Provides the interface to evaluate projected trust-region model functions from the Kelley-Sachs bound constrained trust-region algorithm. More...

#include <ROL_KelleySachsModel.hpp>

Inheritance diagram for ROL::KelleySachsModel< Real >:

Public Member Functions
	KelleySachsModel (Objective< Real > &obj, BoundConstraint< Real > &bnd, const Vector< Real > &x, const Vector< Real > &g, const Real eps)

	KelleySachsModel (Objective< Real > &obj, BoundConstraint< Real > &bnd, const Vector< Real > &x, const Vector< Real > &g, const Real eps, const Teuchos::RCP< Secant< Real > > &secant, const bool useSecantPrecond, const bool useSecantHessVec)

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

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

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

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

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

void	dualTransform (Vector< Real > &tv, const Vector< Real > &v)

void	primalTransform (Vector< Real > &tv, const Vector< Real > &v)

const Teuchos::RCP< BoundConstraint< Real > >	getBoundConstraint (void) const

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

	TrustRegionModel (Objective< Real > &obj, const Vector< Real > &x, const Vector< Real > &g, const bool init=true)

	TrustRegionModel (Objective< Real > &obj, const Vector< Real > &x, const Vector< Real > &g, const Teuchos::RCP< Secant< Real > > &secant, const bool useSecantPrecond, const bool useSecantHessVec)

virtual void	updatePredictedReduction (Real &pred, const Vector< Real > &s)

virtual void	updateActualReduction (Real &ared, const Vector< Real > &s)

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

virtual const Teuchos::RCP< const Vector< Real > >	getIterate (void) const

virtual const Teuchos::RCP< Objective< Real > >	getObjective (void) const

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

Teuchos::RCP< Secant< Real > >	secant_

Teuchos::RCP< Vector< Real > >	dual_

Teuchos::RCP< Vector< Real > >	prim_

const bool	useSecantPrecond_

const bool	useSecantHessVec_

Real	eps_

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::KelleySachsModel< Real >

Provides the interface to evaluate projected trust-region model functions from the Kelley-Sachs bound constrained trust-region algorithm.

Definition at line 61 of file ROL_KelleySachsModel.hpp.

Constructor & Destructor Documentation

◆ KelleySachsModel() [1/2]

template<class Real >

ROL::KelleySachsModel< Real >::KelleySachsModel	(	Objective< Real > &	obj,
		BoundConstraint< Real > &	bnd,
		const Vector< Real > &	x,
		const Vector< Real > &	g,
		const Real	eps
	)

inline

Definition at line 74 of file ROL_KelleySachsModel.hpp.

References ROL::Vector< Real >::clone().

◆ KelleySachsModel() [2/2]

template<class Real >

ROL::KelleySachsModel< Real >::KelleySachsModel	(	Objective< Real > &	obj,
		BoundConstraint< Real > &	bnd,
		const Vector< Real > &	x,
		const Vector< Real > &	g,
		const Real	eps,
		const Teuchos::RCP< Secant< Real > > &	secant,
		const bool	useSecantPrecond,
		const bool	useSecantHessVec
	)

inline

Definition at line 83 of file ROL_KelleySachsModel.hpp.

References ROL::Vector< Real >::clone().

Member Function Documentation

◆ value()

template<class Real >

Real ROL::KelleySachsModel< 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.

Reimplemented from ROL::TrustRegionModel< Real >.

Definition at line 94 of file ROL_KelleySachsModel.hpp.

References ROL::Vector< Real >::dual(), ROL::TrustRegionModel< Real >::getGradient(), ROL::TrustRegionModel< Real >::getIterate(), and ROL::KelleySachsModel< Real >::hessVec().

◆ gradient()

template<class Real >

void ROL::KelleySachsModel< 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::TrustRegionModel< Real >.

Definition at line 107 of file ROL_KelleySachsModel.hpp.

References ROL::TrustRegionModel< Real >::getGradient(), ROL::TrustRegionModel< Real >::getIterate(), ROL::KelleySachsModel< Real >::hessVec(), and ROL::Vector< Real >::plus().

◆ hessVec()

template<class Real >

void ROL::KelleySachsModel< 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::TrustRegionModel< Real >.

Definition at line 119 of file ROL_KelleySachsModel.hpp.

References ROL::TrustRegionModel< Real >::getGradient(), ROL::TrustRegionModel< Real >::getIterate(), ROL::TrustRegionModel< Real >::getObjective(), and ROL::Vector< Real >::plus().

Referenced by ROL::KelleySachsModel< Real >::gradient(), and ROL::KelleySachsModel< Real >::value().

◆ invHessVec()

template<class Real >

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

inlinevirtual

Apply inverse Hessian approximation to vector.

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

Parameters

[out]	hv	is the action of the inverse 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::TrustRegionModel< Real >.

Definition at line 145 of file ROL_KelleySachsModel.hpp.

References ROL::TrustRegionModel< Real >::getGradient(), ROL::TrustRegionModel< Real >::getIterate(), ROL::TrustRegionModel< Real >::getObjective(), and ROL::Vector< Real >::plus().

◆ precond()

template<class Real >

void ROL::KelleySachsModel< 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::TrustRegionModel< Real >.

Definition at line 171 of file ROL_KelleySachsModel.hpp.

References ROL::TrustRegionModel< Real >::getGradient(), ROL::TrustRegionModel< Real >::getIterate(), ROL::TrustRegionModel< Real >::getObjective(), and ROL::Vector< Real >::plus().

◆ dualTransform()

template<class Real >

void ROL::KelleySachsModel< Real >::dualTransform	(	Vector< Real > &	tv,
		const Vector< Real > &	v
	)

inlinevirtual

Reimplemented from ROL::TrustRegionModel< Real >.

Definition at line 197 of file ROL_KelleySachsModel.hpp.

References ROL::TrustRegionModel< Real >::getGradient(), ROL::TrustRegionModel< Real >::getIterate(), and ROL::Vector< Real >::set().

◆ primalTransform()

template<class Real >

void ROL::KelleySachsModel< Real >::primalTransform	(	Vector< Real > &	tv,
		const Vector< Real > &	v
	)

inlinevirtual

Reimplemented from ROL::TrustRegionModel< Real >.

Definition at line 205 of file ROL_KelleySachsModel.hpp.

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

◆ getBoundConstraint()

template<class Real >

const Teuchos::RCP<BoundConstraint<Real> > ROL::KelleySachsModel< Real >::getBoundConstraint ( void ) const

inlinevirtual

Reimplemented from ROL::TrustRegionModel< Real >.

Definition at line 214 of file ROL_KelleySachsModel.hpp.

References ROL::KelleySachsModel< Real >::bnd_.

Member Data Documentation

◆ bnd_

template<class Real >

Teuchos::RCP<BoundConstraint<Real> > ROL::KelleySachsModel< Real >::bnd_

private

Definition at line 63 of file ROL_KelleySachsModel.hpp.

Referenced by ROL::KelleySachsModel< Real >::getBoundConstraint().

◆ secant_

template<class Real >

Teuchos::RCP<Secant<Real> > ROL::KelleySachsModel< Real >::secant_

private

Definition at line 64 of file ROL_KelleySachsModel.hpp.

◆ dual_

template<class Real >

Teuchos::RCP<Vector<Real> > ROL::KelleySachsModel< Real >::dual_

private

Definition at line 65 of file ROL_KelleySachsModel.hpp.

◆ prim_

template<class Real >

Teuchos::RCP<Vector<Real> > ROL::KelleySachsModel< Real >::prim_

private

Definition at line 65 of file ROL_KelleySachsModel.hpp.

◆ useSecantPrecond_

template<class Real >

const bool ROL::KelleySachsModel< Real >::useSecantPrecond_

private

Definition at line 67 of file ROL_KelleySachsModel.hpp.

◆ useSecantHessVec_

template<class Real >

const bool ROL::KelleySachsModel< Real >::useSecantHessVec_

private

Definition at line 68 of file ROL_KelleySachsModel.hpp.

◆ eps_

template<class Real >

Real ROL::KelleySachsModel< Real >::eps_

private

Definition at line 70 of file ROL_KelleySachsModel.hpp.

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

ROL_KelleySachsModel.hpp

Public Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

template<class Real> class ROL::KelleySachsModel< Real >

Constructor & Destructor Documentation

◆ KelleySachsModel() [1/2]

◆ KelleySachsModel() [2/2]

Member Function Documentation

◆ value()

◆ gradient()

◆ hessVec()

◆ invHessVec()

◆ precond()

◆ dualTransform()

◆ primalTransform()

◆ getBoundConstraint()

Member Data Documentation

◆ bnd_

◆ secant_

◆ dual_

◆ prim_

◆ useSecantPrecond_

◆ useSecantHessVec_

◆ eps_

template<class Real>
class ROL::KelleySachsModel< Real >