ROL::TrustRegionModel< Real > Class Template Reference

Provides the interface to evaluate trust-region model functions. More...

#include <ROL_TrustRegionModel.hpp>

Inheritance diagram for ROL::TrustRegionModel< Real >:

Public Member Functions
virtual	~TrustRegionModel ()
	TrustRegionModel (Objective< Real > &obj, BoundConstraint< Real > &bnd, const Vector< Real > &x, const Vector< Real > &g, const Ptr< Secant< Real >> &secant=nullPtr, const bool useSecantPrecond=false, const bool useSecantHessVec=false)
virtual void	update (Objective< Real > &obj, BoundConstraint< Real > &bnd, const Vector< Real > &x, const Vector< Real > &g, const Ptr< Secant< Real >> &secant=nullPtr)
virtual Real	value (const Vector< Real > &s, Real &tol)
	Compute value. More...
virtual void	gradient (Vector< Real > &g, const Vector< Real > &s, Real &tol)
	Compute gradient. More...
virtual void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &s, Real &tol)
	Apply Hessian approximation to vector. More...
virtual void	invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &s, Real &tol)
	Apply inverse Hessian approximation to vector. More...
virtual void	precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &s, Real &tol)
	Apply preconditioner to vector. More...
virtual const Ptr< const Vector< Real > >	getGradient (void) const
virtual const Ptr< const Vector< Real > >	getIterate (void) const
virtual const Ptr< Objective < Real > >	getObjective (void) const
virtual const Ptr < BoundConstraint< Real > >	getBoundConstraint (void) const
virtual void	dualTransform (Vector< Real > &tv, const Vector< Real > &v)
virtual void	primalTransform (Vector< Real > &tv, const Vector< Real > &v)
virtual void	updatePredictedReduction (Real &pred, const Vector< Real > &s)
virtual void	updateActualReduction (Real &ared, const Vector< Real > &s)
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	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)

Protected Member Functions
void	applyHessian (Vector< Real > &hv, const Vector< Real > &v, Real &tol)
void	applyInvHessian (Vector< Real > &hv, const Vector< Real > &v, Real &tol)
void	applyPrecond (Vector< Real > &Pv, const Vector< Real > &v, Real &tol)
Protected Member Functions inherited from ROL::Objective< Real >
const std::vector< Real >	getParameter (void) const

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

Private Attributes
Ptr< Objective< Real > >	obj_
Ptr< BoundConstraint< Real > >	bnd_
Ptr< const Vector< Real > >	x_
Ptr< const Vector< Real > >	g_
Ptr< Vector< Real > >	dual_
Ptr< Secant< Real > >	secant_
const bool	useSecantPrecond_
const bool	useSecantHessVec_
bool	init_

Detailed Description

template<class Real>
class ROL::TrustRegionModel< Real >

Provides the interface to evaluate trust-region model functions.

ROL::TrustRegionModel provides the interface to implement a number of trust-region models for unconstrained and constrained optimization. The default implementation is the standard quadratic trust region model for unconstrained optimization.

---

Definition at line 67 of file ROL_TrustRegionModel.hpp.

Constructor & Destructor Documentation

template<class Real>

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

inlinevirtual

Definition at line 123 of file ROL_TrustRegionModel.hpp.

template<class Real>

ROL::TrustRegionModel< Real >::TrustRegionModel ( Objective< Real > &  obj, BoundConstraint< Real > &  bnd, const Vector< Real > &  x, const Vector< Real > &  g, const Ptr< Secant< Real >> &  secant = nullPtr, const bool  useSecantPrecond = false, const bool  useSecantHessVec = false  )

inline

Definition at line 125 of file ROL_TrustRegionModel.hpp.

Member Function Documentation

template<class Real>

void ROL::TrustRegionModel< Real >::initialize ( const Vector< Real > &  s )

inlineprivate

Definition at line 80 of file ROL_TrustRegionModel.hpp.

References ROL::Vector< Real >::dual(), ROL::TrustRegionModel< Real >::dual_, and ROL::TrustRegionModel< Real >::init_.

Referenced by ROL::TrustRegionModel< Real >::value().

template<class Real>

void ROL::TrustRegionModel< Real >::applyHessian ( Vector< Real > &  hv, const Vector< Real > &  v, Real &  tol  )

inlineprotected

Definition at line 91 of file ROL_TrustRegionModel.hpp.

References ROL::TrustRegionModel< Real >::obj_, ROL::TrustRegionModel< Real >::secant_, ROL::TrustRegionModel< Real >::useSecantHessVec_, and ROL::TrustRegionModel< Real >::x_.

Referenced by ROL::LinMoreModel< Real >::applyFullHessian(), ROL::TrustRegionModel< Real >::gradient(), ROL::TrustRegionModel< Real >::hessVec(), ROL::KelleySachsModel< Real >::hessVec(), ROL::ColemanLiModel< Real >::hessVec(), and ROL::TrustRegionModel< Real >::value().

template<class Real>

void ROL::TrustRegionModel< Real >::applyInvHessian ( Vector< Real > &  hv, const Vector< Real > &  v, Real &  tol  )

inlineprotected

Definition at line 100 of file ROL_TrustRegionModel.hpp.

References ROL::TrustRegionModel< Real >::obj_, ROL::TrustRegionModel< Real >::secant_, ROL::TrustRegionModel< Real >::useSecantHessVec_, and ROL::TrustRegionModel< Real >::x_.

Referenced by ROL::TrustRegionModel< Real >::invHessVec(), and ROL::KelleySachsModel< Real >::invHessVec().

template<class Real>

void ROL::TrustRegionModel< Real >::applyPrecond ( Vector< Real > &  Pv, const Vector< Real > &  v, Real &  tol  )

inlineprotected

Definition at line 109 of file ROL_TrustRegionModel.hpp.

References ROL::TrustRegionModel< Real >::obj_, ROL::TrustRegionModel< Real >::secant_, ROL::TrustRegionModel< Real >::useSecantPrecond_, and ROL::TrustRegionModel< Real >::x_.

Referenced by ROL::LinMoreModel< Real >::applyFullPrecond(), ROL::TrustRegionModel< Real >::precond(), and ROL::KelleySachsModel< Real >::precond().

template<class Real>

virtual void ROL::TrustRegionModel< Real >::update ( Objective< Real > &  obj, BoundConstraint< Real > &  bnd, const Vector< Real > &  x, const Vector< Real > &  g, const Ptr< Secant< Real >> &  secant = nullPtr  )

inlinevirtual

Reimplemented in ROL::ColemanLiModel< Real >.

Definition at line 138 of file ROL_TrustRegionModel.hpp.

References ROL::TrustRegionModel< Real >::bnd_, ROL::TrustRegionModel< Real >::g_, ROL::TrustRegionModel< Real >::obj_, ROL::TrustRegionModel< Real >::secant_, and ROL::TrustRegionModel< Real >::x_.

Referenced by ROL::ColemanLiModel< Real >::update().

template<class Real>

virtual Real ROL::TrustRegionModel< 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 >.

Reimplemented in ROL::ColemanLiModel< Real >, and ROL::KelleySachsModel< Real >.

Definition at line 151 of file ROL_TrustRegionModel.hpp.

References ROL::TrustRegionModel< Real >::applyHessian(), ROL::Vector< Real >::dual(), ROL::TrustRegionModel< Real >::dual_, ROL::TrustRegionModel< Real >::g_, and ROL::TrustRegionModel< Real >::initialize().

Referenced by ROL::TrustRegion< Real >::update().

template<class Real>

virtual void ROL::TrustRegionModel< 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 >.

Reimplemented in ROL::ColemanLiModel< Real >, and ROL::KelleySachsModel< Real >.

Definition at line 159 of file ROL_TrustRegionModel.hpp.

References ROL::TrustRegionModel< Real >::applyHessian(), ROL::TrustRegionModel< Real >::g_, and ROL::Vector< Real >::plus().

template<class Real>

virtual void ROL::TrustRegionModel< 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.

Reimplemented from ROL::Objective< Real >.

Reimplemented in ROL::ColemanLiModel< Real >, and ROL::KelleySachsModel< Real >.

Definition at line 164 of file ROL_TrustRegionModel.hpp.

References ROL::TrustRegionModel< Real >::applyHessian().

Referenced by ROL::CauchyPoint< Real >::cauchypoint_unc(), ROL::DogLeg< Real >::run(), ROL::DoubleDogLeg< Real >::run(), and ROL::TruncatedCG< Real >::run().

template<class Real>

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

inlinevirtual

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 >.

Reimplemented in ROL::KelleySachsModel< Real >.

Definition at line 168 of file ROL_TrustRegionModel.hpp.

References ROL::TrustRegionModel< Real >::applyInvHessian().

Referenced by ROL::DogLeg< Real >::run(), and ROL::DoubleDogLeg< Real >::run().

template<class Real>

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

inlinevirtual

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.

Reimplemented from ROL::Objective< Real >.

Reimplemented in ROL::KelleySachsModel< Real >.

Definition at line 172 of file ROL_TrustRegionModel.hpp.

References ROL::TrustRegionModel< Real >::applyPrecond().

Referenced by ROL::TruncatedCG< Real >::run().

template<class Real>

virtual const Ptr<const Vector<Real> > ROL::TrustRegionModel< Real >::getGradient ( void  ) const

inlinevirtual

Definition at line 182 of file ROL_TrustRegionModel.hpp.

References ROL::TrustRegionModel< Real >::g_.

Referenced by ROL::CauchyPoint< Real >::cauchypoint_unc(), ROL::ColemanLiModel< Real >::computeCauchyPoint(), ROL::ColemanLiModel< Real >::constructC(), ROL::ColemanLiModel< Real >::constructInverseD(), ROL::ColemanLiModel< Real >::gradient(), ROL::ColemanLiModel< Real >::hessVec(), ROL::ColemanLiModel< Real >::minimize1D(), ROL::KelleySachsModel< Real >::pruneBindingConstraints(), ROL::KelleySachsModel< Real >::pruneNonbindingConstraints(), ROL::DogLeg< Real >::run(), ROL::DoubleDogLeg< Real >::run(), ROL::TruncatedCG< Real >::run(), ROL::LinMore< Real >::run(), ROL::TrustRegion< Real >::update(), and ROL::ColemanLiModel< Real >::value().

template<class Real>

virtual const Ptr<const Vector<Real> > ROL::TrustRegionModel< Real >::getIterate ( void  ) const

inlinevirtual

Definition at line 186 of file ROL_TrustRegionModel.hpp.

References ROL::TrustRegionModel< Real >::x_.

Referenced by ROL::ColemanLiModel< Real >::computeAlpha(), ROL::ColemanLiModel< Real >::computeFullReflectiveStep(), ROL::ColemanLiModel< Real >::computeReflectiveStep(), ROL::ColemanLiModel< Real >::constructInverseD(), ROL::ColemanLiModel< Real >::getScalarBounds(), ROL::ColemanLiModel< Real >::isStrictlyFeasibleStep(), ROL::KelleySachsModel< Real >::primalTransform(), ROL::KelleySachsModel< Real >::pruneBindingConstraints(), ROL::KelleySachsModel< Real >::pruneNonbindingConstraints(), and ROL::LinMore< Real >::run().

template<class Real>

virtual const Ptr<Objective<Real> > ROL::TrustRegionModel< Real >::getObjective ( void  ) const

inlinevirtual

Definition at line 190 of file ROL_TrustRegionModel.hpp.

References ROL::TrustRegionModel< Real >::obj_.

template<class Real>

virtual const Ptr<BoundConstraint<Real> > ROL::TrustRegionModel< Real >::getBoundConstraint ( void  ) const

inlinevirtual

Definition at line 194 of file ROL_TrustRegionModel.hpp.

References ROL::TrustRegionModel< Real >::bnd_.

Referenced by ROL::LinMoreModel< Real >::applyFreeHessian(), ROL::LinMoreModel< Real >::applyFreePrecond(), ROL::ColemanLiModel< Real >::constructC(), ROL::ColemanLiModel< Real >::constructInverseD(), ROL::LinMore< Real >::dbreakpt(), ROL::LinMore< Real >::dgpstep(), ROL::ColemanLiModel< Real >::getScalarBounds(), ROL::KelleySachsModel< Real >::primalTransform(), ROL::KelleySachsModel< Real >::pruneBindingConstraints(), and ROL::KelleySachsModel< Real >::pruneNonbindingConstraints().

template<class Real>

virtual void ROL::TrustRegionModel< Real >::dualTransform ( Vector< Real > &  tv, const Vector< Real > &  v  )

inlinevirtual

Reimplemented in ROL::ColemanLiModel< Real >, and ROL::KelleySachsModel< Real >.

Definition at line 204 of file ROL_TrustRegionModel.hpp.

References ROL::Vector< Real >::set().

Referenced by ROL::CauchyPoint< Real >::cauchypoint_unc(), ROL::DogLeg< Real >::run(), ROL::DoubleDogLeg< Real >::run(), ROL::TruncatedCG< Real >::run(), and ROL::TrustRegion< Real >::update().

template<class Real>

virtual void ROL::TrustRegionModel< Real >::primalTransform ( Vector< Real > &  tv, const Vector< Real > &  v  )

inlinevirtual

Reimplemented in ROL::ColemanLiModel< Real >, and ROL::KelleySachsModel< Real >.

Definition at line 208 of file ROL_TrustRegionModel.hpp.

References ROL::Vector< Real >::set().

Referenced by ROL::CauchyPoint< Real >::cauchypoint_unc(), ROL::DogLeg< Real >::run(), ROL::DoubleDogLeg< Real >::run(), and ROL::TruncatedCG< Real >::run().

template<class Real>

virtual void ROL::TrustRegionModel< Real >::updatePredictedReduction ( Real &  pred, const Vector< Real > &  s  )

inlinevirtual

Reimplemented in ROL::ColemanLiModel< Real >.

Definition at line 212 of file ROL_TrustRegionModel.hpp.

Referenced by ROL::TrustRegion< Real >::update().

template<class Real>

virtual void ROL::TrustRegionModel< Real >::updateActualReduction ( Real &  ared, const Vector< Real > &  s  )

inlinevirtual

Reimplemented in ROL::ColemanLiModel< Real >.

Definition at line 214 of file ROL_TrustRegionModel.hpp.

Referenced by ROL::TrustRegion< Real >::update().

Member Data Documentation

template<class Real>

Ptr<Objective<Real> > ROL::TrustRegionModel< Real >::obj_

private

Definition at line 69 of file ROL_TrustRegionModel.hpp.

Referenced by ROL::TrustRegionModel< Real >::applyHessian(), ROL::TrustRegionModel< Real >::applyInvHessian(), ROL::TrustRegionModel< Real >::applyPrecond(), ROL::TrustRegionModel< Real >::getObjective(), and ROL::TrustRegionModel< Real >::update().

template<class Real>

Ptr<BoundConstraint<Real> > ROL::TrustRegionModel< Real >::bnd_

private

Definition at line 70 of file ROL_TrustRegionModel.hpp.

Referenced by ROL::TrustRegionModel< Real >::getBoundConstraint(), and ROL::TrustRegionModel< Real >::update().

template<class Real>

Ptr<const Vector<Real> > ROL::TrustRegionModel< Real >::x_

private

Definition at line 71 of file ROL_TrustRegionModel.hpp.

Referenced by ROL::TrustRegionModel< Real >::applyHessian(), ROL::TrustRegionModel< Real >::applyInvHessian(), ROL::TrustRegionModel< Real >::applyPrecond(), ROL::TrustRegionModel< Real >::getIterate(), and ROL::TrustRegionModel< Real >::update().

template<class Real>

Ptr<const Vector<Real> > ROL::TrustRegionModel< Real >::g_

private

Definition at line 71 of file ROL_TrustRegionModel.hpp.

Referenced by ROL::TrustRegionModel< Real >::getGradient(), ROL::TrustRegionModel< Real >::gradient(), ROL::TrustRegionModel< Real >::update(), and ROL::TrustRegionModel< Real >::value().

template<class Real>

Ptr<Vector<Real> > ROL::TrustRegionModel< Real >::dual_

private

Definition at line 72 of file ROL_TrustRegionModel.hpp.

Referenced by ROL::TrustRegionModel< Real >::initialize(), and ROL::TrustRegionModel< Real >::value().

template<class Real>

Ptr<Secant<Real> > ROL::TrustRegionModel< Real >::secant_

private

Definition at line 73 of file ROL_TrustRegionModel.hpp.

Referenced by ROL::TrustRegionModel< Real >::applyHessian(), ROL::TrustRegionModel< Real >::applyInvHessian(), ROL::TrustRegionModel< Real >::applyPrecond(), and ROL::TrustRegionModel< Real >::update().

template<class Real>

const bool ROL::TrustRegionModel< Real >::useSecantPrecond_

private

Definition at line 75 of file ROL_TrustRegionModel.hpp.

Referenced by ROL::TrustRegionModel< Real >::applyPrecond().

template<class Real>

const bool ROL::TrustRegionModel< Real >::useSecantHessVec_

private

Definition at line 76 of file ROL_TrustRegionModel.hpp.

Referenced by ROL::TrustRegionModel< Real >::applyHessian(), and ROL::TrustRegionModel< Real >::applyInvHessian().

template<class Real>

bool ROL::TrustRegionModel< Real >::init_

private

Definition at line 78 of file ROL_TrustRegionModel.hpp.

Referenced by ROL::TrustRegionModel< Real >::initialize().

---

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

• ROL_TrustRegionModel.hpp