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)
	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 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

Definition at line 46 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.

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

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_.

template<typename Real >

virtual ROL::ReducedDynamicStationaryControlsObjective< Real >::~ReducedDynamicStationaryControlsObjective ( )

inlinevirtual

Definition at line 60 of file ROL_ReducedDynamicStationaryControlsObjective.hpp.

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]	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_.

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]	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_.

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]	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_.

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]	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().

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]	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.