ROL
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#include <example_01b.hpp>
Public Member Functions | |
Zakharov_Sacado_Objective () | |
Real | value (const Vector< Real > &x, Real &tol) |
Compute value. | |
void | gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol) |
Compute gradient. | |
void | hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) |
Apply Hessian approximation to vector. | |
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virtual | ~Objective () |
Objective () | |
virtual void | update (const Vector< Real > &x, UpdateType type, int iter=-1) |
Update objective function. | |
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 void | invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) |
Apply inverse Hessian approximation to vector. | |
virtual void | precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) |
Apply preconditioner to vector. | |
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. | |
virtual void | setParameter (const std::vector< Real > ¶m) |
Private Types | |
typedef std::vector< Real > | vector |
typedef Vector< Real > | V |
typedef StdVector< Real > | SV |
typedef Sacado::Fad::DFad< Real > | GradType |
typedef Sacado::Fad::SFad< Real, 1 > | DirDerivType |
typedef Sacado::Fad::DFad< DirDerivType > | HessVecType |
typedef vector::size_type | uint |
Private Member Functions | |
ROL::Ptr< const vector > | getVector (const V &x) |
ROL::Ptr< vector > | getVector (V &x) |
Private Attributes | |
FunctionZakharov< Real > | zfunc_ |
FunctionZakharov< GradType > | zfuncGrad_ |
FunctionZakharov< HessVecType > | zfuncHessVec_ |
Additional Inherited Members | |
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const std::vector< Real > | getParameter (void) const |
Definition at line 103 of file example_01b.hpp.
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Definition at line 105 of file example_01b.hpp.
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Definition at line 106 of file example_01b.hpp.
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Definition at line 107 of file example_01b.hpp.
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Definition at line 109 of file example_01b.hpp.
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Definition at line 110 of file example_01b.hpp.
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Definition at line 111 of file example_01b.hpp.
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Definition at line 113 of file example_01b.hpp.
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inline |
Definition at line 139 of file example_01b.hpp.
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inlineprivate |
Definition at line 127 of file example_01b.hpp.
References Zakharov_Sacado_Objective< Real >::getVector().
Referenced by Zakharov_Sacado_Objective< Real >::getVector(), Zakharov_Sacado_Objective< Real >::getVector(), Zakharov_Sacado_Objective< Real >::gradient(), Zakharov_Sacado_Objective< Real >::hessVec(), and Zakharov_Sacado_Objective< Real >::value().
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inlineprivate |
Definition at line 132 of file example_01b.hpp.
References Zakharov_Sacado_Objective< Real >::getVector().
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inlinevirtual |
Compute value.
This function returns the objective function value.
[in] | x | is the current iterate. |
[in] | tol | is a tolerance for inexact objective function computation. |
Implements ROL::Objective< Real >.
Definition at line 142 of file example_01b.hpp.
References FunctionZakharov< ScalarT >::eval(), Zakharov_Sacado_Objective< Real >::getVector(), and Zakharov_Sacado_Objective< Real >::zfunc_.
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inlinevirtual |
Compute gradient.
This function returns the objective function gradient.
[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::Objective< Real >.
Definition at line 149 of file example_01b.hpp.
References FunctionZakharov< ScalarT >::eval(), Zakharov_Sacado_Objective< Real >::getVector(), and Zakharov_Sacado_Objective< Real >::zfuncGrad_.
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inlinevirtual |
Apply Hessian approximation to vector.
This function applies the Hessian of the objective function 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 for inexact objective function computation. |
Reimplemented from ROL::Objective< Real >.
Definition at line 172 of file example_01b.hpp.
References FunctionZakharov< ScalarT >::eval(), Zakharov_Sacado_Objective< Real >::getVector(), and Zakharov_Sacado_Objective< Real >::zfuncHessVec_.
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Definition at line 123 of file example_01b.hpp.
Referenced by Zakharov_Sacado_Objective< Real >::value().
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Definition at line 124 of file example_01b.hpp.
Referenced by Zakharov_Sacado_Objective< Real >::gradient().
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Definition at line 125 of file example_01b.hpp.
Referenced by Zakharov_Sacado_Objective< Real >::hessVec().