Least squares function. More...
#include <ROL_LeastSquares.hpp>
Inheritance diagram for ROL::ZOO::Objective_LeastSquares< Real >:
Public Member Functions | |
| Real | value (const Vector< Real > &x, Real &tol) |
| Compute value. More... | |
| void | gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol) |
| Compute gradient. More... | |
| 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 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) |
Private Types | |
| typedef std::vector< Real > ::size_type | uint |
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::ZOO::Objective_LeastSquares< Real >
Least squares function.
Definition at line 65 of file ROL_LeastSquares.hpp.
Member Typedef Documentation
template<class Real >
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private |
Definition at line 66 of file ROL_LeastSquares.hpp.
Member Function Documentation
template<class Real >
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inlinevirtual |
Compute value.
This function returns the objective function value.
- Parameters
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[in] x is the current iterate. [in] tol is a tolerance for inexact objective function computation.
Implements ROL::Objective< Real >.
Definition at line 70 of file ROL_LeastSquares.hpp.
template<class Real >
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inlinevirtual |
Compute gradient.
This function returns the objective function gradient.
- Parameters
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[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 93 of file ROL_LeastSquares.hpp.
The documentation for this class was generated from the following file:
