ROL::TypeBIndicatorObjective< Real > Class Template Reference

Provides the interface to evaluate the indicator function of linear constraints. More...

#include <ROL_TypeBIndicatorObjective.hpp>

Inheritance diagram for ROL::TypeBIndicatorObjective< Real >:

Public Member Functions
	TypeBIndicatorObjective (const Ptr< BoundConstraint< Real >> &bnd)
	TypeBIndicatorObjective (const Vector< Real > &xprim, const Vector< Real > &xdual, const Ptr< BoundConstraint< Real >> &bnd, const Ptr< Constraint< Real >> &con, const Vector< Real > &mul, const Vector< Real > &res, ParameterList &list)
	TypeBIndicatorObjective (const Ptr< PolyhedralProjection< Real >> &proj)
void	initialize (const Vector< Real > &x)
Real	value (const Vector< Real > &x, Real &tol)
	Compute value. More...
void	prox (Vector< Real > &Pv, const Vector< Real > &v, Real t, Real &tol)
Public Member Functions inherited from ROL::Objective< Real >
virtual	~Objective ()
	Objective ()
virtual void	update (const Vector< Real > &x, UpdateType type, int iter=-1)
	Update objective function. More...
virtual void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
	Update objective function. More...
virtual void	gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
	Compute gradient. More...
virtual Real	dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol)
	Compute directional derivative. More...
virtual void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply Hessian approximation to vector. 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 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 Attributes
const Ptr < PolyhedralProjection< Real > >	proj_
const Ptr< Vector< Real > >	res_
bool	isInit_
Real	tol_

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::TypeBIndicatorObjective< Real >

Provides the interface to evaluate the indicator function of linear constraints.

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Definition at line 61 of file ROL_TypeBIndicatorObjective.hpp.

Constructor & Destructor Documentation

template<typename Real >

ROL::TypeBIndicatorObjective< Real >::TypeBIndicatorObjective ( const Ptr< BoundConstraint< Real >> &  bnd )

inline

Definition at line 70 of file ROL_TypeBIndicatorObjective.hpp.

template<typename Real >

ROL::TypeBIndicatorObjective< Real >::TypeBIndicatorObjective ( const Vector< Real > &  xprim, const Vector< Real > &  xdual, const Ptr< BoundConstraint< Real >> &  bnd, const Ptr< Constraint< Real >> &  con, const Vector< Real > &  mul, const Vector< Real > &  res, ParameterList &  list  )

inline

Definition at line 74 of file ROL_TypeBIndicatorObjective.hpp.

template<typename Real >

ROL::TypeBIndicatorObjective< Real >::TypeBIndicatorObjective ( const Ptr< PolyhedralProjection< Real >> &  proj )

inline

Definition at line 84 of file ROL_TypeBIndicatorObjective.hpp.

Member Function Documentation

template<typename Real >

void ROL::TypeBIndicatorObjective< Real >::initialize ( const Vector< Real > &  x )

inline

Definition at line 87 of file ROL_TypeBIndicatorObjective.hpp.

References ROL::Vector< Real >::clone(), ROL::TypeBIndicatorObjective< Real >::isInit_, ROL::TypeBIndicatorObjective< Real >::proj_, ROL::TypeBIndicatorObjective< Real >::res_, and ROL::TypeBIndicatorObjective< Real >::tol_.

Referenced by ROL::TypeBIndicatorObjective< Real >::value().

template<typename Real >

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

inlinevirtual

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 99 of file ROL_TypeBIndicatorObjective.hpp.

References ROL::TypeBIndicatorObjective< Real >::initialize(), ROL::TypeBIndicatorObjective< Real >::proj_, ROL::TypeBIndicatorObjective< Real >::res_, ROL::TypeBIndicatorObjective< Real >::tol_, and zero.

template<typename Real >

void ROL::TypeBIndicatorObjective< Real >::prox ( Vector< Real > &  Pv, const Vector< Real > &  v, Real  t, Real &  tol  )

inlinevirtual

Reimplemented from ROL::Objective< Real >.

Definition at line 111 of file ROL_TypeBIndicatorObjective.hpp.

References ROL::TypeBIndicatorObjective< Real >::proj_, and ROL::Vector< Real >::set().

Member Data Documentation

template<typename Real >

const Ptr<PolyhedralProjection<Real> > ROL::TypeBIndicatorObjective< Real >::proj_

private

Definition at line 63 of file ROL_TypeBIndicatorObjective.hpp.

Referenced by ROL::TypeBIndicatorObjective< Real >::initialize(), ROL::TypeBIndicatorObjective< Real >::prox(), and ROL::TypeBIndicatorObjective< Real >::value().

template<typename Real >

const Ptr<Vector<Real> > ROL::TypeBIndicatorObjective< Real >::res_

private

Definition at line 64 of file ROL_TypeBIndicatorObjective.hpp.

Referenced by ROL::TypeBIndicatorObjective< Real >::initialize(), and ROL::TypeBIndicatorObjective< Real >::value().

template<typename Real >

bool ROL::TypeBIndicatorObjective< Real >::isInit_

private

Definition at line 65 of file ROL_TypeBIndicatorObjective.hpp.

Referenced by ROL::TypeBIndicatorObjective< Real >::initialize().

template<typename Real >

Real ROL::TypeBIndicatorObjective< Real >::tol_

private

Definition at line 66 of file ROL_TypeBIndicatorObjective.hpp.

Referenced by ROL::TypeBIndicatorObjective< Real >::initialize(), and ROL::TypeBIndicatorObjective< Real >::value().

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

• ROL_TypeBIndicatorObjective.hpp