ROL
|
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>
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 > ¶m) |
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 |
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.
using ROL::ReducedDynamicStationaryControlsObjective< Real >::size_type = typename std::vector<Real>::size_type |
Definition at line 46 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.
|
inline |
Definition at line 48 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.
References ROL::PartitionedVector< Real >::create(), ROL::ReducedDynamicStationaryControlsObjective< Real >::g_dyn_, ROL::ReducedDynamicStationaryControlsObjective< Real >::Nt_, ROL::ReducedDynamicStationaryControlsObjective< Real >::v_dyn_, and ROL::ReducedDynamicStationaryControlsObjective< Real >::x_dyn_.
|
inlinevirtual |
Definition at line 60 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.
|
inlineoverridevirtual |
Update objective function.
This function updates the objective function at new iterations.
[in] | x | is the new iterate. |
[in] | type | is the type of update requested. |
[in] | iter | is the outer algorithm iterations count. |
Reimplemented from ROL::Objective< Real >.
Definition at line 63 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.
References ROL::ReducedDynamicStationaryControlsObjective< Real >::Nt_, ROL::ReducedDynamicStationaryControlsObjective< Real >::red_dyn_obj_, and ROL::ReducedDynamicStationaryControlsObjective< Real >::x_dyn_.
|
inlineoverridevirtual |
Update objective function.
This function updates the objective function at new iterations.
[in] | x | is the new iterate. |
[in] | flag | is true if the iterate has changed. |
[in] | iter | is the outer algorithm iterations count. |
Reimplemented from ROL::Objective< Real >.
Definition at line 71 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.
References ROL::ReducedDynamicStationaryControlsObjective< Real >::Nt_, ROL::ReducedDynamicStationaryControlsObjective< Real >::red_dyn_obj_, and ROL::ReducedDynamicStationaryControlsObjective< Real >::x_dyn_.
|
inlineoverridevirtual |
Compute value.
This function returns the objective function value.
[in] | x | is the current iterate. |
[in] | tol | is a tolerance for inexact objective function computation. |
Implements ROL::Objective< Real >.
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_.
|
inlineoverridevirtual |
Compute gradient.
This function returns the objective function gradient.
[out] | g | is the gradient. |
[in] | x | is the current iterate. |
[in] | tol | is a tolerance for inexact objective function computation. |
The default implementation is a finite-difference approximation based on the function value. This requires the definition of a basis \(\{\phi_i\}\) for the optimization vectors x and the definition of a basis \(\{\psi_j\}\) for the dual optimization vectors (gradient vectors g). The bases must be related through the Riesz map, i.e., \( R \{\phi_i\} = \{\psi_j\}\), and this must be reflected in the implementation of the ROL::Vector::dual() method.
Reimplemented from ROL::Objective< Real >.
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().
|
inlineoverridevirtual |
Apply Hessian approximation to vector.
This function applies the Hessian of the objective function to the vector \(v\).
[out] | hv | is the the action of the Hessian on \(v\). |
[in] | v | is the direction vector. |
[in] | x | is the current iterate. |
[in] | tol | is a tolerance for inexact objective function computation. |
Reimplemented from ROL::Objective< Real >.
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().
|
private |
Definition at line 121 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.
Referenced by ROL::ReducedDynamicStationaryControlsObjective< Real >::gradient(), ROL::ReducedDynamicStationaryControlsObjective< Real >::hessVec(), ROL::ReducedDynamicStationaryControlsObjective< Real >::update(), and ROL::ReducedDynamicStationaryControlsObjective< Real >::value().
|
private |
Definition at line 122 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.
Referenced by ROL::ReducedDynamicStationaryControlsObjective< Real >::gradient(), ROL::ReducedDynamicStationaryControlsObjective< Real >::hessVec(), ROL::ReducedDynamicStationaryControlsObjective< Real >::ReducedDynamicStationaryControlsObjective(), ROL::ReducedDynamicStationaryControlsObjective< Real >::update(), and ROL::ReducedDynamicStationaryControlsObjective< Real >::value().
|
private |
Definition at line 123 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.
Referenced by ROL::ReducedDynamicStationaryControlsObjective< Real >::gradient(), and ROL::ReducedDynamicStationaryControlsObjective< Real >::value().
|
private |
Definition at line 124 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.
Referenced by ROL::ReducedDynamicStationaryControlsObjective< Real >::gradient(), ROL::ReducedDynamicStationaryControlsObjective< Real >::hessVec(), ROL::ReducedDynamicStationaryControlsObjective< Real >::ReducedDynamicStationaryControlsObjective(), ROL::ReducedDynamicStationaryControlsObjective< Real >::update(), and ROL::ReducedDynamicStationaryControlsObjective< Real >::value().
|
private |
|
private |
Definition at line 126 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.
Referenced by ROL::ReducedDynamicStationaryControlsObjective< Real >::gradient(), ROL::ReducedDynamicStationaryControlsObjective< Real >::hessVec(), and ROL::ReducedDynamicStationaryControlsObjective< Real >::ReducedDynamicStationaryControlsObjective().