ROL::StdObjective< Real > Class Template Reference

Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector's. More...

#include <ROL_StdObjective.hpp>

Inheritance diagram for ROL::StdObjective< Real >:

Public Member Functions
virtual void	update (const std::vector< Real > &x, bool flag=true, int iter=-1)
void	update (const Vector< Real > &x, bool flag=true, int iter=-1) override
	Update objective function. More...
virtual void	update (const std::vector< Real > &x, UpdateType type, int iter=-1)
void	update (const Vector< Real > &x, UpdateType type, int iter=-1) override
	Update objective function. More...
virtual Real	value (const std::vector< Real > &x, Real &tol)=0
Real	value (const Vector< Real > &x, Real &tol) override
	Compute value. More...
virtual void	gradient (std::vector< Real > &g, const std::vector< Real > &x, Real &tol)
void	gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol) override
	Compute gradient. More...
virtual Real	dirDeriv (const std::vector< Real > &x, const std::vector< Real > &d, Real &tol)
Real	dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol) override
	Compute directional derivative. More...
virtual void	hessVec (std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
	Apply Hessian approximation to vector. More...
virtual void	invHessVec (std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
void	invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
	Apply inverse Hessian approximation to vector. More...
virtual void	precond (std::vector< Real > &Pv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
void	precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
	Apply preconditioner to vector. More...
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...
virtual void	setParameter (const std::vector< Real > &param)

Private Member Functions
Real	sgn (Real x) const

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::StdObjective< Real >

Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector's.

Definition at line 26 of file ROL_StdObjective.hpp.

Member Function Documentation

template<typename Real >

virtual void ROL::StdObjective< Real >::update ( const std::vector< Real > &  x, bool  flag = true, int  iter = -1  )

inlinevirtual

Definition at line 28 of file ROL_StdObjective.hpp.

template<typename Real >

void ROL::StdObjective< 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 16 of file ROL_StdObjective_Def.hpp.

References ROL::StdVector< Real, Element >::getVector(), and ROL::update().

template<typename Real >

virtual void ROL::StdObjective< Real >::update ( const std::vector< Real > &  x, UpdateType  type, int  iter = -1  )

inlinevirtual

Definition at line 33 of file ROL_StdObjective.hpp.

template<typename Real >

void ROL::StdObjective< 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 22 of file ROL_StdObjective_Def.hpp.

References ROL::StdVector< Real, Element >::getVector(), and ROL::update().

template<typename Real >

virtual Real ROL::StdObjective< Real >::value ( const std::vector< Real > &  x, Real &  tol  )

pure virtual

Implemented in ObjectiveFunctionTest08_scalarize< Real >, ObjectiveFunctionTest07_scalarize< Real >, ROL::ZOO::Objective_CylinderHead< Real >, ObjectiveFunctionTest07_2< Real >, ROL::ZOO::Objective_CantileverBeam< Real >, ROL::ZOO::Objective_HS14< Real >, ROL::ZOO::Objective_HS42< Real >, ROL::RegressionError< Real >, ROL::ZOO::Objective_HS41< Real >, ROL::ZOO::Objective_HS53< Real >, ROL::ZOO::Objective_HS55< Real >, ROL::ZOO::Objective_HS28< Real >, ROL::ZOO::Objective_HS48< Real >, ROL::ZOO::Objective_HS49< Real >, ROL::ZOO::Objective_HS50< Real >, ROL::ZOO::Objective_HS51< Real >, ROL::ZOO::Objective_HS52< Real >, ROL::ZOO::Objective_HS9< Real >, ROL::ZOO::Objective_Cantilever< Real >, ROL::ZOO::Objective_Cubic< Real >, ROL::ZOO::Objective_HS63< Real >, ROL::ZOO::Objective_Quartic< Real >, ROL::ZOO::Objective_HS21< Real >, ObjectiveFunctionTest07_1< Real >, and ObjectiveFunctionTest06< Real >.

template<typename Real >

Real ROL::StdObjective< 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 28 of file ROL_StdObjective_Def.hpp.

References ROL::StdVector< Real, Element >::getVector(), and ROL::value.

template<typename Real >

void ROL::StdObjective< Real >::gradient ( std::vector< Real > &  g, const std::vector< Real > &  x, Real &  tol  )

virtual

Reimplemented in ObjectiveFunctionTest08_scalarize< Real >, ObjectiveFunctionTest07_scalarize< Real >, ROL::RegressionError< Real >, ROL::ZOO::Objective_CylinderHead< Real >, ObjectiveFunctionTest07_2< Real >, ROL::ZOO::Objective_CantileverBeam< Real >, ROL::ZOO::Objective_HS42< Real >, ROL::ZOO::Objective_HS14< Real >, ROL::ZOO::Objective_HS53< Real >, ROL::ZOO::Objective_HS41< Real >, ROL::ZOO::Objective_HS49< Real >, ROL::ZOO::Objective_HS50< Real >, ROL::ZOO::Objective_HS51< Real >, ROL::ZOO::Objective_HS52< Real >, ROL::ZOO::Objective_HS55< Real >, ROL::ZOO::Objective_HS28< Real >, ROL::ZOO::Objective_HS48< Real >, ROL::ZOO::Objective_HS9< Real >, ROL::ZOO::Objective_HS63< Real >, ROL::ZOO::Objective_Quartic< Real >, ROL::ZOO::Objective_Cantilever< Real >, ROL::ZOO::Objective_Cubic< Real >, ROL::ZOO::Objective_HS21< Real >, ObjectiveFunctionTest06< Real >, and ObjectiveFunctionTest07_1< Real >.

Definition at line 34 of file ROL_StdObjective_Def.hpp.

References ROL::update(), and ROL::value.

template<typename Real >

void ROL::StdObjective< 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 53 of file ROL_StdObjective_Def.hpp.

References ROL::StdVector< Real, Element >::getVector().

template<typename Real >

Real ROL::StdObjective< Real >::dirDeriv ( const std::vector< Real > &  x, const std::vector< Real > &  d, Real &  tol  )

virtual

Definition at line 60 of file ROL_StdObjective_Def.hpp.

template<typename Real >

Real ROL::StdObjective< 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 66 of file ROL_StdObjective_Def.hpp.

References ROL::Objective< Real >::dirDeriv(), and ROL::StdVector< Real, Element >::getVector().

template<typename Real >

void ROL::StdObjective< Real >::hessVec ( std::vector< Real > &  hv, const std::vector< Real > &  v, const std::vector< Real > &  x, Real &  tol  )

virtual

Reimplemented in ObjectiveFunctionTest08_scalarize< Real >, ObjectiveFunctionTest07_scalarize< Real >, ROL::RegressionError< Real >, ROL::ZOO::Objective_CantileverBeam< Real >, ObjectiveFunctionTest07_2< Real >, ROL::ZOO::Objective_HS42< Real >, ROL::ZOO::Objective_HS55< Real >, ROL::ZOO::Objective_HS53< Real >, ROL::ZOO::Objective_HS49< Real >, ROL::ZOO::Objective_HS50< Real >, ROL::ZOO::Objective_HS51< Real >, ROL::ZOO::Objective_HS52< Real >, ROL::ZOO::Objective_HS14< Real >, ROL::ZOO::Objective_HS48< Real >, ROL::ZOO::Objective_HS41< Real >, ROL::ZOO::Objective_HS28< Real >, ROL::ZOO::Objective_HS9< Real >, ROL::ZOO::Objective_HS63< Real >, ROL::ZOO::Objective_HS21< Real >, ObjectiveFunctionTest06< Real >, and ObjectiveFunctionTest07_1< Real >.

Definition at line 78 of file ROL_StdObjective_Def.hpp.

template<typename Real >

void ROL::StdObjective< 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 84 of file ROL_StdObjective_Def.hpp.

References ROL::StdVector< Real, Element >::getVector(), and ROL::Objective< Real >::hessVec().

template<typename Real >

void ROL::StdObjective< Real >::invHessVec ( std::vector< Real > &  hv, const std::vector< Real > &  v, const std::vector< Real > &  x, Real &  tol  )

virtual

Reimplemented in ROL::ZOO::Objective_Cubic< Real >.

Definition at line 97 of file ROL_StdObjective_Def.hpp.

template<typename Real >

void ROL::StdObjective< 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 103 of file ROL_StdObjective_Def.hpp.

References ROL::StdVector< Real, Element >::getVector().

template<typename Real >

void ROL::StdObjective< Real >::precond ( std::vector< Real > &  Pv, const std::vector< Real > &  v, const std::vector< Real > &  x, Real &  tol  )

virtual

Definition at line 111 of file ROL_StdObjective_Def.hpp.

template<typename Real >

void ROL::StdObjective< 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 116 of file ROL_StdObjective_Def.hpp.

References ROL::StdVector< Real, Element >::getVector().

template<typename Real >

Real ROL::StdObjective< Real >::sgn ( Real  x ) const

private

Definition at line 124 of file ROL_StdObjective_Def.hpp.

References zero.

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

• ROL_StdObjective.hpp
• ROL_StdObjective_Def.hpp