ROL::ReducedDynamicObjective< Real > Class Template Reference

Defines the reduced time-dependent objective function interface for simulation-based optimization. More...

#include <ROL_ReducedDynamicObjective.hpp>

Inheritance diagram for ROL::ReducedDynamicObjective< Real >:

Public Member Functions
	ReducedDynamicObjective (const Ptr< DynamicObjective< Real > > &obj, const Ptr< DynamicConstraint< Real > > &con, const Ptr< Vector< Real > > &u0, const Ptr< Vector< Real > > &zvec, const Ptr< Vector< Real > > &cvec, const std::vector< TimeStamp< Real > > &timeStamp, ROL::ParameterList &pl, const Ptr< std::ostream > &stream=nullPtr)
Ptr< Vector< Real > >	makeDynamicVector (const Vector< Real > &x) const
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)
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.
virtual void	setParameter (const std::vector< Real > &param)

Private Types
using	size_type = typename std::vector<Real>::size_type

Private Member Functions
PartitionedVector< Real > &	partition (Vector< Real > &x) const
const PartitionedVector< Real > &	partition (const Vector< Real > &x) const
void	throwError (const int err, const std::string &sfunc, const std::string &func, const int line) const
Real	solveState (const Vector< Real > &x)
Real	updateSketch (const Vector< Real > &x, const Real tol)
void	setTerminalCondition (Vector< Real > &l, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void	computeAdjointRHS (Vector< Real > &rhs, const Vector< Real > &l, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void	advanceAdjoint (Vector< Real > &l, Vector< Real > &rhs, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void	solveAdjoint (const Vector< Real > &x)
void	updateGradient (Vector< Real > &g, const Vector< Real > &l, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void	advanceStateSens (Vector< Real > &wnew, const Vector< Real > &v, const Vector< Real > &wold, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void	setTerminalConditionHess (Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &l, const Vector< Real > &wold, const Vector< Real > &wnew, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void	computeOldStateHessLag (Vector< Real > &Hv, const Vector< Real > &l, const Vector< Real > &wold, const Vector< Real > &wnew, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts, const bool sumInto=false)
void	computeOldMixedHessLag (Vector< Real > &Hv, const Vector< Real > &v, const Vector< Real > &l, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts, const bool sumInto=false)
void	computeNewStateJacobian (Vector< Real > &Hv, const Vector< Real > &p, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts, const bool sumInto=false)
void	computeNewStateHessLag (Vector< Real > &Hv, const Vector< Real > &l, const Vector< Real > &wold, const Vector< Real > &wnew, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts, const bool sumInto=false)
void	computeNewMixedHessLag (Vector< Real > &Hv, const Vector< Real > &v, const Vector< Real > &l, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts, const bool sumInto=false)
void	advanceAdjointSens (Vector< Real > &p, Vector< Real > &rhs, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void	computeControlHessLag (Vector< Real > &Hv, const Vector< Real > &v, const Vector< Real > &l, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void	addMixedHessLag (Vector< Real > &Hv, const Vector< Real > &l, const Vector< Real > &wold, const Vector< Real > &wnew, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void	addAdjointSens (Vector< Real > &Hv, const Vector< Real > &p, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)

Private Attributes
const Ptr< DynamicObjective< Real > >	obj_
const Ptr< DynamicConstraint< Real > >	con_
const Ptr< Vector< Real > >	u0_
const std::vector< TimeStamp< Real > >	timeStamp_
const size_type	Nt_
const bool	useSketch_
size_type	rankState_
Ptr< Sketch< Real > >	stateSketch_
size_type	rankAdjoint_
Ptr< Sketch< Real > >	adjointSketch_
size_type	rankStateSens_
Ptr< Sketch< Real > >	stateSensSketch_
const bool	useInexact_
const size_type	updateFactor_
const size_type	maxRank_
const bool	syncHessRank_
std::vector< Ptr< Vector< Real > > >	uhist_
std::vector< Ptr< Vector< Real > > >	lhist_
std::vector< Ptr< Vector< Real > > >	whist_
std::vector< Ptr< Vector< Real > > >	phist_
Ptr< Vector< Real > >	cprimal_
Ptr< Vector< Real > >	crhs_
Ptr< Vector< Real > >	udual_
Ptr< Vector< Real > >	rhs_
Ptr< Vector< Real > >	zdual_
Real	val_
bool	isValueComputed_
bool	isStateComputed_
bool	isAdjointComputed_
bool	useHessian_
bool	useSymHess_
Ptr< std::ostream >	stream_
const bool	print_
const int	freq_

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::ReducedDynamicObjective< Real >

Defines the reduced time-dependent objective function interface for simulation-based optimization.

This objective function implements the implicitly defined objective function given by

\[ F(z) := \sum_{n=1}^{N_t} f_n(u_{n-1}(z),u_n(z),z_n) \]

where \(f_n:\mathcal{U}\times\mathcal{U}\times\mathcal{Z}\to\mathbb{R}\), and \(u_n\in\mathcal{U}\) solves the system of equations

\[ c_n(u_{n-1},u_n,z_n) = 0,\quad n=1,\ldots,N_t \]

with \(u_0\) provided.

Disclaimer: This is currently only set up for single step time integrators and piecewise-constant-in-time controls.

Definition at line 80 of file ROL_ReducedDynamicObjective.hpp.

Member Typedef Documentation

size_type

template<typename Real>

using ROL::ReducedDynamicObjective< Real >::size_type = typename std::vector<Real>::size_type

private

Definition at line 81 of file ROL_ReducedDynamicObjective.hpp.

Constructor & Destructor Documentation

ReducedDynamicObjective()

template<typename Real>

ROL::ReducedDynamicObjective< Real >::ReducedDynamicObjective ( const Ptr< DynamicObjective< Real > > & obj, const Ptr< DynamicConstraint< Real > > & con, const Ptr< Vector< Real > > & u0, const Ptr< Vector< Real > > & zvec, const Ptr< Vector< Real > > & cvec, const std::vector< TimeStamp< Real > > & timeStamp, ROL::ParameterList & pl, const Ptr< std::ostream > & stream = nullPtr )

inline

Definition at line 160 of file ROL_ReducedDynamicObjective.hpp.

References adjointSketch_, con_, cprimal_, crhs_, freq_, isAdjointComputed_, isStateComputed_, isValueComputed_, lhist_, maxRank_, Nt_, obj_, phist_, print_, rankAdjoint_, rankState_, rankStateSens_, rhs_, ROL::ROL_EPSILON(), stateSensSketch_, stateSketch_, stream_, syncHessRank_, timeStamp_, u0_, udual_, uhist_, updateFactor_, useHessian_, useInexact_, useSketch_, useSymHess_, whist_, and zdual_.

Member Function Documentation

partition() [1/2]

template<typename Real>

PartitionedVector< Real > & ROL::ReducedDynamicObjective< Real >::partition ( Vector< Real > & x ) const

inlineprivate

Definition at line 127 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), hessVec(), solveAdjoint(), solveState(), updateSketch(), and value().

partition() [2/2]

template<typename Real>

const PartitionedVector< Real > & ROL::ReducedDynamicObjective< Real >::partition ( const Vector< Real > & x ) const

inlineprivate

Definition at line 131 of file ROL_ReducedDynamicObjective.hpp.

throwError()

template<typename Real>

void ROL::ReducedDynamicObjective< Real >::throwError ( const int err, const std::string & sfunc, const std::string & func, const int line ) const

inlineprivate

Definition at line 135 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), hessVec(), solveAdjoint(), solveState(), updateSketch(), and value().

makeDynamicVector()

template<typename Real>

Ptr< Vector< Real > > ROL::ReducedDynamicObjective< Real >::makeDynamicVector ( const Vector< Real > & x ) const

inline

Definition at line 239 of file ROL_ReducedDynamicObjective.hpp.

References ROL::PartitionedVector< Real >::create(), and Nt_.

update()

template<typename Real>

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

inline

Definition at line 243 of file ROL_ReducedDynamicObjective.hpp.

References adjointSketch_, freq_, isAdjointComputed_, isStateComputed_, isValueComputed_, ROL::Vector< Real >::print(), print_, stateSensSketch_, stateSketch_, uhist_, useHessian_, useSketch_, and val_.

value()

template<typename Real>

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

inline

Definition at line 272 of file ROL_ReducedDynamicObjective.hpp.

References con_, cprimal_, ROL::PartitionedVector< Real >::get(), isStateComputed_, isValueComputed_, Nt_, obj_, partition(), stateSketch_, throwError(), timeStamp_, u0_, uhist_, useSketch_, and val_.

gradient()

template<typename Real>

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

inline

Definition at line 315 of file ROL_ReducedDynamicObjective.hpp.

References adjointSketch_, advanceAdjoint(), computeAdjointRHS(), con_, ROL::PartitionedVector< Real >::get(), isAdjointComputed_, lhist_, Nt_, obj_, partition(), rankState_, rhs_, setTerminalCondition(), solveState(), stateSketch_, stream_, throwError(), timeStamp_, u0_, uhist_, updateGradient(), updateSketch(), useInexact_, and useSketch_.

hessVec()

template<typename Real>

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

inline

Definition at line 410 of file ROL_ReducedDynamicObjective.hpp.

References addAdjointSens(), addMixedHessLag(), adjointSketch_, advanceAdjointSens(), advanceStateSens(), computeControlHessLag(), computeNewMixedHessLag(), computeNewStateHessLag(), computeNewStateJacobian(), computeOldMixedHessLag(), computeOldStateHessLag(), con_, ROL::PartitionedVector< Real >::get(), ROL::Objective< Real >::hessVec(), lhist_, Nt_, obj_, partition(), phist_, rhs_, setTerminalConditionHess(), solveAdjoint(), solveState(), stateSensSketch_, stateSketch_, throwError(), timeStamp_, u0_, uhist_, useHessian_, useSketch_, useSymHess_, and whist_.

solveState()

template<typename Real>

Real ROL::ReducedDynamicObjective< Real >::solveState ( const Vector< Real > & x )

inlineprivate

Definition at line 581 of file ROL_ReducedDynamicObjective.hpp.

References con_, cprimal_, ROL::PartitionedVector< Real >::get(), isStateComputed_, Nt_, partition(), stateSketch_, throwError(), timeStamp_, u0_, uhist_, and useSketch_.

Referenced by gradient(), hessVec(), solveAdjoint(), and updateSketch().

updateSketch()

template<typename Real>

Real ROL::ReducedDynamicObjective< Real >::updateSketch ( const Vector< Real > & x, const Real tol )

inlineprivate

Definition at line 617 of file ROL_ReducedDynamicObjective.hpp.

References adjointSketch_, con_, cprimal_, ROL::PartitionedVector< Real >::get(), isAdjointComputed_, isStateComputed_, maxRank_, Nt_, partition(), rankAdjoint_, rankState_, rankStateSens_, solveState(), stateSensSketch_, stateSketch_, stream_, syncHessRank_, throwError(), timeStamp_, u0_, uhist_, and updateFactor_.

Referenced by gradient().

setTerminalCondition()

template<typename Real>

void ROL::ReducedDynamicObjective< Real >::setTerminalCondition ( Vector< Real > & l, const Vector< Real > & uold, const Vector< Real > & unew, const Vector< Real > & z, const TimeStamp< Real > & ts )

inlineprivate

Definition at line 680 of file ROL_ReducedDynamicObjective.hpp.

References con_, obj_, and udual_.

Referenced by gradient(), and solveAdjoint().

computeAdjointRHS()

template<typename Real>

void ROL::ReducedDynamicObjective< Real >::computeAdjointRHS ( Vector< Real > & rhs, const Vector< Real > & l, const Vector< Real > & uold, const Vector< Real > & unew, const Vector< Real > & z, const TimeStamp< Real > & ts )

inlineprivate

Definition at line 687 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), con_, obj_, and udual_.

Referenced by gradient(), and solveAdjoint().

advanceAdjoint()

template<typename Real>

void ROL::ReducedDynamicObjective< Real >::advanceAdjoint ( Vector< Real > & l, Vector< Real > & rhs, const Vector< Real > & uold, const Vector< Real > & unew, const Vector< Real > & z, const TimeStamp< Real > & ts )

inlineprivate

Definition at line 696 of file ROL_ReducedDynamicObjective.hpp.

References con_, obj_, ROL::Vector< Real >::plus(), and udual_.

Referenced by gradient(), and solveAdjoint().

solveAdjoint()

template<typename Real>

void ROL::ReducedDynamicObjective< Real >::solveAdjoint ( const Vector< Real > & x )

inlineprivate

Definition at line 704 of file ROL_ReducedDynamicObjective.hpp.

References adjointSketch_, advanceAdjoint(), computeAdjointRHS(), con_, ROL::PartitionedVector< Real >::get(), isAdjointComputed_, lhist_, Nt_, obj_, partition(), rhs_, setTerminalCondition(), solveState(), stateSketch_, throwError(), timeStamp_, u0_, uhist_, and useSketch_.

Referenced by hessVec().

updateGradient()

template<typename Real>

void ROL::ReducedDynamicObjective< Real >::updateGradient ( Vector< Real > & g, const Vector< Real > & l, const Vector< Real > & uold, const Vector< Real > & unew, const Vector< Real > & z, const TimeStamp< Real > & ts )

inlineprivate

Definition at line 768 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), con_, obj_, and zdual_.

Referenced by gradient().

advanceStateSens()

template<typename Real>

void ROL::ReducedDynamicObjective< Real >::advanceStateSens ( Vector< Real > & wnew, const Vector< Real > & v, const Vector< Real > & wold, const Vector< Real > & uold, const Vector< Real > & unew, const Vector< Real > & z, const TimeStamp< Real > & ts )

inlineprivate

Definition at line 780 of file ROL_ReducedDynamicObjective.hpp.

References con_, cprimal_, and crhs_.

Referenced by hessVec().

setTerminalConditionHess()

template<typename Real>

void ROL::ReducedDynamicObjective< Real >::setTerminalConditionHess ( Vector< Real > & p, const Vector< Real > & v, const Vector< Real > & l, const Vector< Real > & wold, const Vector< Real > & wnew, const Vector< Real > & uold, const Vector< Real > & unew, const Vector< Real > & z, const TimeStamp< Real > & ts )

inlineprivate

Definition at line 794 of file ROL_ReducedDynamicObjective.hpp.

References con_, obj_, rhs_, and udual_.

Referenced by hessVec().

computeOldStateHessLag()

template<typename Real>

void ROL::ReducedDynamicObjective< Real >::computeOldStateHessLag ( Vector< Real > & Hv, const Vector< Real > & l, const Vector< Real > & wold, const Vector< Real > & wnew, const Vector< Real > & uold, const Vector< Real > & unew, const Vector< Real > & z, const TimeStamp< Real > & ts, const bool sumInto = false )

inlineprivate

Definition at line 817 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), con_, obj_, ROL::Vector< Real >::plus(), and udual_.

Referenced by hessVec().

computeOldMixedHessLag()

template<typename Real>

void ROL::ReducedDynamicObjective< Real >::computeOldMixedHessLag ( Vector< Real > & Hv, const Vector< Real > & v, const Vector< Real > & l, const Vector< Real > & uold, const Vector< Real > & unew, const Vector< Real > & z, const TimeStamp< Real > & ts, const bool sumInto = false )

inlineprivate

Definition at line 840 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), con_, obj_, ROL::Vector< Real >::plus(), and udual_.

Referenced by hessVec().

computeNewStateJacobian()

template<typename Real>

void ROL::ReducedDynamicObjective< Real >::computeNewStateJacobian ( Vector< Real > & Hv, const Vector< Real > & p, const Vector< Real > & uold, const Vector< Real > & unew, const Vector< Real > & z, const TimeStamp< Real > & ts, const bool sumInto = false )

inlineprivate

Definition at line 858 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), con_, ROL::Vector< Real >::scale(), and udual_.

Referenced by hessVec().

computeNewStateHessLag()

template<typename Real>

void ROL::ReducedDynamicObjective< Real >::computeNewStateHessLag ( Vector< Real > & Hv, const Vector< Real > & l, const Vector< Real > & wold, const Vector< Real > & wnew, const Vector< Real > & uold, const Vector< Real > & unew, const Vector< Real > & z, const TimeStamp< Real > & ts, const bool sumInto = false )

inlineprivate

Definition at line 873 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), con_, obj_, ROL::Vector< Real >::plus(), and udual_.

Referenced by hessVec().

computeNewMixedHessLag()

template<typename Real>

void ROL::ReducedDynamicObjective< Real >::computeNewMixedHessLag ( Vector< Real > & Hv, const Vector< Real > & v, const Vector< Real > & l, const Vector< Real > & uold, const Vector< Real > & unew, const Vector< Real > & z, const TimeStamp< Real > & ts, const bool sumInto = false )

inlineprivate

Definition at line 896 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), con_, obj_, ROL::Vector< Real >::plus(), and udual_.

Referenced by hessVec().

advanceAdjointSens()

template<typename Real>

void ROL::ReducedDynamicObjective< Real >::advanceAdjointSens ( Vector< Real > & p, Vector< Real > & rhs, const Vector< Real > & uold, const Vector< Real > & unew, const Vector< Real > & z, const TimeStamp< Real > & ts )

inlineprivate

Definition at line 914 of file ROL_ReducedDynamicObjective.hpp.

References con_.

Referenced by hessVec().

computeControlHessLag()

template<typename Real>

void ROL::ReducedDynamicObjective< Real >::computeControlHessLag ( Vector< Real > & Hv, const Vector< Real > & v, const Vector< Real > & l, const Vector< Real > & uold, const Vector< Real > & unew, const Vector< Real > & z, const TimeStamp< Real > & ts )

inlineprivate

Definition at line 924 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), con_, obj_, and zdual_.

Referenced by hessVec().

addMixedHessLag()

template<typename Real>

void ROL::ReducedDynamicObjective< Real >::addMixedHessLag ( Vector< Real > & Hv, const Vector< Real > & l, const Vector< Real > & wold, const Vector< Real > & wnew, const Vector< Real > & uold, const Vector< Real > & unew, const Vector< Real > & z, const TimeStamp< Real > & ts )

inlineprivate

Definition at line 935 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), con_, obj_, ROL::Vector< Real >::plus(), and zdual_.

Referenced by hessVec().

addAdjointSens()

template<typename Real>

void ROL::ReducedDynamicObjective< Real >::addAdjointSens ( Vector< Real > & Hv, const Vector< Real > & p, const Vector< Real > & uold, const Vector< Real > & unew, const Vector< Real > & z, const TimeStamp< Real > & ts )

inlineprivate

Definition at line 952 of file ROL_ReducedDynamicObjective.hpp.

References con_, ROL::Vector< Real >::plus(), and zdual_.

Referenced by hessVec().

Member Data Documentation

obj_

template<typename Real>

const Ptr<DynamicObjective<Real> > ROL::ReducedDynamicObjective< Real >::obj_

private

Definition at line 84 of file ROL_ReducedDynamicObjective.hpp.

Referenced by addMixedHessLag(), advanceAdjoint(), computeAdjointRHS(), computeControlHessLag(), computeNewMixedHessLag(), computeNewStateHessLag(), computeOldMixedHessLag(), computeOldStateHessLag(), gradient(), hessVec(), ReducedDynamicObjective(), setTerminalCondition(), setTerminalConditionHess(), solveAdjoint(), updateGradient(), and value().

con_

template<typename Real>

const Ptr<DynamicConstraint<Real> > ROL::ReducedDynamicObjective< Real >::con_

private

Definition at line 85 of file ROL_ReducedDynamicObjective.hpp.

Referenced by addAdjointSens(), addMixedHessLag(), advanceAdjoint(), advanceAdjointSens(), advanceStateSens(), computeAdjointRHS(), computeControlHessLag(), computeNewMixedHessLag(), computeNewStateHessLag(), computeNewStateJacobian(), computeOldMixedHessLag(), computeOldStateHessLag(), gradient(), hessVec(), ReducedDynamicObjective(), setTerminalCondition(), setTerminalConditionHess(), solveAdjoint(), solveState(), updateGradient(), updateSketch(), and value().

u0_

template<typename Real>

const Ptr<Vector<Real> > ROL::ReducedDynamicObjective< Real >::u0_

private

Definition at line 86 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), hessVec(), ReducedDynamicObjective(), solveAdjoint(), solveState(), updateSketch(), and value().

timeStamp_

template<typename Real>

const std::vector<TimeStamp<Real> > ROL::ReducedDynamicObjective< Real >::timeStamp_

private

Definition at line 87 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), hessVec(), ReducedDynamicObjective(), solveAdjoint(), solveState(), updateSketch(), and value().

Nt_

template<typename Real>

const size_type ROL::ReducedDynamicObjective< Real >::Nt_

private

Definition at line 88 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), hessVec(), makeDynamicVector(), ReducedDynamicObjective(), solveAdjoint(), solveState(), updateSketch(), and value().

useSketch_

template<typename Real>

const bool ROL::ReducedDynamicObjective< Real >::useSketch_

private

Definition at line 90 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), hessVec(), ReducedDynamicObjective(), solveAdjoint(), solveState(), update(), and value().

rankState_

template<typename Real>

size_type ROL::ReducedDynamicObjective< Real >::rankState_

private

Definition at line 92 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), ReducedDynamicObjective(), and updateSketch().

stateSketch_

template<typename Real>

Ptr<Sketch<Real> > ROL::ReducedDynamicObjective< Real >::stateSketch_

private

Definition at line 93 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), hessVec(), ReducedDynamicObjective(), solveAdjoint(), solveState(), update(), updateSketch(), and value().

rankAdjoint_

template<typename Real>

size_type ROL::ReducedDynamicObjective< Real >::rankAdjoint_

private

Definition at line 95 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ReducedDynamicObjective(), and updateSketch().

adjointSketch_

template<typename Real>

Ptr<Sketch<Real> > ROL::ReducedDynamicObjective< Real >::adjointSketch_

private

Definition at line 96 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), hessVec(), ReducedDynamicObjective(), solveAdjoint(), update(), and updateSketch().

rankStateSens_

template<typename Real>

size_type ROL::ReducedDynamicObjective< Real >::rankStateSens_

private

Definition at line 98 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ReducedDynamicObjective(), and updateSketch().

stateSensSketch_

template<typename Real>

Ptr<Sketch<Real> > ROL::ReducedDynamicObjective< Real >::stateSensSketch_

private

Definition at line 99 of file ROL_ReducedDynamicObjective.hpp.

Referenced by hessVec(), ReducedDynamicObjective(), update(), and updateSketch().

useInexact_

template<typename Real>

const bool ROL::ReducedDynamicObjective< Real >::useInexact_

private

Definition at line 101 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), and ReducedDynamicObjective().

updateFactor_

template<typename Real>

const size_type ROL::ReducedDynamicObjective< Real >::updateFactor_

private

Definition at line 102 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ReducedDynamicObjective(), and updateSketch().

maxRank_

template<typename Real>

const size_type ROL::ReducedDynamicObjective< Real >::maxRank_

private

Definition at line 103 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ReducedDynamicObjective(), and updateSketch().

syncHessRank_

template<typename Real>

const bool ROL::ReducedDynamicObjective< Real >::syncHessRank_

private

Definition at line 104 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ReducedDynamicObjective(), and updateSketch().

uhist_

template<typename Real>

std::vector<Ptr<Vector<Real> > > ROL::ReducedDynamicObjective< Real >::uhist_

private

Definition at line 106 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), hessVec(), ReducedDynamicObjective(), solveAdjoint(), solveState(), update(), updateSketch(), and value().

lhist_

template<typename Real>

std::vector<Ptr<Vector<Real> > > ROL::ReducedDynamicObjective< Real >::lhist_

private

Definition at line 107 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), hessVec(), ReducedDynamicObjective(), and solveAdjoint().

whist_

template<typename Real>

std::vector<Ptr<Vector<Real> > > ROL::ReducedDynamicObjective< Real >::whist_

private

Definition at line 108 of file ROL_ReducedDynamicObjective.hpp.

Referenced by hessVec(), and ReducedDynamicObjective().

phist_

template<typename Real>

std::vector<Ptr<Vector<Real> > > ROL::ReducedDynamicObjective< Real >::phist_

private

Definition at line 109 of file ROL_ReducedDynamicObjective.hpp.

Referenced by hessVec(), and ReducedDynamicObjective().

cprimal_

template<typename Real>

Ptr<Vector<Real> > ROL::ReducedDynamicObjective< Real >::cprimal_

private

Definition at line 110 of file ROL_ReducedDynamicObjective.hpp.

Referenced by advanceStateSens(), ReducedDynamicObjective(), solveState(), updateSketch(), and value().

crhs_

template<typename Real>

Ptr<Vector<Real> > ROL::ReducedDynamicObjective< Real >::crhs_

private

Definition at line 111 of file ROL_ReducedDynamicObjective.hpp.

Referenced by advanceStateSens(), and ReducedDynamicObjective().

udual_

template<typename Real>

Ptr<Vector<Real> > ROL::ReducedDynamicObjective< Real >::udual_

private

Definition at line 112 of file ROL_ReducedDynamicObjective.hpp.

Referenced by advanceAdjoint(), computeAdjointRHS(), computeNewMixedHessLag(), computeNewStateHessLag(), computeNewStateJacobian(), computeOldMixedHessLag(), computeOldStateHessLag(), ReducedDynamicObjective(), setTerminalCondition(), and setTerminalConditionHess().

rhs_

template<typename Real>

Ptr<Vector<Real> > ROL::ReducedDynamicObjective< Real >::rhs_

private

Definition at line 113 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), hessVec(), ReducedDynamicObjective(), setTerminalConditionHess(), and solveAdjoint().

zdual_

template<typename Real>

Ptr<Vector<Real> > ROL::ReducedDynamicObjective< Real >::zdual_

private

Definition at line 114 of file ROL_ReducedDynamicObjective.hpp.

Referenced by addAdjointSens(), addMixedHessLag(), computeControlHessLag(), ReducedDynamicObjective(), and updateGradient().

val_

template<typename Real>

Real ROL::ReducedDynamicObjective< Real >::val_

private

Definition at line 115 of file ROL_ReducedDynamicObjective.hpp.

Referenced by update(), and value().

isValueComputed_

template<typename Real>

bool ROL::ReducedDynamicObjective< Real >::isValueComputed_

private

Definition at line 117 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ReducedDynamicObjective(), update(), and value().

isStateComputed_

template<typename Real>

bool ROL::ReducedDynamicObjective< Real >::isStateComputed_

private

Definition at line 118 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ReducedDynamicObjective(), solveState(), update(), updateSketch(), and value().

isAdjointComputed_

template<typename Real>

bool ROL::ReducedDynamicObjective< Real >::isAdjointComputed_

private

Definition at line 119 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), ReducedDynamicObjective(), solveAdjoint(), update(), and updateSketch().

useHessian_

template<typename Real>

bool ROL::ReducedDynamicObjective< Real >::useHessian_

private

Definition at line 120 of file ROL_ReducedDynamicObjective.hpp.

Referenced by hessVec(), ReducedDynamicObjective(), and update().

useSymHess_

template<typename Real>

bool ROL::ReducedDynamicObjective< Real >::useSymHess_

private

Definition at line 121 of file ROL_ReducedDynamicObjective.hpp.

Referenced by hessVec(), and ReducedDynamicObjective().

stream_

template<typename Real>

Ptr<std::ostream> ROL::ReducedDynamicObjective< Real >::stream_

private

Definition at line 123 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), ReducedDynamicObjective(), and updateSketch().

print_

template<typename Real>

const bool ROL::ReducedDynamicObjective< Real >::print_

private

Definition at line 124 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ReducedDynamicObjective(), and update().

freq_

template<typename Real>

const int ROL::ReducedDynamicObjective< Real >::freq_

private

Definition at line 125 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ReducedDynamicObjective(), and update().

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

• ROL_ReducedDynamicObjective.hpp