Provides the interface to evaluate the Interior Pointy log barrier penalty function with upper and lower bounds on some elements. More...

#include <ROL_InteriorPointPenalty.hpp>

Inheritance diagram for ROL::InteriorPointPenalty< Real >:

Classes
class	Mask

class	ModifiedDivide

class	ModifiedLogarithm

class	ModifiedReciprocal

Public Member Functions
	~InteriorPointPenalty ()

	InteriorPointPenalty (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< BoundConstraint< Real > > &con, Teuchos::ParameterList &parlist)

Real	getObjectiveValue (void) const

Teuchos::RCP< Vector< Real > >	getGradient (void) const

int	getNumberFunctionEvaluations (void) const

int	getNumberGradientEvaluations (void) const

Teuchos::RCP< const Vector< Real > >	getLowerMask (void) const

Teuchos::RCP< const Vector< Real > >	getUpperMask (void) const

void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
	Update the interior point penalized objective. 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)
	Compute action of Hessian on vector. More...

const Teuchos::RCP< OBJ >	getObjective (void)

const Teuchos::RCP< BND >	getBoundConstraint (void)

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 void	precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply preconditioner 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 Types
typedef Vector< Real >	V

typedef Objective< Real >	OBJ

typedef BoundConstraint< Real >	BND

typedef Elementwise::ValueSet< Real >	ValueSet

Private Attributes
const Teuchos::RCP< OBJ >	obj_

const Teuchos::RCP< BND >	bnd_

const Teuchos::RCP< V >	lo_

const Teuchos::RCP< V >	up_

Teuchos::RCP< V >	g_

Teuchos::RCP< V >	maskL_

Teuchos::RCP< V >	maskU_

Teuchos::RCP< V >	a_

Teuchos::RCP< V >	b_

Teuchos::RCP< V >	c_

bool	useLinearDamping_

Real	mu_

Real	kappaD_

Real	fval_

int	nfval_

int	ngval_

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::InteriorPointPenalty< Real >

Provides the interface to evaluate the Interior Pointy log barrier penalty function with upper and lower bounds on some elements.

Definition at line 62 of file ROL_InteriorPointPenalty.hpp.

Member Typedef Documentation

◆ V

template<class Real>

typedef Vector<Real> ROL::InteriorPointPenalty< Real >::V

private

Definition at line 64 of file ROL_InteriorPointPenalty.hpp.

◆ OBJ

template<class Real>

typedef Objective<Real> ROL::InteriorPointPenalty< Real >::OBJ

private

Definition at line 65 of file ROL_InteriorPointPenalty.hpp.

◆ BND

template<class Real>

typedef BoundConstraint<Real> ROL::InteriorPointPenalty< Real >::BND

private

Definition at line 66 of file ROL_InteriorPointPenalty.hpp.

◆ ValueSet

template<class Real>

typedef Elementwise::ValueSet<Real> ROL::InteriorPointPenalty< Real >::ValueSet

private

Definition at line 68 of file ROL_InteriorPointPenalty.hpp.

Constructor & Destructor Documentation

◆ ~InteriorPointPenalty()

template<class Real>

ROL::InteriorPointPenalty< Real >::~InteriorPointPenalty ( )

inline

Definition at line 144 of file ROL_InteriorPointPenalty.hpp.

◆ InteriorPointPenalty()

template<class Real>

ROL::InteriorPointPenalty< Real >::InteriorPointPenalty	(	const Teuchos::RCP< Objective< Real > > &	obj,
		const Teuchos::RCP< BoundConstraint< Real > > &	con,
		Teuchos::ParameterList &	parlist
	)

inline

Definition at line 146 of file ROL_InteriorPointPenalty.hpp.

Member Function Documentation

◆ getObjectiveValue()

template<class Real>

Real ROL::InteriorPointPenalty< Real >::getObjectiveValue ( void ) const

inline

Definition at line 181 of file ROL_InteriorPointPenalty.hpp.

References ROL::InteriorPointPenalty< Real >::fval_.

◆ getGradient()

template<class Real>

Teuchos::RCP<Vector<Real> > ROL::InteriorPointPenalty< Real >::getGradient ( void ) const

inline

Definition at line 185 of file ROL_InteriorPointPenalty.hpp.

References ROL::InteriorPointPenalty< Real >::g_.

◆ getNumberFunctionEvaluations()

template<class Real>

int ROL::InteriorPointPenalty< Real >::getNumberFunctionEvaluations ( void ) const

inline

Definition at line 189 of file ROL_InteriorPointPenalty.hpp.

References ROL::InteriorPointPenalty< Real >::nfval_.

◆ getNumberGradientEvaluations()

template<class Real>

int ROL::InteriorPointPenalty< Real >::getNumberGradientEvaluations ( void ) const

inline

Definition at line 193 of file ROL_InteriorPointPenalty.hpp.

References ROL::InteriorPointPenalty< Real >::ngval_.

◆ getLowerMask()

template<class Real>

Teuchos::RCP<const Vector<Real> > ROL::InteriorPointPenalty< Real >::getLowerMask ( void ) const

inline

Definition at line 197 of file ROL_InteriorPointPenalty.hpp.

References ROL::InteriorPointPenalty< Real >::maskL_.

Referenced by main().

◆ getUpperMask()

template<class Real>

Teuchos::RCP<const Vector<Real> > ROL::InteriorPointPenalty< Real >::getUpperMask ( void ) const

inline

Definition at line 201 of file ROL_InteriorPointPenalty.hpp.

References ROL::InteriorPointPenalty< Real >::maskU_.

Referenced by main().

◆ update()

template<class Real>

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

inlinevirtual

Update the interior point penalized objective.

This function updates the log barrier penalized 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 212 of file ROL_InteriorPointPenalty.hpp.

◆ value()

template<class Real>

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

inlinevirtual

Compute value.

This function returns the log barrier penalized objective value.

\[ \varphi_\mu(x) = f(x) - \mu \sum\limits_{i\int I_L} \ln(x_i-l_i) - \mu \sum\limits_{i\in I_Y} \ln(u_i-x_i) \]

Where \( I_L=\{i:l_i>-\infty\} \) and \( I_U = \{i:u_i<\infty\}\)

Parameters

[in]	x	is the current iterate.
[in]	tol	is a tolerance for interior point penalty computation.

Implements ROL::Objective< Real >.

Definition at line 228 of file ROL_InteriorPointPenalty.hpp.

References ROL::InteriorPointPenalty< Real >::fval_.

Referenced by main().

◆ gradient()

template<class Real>

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

inlinevirtual

Compute gradient.

This function returns the log barrier penalized gradient.

Parameters

[out]	g	is the gradient.
[in]	x	is the current iterate.
[in]	tol	is a tolerance for inexact log barrier penalty computation.

Reimplemented from ROL::Objective< Real >.

Definition at line 297 of file ROL_InteriorPointPenalty.hpp.

References ROL::Vector< Real >::axpy(), and ROL::Vector< Real >::set().

◆ hessVec()

template<class Real>

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

inlinevirtual

Compute action of Hessian on vector.

This function returns the log barrier penalized Hessian acting on a given vector.

Parameters

[out]	hv	is the Hessian-vector product.
[in]	v	is the given vector.
[in]	x	is the current iterate.
[in]	tol	is a tolerance for inexact log barrier penalty computation.