ROL
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Provides the interface to evaluate the weighted/shifted l1 objective function. More...
#include <ROL_l1Objective.hpp>
Classes | |
struct | ProjSymBnd |
Public Member Functions | |
l1Objective (const Ptr< Vector< Real >> &weights) | |
l1Objective (const Ptr< Vector< Real >> &weights, const Ptr< Vector< Real >> &shift) | |
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... | |
Real | dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol) |
Compute directional derivative. 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 | 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 > ¶m) |
Private Attributes | |
const Ptr< Vector< Real > > | weights_ |
const Ptr< Vector< Real > > | shift_ |
Ptr< Vector< Real > > | tmp_ |
ROL::l1Objective::ProjSymBnd | psb_ |
Additional Inherited Members | |
Protected Member Functions inherited from ROL::Objective< Real > | |
const std::vector< Real > | getParameter (void) const |
Provides the interface to evaluate the weighted/shifted l1 objective function.
Definition at line 26 of file ROL_l1Objective.hpp.
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Definition at line 37 of file ROL_l1Objective.hpp.
References ROL::l1Objective< Real >::shift_, and ROL::l1Objective< Real >::tmp_.
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Definition at line 43 of file ROL_l1Objective.hpp.
References ROL::l1Objective< Real >::shift_, and ROL::l1Objective< Real >::tmp_.
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Compute value.
This function returns the objective function value.
[in] | x | is the current iterate. |
[in] | tol | is a tolerance for inexact objective function computation. |
Implements ROL::Objective< Real >.
Definition at line 48 of file ROL_l1Objective.hpp.
References ROL::l1Objective< Real >::shift_, ROL::l1Objective< Real >::tmp_, and ROL::l1Objective< Real >::weights_.
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inlinevirtual |
Compute gradient.
This function returns the objective function gradient.
[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 55 of file ROL_l1Objective.hpp.
References ROL::Vector< Real >::applyBinary(), ROL::Vector< Real >::applyUnary(), ROL::Vector< Real >::axpy(), ROL::Vector< Real >::set(), ROL::l1Objective< Real >::shift_, and ROL::l1Objective< Real >::weights_.
Referenced by ROL::l1Objective< Real >::dirDeriv().
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Compute directional derivative.
This function returns the directional derivative of the objective function in the \(d\) direction.
[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 62 of file ROL_l1Objective.hpp.
References ROL::l1Objective< Real >::gradient(), and ROL::l1Objective< Real >::tmp_.
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Reimplemented from ROL::Objective< Real >.
Definition at line 67 of file ROL_l1Objective.hpp.
References ROL::Vector< Real >::applyBinary(), ROL::Vector< Real >::axpy(), ROL::Vector< Real >::plus(), ROL::l1Objective< Real >::psb_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), ROL::l1Objective< Real >::shift_, and ROL::l1Objective< Real >::weights_.
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Definition at line 28 of file ROL_l1Objective.hpp.
Referenced by ROL::l1Objective< Real >::gradient(), ROL::l1Objective< Real >::prox(), and ROL::l1Objective< Real >::value().
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Definition at line 28 of file ROL_l1Objective.hpp.
Referenced by ROL::l1Objective< Real >::gradient(), ROL::l1Objective< Real >::l1Objective(), ROL::l1Objective< Real >::prox(), and ROL::l1Objective< Real >::value().
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Definition at line 29 of file ROL_l1Objective.hpp.
Referenced by ROL::l1Objective< Real >::dirDeriv(), ROL::l1Objective< Real >::l1Objective(), and ROL::l1Objective< Real >::value().
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Referenced by ROL::l1Objective< Real >::prox().