ROL
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ROL::ObjectiveFromBoundConstraint< Real > Class Template Reference

Create a logarithmic penalty objective from upper and lower bound vectors. More...

#include <ROL_ObjectiveFromBoundConstraint.hpp>

+ Inheritance diagram for ROL::ObjectiveFromBoundConstraint< Real >:

Classes

class  LogarithmLower
 
class  LogarithmUpper
 
class  ReciprocalLower
 
class  ReciprocalUpper
 

Public Member Functions

 ObjectiveFromBoundConstraint (const BoundConstraint< Real > &bc)
 
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...
 
- Public Member Functions inherited from ROL::Objective< Real >
virtual ~Objective ()
 
virtual void update (const Vector< Real > &x, bool flag=true, int iter=-1)
 Update objective function. More...
 
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
 

Private Attributes

Teuchos::RCP< Vlo_
 
Teuchos::RCP< Vup_
 
Teuchos::RCP< Vx_minus_lo_
 
Teuchos::RCP< Vup_minus_x_
 
Elementwise::Multiply< Real > mult_
 
Elementwise::ReductionSum< Real > sum_
 

Detailed Description

template<class Real>
class ROL::ObjectiveFromBoundConstraint< Real >

Create a logarithmic penalty objective from upper and lower bound vectors.

Definition at line 50 of file ROL_ObjectiveFromBoundConstraint.hpp.

Member Typedef Documentation

template<class Real>
typedef Vector<Real> ROL::ObjectiveFromBoundConstraint< Real >::V
private

Definition at line 52 of file ROL_ObjectiveFromBoundConstraint.hpp.

Constructor & Destructor Documentation

template<class Real>
ROL::ObjectiveFromBoundConstraint< Real >::ObjectiveFromBoundConstraint ( const BoundConstraint< Real > &  bc)
inline

Definition at line 101 of file ROL_ObjectiveFromBoundConstraint.hpp.

Member Function Documentation

template<class Real>
Real ROL::ObjectiveFromBoundConstraint< Real >::value ( const Vector< Real > &  x,
Real &  tol 
)
inlinevirtual

Compute value.

This function returns the objective function value.

Parameters
[in]xis the current iterate.
[in]tolis a tolerance for inexact objective function computation.

Implements ROL::Objective< Real >.

Definition at line 110 of file ROL_ObjectiveFromBoundConstraint.hpp.

template<class Real>
void ROL::ObjectiveFromBoundConstraint< Real >::gradient ( Vector< Real > &  g,
const Vector< Real > &  x,
Real &  tol 
)
inlinevirtual

Compute gradient.

This function returns the objective function gradient.

Parameters
[out]gis the gradient.
[in]xis the current iterate.
[in]tolis 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 128 of file ROL_ObjectiveFromBoundConstraint.hpp.

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

template<class Real>
void ROL::ObjectiveFromBoundConstraint< 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]hvis the the action of the Hessian on \(v\).
[in]vis the direction vector.
[in]xis the current iterate.
[in]tolis a tolerance for inexact objective function computation.

Reimplemented from ROL::Objective< Real >.

Definition at line 144 of file ROL_ObjectiveFromBoundConstraint.hpp.

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

Member Data Documentation

template<class Real>
Teuchos::RCP<V> ROL::ObjectiveFromBoundConstraint< Real >::lo_
private

Definition at line 55 of file ROL_ObjectiveFromBoundConstraint.hpp.

template<class Real>
Teuchos::RCP<V> ROL::ObjectiveFromBoundConstraint< Real >::up_
private

Definition at line 56 of file ROL_ObjectiveFromBoundConstraint.hpp.

template<class Real>
Teuchos::RCP<V> ROL::ObjectiveFromBoundConstraint< Real >::x_minus_lo_
private

Definition at line 58 of file ROL_ObjectiveFromBoundConstraint.hpp.

template<class Real>
Teuchos::RCP<V> ROL::ObjectiveFromBoundConstraint< Real >::up_minus_x_
private

Definition at line 59 of file ROL_ObjectiveFromBoundConstraint.hpp.

template<class Real>
Elementwise::Multiply<Real> ROL::ObjectiveFromBoundConstraint< Real >::mult_
private

Definition at line 94 of file ROL_ObjectiveFromBoundConstraint.hpp.

template<class Real>
Elementwise::ReductionSum<Real> ROL::ObjectiveFromBoundConstraint< Real >::sum_
private

Definition at line 95 of file ROL_ObjectiveFromBoundConstraint.hpp.


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