(), ROL::ReducedDynamicObjective< Real >::updateSketch(), and ROL::ReducedDynamicObjective< Real >::value().

template<typename Real >

const Ptr<Vector<Real> > ROL::ReducedDynamicObjective< Real >::u0_

private

Definition at line 52 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::gradient(), ROL::ReducedDynamicObjective< Real >::hessVec(), ROL::ReducedDynamicObjective< Real >::ReducedDynamicObjective(), ROL::ReducedDynamicObjective< Real >::solveAdjoint(), ROL::ReducedDynamicObjective< Real >::solveState(), ROL::ReducedDynamicObjective< Real >::updateSketch(), and ROL::ReducedDynamicObjective< Real >::value().

template<typename Real >

const std::vector<TimeStamp<Real> > ROL::ReducedDynamicObjective< Real >::timeStamp_

private

Definition at line 53 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::gradient(), ROL::ReducedDynamicObjective< Real >::hessVec(), ROL::ReducedDynamicObjective< Real >::solveAdjoint(), ROL::ReducedDynamicObjective< Real >::solveState(), ROL::ReducedDynamicObjective< Real >::updateSketch(), and ROL::ReducedDynamicObjective< Real >::value().

template<typename Real >

const size_type ROL::ReducedDynamicObjective< Real >::Nt_

private

Definition at line 54 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::gradient(), ROL::ReducedDynamicObjective< Real >::hessVec(), ROL::ReducedDynamicObjective< Real >::makeDynamicVector(), ROL::ReducedDynamicObjective< Real >::ReducedDynamicObjective(), ROL::ReducedDynamicObjective< Real >::solveAdjoint(), ROL::ReducedDynamicObjective< Real >::solveState(), ROL::ReducedDynamicObjective< Real >::updateSketch(), and ROL::ReducedDynamicObjective< Real >::value().

template<typename Real >

const bool ROL::ReducedDynamicObjective< Real >::useSketch_

private

Definition at line 56 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::gradient(), ROL::ReducedDynamicObjective< Real >::hessVec(), ROL::ReducedDynamicObjective< Real >::ReducedDynamicObjective(), ROL::ReducedDynamicObjective< Real >::solveAdjoint(), ROL::ReducedDynamicObjective< Real >::solveState(), ROL::ReducedDynamicObjective< Real >::update(), and ROL::ReducedDynamicObjective< Real >::value().

template<typename Real >

size_type ROL::ReducedDynamicObjective< Real >::rankState_

private

Definition at line 58 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::getStateRank(), ROL::ReducedDynamicObjective< Real >::gradient(), ROL::ReducedDynamicObjective< Real >::ReducedDynamicObjective(), and ROL::ReducedDynamicObjective< Real >::updateSketch().

template<typename Real >

Ptr<Sketch<Real> > ROL::ReducedDynamicObjective< Real >::stateSketch_

private

Definition at line 59 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::gradient(), ROL::ReducedDynamicObjective< Real >::hessVec(), ROL::ReducedDynamicObjective< Real >::ReducedDynamicObjective(), ROL::ReducedDynamicObjective< Real >::solveAdjoint(), ROL::ReducedDynamicObjective< Real >::solveState(), ROL::ReducedDynamicObjective< Real >::update(), ROL::ReducedDynamicObjective< Real >::updateSketch(), and ROL::ReducedDynamicObjective< Real >::value().

template<typename Real >

Ptr<Sketch<Real> > ROL::ReducedDynamicObjective< Real >::stateSketchCache_

private

Definition at line 60 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::ReducedDynamicObjective(), and ROL::ReducedDynamicObjective< Real >::update().

template<typename Real >

size_type ROL::ReducedDynamicObjective< Real >::rankAdjoint_

private

Definition at line 62 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::getAdjointRank(), ROL::ReducedDynamicObjective< Real >::ReducedDynamicObjective(), and ROL::ReducedDynamicObjective< Real >::updateSketch().

template<typename Real >

Ptr<Sketch<Real> > ROL::ReducedDynamicObjective< Real >::adjointSketch_

private

Definition at line 63 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::gradient(), ROL::ReducedDynamicObjective< Real >::hessVec(), ROL::ReducedDynamicObjective< Real >::ReducedDynamicObjective(), ROL::ReducedDynamicObjective< Real >::solveAdjoint(), ROL::ReducedDynamicObjective< Real >::update(), and ROL::ReducedDynamicObjective< Real >::updateSketch().

template<typename Real >

size_type ROL::ReducedDynamicObjective< Real >::rankStateSens_

private

Definition at line 65 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::getStateSensitivityRank(), ROL::ReducedDynamicObjective< Real >::ReducedDynamicObjective(), and ROL::ReducedDynamicObjective< Real >::updateSketch().

template<typename Real >

Ptr<Sketch<Real> > ROL::ReducedDynamicObjective< Real >::stateSensSketch_

private

Definition at line 66 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::hessVec(), ROL::ReducedDynamicObjective< Real >::ReducedDynamicObjective(), ROL::ReducedDynamicObjective< Real >::update(), and ROL::ReducedDynamicObjective< Real >::updateSketch().

template<typename Real >

const bool ROL::ReducedDynamicObjective< Real >::useInexact_

private

Definition at line 68 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::gradient().

template<typename Real >

const size_type ROL::ReducedDynamicObjective< Real >::updateFactor_

private

Definition at line 69 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::updateSketch().

template<typename Real >

const size_type ROL::ReducedDynamicObjective< Real >::maxRank_

private

Definition at line 70 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::updateSketch().

template<typename Real >

const bool ROL::ReducedDynamicObjective< Real >::syncHessRank_

private

Definition at line 71 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::ReducedDynamicObjective(), and ROL::ReducedDynamicObjective< Real >::updateSketch().

template<typename Real >

const bool ROL::ReducedDynamicObjective< Real >::sumRankUpdate_

private

Definition at line 72 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::updateSketch().

template<typename Real >

const bool ROL::ReducedDynamicObjective< Real >::useDefaultRankUpdate_

private

Definition at line 73 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::updateSketch().

template<typename Real >

const Real ROL::ReducedDynamicObjective< Real >::a_

private

Definition at line 74 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::updateSketch().

template<typename Real >

const Real ROL::ReducedDynamicObjective< Real >::b_

private

Definition at line 74 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::updateSketch().

template<typename Real >

const Real ROL::ReducedDynamicObjective< Real >::maxTol_

private

Definition at line 75 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::updateSketch().

template<typename Real >

std::vector<Ptr<Vector<Real> > > ROL::ReducedDynamicObjective< Real >::uhist_

private

Definition at line 77 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::gradient(), ROL::ReducedDynamicObjective< Real >::hessVec(), ROL::ReducedDynamicObjective< Real >::ReducedDynamicObjective(), ROL::ReducedDynamicObjective< Real >::solveAdjoint(), ROL::ReducedDynamicObjective< Real >::solveState(), ROL::ReducedDynamicObjective< Real >::update(), ROL::ReducedDynamicObjective< Real >::updateSketch(), and ROL::ReducedDynamicObjective< Real >::value().

template<typename Real >

std::vector<Ptr<Vector<Real> > > ROL::ReducedDynamicObjective< Real >::lhist_

private

Definition at line 78 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::gradient(), ROL::ReducedDynamicObjective< Real >::hessVec(), ROL::ReducedDynamicObjective< Real >::ReducedDynamicObjective(), and ROL::ReducedDynamicObjective< Real >::solveAdjoint().

template<typename Real >

std::vector<Ptr<Vector<Real> > > ROL::ReducedDynamicObjective< Real >::whist_

private

Definition at line 79 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::hessVec(), and ROL::ReducedDynamicObjective< Real >::ReducedDynamicObjective().

template<typename Real >

std::vector<Ptr<Vector<Real> > > ROL::ReducedDynamicObjective< Real >::phist_

private

Definition at line 80 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::hessVec(), and ROL::ReducedDynamicObjective< Real >::ReducedDynamicObjective().

template<typename Real >

Ptr<Vector<Real> > ROL::ReducedDynamicObjective< Real >::cprimal_

private

Definition at line 81 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::advanceStateSens(), ROL::ReducedDynamicObjective< Real >::ReducedDynamicObjective(), ROL::ReducedDynamicObjective< Real >::solveState(), ROL::ReducedDynamicObjective< Real >::updateSketch(), and ROL::ReducedDynamicObjective< Real >::value().

template<typename Real >

Ptr<Vector<Real> > ROL::ReducedDynamicObjective< Real >::crhs_

private

Definition at line 82 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::advanceStateSens(), and ROL::ReducedDynamicObjective< Real >::ReducedDynamicObjective().

template<typename Real >

Ptr<Vector<Real> > ROL::ReducedDynamicObjective< Real >::udual_

private

Definition at line 83 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::advanceAdjoint(), ROL::ReducedDynamicObjective< Real >::computeAdjointRHS(), ROL::ReducedDynamicObjective< Real >::computeNewMixedHessLag(), ROL::ReducedDynamicObjective< Real >::computeNewStateHessLag(), ROL::ReducedDynamicObjective< Real >::computeNewStateJacobian(), ROL::ReducedDynamicObjective< Real >::computeOldMixedHessLag(), ROL::ReducedDynamicObjective< Real >::computeOldStateHessLag(), ROL::ReducedDynamicObjective< Real >::ReducedDynamicObjective(), ROL::ReducedDynamicObjective< Real >::setTerminalCondition(), and ROL::ReducedDynamicObjective< Real >::setTerminalConditionHess().

template<typename Real >

Ptr<Vector<Real> > ROL::ReducedDynamicObjective< Real >::rhs_

private

Definition at line 84 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::gradient(), ROL::ReducedDynamicObjective< Real >::hessVec(), ROL::ReducedDynamicObjective< Real >::ReducedDynamicObjective(), ROL::ReducedDynamicObjective< Real >::setTerminalConditionHess(), and ROL::ReducedDynamicObjective< Real >::solveAdjoint().

template<typename Real >

Ptr<Vector<Real> > ROL::ReducedDynamicObjective< Real >::zdual_

private

Definition at line 85 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::addAdjointSens(), ROL::ReducedDynamicObjective< Real >::addMixedHessLag(), ROL::ReducedDynamicObjective< Real >::computeControlHessLag(), ROL::ReducedDynamicObjective< Real >::ReducedDynamicObjective(), and ROL::ReducedDynamicObjective< Real >::updateGradient().

template<typename Real >

Real ROL::ReducedDynamicObjective< Real >::val_

private

Definition at line 86 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::update(), and ROL::ReducedDynamicObjective< Real >::value().

template<typename Real >

Real ROL::ReducedDynamicObjective< Real >::valCache_

private

Definition at line 86 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::update().

template<typename Real >

bool ROL::ReducedDynamicObjective< Real >::isValueComputed_

private

Definition at line 88 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::update(), and ROL::ReducedDynamicObjective< Real >::value().

template<typename Real >

bool ROL::ReducedDynamicObjective< Real >::isStateComputed_

private

Definition at line 89 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::solveState(), ROL::ReducedDynamicObjective< Real >::update(), ROL::ReducedDynamicObjective< Real >::updateSketch(), and ROL::ReducedDynamicObjective< Real >::value().

template<typename Real >

bool ROL::ReducedDynamicObjective< Real >::isAdjointComputed_

private

Definition at line 90 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::gradient(), ROL::ReducedDynamicObjective< Real >::solveAdjoint(), ROL::ReducedDynamicObjective< Real >::update(), and ROL::ReducedDynamicObjective< Real >::updateSketch().

template<typename Real >

bool ROL::ReducedDynamicObjective< Real >::isValueCached_

private

Definition at line 91 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::update().

template<typename Real >

bool ROL::ReducedDynamicObjective< Real >::isStateCached_

private

Definition at line 92 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::update().

template<typename Real >

bool ROL::ReducedDynamicObjective< Real >::useHessian_

private

Definition at line 93 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::hessVec(), ROL::ReducedDynamicObjective< Real >::ReducedDynamicObjective(), and ROL::ReducedDynamicObjective< Real >::update().

template<typename Real >

bool ROL::ReducedDynamicObjective< Real >::useSymHess_

private

Definition at line 94 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::hessVec().

template<typename Real >

Ptr<std::ostream> ROL::ReducedDynamicObjective< Real >::stream_

private

Definition at line 96 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::gradient(), and ROL::ReducedDynamicObjective< Real >::updateSketch().

template<typename Real >

const bool ROL::ReducedDynamicObjective< Real >::print_

private

Definition at line 97 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::update().

template<typename Real >

const int ROL::ReducedDynamicObjective< Real >::freq_

private

Definition at line 98 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ROL::ReducedDynamicObjective< Real >::update().

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

• ROL_ReducedDynamicObjective.hpp