ROL::PH_bPOEObjective< Real > Class Template Reference

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

#include <ROL_PH_bPOEObjective.hpp>

Inheritance diagram for ROL::PH_bPOEObjective< Real >:

Public Member Functions
	PH_bPOEObjective (const Ptr< Objective< Real > > &obj, ParameterList &parlist)
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 Member Functions
void	getValue (const Vector< Real > &x, Real &tol)
void	getGradient (const Vector< Real > &x, Real &tol)
Ptr< const Vector< Real > >	getConstVector (const Vector< Real > &x) const
Ptr< Vector< Real > >	getVector (Vector< Real > &x) const
Ptr< const std::vector< Real > >	getConstStat (const Vector< Real > &x) const
Ptr< std::vector< Real > >	getStat (Vector< Real > &x) const
Real	pplus (const Real x, const int deriv=0) const
Real	bPOEobjective (const Real t, const Real x, const int deriv=0) const

Private Attributes
const Ptr< Objective< Real > >	obj_
Real	threshold_
Real	order_
bool	isValueComputed_
Real	val_
bool	isGradientInitialized_
bool	isGradientComputed_
Ptr< Vector< Real > >	g_

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_bPOEObjective< Real >

Provides the interface for the progressive hedging probability objective.

---

Definition at line 58 of file ROL_PH_bPOEObjective.hpp.

Constructor & Destructor Documentation

PH_bPOEObjective()

template<class Real>

ROL::PH_bPOEObjective< Real >::PH_bPOEObjective ( const Ptr< Objective< Real > > & obj, ParameterList & parlist )

inline

Definition at line 149 of file ROL_PH_bPOEObjective.hpp.

References isGradientComputed_, isGradientInitialized_, isValueComputed_, obj_, ROL::ROL::Objective< Real >::Objective(), order_, and threshold_.

Member Function Documentation

getValue()

template<class Real>

void ROL::PH_bPOEObjective< Real >::getValue ( const Vector< Real > & x, Real & tol )

inlineprivate

Definition at line 71 of file ROL_PH_bPOEObjective.hpp.

References isValueComputed_, obj_, and val_.

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

getGradient()

template<class Real>

void ROL::PH_bPOEObjective< Real >::getGradient ( const Vector< Real > & x, Real & tol )

inlineprivate

Definition at line 78 of file ROL_PH_bPOEObjective.hpp.

References ROL::Vector< Real >::clone(), ROL::Vector< Real >::dual(), g_, isGradientComputed_, isGradientInitialized_, and obj_.

Referenced by gradient(), and hessVec().

getConstVector()

template<class Real>

Ptr< const Vector< Real > > ROL::PH_bPOEObjective< Real >::getConstVector ( const Vector< Real > & x ) const

inlineprivate

Definition at line 89 of file ROL_PH_bPOEObjective.hpp.

References ROL::RiskVector< Real >::getVector().

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

getVector()

template<class Real>

Ptr< Vector< Real > > ROL::PH_bPOEObjective< Real >::getVector ( Vector< Real > & x ) const

inlineprivate

Definition at line 94 of file ROL_PH_bPOEObjective.hpp.

References ROL::RiskVector< Real >::getVector().

Referenced by gradient(), and hessVec().

getConstStat()

template<class Real>

Ptr< const std::vector< Real > > ROL::PH_bPOEObjective< Real >::getConstStat ( const Vector< Real > & x ) const

inlineprivate

Definition at line 99 of file ROL_PH_bPOEObjective.hpp.

References ROL::RiskVector< Real >::getStatistic().

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

getStat()

template<class Real>

Ptr< std::vector< Real > > ROL::PH_bPOEObjective< Real >::getStat ( Vector< Real > & x ) const

inlineprivate

Definition at line 108 of file ROL_PH_bPOEObjective.hpp.

References ROL::RiskVector< Real >::getStatistic().

Referenced by gradient(), and hessVec().

pplus()

template<class Real>

Real ROL::PH_bPOEObjective< Real >::pplus ( const Real x, const int deriv = 0 ) const

inlineprivate

Definition at line 118 of file ROL_PH_bPOEObjective.hpp.

References order_, and zero.

Referenced by bPOEobjective().

bPOEobjective()

template<class Real>

Real ROL::PH_bPOEObjective< Real >::bPOEobjective ( const Real t, const Real x, const int deriv = 0 ) const

inlineprivate

Definition at line 141 of file ROL_PH_bPOEObjective.hpp.

References pplus(), and threshold_.

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

update()

template<class Real>

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

inline

Definition at line 160 of file ROL_PH_bPOEObjective.hpp.

References getConstVector(), isGradientComputed_, isValueComputed_, and obj_.

value()

template<class Real>

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

inline

Definition at line 167 of file ROL_PH_bPOEObjective.hpp.

References bPOEobjective(), getConstStat(), getConstVector(), getValue(), and val_.

gradient()

template<class Real>

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

inline

Definition at line 176 of file ROL_PH_bPOEObjective.hpp.

References bPOEobjective(), g_, getConstStat(), getConstVector(), getGradient(), getStat(), getValue(), getVector(), threshold_, and val_.

hessVec()

template<class Real>

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

inline

Definition at line 190 of file ROL_PH_bPOEObjective.hpp.

References bPOEobjective(), g_, getConstStat(), getConstVector(), getGradient(), getStat(), getValue(), getVector(), obj_, threshold_, and val_.

setParameter()

template<class Real>

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

inlinevirtual

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

Definition at line 210 of file ROL_PH_bPOEObjective.hpp.

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

Member Data Documentation

obj_

template<class Real>

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

private

Definition at line 60 of file ROL_PH_bPOEObjective.hpp.

Referenced by getGradient(), getValue(), hessVec(), PH_bPOEObjective(), setParameter(), and update().

threshold_

template<class Real>

Real ROL::PH_bPOEObjective< Real >::threshold_

private

Definition at line 61 of file ROL_PH_bPOEObjective.hpp.

Referenced by bPOEobjective(), gradient(), hessVec(), and PH_bPOEObjective().

order_

template<class Real>

Real ROL::PH_bPOEObjective< Real >::order_

private

Definition at line 62 of file ROL_PH_bPOEObjective.hpp.

Referenced by PH_bPOEObjective(), and pplus().

isValueComputed_

template<class Real>

bool ROL::PH_bPOEObjective< Real >::isValueComputed_

private

Definition at line 64 of file ROL_PH_bPOEObjective.hpp.

Referenced by getValue(), PH_bPOEObjective(), and update().

val_

template<class Real>

Real ROL::PH_bPOEObjective< Real >::val_

private

Definition at line 65 of file ROL_PH_bPOEObjective.hpp.

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

isGradientInitialized_

template<class Real>

bool ROL::PH_bPOEObjective< Real >::isGradientInitialized_

private

Definition at line 67 of file ROL_PH_bPOEObjective.hpp.

Referenced by getGradient(), and PH_bPOEObjective().

isGradientComputed_

template<class Real>

bool ROL::PH_bPOEObjective< Real >::isGradientComputed_

private

Definition at line 68 of file ROL_PH_bPOEObjective.hpp.

Referenced by getGradient(), PH_bPOEObjective(), and update().

g_

template<class Real>

Ptr<Vector<Real> > ROL::PH_bPOEObjective< Real >::g_

private

Definition at line 69 of file ROL_PH_bPOEObjective.hpp.

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

---

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

• ROL_PH_bPOEObjective.hpp