Rosenbrock's function. More...

#include <ROL_Rosenbrock.hpp>

Inheritance diagram for ROL::ZOO::Objective_Rosenbrock< Real, XPrim, XDual >:

Public Member Functions
	Objective_Rosenbrock (Real alpha=100.0)

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...

void	invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply inverse Hessian approximation to vector. 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	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 > &param)

Private Types
typedef std::vector< Real >	vector

typedef Vector< Real >	V

typedef vector::size_type	uint

Private Member Functions
template<class VectorType >
ROL::Ptr< const vector >	getVector (const V &x)

template<class VectorType >
ROL::Ptr< vector >	getVector (V &x)

Private Attributes
Real	alpha_

Real	const1_

Real	const2_

Additional Inherited Members
Protected Member Functions inherited from ROL::Objective< Real >
const std::vector< Real >	getParameter (void) const

Detailed Description

template<class Real, class XPrim = StdVector<Real>, class XDual = StdVector<Real>>
class ROL::ZOO::Objective_Rosenbrock< Real, XPrim, XDual >

Rosenbrock's function.

Definition at line 66 of file ROL_Rosenbrock.hpp.

Member Typedef Documentation

template<class Real, class XPrim = StdVector<Real>, class XDual = StdVector<Real>>

typedef std::vector<Real> ROL::ZOO::Objective_Rosenbrock< Real, XPrim, XDual >::vector

private

Definition at line 68 of file ROL_Rosenbrock.hpp.

template<class Real, class XPrim = StdVector<Real>, class XDual = StdVector<Real>>

typedef Vector<Real> ROL::ZOO::Objective_Rosenbrock< Real, XPrim, XDual >::V

private

Definition at line 69 of file ROL_Rosenbrock.hpp.

template<class Real, class XPrim = StdVector<Real>, class XDual = StdVector<Real>>

typedef vector::size_type ROL::ZOO::Objective_Rosenbrock< Real, XPrim, XDual >::uint

private

Definition at line 71 of file ROL_Rosenbrock.hpp.

Constructor & Destructor Documentation

template<class Real, class XPrim = StdVector<Real>, class XDual = StdVector<Real>>

ROL::ZOO::Objective_Rosenbrock< Real, XPrim, XDual >::Objective_Rosenbrock ( Real alpha = 100.0 )

inline

Definition at line 90 of file ROL_Rosenbrock.hpp.

Member Function Documentation

template<class Real, class XPrim = StdVector<Real>, class XDual = StdVector<Real>>

template<class VectorType >

ROL::Ptr<const vector> ROL::ZOO::Objective_Rosenbrock< Real, XPrim, XDual >::getVector ( const V & x )

inlineprivate

Definition at line 80 of file ROL_Rosenbrock.hpp.

Referenced by ROL::ZOO::Objective_Rosenbrock< Real, XPrim, XDual >::getVector().

template<class Real, class XPrim = StdVector<Real>, class XDual = StdVector<Real>>

template<class VectorType >

ROL::Ptr<vector> ROL::ZOO::Objective_Rosenbrock< Real, XPrim, XDual >::getVector ( V & x )

inlineprivate

Definition at line 85 of file ROL_Rosenbrock.hpp.

References ROL::ZOO::Objective_Rosenbrock< Real, XPrim, XDual >::getVector().

template<class Real, class XPrim = StdVector<Real>, class XDual = StdVector<Real>>

Real ROL::ZOO::Objective_Rosenbrock< Real, XPrim, XDual >::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 >.

Definition at line 92 of file ROL_Rosenbrock.hpp.

References ROL::ZOO::Objective_Rosenbrock< Real, XPrim, XDual >::alpha_.

template<class Real, class XPrim = StdVector<Real>, class XDual = StdVector<Real>>

void ROL::ZOO::Objective_Rosenbrock< Real, XPrim, XDual >::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 >.

Definition at line 111 of file ROL_Rosenbrock.hpp.

References ROL::ZOO::Objective_Rosenbrock< Real, XPrim, XDual >::alpha_.

template<class Real, class XPrim = StdVector<Real>, class XDual = StdVector<Real>>

void ROL::ZOO::Objective_Rosenbrock< Real, XPrim, XDual >::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 >.

Definition at line 148 of file ROL_Rosenbrock.hpp.

References ROL::ZOO::Objective_Rosenbrock< Real, XPrim, XDual >::alpha_.

Member Data Documentation

template<class Real, class XPrim = StdVector<Real>, class XDual = StdVector<Real>>

Real ROL::ZOO::Objective_Rosenbrock< Real, XPrim, XDual >::alpha_

private

Definition at line 74 of file ROL_Rosenbrock.hpp.

Referenced by ROL::ZOO::Objective_Rosenbrock< Real, XPrim, XDual >::gradient(), ROL::ZOO::Objective_Rosenbrock< Real, XPrim, XDual >::invHessVec(), and ROL::ZOO::Objective_Rosenbrock< Real, XPrim, XDual >::value().

template<class Real, class XPrim = StdVector<Real>, class XDual = StdVector<Real>>

Real ROL::ZOO::Objective_Rosenbrock< Real, XPrim, XDual >::const1_

private

Definition at line 76 of file ROL_Rosenbrock.hpp.

template<class Real, class XPrim = StdVector<Real>, class XDual = StdVector<Real>>

Real ROL::ZOO::Objective_Rosenbrock< Real, XPrim, XDual >::const2_

private

Definition at line 77 of file ROL_Rosenbrock.hpp.

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

ROL_Rosenbrock.hpp

Public Member Functions

Private Types

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

template<class Real, class XPrim = StdVector<Real>, class XDual = StdVector<Real>> class ROL::ZOO::Objective_Rosenbrock< Real, XPrim, XDual >

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

template<class Real, class XPrim = StdVector<Real>, class XDual = StdVector<Real>>
class ROL::ZOO::Objective_Rosenbrock< Real, XPrim, XDual >