ROL
Public Member Functions | List of all members
ROL::StdObjective< Real > Class Template Referenceabstract

Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector's. More...

#include <ROL_StdObjective.hpp>

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

Public Member Functions

virtual void update (const std::vector< Real > &x, bool flag=true, int iter=-1)
 
void update (const Vector< Real > &x, bool flag=true, int iter=-1)
 Update objective function. More...
 
virtual Real value (const std::vector< Real > &x, Real &tol)=0
 
Real value (const Vector< Real > &x, Real &tol)
 Compute value. More...
 
virtual void gradient (std::vector< Real > &g, const std::vector< Real > &x, Real &tol)
 
void gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
 Compute gradient. More...
 
virtual Real dirDeriv (const std::vector< Real > &x, const std::vector< Real > &d, Real &tol)
 
Real dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol)
 Compute directional derivative. More...
 
virtual void hessVec (std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
 
void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply Hessian approximation to vector. More...
 
virtual void invHessVec (std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
 
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 (std::vector< Real > &Pv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
 
void precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply preconditioner to vector. More...
 
- Public Member Functions inherited from ROL::Objective< Real >
virtual ~Objective ()
 
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)
 

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::StdObjective< Real >

Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector's.

Definition at line 60 of file ROL_StdObjective.hpp.

Member Function Documentation

template<class Real >
virtual void ROL::StdObjective< Real >::update ( const std::vector< Real > &  x,
bool  flag = true,
int  iter = -1 
)
inlinevirtual

Definition at line 62 of file ROL_StdObjective.hpp.

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

template<class Real >
void ROL::StdObjective< Real >::update ( const Vector< Real > &  x,
bool  flag = true,
int  iter = -1 
)
inlinevirtual

Update objective function.

This function updates the objective function at new iterations.

Parameters
[in]xis the new iterate.
[in]flagis true if the iterate has changed.
[in]iteris the outer algorithm iterations count.

Reimplemented from ROL::Objective< Real >.

Definition at line 65 of file ROL_StdObjective.hpp.

References ROL::StdVector< Real, Element >::getVector(), and ROL::StdObjective< Real >::update().

template<class Real >
virtual Real ROL::StdObjective< Real >::value ( const std::vector< Real > &  x,
Real &  tol 
)
pure virtual
template<class Real >
Real ROL::StdObjective< Real >::value ( const Vector< Real > &  x,
Real &  tol 
)
inlinevirtual

Compute value.

This function returns the objective function value.

Parameters
[in]xis the current iterate.
[in]tolis a tolerance for inexact objective function computation.

Implements ROL::Objective< Real >.

Definition at line 73 of file ROL_StdObjective.hpp.

References ROL::StdVector< Real, Element >::getVector(), and ROL::StdObjective< Real >::value().

template<class Real >
virtual void ROL::StdObjective< Real >::gradient ( std::vector< Real > &  g,
const std::vector< Real > &  x,
Real &  tol 
)
inlinevirtual
template<class Real >
void ROL::StdObjective< Real >::gradient ( Vector< Real > &  g,
const Vector< Real > &  x,
Real &  tol 
)
inlinevirtual

Compute gradient.

This function returns the objective function gradient.

Parameters
[out]gis the gradient.
[in]xis the current iterate.
[in]tolis 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 84 of file ROL_StdObjective.hpp.

References ROL::StdVector< Real, Element >::getVector(), ROL::StdObjective< Real >::gradient(), and ROL::Objective< Real >::gradient().

template<class Real >
virtual Real ROL::StdObjective< Real >::dirDeriv ( const std::vector< Real > &  x,
const std::vector< Real > &  d,
Real &  tol 
)
inlinevirtual

Definition at line 95 of file ROL_StdObjective.hpp.

Referenced by ROL::StdObjective< Real >::dirDeriv().

template<class Real >
Real ROL::StdObjective< Real >::dirDeriv ( const Vector< Real > &  x,
const Vector< Real > &  d,
Real &  tol 
)
inlinevirtual

Compute directional derivative.

This function returns the directional derivative of the objective function in the \(d\) direction.

Parameters
[in]xis the current iterate.
[in]dis the direction.
[in]tolis a tolerance for inexact objective function computation.

Reimplemented from ROL::Objective< Real >.

Definition at line 101 of file ROL_StdObjective.hpp.

References ROL::StdObjective< Real >::dirDeriv(), ROL::Objective< Real >::dirDeriv(), and ROL::StdVector< Real, Element >::getVector().

template<class Real >
virtual void ROL::StdObjective< Real >::hessVec ( std::vector< Real > &  hv,
const std::vector< Real > &  v,
const std::vector< Real > &  x,
Real &  tol 
)
inlinevirtual
template<class Real >
void ROL::StdObjective< 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]hvis the the action of the Hessian on \(v\).
[in]vis the direction vector.
[in]xis the current iterate.
[in]tolis a tolerance for inexact objective function computation.

Reimplemented from ROL::Objective< Real >.

Definition at line 118 of file ROL_StdObjective.hpp.

References ROL::StdVector< Real, Element >::getVector(), ROL::StdObjective< Real >::hessVec(), and ROL::Objective< Real >::hessVec().

template<class Real >
virtual void ROL::StdObjective< Real >::invHessVec ( std::vector< Real > &  hv,
const std::vector< Real > &  v,
const std::vector< Real > &  x,
Real &  tol 
)
inlinevirtual

Reimplemented in ROL::ZOO::Objective_Cubic< Real >.

Definition at line 130 of file ROL_StdObjective.hpp.

Referenced by ROL::StdObjective< Real >::invHessVec().

template<class Real >
void ROL::StdObjective< 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]hvis the action of the inverse Hessian on \(v\).
[in]vis the direction vector.
[in]xis the current iterate.
[in]tolis a tolerance for inexact objective function computation.

Reimplemented from ROL::Objective< Real >.

Definition at line 136 of file ROL_StdObjective.hpp.

References ROL::StdVector< Real, Element >::getVector(), and ROL::StdObjective< Real >::invHessVec().

template<class Real >
virtual void ROL::StdObjective< Real >::precond ( std::vector< Real > &  Pv,
const std::vector< Real > &  v,
const std::vector< Real > &  x,
Real &  tol 
)
inlinevirtual

Definition at line 143 of file ROL_StdObjective.hpp.

Referenced by ROL::StdObjective< Real >::precond().

template<class Real >
void ROL::StdObjective< 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]Pvis the action of the Hessian preconditioner on \(v\).
[in]vis the direction vector.
[in]xis the current iterate.
[in]tolis a tolerance for inexact objective function computation.

Reimplemented from ROL::Objective< Real >.

Definition at line 148 of file ROL_StdObjective.hpp.

References ROL::StdVector< Real, Element >::getVector(), and ROL::StdObjective< Real >::precond().


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