ROL
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W. Hock and K. Schittkowski 51th test function. More...
#include <ROL_HS51.hpp>
Public Member Functions | |
Real | value (const std::vector< Real > &x, Real &tol) |
void | gradient (std::vector< Real > &g, const std::vector< Real > &x, Real &tol) |
void | hessVec (std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol) |
Public Member Functions inherited from ROL::StdObjective< Real > | |
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... | |
Real | value (const Vector< Real > &x, Real &tol) override |
Compute value. More... | |
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... | |
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 > ¶m) |
Additional Inherited Members | |
Protected Member Functions inherited from ROL::Objective< Real > | |
const std::vector< Real > | getParameter (void) const |
W. Hock and K. Schittkowski 51th test function.
Exact solution x* = (1, 1, 1, 1, 1) f(x*) = 0
Definition at line 35 of file ROL_HS51.hpp.
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inlinevirtual |
Implements ROL::StdObjective< Real >.
Definition at line 37 of file ROL_HS51.hpp.
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inlinevirtual |
Reimplemented from ROL::StdObjective< Real >.
Definition at line 43 of file ROL_HS51.hpp.
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inlinevirtual |
Reimplemented from ROL::StdObjective< Real >.
Definition at line 52 of file ROL_HS51.hpp.