ROL
Public Member Functions | Private Member Functions | Private Attributes | List of all members
ROL::ROL::QuadraticPenalty< Real > Class Template Reference

#include <ROL_Constraint_SerialSimOpt.hpp>

Inheritance diagram for ROL::ROL::QuadraticPenalty< Real >:

Public Member Functions

 QuadraticPenalty (const ROL::Ptr< Constraint< Real > > &con, const Vector< Real > &multiplier, const Real penaltyParameter, const Vector< Real > &optVec, const Vector< Real > &conVec, const bool useScaling=false, const int HessianApprox=0)
void setScaling (const Real cscale=1)
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)
 Compute value.
virtual void gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
 Compute gradient.
virtual void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply Hessian approximation to vector.
virtual void getConstraintVec (Vector< Real > &c, const Vector< Real > &x)
virtual int getNumberConstraintEvaluations (void) const
virtual void reset (const Vector< Real > &multiplier, const Real penaltyParameter)
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 Real dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol)
 Compute directional derivative.
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 Member Functions

void evaluateConstraint (const Vector< Real > &x, Real &tol)

Private Attributes

const ROL::Ptr< Constraint< Real > > con_
ROL::Ptr< Vector< Real > > multiplier_
Real penaltyParameter_
ROL::Ptr< Vector< Real > > primalMultiplierVector_
ROL::Ptr< Vector< Real > > dualOptVector_
ROL::Ptr< Vector< Real > > primalConVector_
ROL::Ptr< Vector< Real > > conValue_
Real cscale_
int ncval_
const bool useScaling_
const int HessianApprox_
bool isConstraintComputed_

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::ROL::QuadraticPenalty< Real >

Definition at line 84 of file ROL_Constraint_SerialSimOpt.hpp.

Constructor & Destructor Documentation

◆ QuadraticPenalty()

template<class Real>
ROL::ROL::QuadraticPenalty< Real >::QuadraticPenalty ( const ROL::Ptr< Constraint< Real > > & con,
const Vector< Real > & multiplier,
const Real penaltyParameter,
const Vector< Real > & optVec,
const Vector< Real > & conVec,
const bool useScaling = false,
const int HessianApprox = 0 )
inline

Definition at line 119 of file ROL_Constraint_SerialSimOpt.hpp.

Member Function Documentation

◆ evaluateConstraint()

template<class Real>
void ROL::ROL::QuadraticPenalty< Real >::evaluateConstraint ( const Vector< Real > & x,
Real & tol )
inlineprivate

Definition at line 110 of file ROL_Constraint_SerialSimOpt.hpp.

◆ setScaling()

template<class Real>
void ROL::ROL::QuadraticPenalty< Real >::setScaling ( const Real cscale = 1)
inline

Definition at line 136 of file ROL_Constraint_SerialSimOpt.hpp.

◆ update()

template<class Real>
virtual void ROL::ROL::QuadraticPenalty< 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::ROL::Objective< Real >.

Definition at line 140 of file ROL_Constraint_SerialSimOpt.hpp.

◆ value()

template<class Real>
virtual Real ROL::ROL::QuadraticPenalty< 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::ROL::Objective< Real >.

Definition at line 145 of file ROL_Constraint_SerialSimOpt.hpp.

◆ gradient()

template<class Real>
virtual void ROL::ROL::QuadraticPenalty< 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::ROL::Objective< Real >.

Definition at line 164 of file ROL_Constraint_SerialSimOpt.hpp.

◆ hessVec()

template<class Real>
virtual void ROL::ROL::QuadraticPenalty< 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::ROL::Objective< Real >.

Definition at line 180 of file ROL_Constraint_SerialSimOpt.hpp.

◆ getConstraintVec()

template<class Real>
virtual void ROL::ROL::QuadraticPenalty< Real >::getConstraintVec ( Vector< Real > & c,
const Vector< Real > & x )
inlinevirtual

Definition at line 229 of file ROL_Constraint_SerialSimOpt.hpp.

◆ getNumberConstraintEvaluations()

template<class Real>
virtual int ROL::ROL::QuadraticPenalty< Real >::getNumberConstraintEvaluations ( void ) const
inlinevirtual

Definition at line 237 of file ROL_Constraint_SerialSimOpt.hpp.

◆ reset()

template<class Real>
virtual void ROL::ROL::QuadraticPenalty< Real >::reset ( const Vector< Real > & multiplier,
const Real penaltyParameter )
inlinevirtual

Definition at line 242 of file ROL_Constraint_SerialSimOpt.hpp.

Member Data Documentation

◆ con_

template<class Real>
const ROL::Ptr<Constraint<Real> > ROL::ROL::QuadraticPenalty< Real >::con_
private

Definition at line 87 of file ROL_Constraint_SerialSimOpt.hpp.

◆ multiplier_

template<class Real>
ROL::Ptr<Vector<Real> > ROL::ROL::QuadraticPenalty< Real >::multiplier_
private

Definition at line 88 of file ROL_Constraint_SerialSimOpt.hpp.

◆ penaltyParameter_

template<class Real>
Real ROL::ROL::QuadraticPenalty< Real >::penaltyParameter_
private

Definition at line 89 of file ROL_Constraint_SerialSimOpt.hpp.

◆ primalMultiplierVector_

template<class Real>
ROL::Ptr<Vector<Real> > ROL::ROL::QuadraticPenalty< Real >::primalMultiplierVector_
private

Definition at line 92 of file ROL_Constraint_SerialSimOpt.hpp.

◆ dualOptVector_

template<class Real>
ROL::Ptr<Vector<Real> > ROL::ROL::QuadraticPenalty< Real >::dualOptVector_
private

Definition at line 93 of file ROL_Constraint_SerialSimOpt.hpp.

◆ primalConVector_

template<class Real>
ROL::Ptr<Vector<Real> > ROL::ROL::QuadraticPenalty< Real >::primalConVector_
private

Definition at line 94 of file ROL_Constraint_SerialSimOpt.hpp.

◆ conValue_

template<class Real>
ROL::Ptr<Vector<Real> > ROL::ROL::QuadraticPenalty< Real >::conValue_
private

Definition at line 97 of file ROL_Constraint_SerialSimOpt.hpp.

◆ cscale_

template<class Real>
Real ROL::ROL::QuadraticPenalty< Real >::cscale_
private

Definition at line 98 of file ROL_Constraint_SerialSimOpt.hpp.

◆ ncval_

template<class Real>
int ROL::ROL::QuadraticPenalty< Real >::ncval_
private

Definition at line 101 of file ROL_Constraint_SerialSimOpt.hpp.

◆ useScaling_

template<class Real>
const bool ROL::ROL::QuadraticPenalty< Real >::useScaling_
private

Definition at line 104 of file ROL_Constraint_SerialSimOpt.hpp.

◆ HessianApprox_

template<class Real>
const int ROL::ROL::QuadraticPenalty< Real >::HessianApprox_
private

Definition at line 105 of file ROL_Constraint_SerialSimOpt.hpp.

◆ isConstraintComputed_

template<class Real>
bool ROL::ROL::QuadraticPenalty< Real >::isConstraintComputed_
private

Definition at line 108 of file ROL_Constraint_SerialSimOpt.hpp.

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