ROL
ROL::StdObjective< Real > Class Template Referenceabstract

Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector's. More...

#include <ROL_StdObjective.hpp>

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

Public Member Functions

virtual void update (const std::vector< Real > &x, bool flag=true, int iter=-1)
 
void update (const Vector< Real > &x, bool flag=true, int iter=-1) override
 
virtual void update (const std::vector< Real > &x, UpdateType type, int iter=-1)
 
void update (const Vector< Real > &x, UpdateType type, int iter=-1) override
 
virtual Real value (const std::vector< Real > &x, Real &tol)=0
 
Real value (const Vector< Real > &x, Real &tol) override
 
virtual void gradient (std::vector< Real > &g, const std::vector< Real > &x, Real &tol)
 
void gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol) override
 
virtual Real dirDeriv (const std::vector< Real > &x, const std::vector< Real > &d, Real &tol)
 
Real dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol) override
 
virtual void hessVec (std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
 
void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
 
virtual void invHessVec (std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
 
void invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
 
virtual void precond (std::vector< Real > &Pv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
 
void precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) 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.
 
virtual void setParameter (const std::vector< Real > &param)
 

Private Member Functions

Real sgn (Real x) const
 

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::StdObjective< Real >

Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector's.

Definition at line 60 of file ROL_StdObjective.hpp.

Member Function Documentation

◆ update() [1/4]

template<typename Real>
virtual void ROL::StdObjective< Real >::update ( const std::vector< Real > & x,
bool flag = true,
int iter = -1 )
inlinevirtual

Definition at line 62 of file ROL_StdObjective.hpp.

◆ update() [2/4]

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

◆ update() [3/4]

template<typename Real>
virtual void ROL::StdObjective< Real >::update ( const std::vector< Real > & x,
UpdateType type,
int iter = -1 )
inlinevirtual

Definition at line 67 of file ROL_StdObjective.hpp.

◆ update() [4/4]

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

◆ value() [1/2]

◆ value() [2/2]

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

◆ gradient() [1/2]

◆ gradient() [2/2]

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

◆ dirDeriv() [1/2]

template<typename Real>
Real ROL::StdObjective< Real >::dirDeriv ( const std::vector< Real > & x,
const std::vector< Real > & d,
Real & tol )
virtual

Definition at line 94 of file ROL_StdObjective_Def.hpp.

Referenced by dirDeriv(), and value().

◆ dirDeriv() [2/2]

template<typename Real>
Real ROL::StdObjective< Real >::dirDeriv ( const Vector< Real > & x,
const Vector< Real > & d,
Real & tol )
override

◆ hessVec() [1/2]

◆ hessVec() [2/2]

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

◆ invHessVec() [1/2]

template<typename Real>
void ROL::StdObjective< Real >::invHessVec ( std::vector< Real > & hv,
const std::vector< Real > & v,
const std::vector< Real > & x,
Real & tol )
virtual

Reimplemented in ROL::ZOO::Objective_Cubic< Real >.

Definition at line 131 of file ROL_StdObjective_Def.hpp.

Referenced by invHessVec(), and value().

◆ invHessVec() [2/2]

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

◆ precond() [1/2]

template<typename Real>
void ROL::StdObjective< Real >::precond ( std::vector< Real > & Pv,
const std::vector< Real > & v,
const std::vector< Real > & x,
Real & tol )
virtual

Definition at line 145 of file ROL_StdObjective_Def.hpp.

Referenced by precond(), and value().

◆ precond() [2/2]

template<typename Real>
void ROL::StdObjective< Real >::precond ( Vector< Real > & Pv,
const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
override

◆ sgn()

template<typename Real>
Real ROL::StdObjective< Real >::sgn ( Real x) const
private

Definition at line 158 of file ROL_StdObjective_Def.hpp.

References zero.

Referenced by gradient().


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