ROL
Public Member Functions | Private Attributes | List of all members
ROL::Vector_SimOpt< Real > Class Template Reference
Linear Algebra Interface

Defines the linear algebra or vector space interface for simulation-based optimization. More...

#include <ROL_Vector_SimOpt.hpp>

+ Inheritance diagram for ROL::Vector_SimOpt< Real >:

Public Member Functions

 Vector_SimOpt (const ROL::Ptr< Vector< Real > > &vec1, const ROL::Ptr< Vector< Real > > &vec2)
 
void plus (const Vector< Real > &x)
 Compute \(y \leftarrow y + x\), where \(y = \mathtt{*this}\). More...
 
void scale (const Real alpha)
 Compute \(y \leftarrow \alpha y\) where \(y = \mathtt{*this}\). More...
 
void axpy (const Real alpha, const Vector< Real > &x)
 Compute \(y \leftarrow \alpha x + y\) where \(y = \mathtt{*this}\). More...
 
Real dot (const Vector< Real > &x) const
 Compute \( \langle y,x \rangle \) where \(y = \mathtt{*this}\). More...
 
Real norm () const
 Returns \( \| y \| \) where \(y = \mathtt{*this}\). More...
 
ROL::Ptr< Vector< Real > > clone () const
 Clone to make a new (uninitialized) vector. More...
 
const Vector< Real > & dual (void) const
 Return dual representation of \(\mathtt{*this}\), for example, the result of applying a Riesz map, or change of basis, or change of memory layout. More...
 
ROL::Ptr< Vector< Real > > basis (const int i) const
 Return i-th basis vector. More...
 
void applyUnary (const Elementwise::UnaryFunction< Real > &f)
 
void applyBinary (const Elementwise::BinaryFunction< Real > &f, const Vector< Real > &x)
 
Real reduce (const Elementwise::ReductionOp< Real > &r) const
 
void setScalar (const Real C)
 Set \(y \leftarrow C\) where \(C\in\mathbb{R}\). More...
 
void randomize (const Real l=0.0, const Real u=1.0)
 Set vector to be uniform random between [l,u]. More...
 
int dimension () const
 Return dimension of the vector space. More...
 
ROL::Ptr< const Vector< Real > > get_1 () const
 
ROL::Ptr< const Vector< Real > > get_2 () const
 
ROL::Ptr< Vector< Real > > get_1 ()
 
ROL::Ptr< Vector< Real > > get_2 ()
 
void set_1 (const Vector< Real > &vec)
 
void set_2 (const Vector< Real > &vec)
 
void print (std::ostream &outStream) const
 
- Public Member Functions inherited from ROL::Vector< Real >
virtual ~Vector ()
 
virtual void zero ()
 Set to zero vector. More...
 
virtual void set (const Vector &x)
 Set \(y \leftarrow x\) where \(y = \mathtt{*this}\). More...
 
virtual std::vector< Real > checkVector (const Vector< Real > &x, const Vector< Real > &y, const bool printToStream=true, std::ostream &outStream=std::cout) const
 Verify vector-space methods. More...
 

Private Attributes

ROL::Ptr< Vector< Real > > vec1_
 
ROL::Ptr< Vector< Real > > vec2_
 
ROL::Ptr< Vector< Real > > dual_vec1_
 
ROL::Ptr< Vector< Real > > dual_vec2_
 
ROL::Ptr< Vector_SimOpt< Real > > dual_vec_
 

Detailed Description

template<class Real>
class ROL::Vector_SimOpt< Real >

Defines the linear algebra or vector space interface for simulation-based optimization.

Definition at line 57 of file ROL_Vector_SimOpt.hpp.

Constructor & Destructor Documentation

template<class Real>
ROL::Vector_SimOpt< Real >::Vector_SimOpt ( const ROL::Ptr< Vector< Real > > &  vec1,
const ROL::Ptr< Vector< Real > > &  vec2 
)
inline

Definition at line 66 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::clone(), ROL::Vector_SimOpt< Real >::dual_vec1_, ROL::Vector_SimOpt< Real >::dual_vec2_, ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

Member Function Documentation

template<class Real>
void ROL::Vector_SimOpt< Real >::plus ( const Vector< Real > &  x)
inlinevirtual

Compute \(y \leftarrow y + x\), where \(y = \mathtt{*this}\).

Parameters
[in]xis the vector to be added to \(\mathtt{*this}\).

On return \(\mathtt{*this} = \mathtt{*this} + x\).

Implements ROL::Vector< Real >.

Definition at line 72 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

template<class Real>
void ROL::Vector_SimOpt< Real >::scale ( const Real  alpha)
inlinevirtual

Compute \(y \leftarrow \alpha y\) where \(y = \mathtt{*this}\).

Parameters
[in]alphais the scaling of \(\mathtt{*this}\).

On return \(\mathtt{*this} = \alpha (\mathtt{*this}) \).

Implements ROL::Vector< Real >.

Definition at line 79 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

template<class Real>
void ROL::Vector_SimOpt< Real >::axpy ( const Real  alpha,
const Vector< Real > &  x 
)
inlinevirtual

Compute \(y \leftarrow \alpha x + y\) where \(y = \mathtt{*this}\).

Parameters
[in]alphais the scaling of x.
[in]xis a vector.

On return \(\mathtt{*this} = \mathtt{*this} + \alpha x \). Uses clone, set, scale and plus for the computation. Please overload if a more efficient implementation is needed.

Reimplemented from ROL::Vector< Real >.

Definition at line 84 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

template<class Real>
Real ROL::Vector_SimOpt< Real >::dot ( const Vector< Real > &  x) const
inlinevirtual

Compute \( \langle y,x \rangle \) where \(y = \mathtt{*this}\).

Parameters
[in]xis the vector that forms the dot product with \(\mathtt{*this}\).
Returns
The number equal to \(\langle \mathtt{*this}, x \rangle\).

Implements ROL::Vector< Real >.

Definition at line 91 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

template<class Real>
Real ROL::Vector_SimOpt< Real >::norm ( ) const
inlinevirtual

Returns \( \| y \| \) where \(y = \mathtt{*this}\).

Returns
A nonnegative number equal to the norm of \(\mathtt{*this}\).

Implements ROL::Vector< Real >.

Definition at line 97 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

Referenced by main().

template<class Real>
ROL::Ptr<Vector<Real> > ROL::Vector_SimOpt< Real >::clone ( ) const
inlinevirtual

Clone to make a new (uninitialized) vector.

Returns
A reference-counted pointer to the cloned vector.

Provides the means of allocating temporary memory in ROL.

Implements ROL::Vector< Real >.

Definition at line 103 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

Referenced by ROL::Vector_SimOpt< Real >::basis(), main(), and ROL::Vector_SimOpt< Real >::Vector_SimOpt().

template<class Real>
const Vector<Real>& ROL::Vector_SimOpt< Real >::dual ( void  ) const
inlinevirtual

Return dual representation of \(\mathtt{*this}\), for example, the result of applying a Riesz map, or change of basis, or change of memory layout.

Returns
A const reference to dual representation.

By default, returns the current object. Please overload if you need a dual representation.

Reimplemented from ROL::Vector< Real >.

Definition at line 107 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::dual_vec1_, ROL::Vector_SimOpt< Real >::dual_vec2_, ROL::Vector_SimOpt< Real >::dual_vec_, ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

Referenced by ROL::Constraint_SimOpt< Real >::applyPreconditioner().

template<class Real>
ROL::Ptr<Vector<Real> > ROL::Vector_SimOpt< Real >::basis ( const int  i) const
inlinevirtual

Return i-th basis vector.

Parameters
[in]iis the index of the basis function.
Returns
A reference-counted pointer to the basis vector with index i.

Overloading the basis is only required if the default gradient implementation is used, which computes a finite-difference approximation.

Reimplemented from ROL::Vector< Real >.

Definition at line 114 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::clone(), ROL::Vector_SimOpt< Real >::dimension(), ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

template<class Real>
void ROL::Vector_SimOpt< Real >::applyUnary ( const Elementwise::UnaryFunction< Real > &  f)
inlinevirtual

Reimplemented from ROL::Vector< Real >.

Definition at line 130 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

Referenced by main().

template<class Real>
void ROL::Vector_SimOpt< Real >::applyBinary ( const Elementwise::BinaryFunction< Real > &  f,
const Vector< Real > &  x 
)
inlinevirtual

Reimplemented from ROL::Vector< Real >.

Definition at line 137 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

template<class Real>
Real ROL::Vector_SimOpt< Real >::reduce ( const Elementwise::ReductionOp< Real > &  r) const
inlinevirtual

Reimplemented from ROL::Vector< Real >.

Definition at line 145 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

template<class Real>
void ROL::Vector_SimOpt< Real >::setScalar ( const Real  C)
inlinevirtual

Set \(y \leftarrow C\) where \(C\in\mathbb{R}\).

Parameters
[in]Cis a scalar.

On return \(\mathtt{*this} = C\). Uses applyUnary methods for the computation. Please overload if a more efficient implementation is needed.

Reimplemented from ROL::Vector< Real >.

Definition at line 153 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

template<class Real>
void ROL::Vector_SimOpt< Real >::randomize ( const Real  l = 0.0,
const Real  u = 1.0 
)
inlinevirtual

Set vector to be uniform random between [l,u].

Parameters
[in]lis a the lower bound.
[in]uis a the upper bound.

On return the components of \(\mathtt{*this}\) are uniform random numbers on the interval \([l,u]\). The default implementation uses applyUnary methods for the computation. Please overload if a more efficient implementation is needed.

Reimplemented from ROL::Vector< Real >.

Definition at line 158 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

template<class Real>
int ROL::Vector_SimOpt< Real >::dimension ( void  ) const
inlinevirtual

Return dimension of the vector space.

Returns
The dimension of the vector space, i.e., the total number of basis vectors.

Overload if the basis is overloaded.

Reimplemented from ROL::Vector< Real >.

Definition at line 164 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

Referenced by ROL::Vector_SimOpt< Real >::basis().

template<class Real>
ROL::Ptr<const Vector<Real> > ROL::Vector_SimOpt< Real >::get_1 ( ) const
inline

Definition at line 168 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::vec1_.

Referenced by ROL::SimulatedConstraint< Real >::applyAdjointHessian(), ROL::Constraint_SimOpt< Real >::applyAdjointHessian(), ROL::SimulatedConstraint< Real >::applyAdjointJacobian(), ROL::Constraint_SimOpt< Real >::applyAdjointJacobian(), ROL::Vector_SimOpt< Real >::applyBinary(), ROL::SimulatedConstraint< Real >::applyJacobian(), ROL::Constraint_SimOpt< Real >::applyJacobian(), ROL::SimulatedConstraint< Real >::applyPreconditioner(), ROL::Constraint_SimOpt< Real >::applyPreconditioner(), ROL::Vector_SimOpt< Real >::axpy(), ROL::BoundConstraint_SimOpt< Real >::checkMultipliers(), ROL::Vector_SimOpt< Real >::dot(), ROL::SimulatedObjective< Real >::gradient(), ROL::SimulatedObjectiveCVaR< Real >::gradient(), ROL::Objective_SimOpt< Real >::gradient(), ROL::SimulatedObjective< Real >::hessVec(), ROL::Objective_SimOpt< Real >::hessVec(), ROL::BoundConstraint_SimOpt< Real >::isFeasible(), ROL::Vector_SimOpt< Real >::plus(), ROL::BoundConstraint_SimOpt< Real >::project(), ROL::BoundConstraint_SimOpt< Real >::projectInterior(), ROL::BoundConstraint_SimOpt< Real >::pruneActive(), ROL::BoundConstraint_SimOpt< Real >::pruneLowerActive(), ROL::BoundConstraint_SimOpt< Real >::pruneUpperActive(), ROL::Objective_SimOpt< Real >::update(), ROL::BoundConstraint_SimOpt< Real >::update(), ROL::Constraint_SimOpt< Real >::update(), ROL::SimulatedObjective< Real >::value(), ROL::SimulatedObjectiveCVaR< Real >::value(), ROL::Objective_SimOpt< Real >::value(), and ROL::Constraint_SimOpt< Real >::value().

template<class Real>
ROL::Ptr<const Vector<Real> > ROL::Vector_SimOpt< Real >::get_2 ( ) const
inline

Definition at line 172 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::vec2_.

Referenced by ROL::SimulatedConstraint< Real >::applyAdjointHessian(), ROL::Constraint_SimOpt< Real >::applyAdjointHessian(), ROL::SimulatedConstraint< Real >::applyAdjointJacobian(), ROL::Constraint_SimOpt< Real >::applyAdjointJacobian(), ROL::Vector_SimOpt< Real >::applyBinary(), ROL::SimulatedConstraint< Real >::applyJacobian(), ROL::Constraint_SimOpt< Real >::applyJacobian(), ROL::SimulatedConstraint< Real >::applyPreconditioner(), ROL::Constraint_SimOpt< Real >::applyPreconditioner(), ROL::Vector_SimOpt< Real >::axpy(), ROL::BoundConstraint_SimOpt< Real >::checkMultipliers(), ROL::Vector_SimOpt< Real >::dot(), ROL::SimulatedObjective< Real >::gradient(), ROL::SimulatedObjectiveCVaR< Real >::gradient(), ROL::Objective_SimOpt< Real >::gradient(), ROL::SimulatedObjective< Real >::hessVec(), ROL::Objective_SimOpt< Real >::hessVec(), ROL::BoundConstraint_SimOpt< Real >::isFeasible(), ROL::Vector_SimOpt< Real >::plus(), ROL::BoundConstraint_SimOpt< Real >::project(), ROL::BoundConstraint_SimOpt< Real >::projectInterior(), ROL::BoundConstraint_SimOpt< Real >::pruneActive(), ROL::BoundConstraint_SimOpt< Real >::pruneLowerActive(), ROL::BoundConstraint_SimOpt< Real >::pruneUpperActive(), ROL::Objective_SimOpt< Real >::update(), ROL::BoundConstraint_SimOpt< Real >::update(), ROL::Constraint_SimOpt< Real >::update(), ROL::SimulatedObjective< Real >::value(), ROL::SimulatedObjectiveCVaR< Real >::value(), ROL::Objective_SimOpt< Real >::value(), and ROL::Constraint_SimOpt< Real >::value().

template<class Real>
ROL::Ptr<Vector<Real> > ROL::Vector_SimOpt< Real >::get_1 ( )
inline

Definition at line 176 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::vec1_.

template<class Real>
ROL::Ptr<Vector<Real> > ROL::Vector_SimOpt< Real >::get_2 ( )
inline

Definition at line 180 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::vec2_.

template<class Real>
void ROL::Vector_SimOpt< Real >::set_1 ( const Vector< Real > &  vec)
inline

Definition at line 184 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::vec1_.

Referenced by ROL::Constraint_SimOpt< Real >::applyAdjointHessian(), ROL::Constraint_SimOpt< Real >::applyAdjointJacobian(), ROL::Objective_SimOpt< Real >::gradient(), ROL::Objective_SimOpt< Real >::hessVec(), ROL::BoundConstraint_SimOpt< Real >::project(), ROL::BoundConstraint_SimOpt< Real >::projectInterior(), ROL::BoundConstraint_SimOpt< Real >::pruneActive(), ROL::BoundConstraint_SimOpt< Real >::pruneLowerActive(), and ROL::BoundConstraint_SimOpt< Real >::pruneUpperActive().

template<class Real>
void ROL::Vector_SimOpt< Real >::set_2 ( const Vector< Real > &  vec)
inline

Definition at line 188 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::vec2_.

Referenced by ROL::Constraint_SimOpt< Real >::applyAdjointHessian(), ROL::Constraint_SimOpt< Real >::applyAdjointJacobian(), ROL::Objective_SimOpt< Real >::gradient(), ROL::Objective_SimOpt< Real >::hessVec(), ROL::BoundConstraint_SimOpt< Real >::project(), ROL::BoundConstraint_SimOpt< Real >::projectInterior(), ROL::BoundConstraint_SimOpt< Real >::pruneActive(), ROL::BoundConstraint_SimOpt< Real >::pruneLowerActive(), and ROL::BoundConstraint_SimOpt< Real >::pruneUpperActive().

template<class Real>
void ROL::Vector_SimOpt< Real >::print ( std::ostream &  outStream) const
inlinevirtual

Reimplemented from ROL::Vector< Real >.

Definition at line 192 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

Member Data Documentation

template<class Real>
ROL::Ptr<Vector<Real> > ROL::Vector_SimOpt< Real >::vec1_
private

Definition at line 59 of file ROL_Vector_SimOpt.hpp.

Referenced by ROL::Vector_SimOpt< Real >::applyBinary(), ROL::Vector_SimOpt< Real >::applyUnary(), ROL::Vector_SimOpt< Real >::axpy(), ROL::Vector_SimOpt< Real >::basis(), ROL::Vector_SimOpt< Real >::clone(), ROL::Vector_SimOpt< Real >::dimension(), ROL::Vector_SimOpt< Real >::dot(), ROL::Vector_SimOpt< Real >::dual(), ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::norm(), ROL::Vector_SimOpt< Real >::plus(), ROL::Vector_SimOpt< Real >::print(), ROL::Vector_SimOpt< Real >::randomize(), ROL::Vector_SimOpt< Real >::reduce(), ROL::Vector_SimOpt< Real >::scale(), ROL::Vector_SimOpt< Real >::set_1(), ROL::Vector_SimOpt< Real >::setScalar(), and ROL::Vector_SimOpt< Real >::Vector_SimOpt().

template<class Real>
ROL::Ptr<Vector<Real> > ROL::Vector_SimOpt< Real >::vec2_
private

Definition at line 60 of file ROL_Vector_SimOpt.hpp.

Referenced by ROL::Vector_SimOpt< Real >::applyBinary(), ROL::Vector_SimOpt< Real >::applyUnary(), ROL::Vector_SimOpt< Real >::axpy(), ROL::Vector_SimOpt< Real >::basis(), ROL::Vector_SimOpt< Real >::clone(), ROL::Vector_SimOpt< Real >::dimension(), ROL::Vector_SimOpt< Real >::dot(), ROL::Vector_SimOpt< Real >::dual(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::norm(), ROL::Vector_SimOpt< Real >::plus(), ROL::Vector_SimOpt< Real >::print(), ROL::Vector_SimOpt< Real >::randomize(), ROL::Vector_SimOpt< Real >::reduce(), ROL::Vector_SimOpt< Real >::scale(), ROL::Vector_SimOpt< Real >::set_2(), ROL::Vector_SimOpt< Real >::setScalar(), and ROL::Vector_SimOpt< Real >::Vector_SimOpt().

template<class Real>
ROL::Ptr<Vector<Real> > ROL::Vector_SimOpt< Real >::dual_vec1_
mutableprivate

Definition at line 61 of file ROL_Vector_SimOpt.hpp.

Referenced by ROL::Vector_SimOpt< Real >::dual(), and ROL::Vector_SimOpt< Real >::Vector_SimOpt().

template<class Real>
ROL::Ptr<Vector<Real> > ROL::Vector_SimOpt< Real >::dual_vec2_
mutableprivate

Definition at line 62 of file ROL_Vector_SimOpt.hpp.

Referenced by ROL::Vector_SimOpt< Real >::dual(), and ROL::Vector_SimOpt< Real >::Vector_SimOpt().

template<class Real>
ROL::Ptr<Vector_SimOpt<Real> > ROL::Vector_SimOpt< Real >::dual_vec_
mutableprivate

Definition at line 63 of file ROL_Vector_SimOpt.hpp.

Referenced by ROL::Vector_SimOpt< Real >::dual().

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