#include <ROL_ConicApproximationModel.hpp>

Inheritance diagram for ROL::ConicApproximationModel< Real >:

Public Member Functions
virtual	~ConicApproximationModel ()

	ConicApproximationModel (const Ptr< Obj > &obj, const Ptr< const V > &x, const Ptr< V > &s, const Ptr< const V > &a)

virtual void	update (const V &s, bool flag=true, int iter=-1) override
	Update objective function. More...

virtual Real	value (const V &s, Real &tol) override
	Compute value. More...

virtual void	gradient (V &g, const V &s, Real &tol) override
	Compute gradient. More...

virtual void	hessVec (V &hv, const V &v, const V &s, Real &tol) override
	Apply Hessian approximation to vector. More...

virtual void	invHessVec (V &hv, const V &v, const V &s, Real &tol) override
	Apply inverse Hessian approximation to vector. More...

virtual void	precond (V &Pv, const V &v, const V &s, Real &tol) override
	Apply preconditioner to vector. More...

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 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
using	V = Vector< Real >

using	Obj = Objective< Real >

Private Attributes
Ptr< Obj >	obj_

const Ptr< const V >	x_

const Ptr< const V >	a_

Ptr< V >	g_

Ptr< V >	s_

Ptr< V >	Hs_

Real	f_

Real	gamma_

Real	sHs_

VectorWorkspace< Real >	workspace_

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::ConicApproximationModel< Real >

Definition at line 66 of file ROL_ConicApproximationModel.hpp.

Member Typedef Documentation

template<class Real>

using ROL::ConicApproximationModel< Real >::V = Vector<Real>

private

Definition at line 68 of file ROL_ConicApproximationModel.hpp.

template<class Real>

using ROL::ConicApproximationModel< Real >::Obj = Objective<Real>

private

Definition at line 69 of file ROL_ConicApproximationModel.hpp.

Constructor & Destructor Documentation

template<class Real>

virtual ROL::ConicApproximationModel< Real >::~ConicApproximationModel ( )

inlinevirtual

Definition at line 81 of file ROL_ConicApproximationModel.hpp.

template<class Real>

ROL::ConicApproximationModel< Real >::ConicApproximationModel	(	const Ptr< Obj > &	obj,
		const Ptr< const V > &	x,
		const Ptr< V > &	s,
		const Ptr< const V > &	a
	)

inline

Definition at line 83 of file ROL_ConicApproximationModel.hpp.

References ROL::ConicApproximationModel< Real >::a_, ROL::ConicApproximationModel< Real >::f_, ROL::ConicApproximationModel< Real >::g_, ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::Hs_, ROL::ConicApproximationModel< Real >::obj_, ROL::ConicApproximationModel< Real >::s_, and ROL::ConicApproximationModel< Real >::x_.

Member Function Documentation

template<class Real>

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

inlineoverridevirtual

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 94 of file ROL_ConicApproximationModel.hpp.

References ROL::ConicApproximationModel< Real >::a_, ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::Hs_, ROL::ConicApproximationModel< Real >::obj_, ROL::ConicApproximationModel< Real >::s_, and ROL::ConicApproximationModel< Real >::x_.

template<class Real>

virtual Real ROL::ConicApproximationModel< Real >::value	(	const V &	x,
		Real &	tol
	)

inlineoverridevirtual

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 101 of file ROL_ConicApproximationModel.hpp.

References ROL::ConicApproximationModel< Real >::f_, ROL::ConicApproximationModel< Real >::g_, ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::s_, and ROL::ConicApproximationModel< Real >::sHs_.

template<class Real>

virtual void ROL::ConicApproximationModel< Real >::gradient	(	V &	g,
		const V &	x,
		Real &	tol
	)

inlineoverridevirtual

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 105 of file ROL_ConicApproximationModel.hpp.

References ROL::ConicApproximationModel< Real >::a_, ROL::ConicApproximationModel< Real >::g_, ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::Hs_, ROL::Vector< Real >::plus(), ROL::ConicApproximationModel< Real >::s_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), and ROL::ConicApproximationModel< Real >::workspace_.

template<class Real>

virtual void ROL::ConicApproximationModel< Real >::hessVec	(	V &	hv,
		const V &	v,
		const V &	x,
		Real &	tol
	)

inlineoverridevirtual

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 119 of file ROL_ConicApproximationModel.hpp.

References ROL::ConicApproximationModel< Real >::a_, ROL::Vector< Real >::axpy(), ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::obj_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), ROL::ConicApproximationModel< Real >::workspace_, and ROL::ConicApproximationModel< Real >::x_.

template<class Real>

virtual void ROL::ConicApproximationModel< Real >::invHessVec	(	V &	hv,
		const V &	v,
		const V &	x,
		Real &	tol
	)

inlineoverridevirtual

Apply inverse Hessian approximation to vector.

This function applies the inverse Hessian of the objective function to the vector \(v\).

Parameters

[out]	hv	is the action of the inverse 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 132 of file ROL_ConicApproximationModel.hpp.

References ROL::ConicApproximationModel< Real >::a_, ROL::Vector< Real >::axpy(), ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::obj_, ROL::ConicApproximationModel< Real >::s_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), ROL::ConicApproximationModel< Real >::workspace_, and ROL::ConicApproximationModel< Real >::x_.

template<class Real>

virtual void ROL::ConicApproximationModel< Real >::precond	(	V &	Pv,
		const V &	v,
		const V &	x,
		Real &	tol
	)

inlineoverridevirtual

Apply preconditioner to vector.

This function applies a preconditioner for the Hessian of the objective function to the vector \(v\).

Parameters

[out]	Pv	is the action of the Hessian preconditioner on \(v\).
[in]	v	is the direction vector.
[in]	x	is the current iterate.
[in]	tol	is a tolerance for inexact objective function computation.