Evaluates ROL::DynamicObjective over a sequential set of time intervals. More...

#include <ROL_SerialObjective.hpp>

Inheritance diagram for ROL::SerialObjective< Real >:

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

Public Types inherited from ROL::SerialFunction< Real >
using	size_type = typename std::vector< Real >::size_type

Public Member Functions
	SerialObjective (const Ptr< DynamicObjective< Real >> &obj, const Vector< Real > &u_initial, const TimeStampsPtr< Real > timeStampsPtr)

virtual Real	value (const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Compute value. More...

virtual void	gradient_1 (Vector< Real > &g, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Compute gradient with respect to first component. More...

virtual void	gradient_2 (Vector< Real > &g, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Compute gradient with respect to second component. More...

virtual void	hessVec_11 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Apply Hessian approximation to vector. More...

virtual void	hessVec_12 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override

virtual void	hessVec_21 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override

virtual void	hessVec_22 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override

Public Member Functions inherited from ROL::Objective_SimOpt< Real >
virtual void	update (const Vector< Real > &u, const Vector< Real > &z, bool flag=true, int iter=-1)
	Update objective function. u is an iterate, z is an iterate, flag = true if the iterate has changed, iter is the outer algorithm iterations count. More...

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

virtual void	update (const Vector< Real > &u, const Vector< Real > &z, UpdateType type, int iter=-1)

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...

std::vector< std::vector< Real > >	checkGradient_1 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)

std::vector< std::vector< Real > >	checkGradient_1 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)

std::vector< std::vector< Real > >	checkGradient_1 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)

std::vector< std::vector< Real > >	checkGradient_2 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)

std::vector< std::vector< Real > >	checkGradient_2 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)

std::vector< std::vector< Real > >	checkGradient_2 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)

std::vector< std::vector< Real > >	checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)

std::vector< std::vector< Real > >	checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)

std::vector< std::vector< Real > >	checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)

std::vector< std::vector< Real > >	checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)

std::vector< std::vector< Real > >	checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)

std::vector< std::vector< Real > >	checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)

std::vector< std::vector< Real > >	checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)

std::vector< std::vector< Real > >	checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)

std::vector< std::vector< Real > >	checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)

std::vector< std::vector< Real > >	checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)

std::vector< std::vector< Real > >	checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)

std::vector< std::vector< Real > >	checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)

std::vector< std::vector< Real > >	checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)

std::vector< std::vector< Real > >	checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)

std::vector< std::vector< Real > >	checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)

std::vector< std::vector< Real > >	checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)

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)

Public Member Functions inherited from ROL::SerialFunction< Real >
	SerialFunction (const Vector< Real > &u_initial, const TimeStampsPtr< Real > &timeStampsPtr)

size_type	numTimeSteps () const

const Vector< Real > &	getInitialCondition () const

void	setInitialCondition (const Vector< Real > &u_initial)

const Vector< Real > &	getZeroState () const

bool	getSkipInitialCondition () const

void	setSkipInitialCondition (bool skip)

TimeStampsPtr< Real >	getTimeStampsPtr () const

void	setTimeStampsPtr (const TimeStampsPtr< Real > &timeStampsPtr)

TimeStamp< Real > &	getTimeStamp (size_type i)

const TimeStamp< Real > &	getTimeStamp (size_type i) const

void	setTimeStamp (size_type i, const TimeStamp< Real > &timeStamp)

Private Types
using	PV = PartitionedVector< Real >

Private Attributes
Ptr< DynamicObjective< Real > >	obj_

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

Protected Member Functions inherited from ROL::SerialFunction< Real >
const TimeStamp< Real > &	ts (size_type i) const

Ptr< Vector< Real > >	clone (const Vector< Real > &x)

Detailed Description

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

Evaluates ROL::DynamicObjective over a sequential set of time intervals.

\[ f(u,z) = \sum\limits_{k=1}^n f_k(u_{k-1},u_k,z_k) \]

\[ \frac{\partial f}{\partial u_j} = \frac{\partial f_j(u_{j-1},u_j,z_j}{\partial u_j} + \frac{\partial f_{j+1}(u_j,u_{j+1},z_{j+1}}{\partial u_j} \]

Definition at line 37 of file ROL_SerialObjective.hpp.

Member Typedef Documentation

template<typename Real >

using ROL::SerialObjective< Real >::PV = PartitionedVector<Real>

private

Definition at line 40 of file ROL_SerialObjective.hpp.

template<typename Real >

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

Definition at line 48 of file ROL_SerialObjective.hpp.

Constructor & Destructor Documentation

template<typename Real >

ROL::SerialObjective< Real >::SerialObjective	(	const Ptr< DynamicObjective< Real >> &	obj,
		const Vector< Real > &	u_initial,
		const TimeStampsPtr< Real >	timeStampsPtr
	)

inline

Definition at line 54 of file ROL_SerialObjective.hpp.

Member Function Documentation

template<typename Real >

virtual Real ROL::SerialObjective< Real >::value	(	const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineoverridevirtual

Compute value.

Implements ROL::Objective_SimOpt< Real >.

Definition at line 61 of file ROL_SerialObjective.hpp.

References ROL::SerialFunction< Real >::getInitialCondition(), ROL::SerialFunction< Real >::getSkipInitialCondition(), ROL::SerialFunction< Real >::numTimeSteps(), ROL::SerialObjective< Real >::obj_, ROL::partition(), and ROL::SerialFunction< Real >::ts().

template<typename Real >

virtual void ROL::SerialObjective< Real >::gradient_1	(	Vector< Real > &	g,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineoverridevirtual

Compute gradient with respect to first component.

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 78 of file ROL_SerialObjective.hpp.

References ROL::SerialFunction< Real >::clone(), ROL::SerialFunction< Real >::getInitialCondition(), ROL::SerialFunction< Real >::numTimeSteps(), ROL::SerialObjective< Real >::obj_, ROL::partition(), and ROL::SerialFunction< Real >::ts().

template<typename Real >

virtual void ROL::SerialObjective< Real >::gradient_2	(	Vector< Real > &	g,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineoverridevirtual

Compute gradient with respect to second component.

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 108 of file ROL_SerialObjective.hpp.

References ROL::SerialFunction< Real >::getInitialCondition(), ROL::SerialFunction< Real >::getSkipInitialCondition(), ROL::SerialFunction< Real >::numTimeSteps(), ROL::SerialObjective< Real >::obj_, ROL::partition(), and ROL::SerialFunction< Real >::ts().

template<typename Real >

virtual void ROL::SerialObjective< Real >::hessVec_11	(	Vector< Real > &	hv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineoverridevirtual

Apply Hessian approximation to vector.

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 125 of file ROL_SerialObjective.hpp.

References ROL::SerialFunction< Real >::clone(), ROL::SerialFunction< Real >::getInitialCondition(), ROL::SerialFunction< Real >::numTimeSteps(), ROL::SerialObjective< Real >::obj_, ROL::partition(), and ROL::SerialFunction< Real >::ts().

template<typename Real >

virtual void ROL::SerialObjective< Real >::hessVec_12	(	Vector< Real > &	hv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineoverridevirtual

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 155 of file ROL_SerialObjective.hpp.

References ROL::SerialFunction< Real >::clone(), ROL::SerialFunction< Real >::getInitialCondition(), ROL::SerialFunction< Real >::numTimeSteps(), ROL::SerialObjective< Real >::obj_, ROL::partition(), and ROL::SerialFunction< Real >::ts().

template<typename Real >

virtual void ROL::SerialObjective< Real >::hessVec_21	(	Vector< Real > &	hv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineoverridevirtual

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 186 of file ROL_SerialObjective.hpp.

References ROL::SerialFunction< Real >::clone(), ROL::SerialFunction< Real >::getInitialCondition(), ROL::SerialFunction< Real >::numTimeSteps(), ROL::SerialObjective< Real >::obj_, ROL::partition(), and ROL::SerialFunction< Real >::ts().

template<typename Real >

virtual void ROL::SerialObjective< Real >::hessVec_22	(	Vector< Real > &	hv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)