ROL
|
#include <ROL_InteriorPoint.hpp>
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... | |
![]() | |
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... | |
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 |
Definition at line 57 of file ROL_InteriorPoint.hpp.
|
private |
Definition at line 60 of file ROL_InteriorPoint.hpp.
|
private |
Definition at line 61 of file ROL_InteriorPoint.hpp.
|
private |
Definition at line 62 of file ROL_InteriorPoint.hpp.
|
inline |
Definition at line 85 of file ROL_InteriorPoint.hpp.
References ROL::Vector< Real >::clone(), ROL::PartitionedVector< Real >::clone(), and ROL::PartitionedVector< Real >::dual().
|
inline |
Definition at line 102 of file ROL_InteriorPoint.hpp.
References ROL::Vector< Real >::clone(), ROL::PartitionedVector< Real >::clone(), and ROL::PartitionedVector< Real >::dual().
|
inline |
Definition at line 123 of file ROL_InteriorPoint.hpp.
|
inline |
Definition at line 127 of file ROL_InteriorPoint.hpp.
References ROL::InteriorPoint::PenalizedObjective< Real >::nfval_.
|
inline |
Definition at line 131 of file ROL_InteriorPoint.hpp.
References ROL::InteriorPoint::PenalizedObjective< Real >::ngval_.
|
inline |
Definition at line 135 of file ROL_InteriorPoint.hpp.
|
inlinevirtual |
Update barrier penalized objective function.
This function updates the penalized objective function at new iterations.
[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().
|
inlinevirtual |
Compute value.
This function returns the barrier objective value.
[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_.
|
inline |
Definition at line 194 of file ROL_InteriorPoint.hpp.
References ROL::InteriorPoint::PenalizedObjective< Real >::fval_.
|
inlinevirtual |
Compute gradient.
This function returns the barrier penalized objective gradient.
[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().
|
inline |
Definition at line 238 of file ROL_InteriorPoint.hpp.
|
inline |
Definition at line 242 of file ROL_InteriorPoint.hpp.
References ROL::InteriorPoint::PenalizedObjective< Real >::gnorm_.
|
inlinevirtual |
Apply Hessian approximation to vector.
This function applies the Hessian of the barrier penalized objective to the vector \(v\).
[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().
|
staticprivate |
Definition at line 64 of file ROL_InteriorPoint.hpp.
|
staticprivate |
Definition at line 65 of file ROL_InteriorPoint.hpp.
|
private |
Definition at line 67 of file ROL_InteriorPoint.hpp.
|
private |
Definition at line 68 of file ROL_InteriorPoint.hpp.
|
private |
Definition at line 69 of file ROL_InteriorPoint.hpp.
|
private |
Definition at line 70 of file ROL_InteriorPoint.hpp.
|
private |
Definition at line 71 of file ROL_InteriorPoint.hpp.
|
private |
Definition at line 72 of file ROL_InteriorPoint.hpp.
|
private |
Definition at line 75 of file ROL_InteriorPoint.hpp.
|
private |
Definition at line 76 of file ROL_InteriorPoint.hpp.
Referenced by ROL::InteriorPoint::PenalizedObjective< Real >::getNumberFunctionEvaluations(), and ROL::InteriorPoint::PenalizedObjective< Real >::value().
|
private |
Definition at line 77 of file ROL_InteriorPoint.hpp.
Referenced by ROL::InteriorPoint::PenalizedObjective< Real >::getNumberGradientEvaluations(), and ROL::InteriorPoint::PenalizedObjective< Real >::gradient().
|
private |
Definition at line 78 of file ROL_InteriorPoint.hpp.
Referenced by ROL::InteriorPoint::PenalizedObjective< Real >::getObjectiveValue().
|
private |
Definition at line 79 of file ROL_InteriorPoint.hpp.
Referenced by ROL::InteriorPoint::PenalizedObjective< Real >::getGradientNorm().
|
private |
Definition at line 80 of file ROL_InteriorPoint.hpp.