ROL::InteriorPoint::PenalizedObjective< Real > Class Template Reference

#include <ROL_InteriorPoint.hpp>

Inheritance diagram for ROL::InteriorPoint::PenalizedObjective< Real >:

Public Member Functions
	PenalizedObjective (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< Objective< Real > > &slack_barrier, const Vector< Real > &x, Real mu)
	PenalizedObjective (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< Objective< Real > > &slack_barrier, const Teuchos::RCP< Objective< Real > > &bc_barrier, const Vector< Real > &x, Real mu)
void	updatePenalty (Real mu)
int	getNumberFunctionEvaluations (void)
int	getNumberGradientEvaluations (void)
void	reset (void)
void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
	Update barrier penalized objective function. More...
Real	value (const Vector< Real > &x, Real &tol)
	Compute value. More...
Real	getObjectiveValue ()
void	gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
	Compute gradient. More...
void	getObjectiveGradient (Vector< Real > &g)
Real	getGradientNorm ()
void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply Hessian approximation 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 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 PartitionedVector< Real >	PV
typedef PV::size_type	size_type

Private Attributes
Teuchos::RCP< Objective< Real > >	obj_
Teuchos::RCP< Objective< Real > >	slack_barrier_
Teuchos::RCP< Objective< Real > >	bc_barrier_
Teuchos::RCP< PV >	x_
Teuchos::RCP< PV >	g_
Teuchos::RCP< V >	scratch_
Real	mu_
int	nfval_
int	ngval_
Real	fval_
Real	gnorm_
bool	hasBoundConstraint_

Static Private Attributes
static const size_type	OPT = 0
static const size_type	SLACK = 1

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::InteriorPoint::PenalizedObjective< Real >

Definition at line 57 of file ROL_InteriorPoint.hpp.

Member Typedef Documentation

V

template<class Real >

typedef Vector<Real> ROL::InteriorPoint::PenalizedObjective< Real >::V

private

Definition at line 60 of file ROL_InteriorPoint.hpp.

PV

template<class Real >

typedef PartitionedVector<Real> ROL::InteriorPoint::PenalizedObjective< Real >::PV

private

Definition at line 61 of file ROL_InteriorPoint.hpp.

size_type

template<class Real >

typedef PV::size_type ROL::InteriorPoint::PenalizedObjective< Real >::size_type

private

Definition at line 62 of file ROL_InteriorPoint.hpp.

Constructor & Destructor Documentation

PenalizedObjective() [1/2]

template<class Real >

ROL::InteriorPoint::PenalizedObjective< Real >::PenalizedObjective ( const Teuchos::RCP< Objective< Real > > &  obj, const Teuchos::RCP< Objective< Real > > &  slack_barrier, const Vector< Real > &  x, Real  mu  )

inline

Definition at line 85 of file ROL_InteriorPoint.hpp.

References ROL::Vector< Real >::clone(), ROL::PartitionedVector< Real >::clone(), and ROL::PartitionedVector< Real >::dual().

PenalizedObjective() [2/2]

template<class Real >

ROL::InteriorPoint::PenalizedObjective< Real >::PenalizedObjective ( const Teuchos::RCP< Objective< Real > > &  obj, const Teuchos::RCP< Objective< Real > > &  slack_barrier, const Teuchos::RCP< Objective< Real > > &  bc_barrier, const Vector< Real > &  x, Real  mu  )

inline

Definition at line 102 of file ROL_InteriorPoint.hpp.

References ROL::Vector< Real >::clone(), ROL::PartitionedVector< Real >::clone(), and ROL::PartitionedVector< Real >::dual().

Member Function Documentation

updatePenalty()

template<class Real >

void ROL::InteriorPoint::PenalizedObjective< Real >::updatePenalty ( Real  mu )

inline

Definition at line 123 of file ROL_InteriorPoint.hpp.

getNumberFunctionEvaluations()

template<class Real >

int ROL::InteriorPoint::PenalizedObjective< Real >::getNumberFunctionEvaluations ( void  )

inline

Definition at line 127 of file ROL_InteriorPoint.hpp.

References ROL::InteriorPoint::PenalizedObjective< Real >::nfval_.

getNumberGradientEvaluations()

template<class Real >

int ROL::InteriorPoint::PenalizedObjective< Real >::getNumberGradientEvaluations ( void  )

inline

Definition at line 131 of file ROL_InteriorPoint.hpp.

References ROL::InteriorPoint::PenalizedObjective< Real >::ngval_.

reset()

template<class Real >

void ROL::InteriorPoint::PenalizedObjective< Real >::reset ( void  )

inline

Definition at line 135 of file ROL_InteriorPoint.hpp.

update()

template<class Real >

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

inlinevirtual

Update barrier penalized objective function.

This function updates the penalized 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 147 of file ROL_InteriorPoint.hpp.

References ROL::PartitionedVector< Real >::get().

value()

template<class Real >

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

inlinevirtual

Compute value.

This function returns the barrier objective value.

Parameters

[in]	x	is the current iterate.
[in]	tol	is a tolerance.

Implements ROL::Objective< Real >.

Definition at line 169 of file ROL_InteriorPoint.hpp.

References ROL::PartitionedVector< Real >::get(), and ROL::InteriorPoint::PenalizedObjective< Real >::nfval_.

getObjectiveValue()

template<class Real >

Real ROL::InteriorPoint::PenalizedObjective< Real >::getObjectiveValue ( )

inline

Definition at line 194 of file ROL_InteriorPoint.hpp.

References ROL::InteriorPoint::PenalizedObjective< Real >::fval_.

gradient()

template<class Real >

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

inlinevirtual

Compute gradient.

This function returns the barrier penalized objective gradient.

Parameters

[out]	g	is the gradient.
[in]	x	is the current iterate.
[in]	tol	is a tolerance.

Reimplemented from ROL::Objective< Real >.

Definition at line 206 of file ROL_InteriorPoint.hpp.

References ROL::PartitionedVector< Real >::get(), ROL::InteriorPoint::PenalizedObjective< Real >::ngval_, and ROL::Vector< Real >::norm().

getObjectiveGradient()

template<class Real >

void ROL::InteriorPoint::PenalizedObjective< Real >::getObjectiveGradient ( Vector< Real > &  g )

inline

Definition at line 238 of file ROL_InteriorPoint.hpp.

getGradientNorm()

template<class Real >

Real ROL::InteriorPoint::PenalizedObjective< Real >::getGradientNorm ( )

inline

Definition at line 242 of file ROL_InteriorPoint.hpp.

References ROL::InteriorPoint::PenalizedObjective< Real >::gnorm_.

hessVec()

template<class Real >

void ROL::InteriorPoint::PenalizedObjective< 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 barrier penalized objective 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.

Reimplemented from ROL::Objective< Real >.

Definition at line 255 of file ROL_InteriorPoint.hpp.

References ROL::PartitionedVector< Real >::get().

Member Data Documentation

OPT

template<class Real >

const size_type ROL::InteriorPoint::PenalizedObjective< Real >::OPT = 0

staticprivate

Definition at line 64 of file ROL_InteriorPoint.hpp.

SLACK

template<class Real >

const size_type ROL::InteriorPoint::PenalizedObjective< Real >::SLACK = 1

staticprivate

Definition at line 65 of file ROL_InteriorPoint.hpp.

obj_

template<class Real >

Teuchos::RCP<Objective<Real> > ROL::InteriorPoint::PenalizedObjective< Real >::obj_

private

Definition at line 67 of file ROL_InteriorPoint.hpp.

slack_barrier_

template<class Real >

Teuchos::RCP<Objective<Real> > ROL::InteriorPoint::PenalizedObjective< Real >::slack_barrier_

private

Definition at line 68 of file ROL_InteriorPoint.hpp.

bc_barrier_

template<class Real >

Teuchos::RCP<Objective<Real> > ROL::InteriorPoint::PenalizedObjective< Real >::bc_barrier_

private

Definition at line 69 of file ROL_InteriorPoint.hpp.

x_

template<class Real >

Teuchos::RCP<PV> ROL::InteriorPoint::PenalizedObjective< Real >::x_

private

Definition at line 70 of file ROL_InteriorPoint.hpp.

g_

template<class Real >

Teuchos::RCP<PV> ROL::InteriorPoint::PenalizedObjective< Real >::g_

private

Definition at line 71 of file ROL_InteriorPoint.hpp.

scratch_

template<class Real >

Teuchos::RCP<V> ROL::InteriorPoint::PenalizedObjective< Real >::scratch_

private

Definition at line 72 of file ROL_InteriorPoint.hpp.

mu_

template<class Real >

Real ROL::InteriorPoint::PenalizedObjective< Real >::mu_

private

Definition at line 75 of file ROL_InteriorPoint.hpp.

nfval_

template<class Real >

int ROL::InteriorPoint::PenalizedObjective< Real >::nfval_

private

Definition at line 76 of file ROL_InteriorPoint.hpp.

Referenced by ROL::InteriorPoint::PenalizedObjective< Real >::getNumberFunctionEvaluations(), and ROL::InteriorPoint::PenalizedObjective< Real >::value().

ngval_

template<class Real >

int ROL::InteriorPoint::PenalizedObjective< Real >::ngval_

private

Definition at line 77 of file ROL_InteriorPoint.hpp.

Referenced by ROL::InteriorPoint::PenalizedObjective< Real >::getNumberGradientEvaluations(), and ROL::InteriorPoint::PenalizedObjective< Real >::gradient().

fval_

template<class Real >

Real ROL::InteriorPoint::PenalizedObjective< Real >::fval_

private

Definition at line 78 of file ROL_InteriorPoint.hpp.

Referenced by ROL::InteriorPoint::PenalizedObjective< Real >::getObjectiveValue().

gnorm_

template<class Real >

Real ROL::InteriorPoint::PenalizedObjective< Real >::gnorm_

private

Definition at line 79 of file ROL_InteriorPoint.hpp.

Referenced by ROL::InteriorPoint::PenalizedObjective< Real >::getGradientNorm().

hasBoundConstraint_

template<class Real >

bool ROL::InteriorPoint::PenalizedObjective< Real >::hasBoundConstraint_

private

Definition at line 80 of file ROL_InteriorPoint.hpp.

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

• ROL_InteriorPoint.hpp