ROL::SlacklessObjective< Real > Class Template Reference

This class strips out the slack variables from objective evaluations to create the new objective \( F(x,s) = f(x) \). More...

#include <ROL_SlacklessObjective.hpp>

Inheritance diagram for ROL::SlacklessObjective< Real >:

Public Member Functions
	~SlacklessObjective ()
	SlacklessObjective (const Ptr< Objective< Real >> &obj)
Ptr< Objective< Real > >	getObjective (void) const
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...
Real	dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol) override
	Compute directional derivative. 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...
void	invHessVec (Vector< Real > &ihv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
	Apply inverse Hessian approximation to vector. More...
void	precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
	Apply preconditioner to vector. More...
void	setParameter (const std::vector< Real > &param) override
Public Member Functions inherited from ROL::Objective< Real >
virtual	~Objective ()
	Objective ()
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...

Private Member Functions
Ptr< Vector< Real > >	getOpt (Vector< Real > &xs) const
Ptr< const Vector< Real > >	getOpt (const Vector< Real > &xs) const
void	zeroSlack (Vector< Real > &x) const

Private Attributes
const Ptr< Objective< Real > >	obj_

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::SlacklessObjective< Real >

This class strips out the slack variables from objective evaluations to create the new objective \( F(x,s) = f(x) \).

Definition at line 25 of file ROL_SlacklessObjective.hpp.

Constructor & Destructor Documentation

template<typename Real >

ROL::SlacklessObjective< Real >::~SlacklessObjective ( )

inline

Definition at line 30 of file ROL_SlacklessObjective.hpp.

template<typename Real >

ROL::SlacklessObjective< Real >::SlacklessObjective

(

const Ptr< Objective< Real >> &

obj

)

Definition at line 16 of file ROL_SlacklessObjective_Def.hpp.

Member Function Documentation

template<typename Real >

Ptr< Objective< Real > > ROL::SlacklessObjective< Real >::getObjective

(

void

)

const

Definition at line 19 of file ROL_SlacklessObjective_Def.hpp.

References obj_.

template<typename Real >

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

overridevirtual

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 24 of file ROL_SlacklessObjective_Def.hpp.

References obj_.

template<typename Real >

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

overridevirtual

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 29 of file ROL_SlacklessObjective_Def.hpp.

References obj_.

template<typename Real >

Real ROL::SlacklessObjective< Real >::value ( const Vector< Real > &  x, Real &  tol  )

overridevirtual

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 34 of file ROL_SlacklessObjective_Def.hpp.

References obj_.

template<typename Real >

Real ROL::SlacklessObjective< Real >::dirDeriv ( const Vector< Real > &  x, const Vector< Real > &  d, Real &  tol  )

overridevirtual

Compute directional derivative.

This function returns the directional derivative of the objective function in the \(d\) direction.

Parameters

[in]	x	is the current iterate.
[in]	d	is the direction.
[in]	tol	is a tolerance for inexact objective function computation.

Reimplemented from ROL::Objective< Real >.

Definition at line 39 of file ROL_SlacklessObjective_Def.hpp.

References obj_.

template<typename Real >

void ROL::SlacklessObjective< Real >::gradient ( Vector< Real > &  g, const Vector< Real > &  x, Real &  tol  )

overridevirtual

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 44 of file ROL_SlacklessObjective_Def.hpp.

References obj_.

template<typename Real >

void ROL::SlacklessObjective< Real >::hessVec ( Vector< Real > &  hv, const Vector< Real > &  v, const Vector< Real > &  x, Real &  tol  )

overridevirtual

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 50 of file ROL_SlacklessObjective_Def.hpp.

References obj_.

template<typename Real >

void ROL::SlacklessObjective< Real >::invHessVec ( Vector< Real > &  hv, const Vector< Real > &  v, const Vector< Real > &  x, Real &  tol  )

overridevirtual

Apply inverse Hessian approximation to vector.

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

Parameters

[out]	hv	is the action of the inverse 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 56 of file ROL_SlacklessObjective_Def.hpp.

References ROL::PartitionedVector< Real >::get(), ROL::PartitionedVector< Real >::numVectors(), and obj_.

template<typename Real >

void ROL::SlacklessObjective< Real >::precond ( Vector< Real > &  Pv, const Vector< Real > &  v, const Vector< Real > &  x, Real &  tol  )

overridevirtual

Apply preconditioner to vector.

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

Parameters

[out]	Pv	is the action of the Hessian preconditioner 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 67 of file ROL_SlacklessObjective_Def.hpp.

References ROL::PartitionedVector< Real >::get(), ROL::PartitionedVector< Real >::numVectors(), and obj_.

template<typename Real >

void ROL::SlacklessObjective< Real >::setParameter ( const std::vector< Real > &  param )

overridevirtual

Reimplemented from ROL::Objective< Real >.

Definition at line 78 of file ROL_SlacklessObjective_Def.hpp.

References obj_, and ROL::Objective< Real >::setParameter().

template<typename Real >

Ptr< Vector< Real > > ROL::SlacklessObjective< Real >::getOpt ( Vector< Real > &  xs ) const

private

Definition at line 84 of file ROL_SlacklessObjective_Def.hpp.

template<typename Real >

Ptr< const Vector< Real > > ROL::SlacklessObjective< Real >::getOpt ( const Vector< Real > &  xs ) const

private

Definition at line 89 of file ROL_SlacklessObjective_Def.hpp.

template<typename Real >

void ROL::SlacklessObjective< Real >::zeroSlack ( Vector< Real > &  x ) const

private

Definition at line 94 of file ROL_SlacklessObjective_Def.hpp.

References ROL::PartitionedVector< Real >::get(), and ROL::PartitionedVector< Real >::numVectors().

Member Data Documentation

template<typename Real >

const Ptr<Objective<Real> > ROL::SlacklessObjective< Real >::obj_

private

Definition at line 27 of file ROL_SlacklessObjective.hpp.

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

• ROL_SlacklessObjective.hpp
• ROL_SlacklessObjective_Def.hpp