ROL::PH_Objective< Real > Class Template Reference

Provides the interface for the progressive hedging objective. More...

#include <ROL_PH_Objective.hpp>

Inheritance diagram for ROL::PH_Objective< Real >:

Public Member Functions
	PH_Objective (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Real penaltyParam, ParameterList &parlist)
void	setData (const Ptr< const Vector< Real > > &xbar, const Ptr< const Vector< Real > > &w, const Real penaltyParam)
void	update (const Vector< Real > &x, bool flag=true, 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)
void	setParameter (const std::vector< Real > &param)
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 Attributes
Ptr< Objective< Real > >	obj_
Ptr< const Vector< Real > >	xbar_
Ptr< const Vector< Real > >	w_
Ptr< Vector< Real > >	xprimal_
Real	penaltyParam_

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::PH_Objective< Real >

Provides the interface for the progressive hedging objective.

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Definition at line 63 of file ROL_PH_Objective.hpp.

Constructor & Destructor Documentation

PH_Objective()

template<class Real>

ROL::PH_Objective< Real >::PH_Objective ( const Ptr< Objective< Real > > & obj, const Ptr< Vector< Real > > & x, const Real penaltyParam, ParameterList & parlist )

inline

Definition at line 72 of file ROL_PH_Objective.hpp.

References obj_, ROL::ROL::Objective< Real >::Objective(), penaltyParam_, w_, xbar_, and xprimal_.

Member Function Documentation

setData()

template<class Real>

void ROL::PH_Objective< Real >::setData ( const Ptr< const Vector< Real > > & xbar, const Ptr< const Vector< Real > > & w, const Real penaltyParam )

inline

Definition at line 114 of file ROL_PH_Objective.hpp.

References penaltyParam_, w_, and xbar_.

update()

template<class Real>

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

inline

Definition at line 122 of file ROL_PH_Objective.hpp.

References obj_.

value()

template<class Real>

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

inline

Definition at line 126 of file ROL_PH_Objective.hpp.

References ROL::Vector< Real >::dot(), obj_, penaltyParam_, w_, xbar_, and xprimal_.

gradient()

template<class Real>

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

inline

Definition at line 136 of file ROL_PH_Objective.hpp.

References obj_, penaltyParam_, ROL::Vector< Real >::plus(), w_, xbar_, and xprimal_.

hessVec()

template<class Real>

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

inline

Definition at line 144 of file ROL_PH_Objective.hpp.

References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::dual(), obj_, and penaltyParam_.

setParameter()

template<class Real>

void ROL::PH_Objective< Real >::setParameter ( const std::vector< Real > & param )

inlinevirtual

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

Definition at line 149 of file ROL_PH_Objective.hpp.

References obj_, and ROL::Objective< Real >::setParameter().

Member Data Documentation

obj_

template<class Real>

Ptr<Objective<Real> > ROL::PH_Objective< Real >::obj_

private

Definition at line 65 of file ROL_PH_Objective.hpp.

Referenced by gradient(), hessVec(), PH_Objective(), setParameter(), update(), and value().

xbar_

template<class Real>

Ptr<const Vector<Real> > ROL::PH_Objective< Real >::xbar_

private

Definition at line 66 of file ROL_PH_Objective.hpp.

Referenced by gradient(), PH_Objective(), setData(), and value().

w_

template<class Real>

Ptr<const Vector<Real> > ROL::PH_Objective< Real >::w_

private

Definition at line 66 of file ROL_PH_Objective.hpp.

Referenced by gradient(), PH_Objective(), setData(), and value().

xprimal_

template<class Real>

Ptr<Vector<Real> > ROL::PH_Objective< Real >::xprimal_

private

Definition at line 67 of file ROL_PH_Objective.hpp.

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

penaltyParam_

template<class Real>

Real ROL::PH_Objective< Real >::penaltyParam_

private

Definition at line 68 of file ROL_PH_Objective.hpp.

Referenced by gradient(), hessVec(), PH_Objective(), setData(), and value().

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

• ROL_PH_Objective.hpp