ROL
|
Defines the linear algebra or vector space interface for simulation-based optimization. More...
#include <ROL_Vector_SimOpt.hpp>
Public Member Functions | |
Vector_SimOpt (const ROL::Ptr< Vector< Real > > &vec1, const ROL::Ptr< Vector< Real > > &vec2) | |
void | plus (const Vector< Real > &x) |
Compute \(y \leftarrow y + x\), where \(y = \mathtt{*this}\). More... | |
void | scale (const Real alpha) |
Compute \(y \leftarrow \alpha y\) where \(y = \mathtt{*this}\). More... | |
void | axpy (const Real alpha, const Vector< Real > &x) |
Compute \(y \leftarrow \alpha x + y\) where \(y = \mathtt{*this}\). More... | |
Real | dot (const Vector< Real > &x) const |
Compute \( \langle y,x \rangle \) where \(y = \mathtt{*this}\). More... | |
Real | norm () const |
Returns \( \| y \| \) where \(y = \mathtt{*this}\). More... | |
ROL::Ptr< Vector< Real > > | clone () const |
Clone to make a new (uninitialized) vector. More... | |
const Vector< Real > & | dual (void) const |
Return dual representation of \(\mathtt{*this}\), for example, the result of applying a Riesz map, or change of basis, or change of memory layout. More... | |
Real | apply (const Vector< Real > &x) const |
Apply \(\mathtt{*this}\) to a dual vector. This is equivalent to the call \(\mathtt{this->dot(x.dual())}\). More... | |
ROL::Ptr< Vector< Real > > | basis (const int i) const |
Return i-th basis vector. More... | |
void | applyUnary (const Elementwise::UnaryFunction< Real > &f) |
void | applyBinary (const Elementwise::BinaryFunction< Real > &f, const Vector< Real > &x) |
Real | reduce (const Elementwise::ReductionOp< Real > &r) const |
void | setScalar (const Real C) |
Set \(y \leftarrow C\) where \(C\in\mathbb{R}\). More... | |
void | randomize (const Real l=0.0, const Real u=1.0) |
Set vector to be uniform random between [l,u]. More... | |
int | dimension () const |
Return dimension of the vector space. More... | |
ROL::Ptr< const Vector< Real > > | get_1 () const |
ROL::Ptr< const Vector< Real > > | get_2 () const |
ROL::Ptr< Vector< Real > > | get_1 () |
ROL::Ptr< Vector< Real > > | get_2 () |
void | set_1 (const Vector< Real > &vec) |
void | set_2 (const Vector< Real > &vec) |
void | print (std::ostream &outStream) const |
Public Member Functions inherited from ROL::Vector< Real > | |
virtual | ~Vector () |
virtual void | zero () |
Set to zero vector. More... | |
virtual void | set (const Vector &x) |
Set \(y \leftarrow x\) where \(y = \mathtt{*this}\). More... | |
virtual std::vector< Real > | checkVector (const Vector< Real > &x, const Vector< Real > &y, const bool printToStream=true, std::ostream &outStream=std::cout) const |
Verify vector-space methods. More... | |
Private Attributes | |
ROL::Ptr< Vector< Real > > | vec1_ |
ROL::Ptr< Vector< Real > > | vec2_ |
ROL::Ptr< Vector< Real > > | dual_vec1_ |
ROL::Ptr< Vector< Real > > | dual_vec2_ |
ROL::Ptr< Vector_SimOpt< Real > > | dual_vec_ |
Defines the linear algebra or vector space interface for simulation-based optimization.
Definition at line 23 of file ROL_Vector_SimOpt.hpp.
|
inline |
Definition at line 32 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::clone(), ROL::Vector_SimOpt< Real >::dual_vec1_, ROL::Vector_SimOpt< Real >::dual_vec2_, ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
|
inlinevirtual |
Compute \(y \leftarrow y + x\), where \(y = \mathtt{*this}\).
[in] | x | is the vector to be added to \(\mathtt{*this}\). |
On return \(\mathtt{*this} = \mathtt{*this} + x\).
Implements ROL::Vector< Real >.
Definition at line 38 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
|
inlinevirtual |
Compute \(y \leftarrow \alpha y\) where \(y = \mathtt{*this}\).
[in] | alpha | is the scaling of \(\mathtt{*this}\). |
On return \(\mathtt{*this} = \alpha (\mathtt{*this}) \).
Implements ROL::Vector< Real >.
Definition at line 45 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
|
inlinevirtual |
Compute \(y \leftarrow \alpha x + y\) where \(y = \mathtt{*this}\).
[in] | alpha | is the scaling of x. |
[in] | x | is a vector. |
On return \(\mathtt{*this} = \mathtt{*this} + \alpha x \). Uses clone, set, scale and plus for the computation. Please overload if a more efficient implementation is needed.
Reimplemented from ROL::Vector< Real >.
Definition at line 50 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
|
inlinevirtual |
Compute \( \langle y,x \rangle \) where \(y = \mathtt{*this}\).
[in] | x | is the vector that forms the dot product with \(\mathtt{*this}\). |
Implements ROL::Vector< Real >.
Definition at line 57 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
|
inlinevirtual |
Returns \( \| y \| \) where \(y = \mathtt{*this}\).
Implements ROL::Vector< Real >.
Definition at line 63 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
Referenced by main().
|
inlinevirtual |
Clone to make a new (uninitialized) vector.
Provides the means of allocating temporary memory in ROL.
Implements ROL::Vector< Real >.
Definition at line 69 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
Referenced by ROL::Vector_SimOpt< Real >::basis(), main(), and ROL::Vector_SimOpt< Real >::Vector_SimOpt().
|
inlinevirtual |
Return dual representation of \(\mathtt{*this}\), for example, the result of applying a Riesz map, or change of basis, or change of memory layout.
By default, returns the current object. Please overload if you need a dual representation.
Reimplemented from ROL::Vector< Real >.
Definition at line 73 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::dual_vec1_, ROL::Vector_SimOpt< Real >::dual_vec2_, ROL::Vector_SimOpt< Real >::dual_vec_, ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
Referenced by ROL::Constraint_SimOpt< Real >::applyPreconditioner().
|
inlinevirtual |
Apply \(\mathtt{*this}\) to a dual vector. This is equivalent to the call \(\mathtt{this->dot(x.dual())}\).
[in] | x | is a vector |
Reimplemented from ROL::Vector< Real >.
Definition at line 80 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
|
inlinevirtual |
Return i-th basis vector.
[in] | i | is the index of the basis function. |
Overloading the basis is only required if the default gradient implementation is used, which computes a finite-difference approximation.
Reimplemented from ROL::Vector< Real >.
Definition at line 86 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::clone(), ROL::Vector_SimOpt< Real >::dimension(), ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
|
inlinevirtual |
Reimplemented from ROL::Vector< Real >.
Definition at line 102 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
Referenced by main().
|
inlinevirtual |
Reimplemented from ROL::Vector< Real >.
Definition at line 109 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
|
inlinevirtual |
Reimplemented from ROL::Vector< Real >.
Definition at line 117 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
|
inlinevirtual |
Set \(y \leftarrow C\) where \(C\in\mathbb{R}\).
[in] | C | is a scalar. |
On return \(\mathtt{*this} = C\). Uses applyUnary methods for the computation. Please overload if a more efficient implementation is needed.
Reimplemented from ROL::Vector< Real >.
Definition at line 125 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
|
inlinevirtual |
Set vector to be uniform random between [l,u].
[in] | l | is a the lower bound. |
[in] | u | is a the upper bound. |
On return the components of \(\mathtt{*this}\) are uniform random numbers on the interval \([l,u]\). The default implementation uses applyUnary methods for the computation. Please overload if a more efficient implementation is needed.
Reimplemented from ROL::Vector< Real >.
Definition at line 130 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
|
inlinevirtual |
Return dimension of the vector space.
Overload if the basis is overloaded.
Reimplemented from ROL::Vector< Real >.
Definition at line 136 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
Referenced by ROL::Vector_SimOpt< Real >::basis().
|
inline |
Definition at line 140 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec1_.
Referenced by ROL::Vector_SimOpt< Real >::apply(), ROL::SimulatedConstraint< Real >::applyAdjointHessian(), ROL::Constraint_SimOpt< Real >::applyAdjointHessian(), ROL::SimulatedConstraint< Real >::applyAdjointJacobian(), ROL::Constraint_SimOpt< Real >::applyAdjointJacobian(), ROL::Vector_SimOpt< Real >::applyBinary(), ROL::BoundConstraint_SimOpt< Real >::applyInverseScalingFunction(), ROL::SimulatedConstraint< Real >::applyJacobian(), ROL::Constraint_SimOpt< Real >::applyJacobian(), ROL::SimulatedConstraint< Real >::applyPreconditioner(), ROL::Constraint_SimOpt< Real >::applyPreconditioner(), ROL::BoundConstraint_SimOpt< Real >::applyScalingFunctionJacobian(), ROL::Vector_SimOpt< Real >::axpy(), ROL::Vector_SimOpt< Real >::dot(), ROL::SimulatedObjective< Real >::gradient(), ROL::SimulatedObjectiveCVaR< Real >::gradient(), ROL::Objective_SimOpt< Real >::gradient(), ROL::SimulatedObjective< Real >::hessVec(), ROL::Objective_SimOpt< Real >::hessVec(), ROL::BoundConstraint_SimOpt< Real >::isFeasible(), ROL::Vector_SimOpt< Real >::plus(), ROL::BoundConstraint_SimOpt< Real >::project(), ROL::BoundConstraint_SimOpt< Real >::projectInterior(), ROL::BoundConstraint_SimOpt< Real >::pruneActive(), ROL::BoundConstraint_SimOpt< Real >::pruneLowerActive(), ROL::BoundConstraint_SimOpt< Real >::pruneUpperActive(), ROL::Objective_SimOpt< Real >::update(), ROL::Constraint_SimOpt< Real >::update(), ROL::SimulatedObjective< Real >::value(), ROL::SimulatedObjectiveCVaR< Real >::value(), ROL::Objective_SimOpt< Real >::value(), and ROL::Constraint_SimOpt< Real >::value().
|
inline |
Definition at line 144 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec2_.
Referenced by ROL::Vector_SimOpt< Real >::apply(), ROL::SimulatedConstraint< Real >::applyAdjointHessian(), ROL::Constraint_SimOpt< Real >::applyAdjointHessian(), ROL::SimulatedConstraint< Real >::applyAdjointJacobian(), ROL::Constraint_SimOpt< Real >::applyAdjointJacobian(), ROL::Vector_SimOpt< Real >::applyBinary(), ROL::BoundConstraint_SimOpt< Real >::applyInverseScalingFunction(), ROL::SimulatedConstraint< Real >::applyJacobian(), ROL::Constraint_SimOpt< Real >::applyJacobian(), ROL::SimulatedConstraint< Real >::applyPreconditioner(), ROL::Constraint_SimOpt< Real >::applyPreconditioner(), ROL::BoundConstraint_SimOpt< Real >::applyScalingFunctionJacobian(), ROL::Vector_SimOpt< Real >::axpy(), ROL::Vector_SimOpt< Real >::dot(), ROL::SimulatedObjective< Real >::gradient(), ROL::SimulatedObjectiveCVaR< Real >::gradient(), ROL::Objective_SimOpt< Real >::gradient(), ROL::SimulatedObjective< Real >::hessVec(), ROL::Objective_SimOpt< Real >::hessVec(), ROL::BoundConstraint_SimOpt< Real >::isFeasible(), ROL::Vector_SimOpt< Real >::plus(), ROL::BoundConstraint_SimOpt< Real >::project(), ROL::BoundConstraint_SimOpt< Real >::projectInterior(), ROL::BoundConstraint_SimOpt< Real >::pruneActive(), ROL::BoundConstraint_SimOpt< Real >::pruneLowerActive(), ROL::BoundConstraint_SimOpt< Real >::pruneUpperActive(), ROL::Objective_SimOpt< Real >::update(), ROL::Constraint_SimOpt< Real >::update(), ROL::SimulatedObjective< Real >::value(), ROL::SimulatedObjectiveCVaR< Real >::value(), ROL::Objective_SimOpt< Real >::value(), and ROL::Constraint_SimOpt< Real >::value().
|
inline |
Definition at line 148 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec1_.
|
inline |
Definition at line 152 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec2_.
|
inline |
Definition at line 156 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec1_.
Referenced by ROL::Constraint_SimOpt< Real >::applyAdjointHessian(), ROL::Constraint_SimOpt< Real >::applyAdjointJacobian(), ROL::Objective_SimOpt< Real >::gradient(), and ROL::Objective_SimOpt< Real >::hessVec().
|
inline |
Definition at line 160 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec2_.
Referenced by ROL::Constraint_SimOpt< Real >::applyAdjointHessian(), ROL::Constraint_SimOpt< Real >::applyAdjointJacobian(), ROL::Objective_SimOpt< Real >::gradient(), and ROL::Objective_SimOpt< Real >::hessVec().
|
inlinevirtual |
Reimplemented from ROL::Vector< Real >.
Definition at line 164 of file ROL_Vector_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.
|
private |
Definition at line 25 of file ROL_Vector_SimOpt.hpp.
Referenced by ROL::Vector_SimOpt< Real >::apply(), ROL::Vector_SimOpt< Real >::applyBinary(), ROL::Vector_SimOpt< Real >::applyUnary(), ROL::Vector_SimOpt< Real >::axpy(), ROL::Vector_SimOpt< Real >::basis(), ROL::Vector_SimOpt< Real >::clone(), ROL::Vector_SimOpt< Real >::dimension(), ROL::Vector_SimOpt< Real >::dot(), ROL::Vector_SimOpt< Real >::dual(), ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::norm(), ROL::Vector_SimOpt< Real >::plus(), ROL::Vector_SimOpt< Real >::print(), ROL::Vector_SimOpt< Real >::randomize(), ROL::Vector_SimOpt< Real >::reduce(), ROL::Vector_SimOpt< Real >::scale(), ROL::Vector_SimOpt< Real >::set_1(), ROL::Vector_SimOpt< Real >::setScalar(), and ROL::Vector_SimOpt< Real >::Vector_SimOpt().
|
private |
Definition at line 26 of file ROL_Vector_SimOpt.hpp.
Referenced by ROL::Vector_SimOpt< Real >::apply(), ROL::Vector_SimOpt< Real >::applyBinary(), ROL::Vector_SimOpt< Real >::applyUnary(), ROL::Vector_SimOpt< Real >::axpy(), ROL::Vector_SimOpt< Real >::basis(), ROL::Vector_SimOpt< Real >::clone(), ROL::Vector_SimOpt< Real >::dimension(), ROL::Vector_SimOpt< Real >::dot(), ROL::Vector_SimOpt< Real >::dual(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::norm(), ROL::Vector_SimOpt< Real >::plus(), ROL::Vector_SimOpt< Real >::print(), ROL::Vector_SimOpt< Real >::randomize(), ROL::Vector_SimOpt< Real >::reduce(), ROL::Vector_SimOpt< Real >::scale(), ROL::Vector_SimOpt< Real >::set_2(), ROL::Vector_SimOpt< Real >::setScalar(), and ROL::Vector_SimOpt< Real >::Vector_SimOpt().
|
mutableprivate |
Definition at line 27 of file ROL_Vector_SimOpt.hpp.
Referenced by ROL::Vector_SimOpt< Real >::dual(), and ROL::Vector_SimOpt< Real >::Vector_SimOpt().
|
mutableprivate |
Definition at line 28 of file ROL_Vector_SimOpt.hpp.
Referenced by ROL::Vector_SimOpt< Real >::dual(), and ROL::Vector_SimOpt< Real >::Vector_SimOpt().
|
mutableprivate |
Definition at line 29 of file ROL_Vector_SimOpt.hpp.
Referenced by ROL::Vector_SimOpt< Real >::dual().