ROL
Public Member Functions | Private Attributes | List of all members
ROL::ProjectedHessian< Real > Class Template Reference

#include <ROL_ProjectedHessian.hpp>

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

Public Member Functions

 ProjectedHessian (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< BoundConstraint< Real > > &con, const Teuchos::RCP< Vector< Real > > &x, const Teuchos::RCP< Vector< Real > > &g)
 
 ProjectedHessian (const Teuchos::RCP< Secant< Real > > &secant, const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< BoundConstraint< Real > > &con, const Teuchos::RCP< Vector< Real > > &x, const Teuchos::RCP< Vector< Real > > &g, bool useSecant=true)
 
void setData (Real eps=0.0)
 
void apply (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
 Apply Hessian. More...
 
void applyInverse (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
 Apply inverse Hessian. More...
 
- Public Member Functions inherited from ROL::LinearOperator< Real >
virtual ~LinearOperator ()
 
virtual void update (const Vector< Real > &x, bool flag=true, int iter=-1)
 Update linear operator. More...
 

Private Attributes

const Teuchos::RCP< Objective< Real > > obj_
 
const Teuchos::RCP< BoundConstraint< Real > > con_
 
const Teuchos::RCP< Vector< Real > > x_
 
const Teuchos::RCP< Vector< Real > > g_
 
Teuchos::RCP< Vector< Real > > v_
 
const Teuchos::RCP< Secant< Real > > secant_
 
bool useSecant_
 
Real eps_
 

Detailed Description

template<class Real>
class ROL::ProjectedHessian< Real >

Definition at line 55 of file ROL_ProjectedHessian.hpp.

Constructor & Destructor Documentation

template<class Real >
ROL::ProjectedHessian< Real >::ProjectedHessian ( const Teuchos::RCP< Objective< Real > > &  obj,
const Teuchos::RCP< BoundConstraint< Real > > &  con,
const Teuchos::RCP< Vector< Real > > &  x,
const Teuchos::RCP< Vector< Real > > &  g 
)
inline

Definition at line 72 of file ROL_ProjectedHessian.hpp.

template<class Real >
ROL::ProjectedHessian< Real >::ProjectedHessian ( const Teuchos::RCP< Secant< Real > > &  secant,
const Teuchos::RCP< Objective< Real > > &  obj,
const Teuchos::RCP< BoundConstraint< Real > > &  con,
const Teuchos::RCP< Vector< Real > > &  x,
const Teuchos::RCP< Vector< Real > > &  g,
bool  useSecant = true 
)
inline

Definition at line 81 of file ROL_ProjectedHessian.hpp.

Member Function Documentation

template<class Real >
void ROL::ProjectedHessian< Real >::setData ( Real  eps = 0.0)
inline

Definition at line 91 of file ROL_ProjectedHessian.hpp.

template<class Real >
void ROL::ProjectedHessian< Real >::apply ( Vector< Real > &  Hv,
const Vector< Real > &  v,
Real &  tol 
) const
inlinevirtual

Apply Hessian.

This function applies the Hessian to a vector.

Parameters
[out]Hvis the output vector.
[in]vis the input vector.
[in]tolis a tolerance for inexact Hessian application.

Implements ROL::LinearOperator< Real >.

Definition at line 102 of file ROL_ProjectedHessian.hpp.

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

template<class Real >
void ROL::ProjectedHessian< Real >::applyInverse ( Vector< Real > &  Hv,
const Vector< Real > &  v,
Real &  tol 
) const
inlinevirtual

Apply inverse Hessian.

This function applies the inverse of the Hessian to a vector.

Parameters
[out]Hvis the output vector.
[in]vis the input vector.
[in]tolis a tolerance for inexact Hessian application.

Reimplemented from ROL::LinearOperator< Real >.

Definition at line 134 of file ROL_ProjectedHessian.hpp.

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

Member Data Documentation

template<class Real >
const Teuchos::RCP<Objective<Real> > ROL::ProjectedHessian< Real >::obj_
private

Definition at line 58 of file ROL_ProjectedHessian.hpp.

template<class Real >
const Teuchos::RCP<BoundConstraint<Real> > ROL::ProjectedHessian< Real >::con_
private

Definition at line 59 of file ROL_ProjectedHessian.hpp.

template<class Real >
const Teuchos::RCP<Vector<Real> > ROL::ProjectedHessian< Real >::x_
private

Definition at line 60 of file ROL_ProjectedHessian.hpp.

template<class Real >
const Teuchos::RCP<Vector<Real> > ROL::ProjectedHessian< Real >::g_
private

Definition at line 61 of file ROL_ProjectedHessian.hpp.

template<class Real >
Teuchos::RCP<Vector<Real> > ROL::ProjectedHessian< Real >::v_
private

Definition at line 62 of file ROL_ProjectedHessian.hpp.

template<class Real >
const Teuchos::RCP<Secant<Real> > ROL::ProjectedHessian< Real >::secant_
private

Definition at line 64 of file ROL_ProjectedHessian.hpp.

template<class Real >
bool ROL::ProjectedHessian< Real >::useSecant_
private

Definition at line 66 of file ROL_ProjectedHessian.hpp.

template<class Real >
Real ROL::ProjectedHessian< Real >::eps_
private

Definition at line 68 of file ROL_ProjectedHessian.hpp.


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