ROL::Secant< Real > Class Template Reference

Provides interface for and implements limited-memory secant operators. More...

#include <ROL_Secant.hpp>

Inheritance diagram for ROL::Secant< Real >:

Public Member Functions
virtual	~Secant ()
	Secant (int M=10)
ROL::Ptr< SecantState< Real > > &	get_state ()
const ROL::Ptr< SecantState < Real > > &	get_state () const
virtual void	updateStorage (const Vector< Real > &x, const Vector< Real > &grad, const Vector< Real > &gp, const Vector< Real > &s, const Real snorm, const int iter)
virtual void	applyH (Vector< Real > &Hv, const Vector< Real > &v) const =0
virtual void	applyH0 (Vector< Real > &Hv, const Vector< Real > &v) const
virtual void	applyB (Vector< Real > &Bv, const Vector< Real > &v) const =0
virtual void	applyB0 (Vector< Real > &Bv, const Vector< Real > &v) const
void	test (const Vector< Real > &x, const Vector< Real > &s) const
void	apply (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
	Apply linear operator. More...
void	applyInverse (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
	Apply inverse of linear operator. More...
Public Member Functions inherited from ROL::LinearOperator< Real >
virtual	~LinearOperator ()
virtual void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
	Update linear operator. More...
virtual void	applyAdjoint (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
	Apply adjoint of linear operator. More...
virtual void	applyAdjointInverse (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
	Apply adjoint of the inverse linear operator. More...

Private Attributes
ROL::Ptr< SecantState< Real > >	state_
bool	isInitialized_

Detailed Description

template<class Real>
class ROL::Secant< Real >

Provides interface for and implements limited-memory secant operators.

Definition at line 70 of file ROL_Secant.hpp.

Constructor & Destructor Documentation

template<class Real >

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

inlinevirtual

Definition at line 78 of file ROL_Secant.hpp.

template<class Real >

ROL::Secant< Real >::Secant ( int  M = 10 )

inline

Definition at line 81 of file ROL_Secant.hpp.

References ROL::Secant< Real >::state_.

Member Function Documentation

template<class Real >

ROL::Ptr<SecantState<Real> >& ROL::Secant< Real >::get_state ( )

inline

Definition at line 88 of file ROL_Secant.hpp.

References ROL::Secant< Real >::state_.

Referenced by ROL::BarzilaiBorwein< Real >::applyB(), ROL::lBFGS< Real >::applyB(), ROL::lDFP< Real >::applyB(), ROL::lSR1< Real >::applyB(), ROL::lDFP< Real >::applyB0(), ROL::lDFP< Real >::applyH(), ROL::lBFGS< Real >::applyH(), ROL::BarzilaiBorwein< Real >::applyH(), ROL::lSR1< Real >::applyH(), ROL::lDFP< Real >::applyH0(), and ROL::lSR1< Real >::updateStorage().

template<class Real >

const ROL::Ptr<SecantState<Real> >& ROL::Secant< Real >::get_state ( ) const

inline

Definition at line 89 of file ROL_Secant.hpp.

References ROL::Secant< Real >::state_.

template<class Real >

virtual void ROL::Secant< Real >::updateStorage ( const Vector< Real > &  x, const Vector< Real > &  grad, const Vector< Real > &  gp, const Vector< Real > &  s, const Real  snorm, const int  iter  )

inlinevirtual

Reimplemented in ROL::lSR1< Real >.

Definition at line 92 of file ROL_Secant.hpp.

References ROL::Vector< Real >::clone(), ROL::Vector< Real >::dot(), ROL::Secant< Real >::isInitialized_, and ROL::Secant< Real >::state_.

template<class Real >

virtual void ROL::Secant< Real >::applyH ( Vector< Real > &  Hv, const Vector< Real > &  v  ) const

pure virtual

Implemented in ROL::lSR1< Real >, ROL::BarzilaiBorwein< Real >, ROL::lBFGS< Real >, and ROL::lDFP< Real >.

Referenced by ROL::Secant< Real >::applyInverse(), and ROL::Secant< Real >::test().

template<class Real >

virtual void ROL::Secant< Real >::applyH0 ( Vector< Real > &  Hv, const Vector< Real > &  v  ) const

inlinevirtual

Reimplemented in ROL::lSR1< Real >, and ROL::lDFP< Real >.

Definition at line 128 of file ROL_Secant.hpp.

References ROL::Vector< Real >::dual(), ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), and ROL::Secant< Real >::state_.

Referenced by ROL::lBFGS< Real >::applyH().

template<class Real >

virtual void ROL::Secant< Real >::applyB ( Vector< Real > &  Bv, const Vector< Real > &  v  ) const

pure virtual

Implemented in ROL::lSR1< Real >, ROL::lDFP< Real >, ROL::lBFGS< Real >, and ROL::BarzilaiBorwein< Real >.

Referenced by ROL::Secant< Real >::apply(), and ROL::Secant< Real >::test().

template<class Real >

virtual void ROL::Secant< Real >::applyB0 ( Vector< Real > &  Bv, const Vector< Real > &  v  ) const

inlinevirtual

Reimplemented in ROL::lSR1< Real >, and ROL::lDFP< Real >.

Definition at line 140 of file ROL_Secant.hpp.

References ROL::Vector< Real >::dual(), ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), and ROL::Secant< Real >::state_.

Referenced by ROL::lBFGS< Real >::applyB().

template<class Real >

void ROL::Secant< Real >::test ( const Vector< Real > &  x, const Vector< Real > &  s  ) const

inline

Definition at line 149 of file ROL_Secant.hpp.

References ROL::Secant< Real >::applyB(), ROL::Secant< Real >::applyH(), and ROL::Vector< Real >::clone().

template<class Real >

void ROL::Secant< Real >::apply ( Vector< Real > &  Hv, const Vector< Real > &  v, Real &  tol  ) const

inlinevirtual

Apply linear operator.

This function applies the linear operator to a vector.

Parameters

[out]	Hv	is the output vector.
[in]	v	is the input vector.
[in]	tol	is a tolerance for inexact linear operator application.

Implements ROL::LinearOperator< Real >.

Definition at line 170 of file ROL_Secant.hpp.

References ROL::Secant< Real >::applyB().

template<class Real >

void ROL::Secant< Real >::applyInverse ( Vector< Real > &  Hv, const Vector< Real > &  v, Real &  tol  ) const

inlinevirtual

Apply inverse of linear operator.

This function applies the inverse of linear operator to a vector.

Parameters

[out]	Hv	is the output vector.
[in]	v	is the input vector.
[in]	tol	is a tolerance for inexact linear operator application.

Reimplemented from ROL::LinearOperator< Real >.

Definition at line 174 of file ROL_Secant.hpp.

References ROL::Secant< Real >::applyH().

Member Data Documentation

template<class Real >

ROL::Ptr<SecantState<Real> > ROL::Secant< Real >::state_

private

Definition at line 73 of file ROL_Secant.hpp.

Referenced by ROL::Secant< Real >::applyB0(), ROL::Secant< Real >::applyH0(), ROL::Secant< Real >::get_state(), ROL::Secant< Real >::Secant(), and ROL::Secant< Real >::updateStorage().

template<class Real >

bool ROL::Secant< Real >::isInitialized_

private

Definition at line 74 of file ROL_Secant.hpp.

Referenced by ROL::Secant< Real >::updateStorage().

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The documentation for this class was generated from the following file:

• ROL_Secant.hpp