ROL::ZOO::Objective_HS29< Real > Class Template Reference

#include <ROL_HS29.hpp>

Inheritance diagram for ROL::ZOO::Objective_HS29< Real >:

Public Member Functions
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...
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 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)

Private Types
typedef std::vector< Real >	vector
typedef Vector< Real >	V
typedef StdVector< Real >	SV

Private Member Functions
Ptr< const vector >	getVector (const V &x)
Ptr< vector >	getVector (V &x)

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

Detailed Description

template<class Real>
class ROL::ZOO::Objective_HS29< Real >

Definition at line 27 of file ROL_HS29.hpp.

Member Typedef Documentation

template<class Real >

typedef std::vector<Real> ROL::ZOO::Objective_HS29< Real >::vector

private

Definition at line 29 of file ROL_HS29.hpp.

template<class Real >

typedef Vector<Real> ROL::ZOO::Objective_HS29< Real >::V

private

Definition at line 30 of file ROL_HS29.hpp.

template<class Real >

typedef StdVector<Real> ROL::ZOO::Objective_HS29< Real >::SV

private

Definition at line 31 of file ROL_HS29.hpp.

Member Function Documentation

template<class Real >

Ptr<const vector> ROL::ZOO::Objective_HS29< Real >::getVector ( const V &  x )

inlineprivate

Definition at line 35 of file ROL_HS29.hpp.

Referenced by ROL::ZOO::Objective_HS29< Real >::getVector(), ROL::ZOO::Objective_HS29< Real >::gradient(), ROL::ZOO::Objective_HS29< Real >::hessVec(), and ROL::ZOO::Objective_HS29< Real >::value().

template<class Real >

Ptr<vector> ROL::ZOO::Objective_HS29< Real >::getVector ( V &  x )

inlineprivate

Definition at line 40 of file ROL_HS29.hpp.

References ROL::ZOO::Objective_HS29< Real >::getVector().

template<class Real >

Real ROL::ZOO::Objective_HS29< 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 47 of file ROL_HS29.hpp.

References ROL::ZOO::Objective_HS29< Real >::getVector().

template<class Real >

void ROL::ZOO::Objective_HS29< Real >::gradient ( Vector< Real > &  g, const Vector< Real > &  x, Real &  tol  )

inlinevirtual

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 56 of file ROL_HS29.hpp.

References ROL::ZOO::Objective_HS29< Real >::getVector().

template<class Real >

void ROL::ZOO::Objective_HS29< Real >::hessVec ( Vector< Real > &  hv, const Vector< Real > &  v, const Vector< Real > &  x, Real &  tol  )

inlinevirtual

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 68 of file ROL_HS29.hpp.

References ROL::ZOO::Objective_HS29< Real >::getVector().

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

• ROL_HS29.hpp