#include <ROL_BPOEObjective.hpp>

Inheritance diagram for ROL::BPOEObjective< Real >:

Public Member Functions
	BPOEObjective (const Teuchos::RCP< Objective< Real > > &pObj, const Real order, const Real threshold, const Teuchos::RCP< SampleGenerator< Real > > &vsampler, const Teuchos::RCP< SampleGenerator< Real > > &gsampler, const Teuchos::RCP< SampleGenerator< Real > > &hsampler, const bool storage=true)

	BPOEObjective (const Teuchos::RCP< Objective< Real > > &pObj, const Real order, const Real threshold, const Teuchos::RCP< SampleGenerator< Real > > &vsampler, const Teuchos::RCP< SampleGenerator< Real > > &gsampler, const bool storage=true)

	BPOEObjective (const Teuchos::RCP< Objective< Real > > &pObj, const Real order, const Real threshold, const Teuchos::RCP< SampleGenerator< Real > > &sampler, const bool storage=true)

void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
	Update objective function. More...

Real	value (const Vector< Real > &x, Real &tol)
	Compute value. More...

void	gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
	Compute gradient. More...

void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply Hessian approximation to vector. More...

virtual void	precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply preconditioner to vector. More...

Public Member Functions inherited from ROL::Objective< Real >
virtual	~Objective ()

virtual Real	dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol)
	Compute directional derivative. More...

virtual void	invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply inverse Hessian approximation to vector. More...

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. More...

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. More...

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. More...

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. More...

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. More...

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. More...

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. More...

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. More...

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. More...

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. More...

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

Private Attributes
Teuchos::RCP< RiskMeasure< Real > >	bpoe_

Teuchos::RCP< Objective< Real > >	riskObj_

Additional Inherited Members
Protected Member Functions inherited from ROL::Objective< Real >
const std::vector< Real >	getParameter (void) const

Detailed Description

template<class Real>
class ROL::BPOEObjective< Real >

Definition at line 53 of file ROL_BPOEObjective.hpp.

Constructor & Destructor Documentation

◆ BPOEObjective() [1/3]

template<class Real >

ROL::BPOEObjective< Real >::BPOEObjective	(	const Teuchos::RCP< Objective< Real > > &	pObj,
		const Real	order,
		const Real	threshold,
		const Teuchos::RCP< SampleGenerator< Real > > &	vsampler,
		const Teuchos::RCP< SampleGenerator< Real > > &	gsampler,
		const Teuchos::RCP< SampleGenerator< Real > > &	hsampler,
		const bool	storage = `true`
	)

inline

Definition at line 59 of file ROL_BPOEObjective.hpp.

◆ BPOEObjective() [2/3]

template<class Real >

ROL::BPOEObjective< Real >::BPOEObjective	(	const Teuchos::RCP< Objective< Real > > &	pObj,
		const Real	order,
		const Real	threshold,
		const Teuchos::RCP< SampleGenerator< Real > > &	vsampler,
		const Teuchos::RCP< SampleGenerator< Real > > &	gsampler,
		const bool	storage = `true`
	)

inline

Definition at line 69 of file ROL_BPOEObjective.hpp.

◆ BPOEObjective() [3/3]

template<class Real >

ROL::BPOEObjective< Real >::BPOEObjective	(	const Teuchos::RCP< Objective< Real > > &	pObj,
		const Real	order,
		const Real	threshold,
		const Teuchos::RCP< SampleGenerator< Real > > &	sampler,
		const bool	storage = `true`
	)

inline

Definition at line 78 of file ROL_BPOEObjective.hpp.

Member Function Documentation

◆ update()

template<class Real >

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

inlinevirtual

Update objective function.

This function updates the objective function at new iterations.

Parameters

[in]	x	is the new iterate.
[in]	flag	is true if the iterate has changed.
[in]	iter	is the outer algorithm iterations count.

Reimplemented from ROL::Objective< Real >.

Definition at line 86 of file ROL_BPOEObjective.hpp.

◆ value()

template<class Real >

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

inlinevirtual

Compute value.

This function returns the objective function value.

Parameters

[in]	x	is the current iterate.
[in]	tol	is a tolerance for inexact objective function computation.

Implements ROL::Objective< Real >.

Definition at line 90 of file ROL_BPOEObjective.hpp.

◆ gradient()

template<class Real >

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

inlinevirtual

Compute gradient.

This function returns the objective function gradient.

Parameters

[out]	g	is the gradient.
[in]	x	is the current iterate.
[in]	tol	is a tolerance for inexact objective function computation.

The default implementation is a finite-difference approximation based on the function value. This requires the definition of a basis \(\{\phi_i\}\) for the optimization vectors x and the definition of a basis \(\{\psi_j\}\) for the dual optimization vectors (gradient vectors g). The bases must be related through the Riesz map, i.e., \( R \{\phi_i\} = \{\psi_j\}\), and this must be reflected in the implementation of the ROL::Vector::dual() method.

Reimplemented from ROL::Objective< Real >.

Definition at line 94 of file ROL_BPOEObjective.hpp.

◆ hessVec()

template<class Real >

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

inlinevirtual

Apply Hessian approximation to vector.

This function applies the Hessian of the objective function to the vector \(v\).

Parameters

[out]	hv	is the the action of the Hessian on \(v\).
[in]	v	is the direction vector.
[in]	x	is the current iterate.
[in]	tol	is a tolerance for inexact objective function computation.

Reimplemented from ROL::Objective< Real >.

Definition at line 98 of file ROL_BPOEObjective.hpp.

◆ precond()

template<class Real >

virtual void ROL::BPOEObjective< Real >::precond	(	Vector< Real > &	Pv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol
	)

inlinevirtual

Apply preconditioner to vector.

This function applies a preconditioner for the Hessian of the objective function to the vector \(v\).

Parameters

[out]	Pv	is the action of the Hessian preconditioner on \(v\).
[in]	v	is the direction vector.
[in]	x	is the current iterate.
[in]	tol	is a tolerance for inexact objective function computation.

Reimplemented from ROL::Objective< Real >.

Definition at line 103 of file ROL_BPOEObjective.hpp.

Member Data Documentation

◆ bpoe_

template<class Real >

Teuchos::RCP<RiskMeasure<Real> > ROL::BPOEObjective< Real >::bpoe_

private

Definition at line 55 of file ROL_BPOEObjective.hpp.

◆ riskObj_

template<class Real >

Teuchos::RCP<Objective<Real> > ROL::BPOEObjective< Real >::riskObj_

private

Definition at line 56 of file ROL_BPOEObjective.hpp.

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

ROL_BPOEObjective.hpp

Public Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

template<class Real> class ROL::BPOEObjective< Real >

Constructor & Destructor Documentation

◆ BPOEObjective() [1/3]

◆ BPOEObjective() [2/3]

◆ BPOEObjective() [3/3]

Member Function Documentation

◆ update()

◆ value()

◆ gradient()

◆ hessVec()

◆ precond()

Member Data Documentation

◆ bpoe_

◆ riskObj_

template<class Real>
class ROL::BPOEObjective< Real >