ROL
Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
ROL::FletcherObjectiveBase< Real > Class Template Referenceabstract

#include <ROL_FletcherObjectiveBase.hpp>

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

Public Member Functions

 FletcherObjectiveBase (const Ptr< Objective< Real > > &obj, const Ptr< Constraint< Real > > &con, const Vector< Real > &xprim, const Vector< Real > &xdual, const Vector< Real > &cprim, const Vector< Real > &cdual, ParameterList &parlist)
 
virtual void update (const Vector< Real > &x, UpdateType type, int iter=-1) override
 Update objective function.
 
Ptr< const Vector< Real > > getLagrangianGradient (const Vector< Real > &x)
 
Ptr< const Vector< Real > > getConstraintVec (const Vector< Real > &x)
 
Ptr< const Vector< Real > > getMultiplierVec (const Vector< Real > &x)
 
Ptr< const Vector< Real > > getGradient (const Vector< Real > &x)
 
Real getObjectiveValue (const Vector< Real > &x)
 
int getNumberFunctionEvaluations () const
 
int getNumberGradientEvaluations () const
 
int getNumberConstraintEvaluations () const
 
void reset (Real sigma, Real delta)
 
- Public Member Functions inherited from ROL::Objective< Real >
virtual ~Objective ()
 
 Objective ()
 
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)
 

Protected Member Functions

Real objValue (const Vector< Real > &x, Real &tol)
 
void objGrad (Vector< Real > &g, const Vector< Real > &x, Real &tol)
 
void conValue (Vector< Real > &c, const Vector< Real > &x, Real &tol)
 
void computeMultipliers (Vector< Real > &y, Vector< Real > &gL, const Vector< Real > &x, Vector< Real > &g, Vector< Real > &c, Real tol)
 
virtual void solveAugmentedSystem (Vector< Real > &v1, Vector< Real > &v2, const Vector< Real > &b1, const Vector< Real > &b2, const Vector< Real > &x, Real &multSolverError_, bool refine)=0
 
- Protected Member Functions inherited from ROL::Objective< Real >
const std::vector< Real > getParameter (void) const
 

Protected Attributes

const Ptr< Objective< Real > > obj_
 
const Ptr< Constraint< Real > > con_
 
Real sigma_
 
Real delta_
 
Real quadPenaltyParameter_
 
bool useInexact_
 
int HessianApprox_
 
int nfval_
 
int ngval_
 
int ncval_
 
Ptr< ScalarController< Real, int > > fPhi_
 
Ptr< VectorController< Real, int > > gPhi_
 
Ptr< VectorController< Real, int > > y_
 
Ptr< ScalarController< Real, int > > fval_
 
Ptr< VectorController< Real, int > > g_
 
Ptr< VectorController< Real, int > > c_
 
Ptr< Vector< Real > > scaledc_
 
Ptr< Vector< Real > > gL_
 
Ptr< Vector< Real > > gLdual_
 
Ptr< Vector< Real > > xprim_
 
Ptr< Vector< Real > > xdual_
 
Ptr< Vector< Real > > cprim_
 
Ptr< Vector< Real > > cdual_
 
Real cnorm_
 
Real multSolverError_
 
Real gradSolveError_
 
Ptr< Krylov< Real > > krylov_
 
int iterKrylov_
 
int flagKrylov_
 
Ptr< Vector< Real > > v1_
 
Ptr< Vector< Real > > v2_
 
Ptr< Vector< Real > > b1_
 
Ptr< Vector< Real > > b2_
 
Ptr< Vector< Real > > w1_
 
Ptr< Vector< Real > > w2_
 
Ptr< PartitionedVector< Real > > vv_
 
Ptr< PartitionedVector< Real > > bb_
 
Ptr< PartitionedVector< Real > > ww_
 

Detailed Description

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

Definition at line 60 of file ROL_FletcherObjectiveBase.hpp.

Constructor & Destructor Documentation

◆ FletcherObjectiveBase()

template<typename Real >
ROL::FletcherObjectiveBase< Real >::FletcherObjectiveBase ( const Ptr< Objective< Real > > & obj,
const Ptr< Constraint< Real > > & con,
const Vector< Real > & xprim,
const Vector< Real > & xdual,
const Vector< Real > & cprim,
const Vector< Real > & cdual,
ParameterList & parlist )

Member Function Documentation

◆ update()

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

Update objective function.

This function updates the objective function at new iterations.

Parameters
[in]xis the new iterate.
[in]typeis the type of update requested.
[in]iteris the outer algorithm iterations count.

Reimplemented from ROL::Objective< Real >.

Definition at line 103 of file ROL_FletcherObjectiveBase_Def.hpp.

References obj_.

Referenced by ROL::TypeE::FletcherAlgorithm< Real >::initialize().

◆ getLagrangianGradient()

template<typename Real >
Ptr< const Vector< Real > > ROL::FletcherObjectiveBase< Real >::getLagrangianGradient ( const Vector< Real > & x)

◆ getConstraintVec()

template<typename Real >
Ptr< const Vector< Real > > ROL::FletcherObjectiveBase< Real >::getConstraintVec ( const Vector< Real > & x)

◆ getMultiplierVec()

template<typename Real >
Ptr< const Vector< Real > > ROL::FletcherObjectiveBase< Real >::getMultiplierVec ( const Vector< Real > & x)

◆ getGradient()

template<typename Real >
Ptr< const Vector< Real > > ROL::FletcherObjectiveBase< Real >::getGradient ( const Vector< Real > & x)

Definition at line 140 of file ROL_FletcherObjectiveBase_Def.hpp.

◆ getObjectiveValue()

template<typename Real >
Real ROL::FletcherObjectiveBase< Real >::getObjectiveValue ( const Vector< Real > & x)

◆ getNumberFunctionEvaluations()

template<typename Real >
int ROL::FletcherObjectiveBase< Real >::getNumberFunctionEvaluations ( ) const

◆ getNumberGradientEvaluations()

template<typename Real >
int ROL::FletcherObjectiveBase< Real >::getNumberGradientEvaluations ( ) const

◆ getNumberConstraintEvaluations()

template<typename Real >
int ROL::FletcherObjectiveBase< Real >::getNumberConstraintEvaluations ( ) const

◆ reset()

template<typename Real >
void ROL::FletcherObjectiveBase< Real >::reset ( Real sigma,
Real delta )

◆ objValue()

template<typename Real >
Real ROL::FletcherObjectiveBase< Real >::objValue ( const Vector< Real > & x,
Real & tol )
protected

Definition at line 177 of file ROL_FletcherObjectiveBase_Def.hpp.

References obj_.

Referenced by ROL::FletcherObjectiveE< Real >::value().

◆ objGrad()

template<typename Real >
void ROL::FletcherObjectiveBase< Real >::objGrad ( Vector< Real > & g,
const Vector< Real > & x,
Real & tol )
protected

Definition at line 189 of file ROL_FletcherObjectiveBase_Def.hpp.

References obj_.

◆ conValue()

template<typename Real >
void ROL::FletcherObjectiveBase< Real >::conValue ( Vector< Real > & c,
const Vector< Real > & x,
Real & tol )
protected

Definition at line 199 of file ROL_FletcherObjectiveBase_Def.hpp.

◆ computeMultipliers()

template<typename Real >
void ROL::FletcherObjectiveBase< Real >::computeMultipliers ( Vector< Real > & y,
Vector< Real > & gL,
const Vector< Real > & x,
Vector< Real > & g,
Vector< Real > & c,
Real tol )
protected

◆ solveAugmentedSystem()

template<typename Real >
virtual void ROL::FletcherObjectiveBase< Real >::solveAugmentedSystem ( Vector< Real > & v1,
Vector< Real > & v2,
const Vector< Real > & b1,
const Vector< Real > & b2,
const Vector< Real > & x,
Real & multSolverError_,
bool refine )
protectedpure virtual

Member Data Documentation

◆ obj_

template<typename Real >
const Ptr<Objective<Real> > ROL::FletcherObjectiveBase< Real >::obj_
protected

Definition at line 62 of file ROL_FletcherObjectiveBase.hpp.

◆ con_

template<typename Real >
const Ptr<Constraint<Real> > ROL::FletcherObjectiveBase< Real >::con_
protected

Definition at line 63 of file ROL_FletcherObjectiveBase.hpp.

◆ sigma_

template<typename Real >
Real ROL::FletcherObjectiveBase< Real >::sigma_
protected

Definition at line 65 of file ROL_FletcherObjectiveBase.hpp.

◆ delta_

template<typename Real >
Real ROL::FletcherObjectiveBase< Real >::delta_
protected

Definition at line 66 of file ROL_FletcherObjectiveBase.hpp.

◆ quadPenaltyParameter_

template<typename Real >
Real ROL::FletcherObjectiveBase< Real >::quadPenaltyParameter_
protected

◆ useInexact_

template<typename Real >
bool ROL::FletcherObjectiveBase< Real >::useInexact_
protected

◆ HessianApprox_

template<typename Real >
int ROL::FletcherObjectiveBase< Real >::HessianApprox_
protected

◆ nfval_

template<typename Real >
int ROL::FletcherObjectiveBase< Real >::nfval_
protected

Definition at line 72 of file ROL_FletcherObjectiveBase.hpp.

◆ ngval_

template<typename Real >
int ROL::FletcherObjectiveBase< Real >::ngval_
protected

Definition at line 72 of file ROL_FletcherObjectiveBase.hpp.

◆ ncval_

template<typename Real >
int ROL::FletcherObjectiveBase< Real >::ncval_
protected

Definition at line 72 of file ROL_FletcherObjectiveBase.hpp.

◆ fPhi_

template<typename Real >
Ptr<ScalarController<Real,int> > ROL::FletcherObjectiveBase< Real >::fPhi_
protected

Definition at line 74 of file ROL_FletcherObjectiveBase.hpp.

◆ gPhi_

template<typename Real >
Ptr<VectorController<Real,int> > ROL::FletcherObjectiveBase< Real >::gPhi_
protected

Definition at line 75 of file ROL_FletcherObjectiveBase.hpp.

◆ y_

template<typename Real >
Ptr<VectorController<Real,int> > ROL::FletcherObjectiveBase< Real >::y_
protected

Definition at line 76 of file ROL_FletcherObjectiveBase.hpp.

◆ fval_

template<typename Real >
Ptr<ScalarController<Real,int> > ROL::FletcherObjectiveBase< Real >::fval_
protected

Definition at line 77 of file ROL_FletcherObjectiveBase.hpp.

◆ g_

template<typename Real >
Ptr<VectorController<Real,int> > ROL::FletcherObjectiveBase< Real >::g_
protected

Definition at line 78 of file ROL_FletcherObjectiveBase.hpp.

◆ c_

template<typename Real >
Ptr<VectorController<Real,int> > ROL::FletcherObjectiveBase< Real >::c_
protected

Definition at line 79 of file ROL_FletcherObjectiveBase.hpp.

◆ scaledc_

template<typename Real >
Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::scaledc_
protected

◆ gL_

template<typename Real >
Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::gL_
protected

◆ gLdual_

template<typename Real >
Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::gLdual_
protected

◆ xprim_

template<typename Real >
Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::xprim_
protected

◆ xdual_

template<typename Real >
Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::xdual_
protected

◆ cprim_

template<typename Real >
Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::cprim_
protected

◆ cdual_

template<typename Real >
Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::cdual_
protected

◆ cnorm_

template<typename Real >
Real ROL::FletcherObjectiveBase< Real >::cnorm_
protected

Definition at line 86 of file ROL_FletcherObjectiveBase.hpp.

◆ multSolverError_

template<typename Real >
Real ROL::FletcherObjectiveBase< Real >::multSolverError_
protected

Definition at line 88 of file ROL_FletcherObjectiveBase.hpp.

◆ gradSolveError_

template<typename Real >
Real ROL::FletcherObjectiveBase< Real >::gradSolveError_
protected

Definition at line 89 of file ROL_FletcherObjectiveBase.hpp.

◆ krylov_

template<typename Real >
Ptr<Krylov<Real> > ROL::FletcherObjectiveBase< Real >::krylov_
protected

◆ iterKrylov_

template<typename Real >
int ROL::FletcherObjectiveBase< Real >::iterKrylov_
protected

Definition at line 93 of file ROL_FletcherObjectiveBase.hpp.

◆ flagKrylov_

template<typename Real >
int ROL::FletcherObjectiveBase< Real >::flagKrylov_
protected

Definition at line 93 of file ROL_FletcherObjectiveBase.hpp.

◆ v1_

template<typename Real >
Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::v1_
protected

◆ v2_

template<typename Real >
Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::v2_
protected

◆ b1_

template<typename Real >
Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::b1_
protected

◆ b2_

template<typename Real >
Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::b2_
protected

◆ w1_

template<typename Real >
Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::w1_
protected

◆ w2_

template<typename Real >
Ptr<Vector<Real> > ROL::FletcherObjectiveBase< Real >::w2_
protected

◆ vv_

template<typename Real >
Ptr<PartitionedVector<Real> > ROL::FletcherObjectiveBase< Real >::vv_
protected

◆ bb_

template<typename Real >
Ptr<PartitionedVector<Real> > ROL::FletcherObjectiveBase< Real >::bb_
protected

◆ ww_

template<typename Real >
Ptr<PartitionedVector<Real> > ROL::FletcherObjectiveBase< Real >::ww_
protected

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