Provides the interface to evaluate interior trust-region model functions from the Coleman-Li bound constrained trust-region algorithm. More...

#include <ROL_ColemanLiModel.hpp>

Inheritance diagram for ROL::ColemanLiModel< Real >:

Public Member Functions
	ColemanLiModel (Objective< Real > &obj, BoundConstraint< Real > &bnd, const Vector< Real > &x, const Vector< Real > &g, const Real stepBackMax=0.9999, const Real stepBackScale=1.0, const bool singleReflect=true, const Ptr< Secant< Real >> &secant=nullPtr, const bool useSecantPrecond=false, const bool useSecantHessVec=false)

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

void	setRadius (const Real del)

Real	value (const Vector< Real > &s, Real &tol)
	Compute value. More...

void	gradient (Vector< Real > &g, const Vector< Real > &s, Real &tol)
	Compute gradient. More...

void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &s, Real &tol)
	Apply Hessian approximation to vector. More...

void	dualTransform (Vector< Real > &tv, const Vector< Real > &v)

void	primalTransform (Vector< Real > &tiv, const Vector< Real > &v)

void	updatePredictedReduction (Real &pred, const Vector< Real > &s)

void	updateActualReduction (Real &ared, const Vector< Real > &s)

Public Member Functions inherited from ROL::TrustRegionModel< Real >
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	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

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)

Private Member Functions
void	applyD (Vector< Real > &Dv, const Vector< Real > &v)

void	applyInverseD (Vector< Real > &Dv, const Vector< Real > &v)

void	applyC (Vector< Real > &Cv, const Vector< Real > &v)

void	constructC (void)

void	constructInverseD (void)

void	initialize (const Vector< Real > &x, const Vector< Real > &g)

void	getScalarBounds (Real &lowerBound, Real &upperBound, const Vector< Real > &p)

Real	minimize1D (Real &tau, const Real lowerBound, const Real upperBound, const Vector< Real > &p)

Real	computeCauchyPoint (void)

void	computeReflectiveStep (Vector< Real > &Rv, const Vector< Real > &v, const Vector< Real > &Dv)

void	computeFullReflectiveStep (Vector< Real > &Rv, const Vector< Real > &v, const Vector< Real > &Dv)

Real	computeAlpha (const Vector< Real > &d)

bool	isStrictlyFeasibleStep (const Vector< Real > &d) const

Private Attributes
Ptr< Vector< Real > >	prim_

Ptr< Vector< Real > >	dual_

Ptr< Vector< Real > >	hv_

Ptr< Vector< Real > >	step_

Ptr< Vector< Real > >	cauchyStep_

Ptr< Vector< Real > >	cauchyScal_

Ptr< Vector< Real > >	reflectStep_

Ptr< Vector< Real > >	reflectScal_

Ptr< Vector< Real > >	Dmat_

Ptr< Vector< Real > >	Cmat_

Ptr< Vector< Real > >	lx_

Ptr< Vector< Real > >	ux_

Real	TRradius_

const Real	stepBackMax_

const Real	stepBackScale_

const bool	singleReflect_

Real	sCs_

Real	pred_

Elementwise::Multiply< Real >	mult_

Elementwise::Divide< Real >	div_

Additional Inherited Members
Protected Member Functions inherited from ROL::TrustRegionModel< Real >
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

Detailed Description

template<class Real>
class ROL::ColemanLiModel< Real >

Provides the interface to evaluate interior trust-region model functions from the Coleman-Li bound constrained trust-region algorithm.

Definition at line 60 of file ROL_ColemanLiModel.hpp.

Constructor & Destructor Documentation

template<class Real >

ROL::ColemanLiModel< Real >::ColemanLiModel	(	Objective< Real > &	obj,
		BoundConstraint< Real > &	bnd,
		const Vector< Real > &	x,
		const Vector< Real > &	g,
		const Real	stepBackMax = `0.9999`,
		const Real	stepBackScale = `1.0`,
		const bool	singleReflect = `true`,
		const Ptr< Secant< Real >> &	secant = `nullPtr`,
		const bool	useSecantPrecond = `false`,
		const bool	useSecantHessVec = `false`
	)

inline

Definition at line 223 of file ROL_ColemanLiModel.hpp.

References ROL::ColemanLiModel< Real >::initialize().

Member Function Documentation

template<class Real >

void ROL::ColemanLiModel< Real >::applyD	(	Vector< Real > &	Dv,
		const Vector< Real > &	v
	)

inlineprivate

Definition at line 79 of file ROL_ColemanLiModel.hpp.

References ROL::Vector< Real >::applyBinary(), ROL::ColemanLiModel< Real >::div_, ROL::ColemanLiModel< Real >::Dmat_, and ROL::Vector< Real >::set().

template<class Real >

void ROL::ColemanLiModel< Real >::applyInverseD	(	Vector< Real > &	Dv,
		const Vector< Real > &	v
	)

inlineprivate

Definition at line 85 of file ROL_ColemanLiModel.hpp.

References ROL::Vector< Real >::applyBinary(), ROL::ColemanLiModel< Real >::Dmat_, ROL::ColemanLiModel< Real >::mult_, and ROL::Vector< Real >::set().

Referenced by ROL::ColemanLiModel< Real >::computeCauchyPoint(), ROL::ColemanLiModel< Real >::dualTransform(), ROL::ColemanLiModel< Real >::gradient(), ROL::ColemanLiModel< Real >::hessVec(), ROL::ColemanLiModel< Real >::minimize1D(), ROL::ColemanLiModel< Real >::primalTransform(), and ROL::ColemanLiModel< Real >::value().

template<class Real >

void ROL::ColemanLiModel< Real >::applyC	(	Vector< Real > &	Cv,
		const Vector< Real > &	v
	)

inlineprivate

Definition at line 91 of file ROL_ColemanLiModel.hpp.

References ROL::Vector< Real >::applyBinary(), ROL::ColemanLiModel< Real >::Cmat_, ROL::ColemanLiModel< Real >::mult_, and ROL::Vector< Real >::set().

Referenced by ROL::ColemanLiModel< Real >::hessVec(), and ROL::ColemanLiModel< Real >::primalTransform().

template<class Real >

void ROL::ColemanLiModel< Real >::constructC ( void )

inlineprivate

Definition at line 96 of file ROL_ColemanLiModel.hpp.

References ROL::apply, ROL::ColemanLiModel< Real >::Cmat_, ROL::TrustRegionModel< Real >::getBoundConstraint(), ROL::TrustRegionModel< Real >::getGradient(), ROL::ColemanLiModel< Real >::mult_, ROL::ColemanLiModel< Real >::prim_, and zero.

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

template<class Real >

void ROL::ColemanLiModel< Real >::constructInverseD ( void )

inlineprivate

Definition at line 132 of file ROL_ColemanLiModel.hpp.

References ROL::ColemanLiModel< Real >::Dmat_, ROL::TrustRegionModel< Real >::getBoundConstraint(), ROL::TrustRegionModel< Real >::getGradient(), ROL::TrustRegionModel< Real >::getIterate(), ROL::ColemanLiModel< Real >::mult_, ROL::ColemanLiModel< Real >::prim_, ROL::ColemanLiModel< Real >::reflectScal_, ROL::ColemanLiModel< Real >::reflectStep_, and zero.

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

template<class Real >

void ROL::ColemanLiModel< Real >::initialize	(	const Vector< Real > &	x,
		const Vector< Real > &	g
	)

inlineprivate

Definition at line 205 of file ROL_ColemanLiModel.hpp.

References ROL::ColemanLiModel< Real >::cauchyScal_, ROL::ColemanLiModel< Real >::cauchyStep_, ROL::Vector< Real >::clone(), ROL::ColemanLiModel< Real >::Cmat_, ROL::ColemanLiModel< Real >::Dmat_, ROL::ColemanLiModel< Real >::dual_, ROL::ColemanLiModel< Real >::hv_, ROL::ColemanLiModel< Real >::lx_, ROL::ColemanLiModel< Real >::prim_, ROL::ColemanLiModel< Real >::reflectScal_, ROL::ColemanLiModel< Real >::reflectStep_, ROL::ColemanLiModel< Real >::step_, and ROL::ColemanLiModel< Real >::ux_.

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

template<class Real >

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

inlinevirtual

Reimplemented from ROL::TrustRegionModel< Real >.

Definition at line 235 of file ROL_ColemanLiModel.hpp.

References ROL::ColemanLiModel< Real >::constructC(), ROL::ColemanLiModel< Real >::constructInverseD(), and ROL::TrustRegionModel< Real >::update().

template<class Real >

void ROL::ColemanLiModel< Real >::setRadius ( const Real del )

inline

Definition at line 243 of file ROL_ColemanLiModel.hpp.

References ROL::ColemanLiModel< Real >::TRradius_.

template<class Real >

Real ROL::ColemanLiModel< 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.

Reimplemented from ROL::TrustRegionModel< Real >.

Definition at line 251 of file ROL_ColemanLiModel.hpp.

References ROL::ColemanLiModel< Real >::applyInverseD(), ROL::Vector< Real >::dual(), ROL::TrustRegionModel< Real >::getGradient(), ROL::ColemanLiModel< Real >::hessVec(), ROL::ColemanLiModel< Real >::hv_, and ROL::ColemanLiModel< Real >::prim_.

Referenced by ROL::ColemanLiModel< Real >::computeCauchyPoint(), and ROL::ColemanLiModel< Real >::primalTransform().

template<class Real >

void ROL::ColemanLiModel< 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::TrustRegionModel< Real >.

Definition at line 263 of file ROL_ColemanLiModel.hpp.

References ROL::ColemanLiModel< Real >::applyInverseD(), ROL::TrustRegionModel< Real >::getGradient(), ROL::ColemanLiModel< Real >::hessVec(), ROL::Vector< Real >::plus(), and ROL::ColemanLiModel< Real >::prim_.

template<class Real >

void ROL::ColemanLiModel< 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.