Provides the interface to evaluate composite objective functions. More...

#include <ROL_CompositeObjective.hpp>

Inheritance diagram for ROL::CompositeObjective< Real >:

Public Member Functions
	CompositeObjective (const std::vector< ROL::Ptr< Objective< Real > > > &obj_vec, const ROL::Ptr< StdObjective< Real > > &std_obj)

void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
	Update objective function. More...

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...

void	setParameter (const std::vector< Real > &param)

Public Member Functions inherited from ROL::Objective< Real >
virtual	~Objective ()

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 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...

Private Member Functions
void	initialize (const Vector< Real > &x)

void	computeValue (const Vector< Real > &x, Real &tol)

void	computeGradient (const Vector< Real > &x, Real &tol)

void	computeHessVec (const Vector< Real > &v, const Vector< Real > &x, Real &tol)

Private Attributes
const std::vector< ROL::Ptr < Objective< Real > > >	obj_vec_

const ROL::Ptr< StdObjective < Real > >	std_obj_

ROL::Ptr< std::vector< Real > >	obj_value_

ROL::Ptr< std::vector< Real > >	obj_grad_

ROL::Ptr< std::vector< Real > >	obj_gv_

ROL::Ptr< std::vector< Real > >	obj_hess_

ROL::Ptr< StdVector< Real > >	obj_value_vec_

ROL::Ptr< StdVector< Real > >	obj_grad_vec_

ROL::Ptr< StdVector< Real > >	obj_gv_vec_

ROL::Ptr< StdVector< Real > >	obj_hess_vec_

std::vector< ROL::Ptr< Vector < Real > > >	vec_grad_

std::vector< ROL::Ptr< Vector < Real > > >	vec_hess_

bool	isInitialized_

bool	isValueComputed_

bool	isGradientComputed_

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::CompositeObjective< Real >

Provides the interface to evaluate composite objective functions.

Definition at line 58 of file ROL_CompositeObjective.hpp.

Constructor & Destructor Documentation

template<class Real >

ROL::CompositeObjective< Real >::CompositeObjective	(	const std::vector< ROL::Ptr< Objective< Real > > > &	obj_vec,
		const ROL::Ptr< StdObjective< Real > > &	std_obj
	)

inline

Definition at line 116 of file ROL_CompositeObjective.hpp.

References ROL::CompositeObjective< Real >::obj_grad_, ROL::CompositeObjective< Real >::obj_grad_vec_, ROL::CompositeObjective< Real >::obj_gv_, ROL::CompositeObjective< Real >::obj_gv_vec_, ROL::CompositeObjective< Real >::obj_hess_, ROL::CompositeObjective< Real >::obj_hess_vec_, ROL::CompositeObjective< Real >::obj_value_, ROL::CompositeObjective< Real >::obj_value_vec_, and ROL::CompositeObjective< Real >::obj_vec_.

Member Function Documentation

template<class Real >

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

inlineprivate

Definition at line 69 of file ROL_CompositeObjective.hpp.

References ROL::Vector< Real >::dual(), ROL::CompositeObjective< Real >::isInitialized_, ROL::CompositeObjective< Real >::obj_vec_, ROL::CompositeObjective< Real >::vec_grad_, and ROL::CompositeObjective< Real >::vec_hess_.

Referenced by ROL::CompositeObjective< Real >::computeValue().

template<class Real >

void ROL::CompositeObjective< Real >::computeValue	(	const Vector< Real > &	x,
		Real &	tol
	)

inlineprivate

Definition at line 82 of file ROL_CompositeObjective.hpp.

References ROL::CompositeObjective< Real >::initialize(), ROL::CompositeObjective< Real >::isValueComputed_, and ROL::CompositeObjective< Real >::obj_vec_.

Referenced by ROL::CompositeObjective< Real >::computeGradient(), and ROL::CompositeObjective< Real >::value().

template<class Real >

void ROL::CompositeObjective< Real >::computeGradient	(	const Vector< Real > &	x,
		Real &	tol
	)

inlineprivate

Definition at line 93 of file ROL_CompositeObjective.hpp.

References ROL::CompositeObjective< Real >::computeValue(), ROL::CompositeObjective< Real >::isGradientComputed_, ROL::CompositeObjective< Real >::obj_grad_vec_, ROL::CompositeObjective< Real >::obj_value_vec_, ROL::CompositeObjective< Real >::obj_vec_, ROL::CompositeObjective< Real >::std_obj_, and ROL::CompositeObjective< Real >::vec_grad_.

Referenced by ROL::CompositeObjective< Real >::computeHessVec(), and ROL::CompositeObjective< Real >::gradient().

template<class Real >

void ROL::CompositeObjective< Real >::computeHessVec	(	const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol
	)

inlineprivate

Definition at line 105 of file ROL_CompositeObjective.hpp.

References ROL::CompositeObjective< Real >::computeGradient(), ROL::Vector< Real >::dual(), ROL::CompositeObjective< Real >::obj_gv_vec_, ROL::CompositeObjective< Real >::obj_hess_vec_, ROL::CompositeObjective< Real >::obj_value_vec_, ROL::CompositeObjective< Real >::obj_vec_, ROL::CompositeObjective< Real >::std_obj_, ROL::CompositeObjective< Real >::vec_grad_, and ROL::CompositeObjective< Real >::vec_hess_.

Referenced by ROL::CompositeObjective< Real >::hessVec().

template<class Real >

void ROL::CompositeObjective< Real >::update	(	const Vector< Real > &	x,
		bool	flag = `true`,
		int	iter = `-1`
	)

inlinevirtual

Update objective function.

This function updates the objective function at new iterations.

Parameters

[in]	x	is the new iterate.
[in]	flag	is true if the iterate has changed.
[in]	iter	is the outer algorithm iterations count.

Reimplemented from ROL::Objective< Real >.

Definition at line 130 of file ROL_CompositeObjective.hpp.

References ROL::CompositeObjective< Real >::isGradientComputed_, ROL::CompositeObjective< Real >::isValueComputed_, and ROL::CompositeObjective< Real >::obj_vec_.

template<class Real >

Real ROL::CompositeObjective< 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 139 of file ROL_CompositeObjective.hpp.

References ROL::CompositeObjective< Real >::computeValue(), ROL::CompositeObjective< Real >::obj_value_vec_, and ROL::CompositeObjective< Real >::std_obj_.

template<class Real >

void ROL::CompositeObjective< 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 144 of file ROL_CompositeObjective.hpp.

References ROL::Vector< Real >::axpy(), ROL::CompositeObjective< Real >::computeGradient(), ROL::CompositeObjective< Real >::obj_grad_, ROL::CompositeObjective< Real >::obj_vec_, ROL::CompositeObjective< Real >::vec_grad_, and ROL::Vector< Real >::zero().

template<class Real >

void ROL::CompositeObjective< 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.