ROL
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ROL::ReducedDynamicStationaryControlsObjective< Real > Class Template Reference

Defines the reduced time-dependent objective function interface for simulation-based optimization when the controls are stationary (i.e., not time-dependent). More...

#include <ROL_ReducedDynamicStationaryControlsObjective.hpp>

+ Inheritance diagram for ROL::ReducedDynamicStationaryControlsObjective< Real >:

Public Types

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

Public Member Functions

 ReducedDynamicStationaryControlsObjective (const Ptr< ReducedDynamicObjective< Real >> &red_dyn_obj, const Ptr< Vector< Real >> &x, const size_type Nt, const Ptr< ReducedDynamicStationaryControlsObjectiveHook< Real >> &hook=nullPtr)
 
virtual ~ReducedDynamicStationaryControlsObjective ()
 
void update (const Vector< Real > &x, UpdateType type, int iter=-1) override
 Update objective function. More...
 
void update (const Vector< Real > &x, bool flag=true, int iter=-1) override
 Update objective function. More...
 
Real value (const Vector< Real > &x, Real &tol) override
 Compute value. More...
 
void gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol) override
 Compute gradient. More...
 
void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
 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)
 
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

Ptr< ReducedDynamicObjective
< Real > > 
red_dyn_obj_
 
size_type Nt_
 
Ptr
< ReducedDynamicStationaryControlsObjectiveHook
< Real > > 
hook_
 
Ptr< PartitionedVector< Real > > x_dyn_
 
Ptr< PartitionedVector< Real > > v_dyn_
 
Ptr< PartitionedVector< Real > > g_dyn_
 

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::ReducedDynamicStationaryControlsObjective< Real >

Defines the reduced time-dependent objective function interface for simulation-based optimization when the controls are stationary (i.e., not time-dependent).

Definition at line 43 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.

Member Typedef Documentation

template<typename Real >
using ROL::ReducedDynamicStationaryControlsObjective< Real >::size_type = typename std::vector<Real>::size_type

Constructor & Destructor Documentation

template<typename Real >
ROL::ReducedDynamicStationaryControlsObjective< Real >::ReducedDynamicStationaryControlsObjective ( const Ptr< ReducedDynamicObjective< Real >> &  red_dyn_obj,
const Ptr< Vector< Real >> &  x,
const size_type  Nt,
const Ptr< ReducedDynamicStationaryControlsObjectiveHook< Real >> &  hook = nullPtr 
)
inline
template<typename Real >
virtual ROL::ReducedDynamicStationaryControlsObjective< Real >::~ReducedDynamicStationaryControlsObjective ( )
inlinevirtual

Member Function Documentation

template<typename Real >
void ROL::ReducedDynamicStationaryControlsObjective< Real >::update ( const Vector< Real > &  x,
UpdateType  type,
int  iter = -1 
)
inlineoverridevirtual

Update objective function.

This function updates the objective function at new iterations.

Parameters
[in]xis the new iterate.
[in]typeis the type of update requested.
[in]iteris the outer algorithm iterations count.

Reimplemented from ROL::Objective< Real >.

Definition at line 63 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.

References ROL::ReducedDynamicStationaryControlsObjective< Real >::Nt_, ROL::ReducedDynamicStationaryControlsObjective< Real >::red_dyn_obj_, and ROL::ReducedDynamicStationaryControlsObjective< Real >::x_dyn_.

template<typename Real >
void ROL::ReducedDynamicStationaryControlsObjective< Real >::update ( const Vector< Real > &  x,
bool  flag = true,
int  iter = -1 
)
inlineoverridevirtual

Update objective function.

This function updates the objective function at new iterations.

Parameters
[in]xis the new iterate.
[in]flagis true if the iterate has changed.
[in]iteris the outer algorithm iterations count.

Reimplemented from ROL::Objective< Real >.

Definition at line 71 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.

References ROL::ReducedDynamicStationaryControlsObjective< Real >::Nt_, ROL::ReducedDynamicStationaryControlsObjective< Real >::red_dyn_obj_, and ROL::ReducedDynamicStationaryControlsObjective< Real >::x_dyn_.

template<typename Real >
Real ROL::ReducedDynamicStationaryControlsObjective< Real >::value ( const Vector< Real > &  x,
Real &  tol 
)
inlineoverridevirtual

Compute value.

This function returns the objective function value.

Parameters
[in]xis the current iterate.
[in]tolis a tolerance for inexact objective function computation.

Implements ROL::Objective< Real >.

Definition at line 79 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.

References ROL::ReducedDynamicStationaryControlsObjective< Real >::hook_, ROL::ReducedDynamicStationaryControlsObjective< Real >::Nt_, ROL::ReducedDynamicStationaryControlsObjective< Real >::red_dyn_obj_, and ROL::ReducedDynamicStationaryControlsObjective< Real >::x_dyn_.

template<typename Real >
void ROL::ReducedDynamicStationaryControlsObjective< Real >::gradient ( Vector< Real > &  g,
const Vector< Real > &  x,
Real &  tol 
)
inlineoverridevirtual

Compute gradient.

This function returns the objective function gradient.

Parameters
[out]gis the gradient.
[in]xis the current iterate.
[in]tolis 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 92 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.

References ROL::Vector< Real >::axpy(), ROL::ReducedDynamicStationaryControlsObjective< Real >::g_dyn_, ROL::ReducedDynamicStationaryControlsObjective< Real >::hook_, ROL::ReducedDynamicStationaryControlsObjective< Real >::Nt_, ROL::ReducedDynamicStationaryControlsObjective< Real >::red_dyn_obj_, ROL::ReducedDynamicStationaryControlsObjective< Real >::x_dyn_, and ROL::Vector< Real >::zero().

template<typename Real >
void ROL::ReducedDynamicStationaryControlsObjective< Real >::hessVec ( Vector< Real > &  hv,
const Vector< Real > &  v,
const Vector< Real > &  x,
Real &  tol 
)
inlineoverridevirtual

Apply Hessian approximation to vector.

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

Parameters
[out]hvis the the action of the Hessian on \(v\).
[in]vis the direction vector.
[in]xis the current iterate.
[in]tolis a tolerance for inexact objective function computation.

Reimplemented from ROL::Objective< Real >.

Definition at line 107 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.

References ROL::Vector< Real >::axpy(), ROL::ReducedDynamicStationaryControlsObjective< Real >::g_dyn_, ROL::ReducedDynamicStationaryControlsObjective< Real >::Nt_, ROL::ReducedDynamicStationaryControlsObjective< Real >::red_dyn_obj_, ROL::ReducedDynamicStationaryControlsObjective< Real >::v_dyn_, ROL::ReducedDynamicStationaryControlsObjective< Real >::x_dyn_, and ROL::Vector< Real >::zero().

Member Data Documentation

template<typename Real >
Ptr<ReducedDynamicObjective<Real> > ROL::ReducedDynamicStationaryControlsObjective< Real >::red_dyn_obj_
private
template<typename Real >
size_type ROL::ReducedDynamicStationaryControlsObjective< Real >::Nt_
private
template<typename Real >
Ptr<ReducedDynamicStationaryControlsObjectiveHook<Real> > ROL::ReducedDynamicStationaryControlsObjective< Real >::hook_
private
template<typename Real >
Ptr<PartitionedVector<Real> > ROL::ReducedDynamicStationaryControlsObjective< Real >::x_dyn_
private
template<typename Real >
Ptr<PartitionedVector<Real> > ROL::ReducedDynamicStationaryControlsObjective< Real >::v_dyn_
private
template<typename Real >
Ptr<PartitionedVector<Real> > ROL::ReducedDynamicStationaryControlsObjective< Real >::g_dyn_
private

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