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

#include <ROL_ScaledObjective.hpp>

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

Public Member Functions

 ScaledObjective (const Ptr< Objective< Real > > &obj, Real scale)
 
void update (const Vector< Real > &x, UpdateType type, int iter=-1) override
 Update objective function.
 
void setParameter (const std::vector< Real > &param) override
 
Real value (const Vector< Real > &x, Real &tol) override
 Compute value.
 
void gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol) override
 Compute gradient.
 
void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
 Apply Hessian approximation to vector.
 
void invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
 Apply inverse Hessian approximation to vector.
 
void precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
 Apply preconditioner to vector.
 
- Public Member Functions inherited from ROL::Objective< Real >
virtual ~Objective ()
 
 Objective ()
 
virtual void update (const Vector< Real > &x, bool flag=true, int iter=-1)
 Update objective function.
 
virtual Real dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol)
 Compute directional derivative.
 
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.
 
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.
 
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.
 
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.
 
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.
 
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.
 
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.
 
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.
 
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.
 
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.
 

Private Attributes

const Ptr< Objective< Real > > obj_
 
const Real scale_
 

Additional Inherited Members

- Protected Member Functions inherited from ROL::Objective< Real >
const std::vector< Real > getParameter (void) const
 

Detailed Description

template<typename Real>
class ROL::ScaledObjective< Real >

Definition at line 52 of file ROL_ScaledObjective.hpp.

Constructor & Destructor Documentation

◆ ScaledObjective()

template<typename Real >
ROL::ScaledObjective< Real >::ScaledObjective ( const Ptr< Objective< Real > > & obj,
Real scale )
inline

Definition at line 58 of file ROL_ScaledObjective.hpp.

Member Function Documentation

◆ update()

template<typename Real >
void ROL::ScaledObjective< Real >::update ( const Vector< Real > & x,
UpdateType type,
int iter = -1 )
overridevirtual

Update objective function.

This function updates the objective function at new iterations.

Parameters
[in]xis the new iterate.
[in]typeis the type of update requested.
[in]iteris the outer algorithm iterations count.

Reimplemented from ROL::Objective< Real >.

Definition at line 50 of file ROL_ScaledObjective_Def.hpp.

References obj_.

◆ setParameter()

template<typename Real >
void ROL::ScaledObjective< Real >::setParameter ( const std::vector< Real > & param)
overridevirtual

Reimplemented from ROL::Objective< Real >.

Definition at line 55 of file ROL_ScaledObjective_Def.hpp.

References obj_, and ROL::Objective< Real >::setParameter().

◆ value()

template<typename Real >
Real ROL::ScaledObjective< Real >::value ( const Vector< Real > & x,
Real & tol )
overridevirtual

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 61 of file ROL_ScaledObjective_Def.hpp.

References obj_.

◆ gradient()

template<typename Real >
void ROL::ScaledObjective< Real >::gradient ( Vector< Real > & g,
const Vector< Real > & x,
Real & tol )
overridevirtual

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 66 of file ROL_ScaledObjective_Def.hpp.

References obj_, and ROL::Vector< Real >::scale().

◆ hessVec()

template<typename Real >
void ROL::ScaledObjective< Real >::hessVec ( Vector< Real > & hv,
const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
overridevirtual

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 72 of file ROL_ScaledObjective_Def.hpp.

References obj_, and ROL::Vector< Real >::scale().

◆ invHessVec()

template<typename Real >
void ROL::ScaledObjective< Real >::invHessVec ( Vector< Real > & hv,
const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
overridevirtual

Apply inverse Hessian approximation to vector.

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

Parameters
[out]hvis the action of the inverse 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 78 of file ROL_ScaledObjective_Def.hpp.

References obj_, and ROL::Vector< Real >::scale().

◆ precond()

template<typename Real >
void ROL::ScaledObjective< Real >::precond ( Vector< Real > & Pv,
const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
overridevirtual

Apply preconditioner to vector.

This function applies a preconditioner for the Hessian of the objective function to the vector \(v\).

Parameters
[out]Pvis the action of the Hessian preconditioner 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 84 of file ROL_ScaledObjective_Def.hpp.

References obj_, and ROL::Vector< Real >::scale().

Member Data Documentation

◆ obj_

template<typename Real >
const Ptr<Objective<Real> > ROL::ScaledObjective< Real >::obj_
private

Definition at line 54 of file ROL_ScaledObjective.hpp.

◆ scale_

template<typename Real >
const Real ROL::ScaledObjective< Real >::scale_
private

Definition at line 55 of file ROL_ScaledObjective.hpp.


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