ROL
Public Member Functions | Private Member Functions | Private Attributes | List of all members
ROL::CompositeObjective< Real > Class Template Reference
User Interface » Functional Interface

Provides the interface to evaluate composite objective functions. More...

#include <ROL_CompositeObjective.hpp>

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

Public Member Functions

 CompositeObjective (const std::vector< Ptr< Objective< Real > > > &obj_vec, const Ptr< StdObjective< Real > > &std_obj)
 
void update (const Vector< Real > &x, UpdateType type, int iter=-1) override
 
void update (const Vector< Real > &x, bool flag=true, int iter=-1) override
 
Real value (const Vector< Real > &x, Real &tol) override
 
void gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol) override
 
void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
 
void setParameter (const std::vector< Real > &param) override
 
- 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 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.
 

Private Member Functions

void initialize (const Vector< Real > &x)
 
void computeValue (const Vector< Real > &x, Real &tol)
 
void computeGradient (const Vector< Real > &x, Real &tol)
 
void computeHessVec (const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 

Private Attributes

const std::vector< Ptr< Objective< Real > > > obj_vec_
 
const Ptr< StdObjective< Real > > std_obj_
 
Ptr< std::vector< Real > > obj_value_
 
Ptr< std::vector< Real > > obj_grad_
 
Ptr< std::vector< Real > > obj_gv_
 
Ptr< std::vector< Real > > obj_hess_
 
Ptr< StdVector< Real > > obj_value_vec_
 
Ptr< StdVector< Real > > obj_grad_vec_
 
Ptr< StdVector< Real > > obj_gv_vec_
 
Ptr< StdVector< Real > > obj_hess_vec_
 
std::vector< Ptr< Vector< Real > > > vec_grad_
 
std::vector< Ptr< Vector< Real > > > vec_hess_
 
bool isInitialized_
 
bool isValueComputed_
 
bool isGradientComputed_
 

Additional Inherited Members

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

Detailed Description

template<typename Real>
class ROL::CompositeObjective< Real >

Provides the interface to evaluate composite objective functions.

Definition at line 58 of file ROL_CompositeObjective.hpp.

Constructor & Destructor Documentation

◆ CompositeObjective()

template<typename Real>
ROL::CompositeObjective< Real >::CompositeObjective ( const std::vector< Ptr< Objective< Real > > > & obj_vec,
const Ptr< StdObjective< Real > > & std_obj )

Definition at line 50 of file ROL_CompositeObjective_Def.hpp.

References isGradientComputed_, isInitialized_, isValueComputed_, obj_grad_, obj_grad_vec_, obj_gv_, obj_gv_vec_, obj_hess_, obj_hess_vec_, obj_value_, obj_value_vec_, obj_vec_, ROL::ROL::Objective< Real >::Objective(), and std_obj_.

Member Function Documentation

◆ update() [1/2]

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

Definition at line 65 of file ROL_CompositeObjective_Def.hpp.

References isGradientComputed_, isValueComputed_, obj_vec_, ROL::Revert, and ROL::Trial.

◆ update() [2/2]

template<typename Real>
void ROL::CompositeObjective< Real >::update ( const Vector< Real > & x,
bool flag = true,
int iter = -1 )
override

Definition at line 75 of file ROL_CompositeObjective_Def.hpp.

References isGradientComputed_, isValueComputed_, and obj_vec_.

◆ value()

template<typename Real>
Real ROL::CompositeObjective< Real >::value ( const Vector< Real > & x,
Real & tol )
override

Definition at line 85 of file ROL_CompositeObjective_Def.hpp.

References computeValue(), obj_value_vec_, and std_obj_.

◆ gradient()

template<typename Real>
void ROL::CompositeObjective< Real >::gradient ( Vector< Real > & g,
const Vector< Real > & x,
Real & tol )
override

Definition at line 91 of file ROL_CompositeObjective_Def.hpp.

References ROL::Vector< Real >::axpy(), computeGradient(), obj_grad_, obj_vec_, vec_grad_, and ROL::Vector< Real >::zero().

◆ hessVec()

template<typename Real>
void ROL::CompositeObjective< Real >::hessVec ( Vector< Real > & hv,
const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
override

Definition at line 101 of file ROL_CompositeObjective_Def.hpp.

References ROL::Vector< Real >::axpy(), computeHessVec(), obj_grad_, obj_hess_, obj_vec_, vec_grad_, vec_hess_, and ROL::Vector< Real >::zero().

◆ setParameter()

template<typename Real>
void ROL::CompositeObjective< Real >::setParameter ( const std::vector< Real > & param)
overridevirtual

Reimplemented from ROL::ROL::Objective< Real >.

Definition at line 112 of file ROL_CompositeObjective_Def.hpp.

References isGradientComputed_, isValueComputed_, obj_vec_, ROL::Objective< Real >::setParameter(), and std_obj_.

◆ initialize()

template<typename Real>
void ROL::CompositeObjective< Real >::initialize ( const Vector< Real > & x)
private

Definition at line 124 of file ROL_CompositeObjective_Def.hpp.

References ROL::ROL::Vector< Real >::clone(), ROL::Vector< Real >::dual(), isInitialized_, obj_vec_, vec_grad_, and vec_hess_.

Referenced by computeValue().

◆ computeValue()

template<typename Real>
void ROL::CompositeObjective< Real >::computeValue ( const Vector< Real > & x,
Real & tol )
private

Definition at line 138 of file ROL_CompositeObjective_Def.hpp.

References initialize(), isValueComputed_, and obj_vec_.

Referenced by computeGradient(), and value().

◆ computeGradient()

template<typename Real>
void ROL::CompositeObjective< Real >::computeGradient ( const Vector< Real > & x,
Real & tol )
private

Definition at line 150 of file ROL_CompositeObjective_Def.hpp.

References computeValue(), isGradientComputed_, obj_grad_vec_, obj_value_vec_, obj_vec_, std_obj_, and vec_grad_.

Referenced by computeHessVec(), and gradient().

◆ computeHessVec()

template<typename Real>
void ROL::CompositeObjective< Real >::computeHessVec ( const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
private

Definition at line 163 of file ROL_CompositeObjective_Def.hpp.

References computeGradient(), obj_gv_vec_, obj_hess_vec_, obj_value_vec_, obj_vec_, std_obj_, vec_grad_, and vec_hess_.

Referenced by hessVec().

Member Data Documentation

◆ obj_vec_

template<typename Real>
const std::vector<Ptr<Objective<Real> > > ROL::CompositeObjective< Real >::obj_vec_
private

Definition at line 60 of file ROL_CompositeObjective.hpp.

Referenced by CompositeObjective(), computeGradient(), computeHessVec(), computeValue(), gradient(), hessVec(), initialize(), setParameter(), update(), and update().

◆ std_obj_

template<typename Real>
const Ptr<StdObjective<Real> > ROL::CompositeObjective< Real >::std_obj_
private

Definition at line 61 of file ROL_CompositeObjective.hpp.

Referenced by CompositeObjective(), computeGradient(), computeHessVec(), setParameter(), and value().

◆ obj_value_

template<typename Real>
Ptr<std::vector<Real> > ROL::CompositeObjective< Real >::obj_value_
private

Definition at line 63 of file ROL_CompositeObjective.hpp.

Referenced by CompositeObjective().

◆ obj_grad_

template<typename Real>
Ptr<std::vector<Real> > ROL::CompositeObjective< Real >::obj_grad_
private

Definition at line 63 of file ROL_CompositeObjective.hpp.

Referenced by CompositeObjective(), gradient(), and hessVec().

◆ obj_gv_

template<typename Real>
Ptr<std::vector<Real> > ROL::CompositeObjective< Real >::obj_gv_
private

Definition at line 63 of file ROL_CompositeObjective.hpp.

Referenced by CompositeObjective().

◆ obj_hess_

template<typename Real>
Ptr<std::vector<Real> > ROL::CompositeObjective< Real >::obj_hess_
private

Definition at line 63 of file ROL_CompositeObjective.hpp.

Referenced by CompositeObjective(), and hessVec().

◆ obj_value_vec_

template<typename Real>
Ptr<StdVector<Real> > ROL::CompositeObjective< Real >::obj_value_vec_
private

Definition at line 64 of file ROL_CompositeObjective.hpp.

Referenced by CompositeObjective(), computeGradient(), computeHessVec(), and value().

◆ obj_grad_vec_

template<typename Real>
Ptr<StdVector<Real> > ROL::CompositeObjective< Real >::obj_grad_vec_
private

Definition at line 64 of file ROL_CompositeObjective.hpp.

Referenced by CompositeObjective(), and computeGradient().

◆ obj_gv_vec_

template<typename Real>
Ptr<StdVector<Real> > ROL::CompositeObjective< Real >::obj_gv_vec_
private

Definition at line 64 of file ROL_CompositeObjective.hpp.

Referenced by CompositeObjective(), and computeHessVec().

◆ obj_hess_vec_

template<typename Real>
Ptr<StdVector<Real> > ROL::CompositeObjective< Real >::obj_hess_vec_
private

Definition at line 64 of file ROL_CompositeObjective.hpp.

Referenced by CompositeObjective(), and computeHessVec().

◆ vec_grad_

template<typename Real>
std::vector<Ptr<Vector<Real> > > ROL::CompositeObjective< Real >::vec_grad_
private

Definition at line 65 of file ROL_CompositeObjective.hpp.

Referenced by computeGradient(), computeHessVec(), gradient(), hessVec(), and initialize().

◆ vec_hess_

template<typename Real>
std::vector<Ptr<Vector<Real> > > ROL::CompositeObjective< Real >::vec_hess_
private

Definition at line 65 of file ROL_CompositeObjective.hpp.

Referenced by computeHessVec(), hessVec(), and initialize().

◆ isInitialized_

template<typename Real>
bool ROL::CompositeObjective< Real >::isInitialized_
private

Definition at line 67 of file ROL_CompositeObjective.hpp.

Referenced by CompositeObjective(), and initialize().

◆ isValueComputed_

template<typename Real>
bool ROL::CompositeObjective< Real >::isValueComputed_
private

Definition at line 67 of file ROL_CompositeObjective.hpp.

Referenced by CompositeObjective(), computeValue(), setParameter(), update(), and update().

◆ isGradientComputed_

template<typename Real>
bool ROL::CompositeObjective< Real >::isGradientComputed_
private

Definition at line 67 of file ROL_CompositeObjective.hpp.

Referenced by CompositeObjective(), computeGradient(), setParameter(), update(), and update().

The documentation for this class was generated from the following files:
Generated by doxygen 1.13.2