ROL::InteriorPointObjective< Real > Class Template Reference

#include <ROL_InteriorPointObjective.hpp>

Inheritance diagram for ROL::InteriorPointObjective< Real >:

Classes
class	ModifiedLogarithm
class	ModifiedReciprocal
class	ModifiedDivide
class	Mask

Public Member Functions
	InteriorPointObjective (const Ptr< Objective< Real > > &obj, const Ptr< BoundConstraint< Real > > &bnd, const Vector< Real > &x, const Vector< Real > &g, const bool useLinearDamping, const Real kappaD, const Real mu)
	InteriorPointObjective (const Ptr< Objective< Real > > &obj, const Ptr< BoundConstraint< Real > > &bnd, const Vector< Real > &x, const Vector< Real > &g, ParameterList &parlist)
Real	getObjectiveValue (const Vector< Real > &x, Real &tol)
const Ptr< const Vector< Real > >	getObjectiveGradient (const Vector< Real > &x, Real &tol)
int	getNumberFunctionEvaluations (void) const
int	getNumberGradientEvaluations (void) const
void	updatePenalty (const Real mu)
void	update (const Vector< Real > &x, UpdateType type, int iter=-1)
Real	value (const Vector< Real > &x, Real &tol)
void	gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Public Member Functions inherited from ROL::ROL::Objective< Real >
virtual	~Objective ()
	Objective ()
virtual void	update (const Vector< Real > &x, UpdateType type, int iter=-1)
	Update objective function.
virtual void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
	Update objective function.
virtual Real	value (const Vector< Real > &x, Real &tol)=0
	Compute value.
virtual void	gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
	Compute gradient.
virtual Real	dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol)
	Compute directional derivative.
virtual void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply Hessian approximation to vector.
virtual void	invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply inverse Hessian approximation to vector.
virtual void	precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply preconditioner to vector.
virtual void	prox (Vector< Real > &Pv, const Vector< Real > &v, Real t, Real &tol)
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
virtual void	setParameter (const std::vector< Real > &param)

Private Types
typedef Elementwise::ValueSet< Real >	ValueSet

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

Private Attributes
const Ptr< Objective< Real > >	obj_
const Ptr< BoundConstraint< Real > >	bnd_
const Ptr< const Vector< Real > >	lo_
const Ptr< const Vector< Real > >	up_
Ptr< Vector< Real > >	maskL_
Ptr< Vector< Real > >	maskU_
Ptr< Vector< Real > >	maskL0_
Ptr< Vector< Real > >	maskU0_
Ptr< Vector< Real > >	pwa_
bool	useLinearDamping_
Real	kappaD_
Real	mu_
Ptr< ScalarController< Real, int > >	fval_
Ptr< VectorController< Real, int > >	gradient_
int	nfval_
int	ngrad_

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

Detailed Description

template<class Real>
class ROL::InteriorPointObjective< Real >

Definition at line 64 of file ROL_InteriorPointObjective.hpp.

Member Typedef Documentation

ValueSet

template<class Real>

typedef Elementwise::ValueSet<Real> ROL::InteriorPointObjective< Real >::ValueSet

private

Definition at line 66 of file ROL_InteriorPointObjective.hpp.

Constructor & Destructor Documentation

InteriorPointObjective() [1/2]

template<class Real>

ROL::InteriorPointObjective< Real >::InteriorPointObjective ( const Ptr< Objective< Real > > & obj, const Ptr< BoundConstraint< Real > > & bnd, const Vector< Real > & x, const Vector< Real > & g, const bool useLinearDamping, const Real kappaD, const Real mu )

inline

Definition at line 173 of file ROL_InteriorPointObjective.hpp.

References bnd_, initialize(), kappaD_, lo_, mu_, nfval_, ngrad_, obj_, ROL::ROL::Objective< Real >::Objective(), up_, and useLinearDamping_.

InteriorPointObjective() [2/2]

template<class Real>

ROL::InteriorPointObjective< Real >::InteriorPointObjective ( const Ptr< Objective< Real > > & obj, const Ptr< BoundConstraint< Real > > & bnd, const Vector< Real > & x, const Vector< Real > & g, ParameterList & parlist )

inline

Definition at line 186 of file ROL_InteriorPointObjective.hpp.

References bnd_, initialize(), kappaD_, lo_, mu_, nfval_, ngrad_, obj_, ROL::ROL::Objective< Real >::Objective(), up_, and useLinearDamping_.

Member Function Documentation

initialize()

template<class Real>

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

inlineprivate

Definition at line 142 of file ROL_InteriorPointObjective.hpp.

References ROL::Vector< Real >::clone(), fval_, gradient_, lo_, maskL0_, maskL_, maskU0_, maskU_, pwa_, ROL::ROL_INF(), ROL::ROL_NINF(), up_, useLinearDamping_, and zero.

Referenced by InteriorPointObjective(), and InteriorPointObjective().

getObjectiveValue()

template<class Real>

Real ROL::InteriorPointObjective< Real >::getObjectiveValue ( const Vector< Real > & x, Real & tol )

inline

Definition at line 203 of file ROL_InteriorPointObjective.hpp.

References fval_, nfval_, and obj_.

Referenced by ROL::TypeB::InteriorPointAlgorithm< Real >::updateState(), ROL::TypeG::InteriorPointAlgorithm< Real >::updateState(), and value().

getObjectiveGradient()

template<class Real>

const Ptr< const Vector< Real > > ROL::InteriorPointObjective< Real >::getObjectiveGradient ( const Vector< Real > & x, Real & tol )

inline

Definition at line 214 of file ROL_InteriorPointObjective.hpp.

References ROL::Vector< Real >::dual(), gradient_, ngrad_, and obj_.

Referenced by gradient().

getNumberFunctionEvaluations()

template<class Real>

int ROL::InteriorPointObjective< Real >::getNumberFunctionEvaluations ( void ) const

inline

Definition at line 223 of file ROL_InteriorPointObjective.hpp.

References nfval_.

getNumberGradientEvaluations()

template<class Real>

int ROL::InteriorPointObjective< Real >::getNumberGradientEvaluations ( void ) const

inline

Definition at line 227 of file ROL_InteriorPointObjective.hpp.

References ngrad_.

updatePenalty()

template<class Real>

void ROL::InteriorPointObjective< Real >::updatePenalty ( const Real mu )

inline

Definition at line 231 of file ROL_InteriorPointObjective.hpp.

References mu_.

Referenced by ROL::TypeB::InteriorPointAlgorithm< Real >::run(), and ROL::TypeG::InteriorPointAlgorithm< Real >::run().

update()

template<class Real>

void ROL::InteriorPointObjective< Real >::update ( const Vector< Real > & x, UpdateType type, int iter = -1 )

inline

Definition at line 235 of file ROL_InteriorPointObjective.hpp.

References fval_, gradient_, and obj_.

Referenced by ROL::TypeB::InteriorPointAlgorithm< Real >::updateState(), and ROL::TypeG::InteriorPointAlgorithm< Real >::updateState().

value()

template<class Real>

Real ROL::InteriorPointObjective< Real >::value ( const Vector< Real > & x, Real & tol )

inline

Definition at line 241 of file ROL_InteriorPointObjective.hpp.

References getObjectiveValue(), kappaD_, lo_, maskL0_, maskL_, maskU0_, maskU_, mu_, pwa_, up_, useLinearDamping_, and zero.

gradient()

template<class Real>

void ROL::InteriorPointObjective< Real >::gradient ( Vector< Real > & g, const Vector< Real > & x, Real & tol )

inline

Definition at line 274 of file ROL_InteriorPointObjective.hpp.

References ROL::Vector< Real >::axpy(), getObjectiveGradient(), kappaD_, lo_, maskL0_, maskL_, maskU0_, maskU_, mu_, pwa_, ROL::Vector< Real >::set(), up_, and useLinearDamping_.

Referenced by ROL::TypeB::InteriorPointAlgorithm< Real >::updateState(), and ROL::TypeG::InteriorPointAlgorithm< Real >::updateState().

hessVec()

template<class Real>

void ROL::InteriorPointObjective< Real >::hessVec ( Vector< Real > & hv, const Vector< Real > & v, const Vector< Real > & x, Real & tol )

inline

Definition at line 301 of file ROL_InteriorPointObjective.hpp.

References ROL::Vector< Real >::axpy(), lo_, maskL_, maskU_, mu_, obj_, pwa_, and up_.

Member Data Documentation

obj_

template<class Real>

const Ptr<Objective<Real> > ROL::InteriorPointObjective< Real >::obj_

private

Definition at line 70 of file ROL_InteriorPointObjective.hpp.

Referenced by getObjectiveGradient(), getObjectiveValue(), hessVec(), InteriorPointObjective(), InteriorPointObjective(), and update().

bnd_

template<class Real>

const Ptr<BoundConstraint<Real> > ROL::InteriorPointObjective< Real >::bnd_

private

Definition at line 71 of file ROL_InteriorPointObjective.hpp.

Referenced by InteriorPointObjective(), and InteriorPointObjective().

lo_

template<class Real>

const Ptr<const Vector<Real> > ROL::InteriorPointObjective< Real >::lo_

private

Definition at line 72 of file ROL_InteriorPointObjective.hpp.

Referenced by gradient(), hessVec(), initialize(), InteriorPointObjective(), InteriorPointObjective(), and value().

up_

template<class Real>

const Ptr<const Vector<Real> > ROL::InteriorPointObjective< Real >::up_

private

Definition at line 73 of file ROL_InteriorPointObjective.hpp.

Referenced by gradient(), hessVec(), initialize(), InteriorPointObjective(), InteriorPointObjective(), and value().

maskL_

template<class Real>

Ptr<Vector<Real> > ROL::InteriorPointObjective< Real >::maskL_

private

Definition at line 75 of file ROL_InteriorPointObjective.hpp.

Referenced by gradient(), hessVec(), initialize(), and value().

maskU_

template<class Real>

Ptr<Vector<Real> > ROL::InteriorPointObjective< Real >::maskU_

private

Definition at line 76 of file ROL_InteriorPointObjective.hpp.

Referenced by gradient(), hessVec(), initialize(), and value().

maskL0_

template<class Real>

Ptr<Vector<Real> > ROL::InteriorPointObjective< Real >::maskL0_

private

Definition at line 77 of file ROL_InteriorPointObjective.hpp.

Referenced by gradient(), initialize(), and value().

maskU0_

template<class Real>

Ptr<Vector<Real> > ROL::InteriorPointObjective< Real >::maskU0_

private

Definition at line 78 of file ROL_InteriorPointObjective.hpp.

Referenced by gradient(), initialize(), and value().

pwa_

template<class Real>

Ptr<Vector<Real> > ROL::InteriorPointObjective< Real >::pwa_

private

Definition at line 79 of file ROL_InteriorPointObjective.hpp.

Referenced by gradient(), hessVec(), initialize(), and value().

useLinearDamping_

template<class Real>

bool ROL::InteriorPointObjective< Real >::useLinearDamping_

private

Definition at line 81 of file ROL_InteriorPointObjective.hpp.

Referenced by gradient(), initialize(), InteriorPointObjective(), InteriorPointObjective(), and value().

kappaD_

template<class Real>

Real ROL::InteriorPointObjective< Real >::kappaD_

private

Definition at line 84 of file ROL_InteriorPointObjective.hpp.

Referenced by gradient(), InteriorPointObjective(), InteriorPointObjective(), and value().

mu_

template<class Real>

Real ROL::InteriorPointObjective< Real >::mu_

private

Definition at line 85 of file ROL_InteriorPointObjective.hpp.

Referenced by gradient(), hessVec(), InteriorPointObjective(), InteriorPointObjective(), updatePenalty(), and value().

fval_

template<class Real>

Ptr<ScalarController<Real,int> > ROL::InteriorPointObjective< Real >::fval_

private

Definition at line 87 of file ROL_InteriorPointObjective.hpp.

Referenced by getObjectiveValue(), initialize(), and update().

gradient_

template<class Real>

Ptr<VectorController<Real,int> > ROL::InteriorPointObjective< Real >::gradient_

private

Definition at line 88 of file ROL_InteriorPointObjective.hpp.

Referenced by getObjectiveGradient(), initialize(), and update().

nfval_

template<class Real>

int ROL::InteriorPointObjective< Real >::nfval_

private

Definition at line 90 of file ROL_InteriorPointObjective.hpp.

Referenced by getNumberFunctionEvaluations(), getObjectiveValue(), InteriorPointObjective(), and InteriorPointObjective().

ngrad_

template<class Real>

int ROL::InteriorPointObjective< Real >::ngrad_

private

Definition at line 91 of file ROL_InteriorPointObjective.hpp.

Referenced by getNumberGradientEvaluations(), getObjectiveGradient(), InteriorPointObjective(), and InteriorPointObjective().

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

• ROL_InteriorPointObjective.hpp