ROL
|
#include <ROL_FletcherBase.hpp>
Public Member Functions | |
FletcherBase (const ROL::Ptr< Objective< Real > > &obj, const ROL::Ptr< Constraint< Real > > &con) | |
const Ptr< Vector< Real > > | getLagrangianGradient (const Vector< Real > &x) |
const Ptr< Vector< Real > > | getConstraintVec (const Vector< Real > &x) |
const Ptr< Vector< Real > > | getMultiplierVec (const Vector< Real > &x) |
const Ptr< Vector< Real > > | getGradient (const Vector< Real > &x) |
Real | getObjectiveValue (const Vector< Real > &x) |
int | getNumberFunctionEvaluations () const |
int | getNumberGradientEvaluations () const |
int | getNumberConstraintEvaluations () const |
void | setDelta (Real delta) |
void | setPenaltyParameter (Real sigma) |
Public Member Functions inherited from ROL::Objective< Real > | |
virtual | ~Objective () |
virtual void | update (const Vector< Real > &x, bool flag=true, int iter=-1) |
Update objective function. More... | |
virtual Real | value (const Vector< Real > &x, Real &tol)=0 |
Compute value. More... | |
virtual void | gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol) |
Compute gradient. More... | |
virtual Real | dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol) |
Compute directional derivative. 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) |
Protected Member Functions | |
void | objValue (const Vector< Real > &x, Real &tol) |
void | objGrad (const Vector< Real > &x, Real &tol) |
void | conValue (const Vector< Real > &x, Real &tol) |
virtual void | computeMultipliers (const Vector< Real > &x, Real tol) |
Protected Member Functions inherited from ROL::Objective< Real > | |
const std::vector< Real > | getParameter (void) const |
Protected Attributes | |
const Ptr< Objective< Real > > | obj_ |
const Ptr< Constraint< Real > > | con_ |
Real | penaltyParameter_ |
Real | quadPenaltyParameter_ |
int | nfval_ |
int | ngval_ |
int | ncval_ |
Real | fPhi_ |
Ptr< Vector< Real > > | gPhi_ |
Ptr< Vector< Real > > | y_ |
Real | fval_ |
Ptr< Vector< Real > > | g_ |
Ptr< Vector< Real > > | c_ |
Ptr< Vector< Real > > | scaledc_ |
Ptr< Vector< Real > > | gL_ |
Real | cnorm_ |
bool | isValueComputed_ |
bool | isGradientComputed_ |
bool | isMultiplierComputed_ |
bool | isObjValueComputed_ |
bool | isObjGradComputed_ |
bool | isConValueComputed_ |
Real | multSolverError_ |
Real | gradSolveError_ |
Real | delta_ |
bool | useInexact_ |
Ptr< Krylov< Real > > | krylov_ |
int | iterKrylov_ |
int | flagKrylov_ |
Ptr< Vector< Real > > | v1_ |
Ptr< Vector< Real > > | v2_ |
Ptr< PartitionedVector< Real > > | vv_ |
Ptr< Vector< Real > > | b1_ |
Ptr< Vector< Real > > | b2_ |
Ptr< PartitionedVector< Real > > | bb_ |
Ptr< Vector< Real > > | w1_ |
Ptr< Vector< Real > > | w2_ |
Ptr< PartitionedVector< Real > > | ww_ |
Definition at line 60 of file ROL_FletcherBase.hpp.
|
inline |
Definition at line 141 of file ROL_FletcherBase.hpp.
|
inlineprotected |
Definition at line 115 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::fval_, ROL::FletcherBase< Real >::isObjValueComputed_, ROL::FletcherBase< Real >::nfval_, and ROL::FletcherBase< Real >::obj_.
Referenced by ROL::FletcherBase< Real >::getObjectiveValue(), ROL::Fletcher< Real >::value(), and ROL::BoundFletcher< Real >::value().
|
inlineprotected |
Definition at line 122 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::g_, ROL::FletcherBase< Real >::isObjGradComputed_, ROL::FletcherBase< Real >::ngval_, and ROL::FletcherBase< Real >::obj_.
Referenced by ROL::Fletcher< Real >::computeMultipliers(), and ROL::BoundFletcher< Real >::computeMultipliers().
|
inlineprotected |
Definition at line 129 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::c_, ROL::FletcherBase< Real >::con_, ROL::FletcherBase< Real >::isConValueComputed_, ROL::FletcherBase< Real >::ncval_, ROL::FletcherBase< Real >::penaltyParameter_, and ROL::FletcherBase< Real >::scaledc_.
Referenced by ROL::Fletcher< Real >::computeMultipliers(), ROL::BoundFletcher< Real >::computeMultipliers(), and ROL::FletcherBase< Real >::getConstraintVec().
|
inlineprotectedvirtual |
Reimplemented in ROL::BoundFletcher< Real >, and ROL::Fletcher< Real >.
Definition at line 138 of file ROL_FletcherBase.hpp.
Referenced by ROL::FletcherBase< Real >::getLagrangianGradient(), and ROL::FletcherBase< Real >::getMultiplierVec().
|
inline |
Definition at line 151 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::computeMultipliers(), ROL::FletcherBase< Real >::gL_, and ROL::FletcherBase< Real >::isMultiplierComputed_.
Referenced by ROL::FletcherStep< Real >::initialize(), and ROL::FletcherStep< Real >::update().
|
inline |
Definition at line 160 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::c_, and ROL::FletcherBase< Real >::conValue().
Referenced by ROL::FletcherStep< Real >::initialize(), and ROL::FletcherStep< Real >::update().
|
inline |
Definition at line 166 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::computeMultipliers(), ROL::FletcherBase< Real >::isMultiplierComputed_, and ROL::FletcherBase< Real >::y_.
Referenced by ROL::FletcherStep< Real >::update().
|
inline |
Definition at line 175 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::gPhi_, ROL::Objective< Real >::gradient(), and ROL::FletcherBase< Real >::isGradientComputed_.
|
inline |
Definition at line 184 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::fval_, and ROL::FletcherBase< Real >::objValue().
Referenced by ROL::FletcherStep< Real >::initialize(), and ROL::FletcherStep< Real >::update().
|
inline |
Definition at line 191 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::nfval_.
Referenced by ROL::FletcherStep< Real >::initialize(), and ROL::FletcherStep< Real >::update().
|
inline |
Definition at line 195 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::ngval_.
Referenced by ROL::FletcherStep< Real >::initialize(), and ROL::FletcherStep< Real >::update().
|
inline |
Definition at line 199 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::ncval_.
Referenced by ROL::FletcherStep< Real >::initialize(), and ROL::FletcherStep< Real >::update().
|
inline |
Definition at line 203 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::delta_, ROL::FletcherBase< Real >::isGradientComputed_, and ROL::FletcherBase< Real >::isValueComputed_.
Referenced by ROL::FletcherStep< Real >::update().
|
inline |
Definition at line 209 of file ROL_FletcherBase.hpp.
References ROL::FletcherBase< Real >::isGradientComputed_, ROL::FletcherBase< Real >::isValueComputed_, and ROL::FletcherBase< Real >::penaltyParameter_.
Referenced by ROL::FletcherStep< Real >::update().
|
protected |
Definition at line 63 of file ROL_FletcherBase.hpp.
Referenced by ROL::Fletcher< Real >::gradient(), ROL::BoundFletcher< Real >::gradient(), ROL::Fletcher< Real >::hessVec(), ROL::BoundFletcher< Real >::hessVec(), ROL::FletcherBase< Real >::objGrad(), ROL::FletcherBase< Real >::objValue(), ROL::Fletcher< Real >::update(), and ROL::BoundFletcher< Real >::update().
|
protected |
Definition at line 64 of file ROL_FletcherBase.hpp.
Referenced by ROL::FletcherBase< Real >::conValue(), ROL::Fletcher< Real >::gradient(), ROL::BoundFletcher< Real >::gradient(), ROL::Fletcher< Real >::hessVec(), ROL::BoundFletcher< Real >::hessVec(), ROL::Fletcher< Real >::solveAugmentedSystem(), ROL::BoundFletcher< Real >::solveAugmentedSystem(), ROL::Fletcher< Real >::update(), and ROL::BoundFletcher< Real >::update().
|
protected |
Definition at line 66 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::FletcherBase< Real >::conValue(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::gradient(), ROL::BoundFletcher< Real >::gradient(), ROL::Fletcher< Real >::hessVec(), ROL::BoundFletcher< Real >::hessVec(), and ROL::FletcherBase< Real >::setPenaltyParameter().
|
protected |
Definition at line 67 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::gradient(), ROL::BoundFletcher< Real >::gradient(), ROL::Fletcher< Real >::hessVec(), ROL::BoundFletcher< Real >::hessVec(), ROL::Fletcher< Real >::value(), and ROL::BoundFletcher< Real >::value().
|
protected |
Definition at line 70 of file ROL_FletcherBase.hpp.
Referenced by ROL::FletcherBase< Real >::getNumberFunctionEvaluations(), and ROL::FletcherBase< Real >::objValue().
|
protected |
Definition at line 71 of file ROL_FletcherBase.hpp.
Referenced by ROL::FletcherBase< Real >::getNumberGradientEvaluations(), and ROL::FletcherBase< Real >::objGrad().
|
protected |
Definition at line 72 of file ROL_FletcherBase.hpp.
Referenced by ROL::FletcherBase< Real >::conValue(), and ROL::FletcherBase< Real >::getNumberConstraintEvaluations().
|
protected |
Definition at line 74 of file ROL_FletcherBase.hpp.
Referenced by ROL::Fletcher< Real >::value(), and ROL::BoundFletcher< Real >::value().
|
protected |
Definition at line 75 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::FletcherBase< Real >::getGradient(), ROL::Fletcher< Real >::gradient(), and ROL::BoundFletcher< Real >::gradient().
|
protected |
Definition at line 77 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::computeMultipliers(), ROL::BoundFletcher< Real >::computeMultipliers(), ROL::Fletcher< Real >::Fletcher(), ROL::FletcherBase< Real >::getMultiplierVec(), ROL::Fletcher< Real >::gradient(), ROL::BoundFletcher< Real >::gradient(), ROL::Fletcher< Real >::hessVec(), ROL::BoundFletcher< Real >::hessVec(), ROL::Fletcher< Real >::value(), and ROL::BoundFletcher< Real >::value().
|
protected |
Definition at line 79 of file ROL_FletcherBase.hpp.
Referenced by ROL::FletcherBase< Real >::getObjectiveValue(), ROL::FletcherBase< Real >::objValue(), ROL::Fletcher< Real >::value(), and ROL::BoundFletcher< Real >::value().
|
protected |
Definition at line 80 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::computeMultipliers(), ROL::BoundFletcher< Real >::computeMultipliers(), ROL::Fletcher< Real >::Fletcher(), and ROL::FletcherBase< Real >::objGrad().
|
protected |
Definition at line 81 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::computeMultipliers(), ROL::BoundFletcher< Real >::computeMultipliers(), ROL::FletcherBase< Real >::conValue(), ROL::Fletcher< Real >::Fletcher(), ROL::FletcherBase< Real >::getConstraintVec(), ROL::Fletcher< Real >::gradient(), ROL::BoundFletcher< Real >::gradient(), ROL::Fletcher< Real >::hessVec(), ROL::BoundFletcher< Real >::hessVec(), ROL::Fletcher< Real >::value(), and ROL::BoundFletcher< Real >::value().
|
protected |
Definition at line 82 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::computeMultipliers(), ROL::BoundFletcher< Real >::computeMultipliers(), ROL::FletcherBase< Real >::conValue(), and ROL::Fletcher< Real >::Fletcher().
|
protected |
Definition at line 83 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::computeMultipliers(), ROL::BoundFletcher< Real >::computeMultipliers(), ROL::Fletcher< Real >::Fletcher(), ROL::FletcherBase< Real >::getLagrangianGradient(), ROL::Fletcher< Real >::gradient(), and ROL::BoundFletcher< Real >::gradient().
|
protected |
Definition at line 85 of file ROL_FletcherBase.hpp.
Referenced by ROL::Fletcher< Real >::computeMultipliers(), ROL::BoundFletcher< Real >::computeMultipliers(), ROL::Fletcher< Real >::value(), and ROL::BoundFletcher< Real >::value().
|
protected |
|
protected |
Definition at line 88 of file ROL_FletcherBase.hpp.
Referenced by ROL::FletcherBase< Real >::getGradient(), ROL::Fletcher< Real >::gradient(), ROL::BoundFletcher< Real >::gradient(), ROL::FletcherBase< Real >::setDelta(), ROL::FletcherBase< Real >::setPenaltyParameter(), ROL::Fletcher< Real >::update(), and ROL::BoundFletcher< Real >::update().
|
protected |
Definition at line 89 of file ROL_FletcherBase.hpp.
Referenced by ROL::Fletcher< Real >::computeMultipliers(), ROL::BoundFletcher< Real >::computeMultipliers(), ROL::FletcherBase< Real >::getLagrangianGradient(), ROL::FletcherBase< Real >::getMultiplierVec(), ROL::Fletcher< Real >::hessVec(), ROL::Fletcher< Real >::update(), and ROL::BoundFletcher< Real >::update().
|
protected |
Definition at line 90 of file ROL_FletcherBase.hpp.
Referenced by ROL::FletcherBase< Real >::objValue(), ROL::Fletcher< Real >::update(), and ROL::BoundFletcher< Real >::update().
|
protected |
Definition at line 91 of file ROL_FletcherBase.hpp.
Referenced by ROL::FletcherBase< Real >::objGrad(), ROL::Fletcher< Real >::update(), and ROL::BoundFletcher< Real >::update().
|
protected |
Definition at line 92 of file ROL_FletcherBase.hpp.
Referenced by ROL::FletcherBase< Real >::conValue(), ROL::Fletcher< Real >::update(), and ROL::BoundFletcher< Real >::update().
|
protected |
Definition at line 94 of file ROL_FletcherBase.hpp.
Referenced by ROL::Fletcher< Real >::computeMultipliers(), ROL::BoundFletcher< Real >::computeMultipliers(), ROL::Fletcher< Real >::gradient(), ROL::BoundFletcher< Real >::gradient(), ROL::BoundFletcher< Real >::update(), ROL::Fletcher< Real >::value(), and ROL::BoundFletcher< Real >::value().
|
protected |
Definition at line 95 of file ROL_FletcherBase.hpp.
Referenced by ROL::Fletcher< Real >::gradient(), ROL::BoundFletcher< Real >::gradient(), and ROL::BoundFletcher< Real >::update().
|
protected |
|
protected |
Definition at line 99 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::hessVec(), ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().
|
protected |
Definition at line 102 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().
|
protected |
Definition at line 103 of file ROL_FletcherBase.hpp.
Referenced by ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().
|
protected |
Definition at line 104 of file ROL_FletcherBase.hpp.
Referenced by ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().
|
protected |
Definition at line 105 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().
|
protected |
Definition at line 106 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().
|
protected |
Definition at line 107 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().
|
protected |
Definition at line 108 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().
|
protected |
Definition at line 109 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::hessVec(), ROL::BoundFletcher< Real >::hessVec(), ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().
|
protected |
Definition at line 110 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().
|
protected |
Definition at line 111 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().
|
protected |
Definition at line 112 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().
|
protected |
Definition at line 113 of file ROL_FletcherBase.hpp.
Referenced by ROL::BoundFletcher< Real >::BoundFletcher(), ROL::Fletcher< Real >::Fletcher(), ROL::Fletcher< Real >::solveAugmentedSystem(), and ROL::BoundFletcher< Real >::solveAugmentedSystem().