ROL::CompositeObjective_SimOpt< Real > Class Template Reference

Provides the interface to evaluate simulation-based composite objective functions. More...

#include <ROL_CompositeObjective_SimOpt.hpp>

Inheritance diagram for ROL::CompositeObjective_SimOpt< Real >:

Public Member Functions
	CompositeObjective_SimOpt (const std::vector< ROL::Ptr< Objective_SimOpt< Real > > > &obj_vec, const ROL::Ptr< StdObjective< Real > > &std_obj)
void	update (const Vector< Real > &u, const Vector< Real > &z, bool flag=true, int iter=-1)
	Update objective function. u is an iterate, z is an iterate, flag = true if the iterate has changed, iter is the outer algorithm iterations count.
void	update (const Vector< Real > &u, const Vector< Real > &z, UpdateType type, int iter=-1)
Real	value (const Vector< Real > &u, const Vector< Real > &z, Real &tol)
	Compute value.
void	gradient_1 (Vector< Real > &g, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
	Compute gradient with respect to first component.
void	gradient_2 (Vector< Real > &g, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
	Compute gradient with respect to second component.
void	hessVec_11 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
	Apply Hessian approximation to vector.
void	hessVec_12 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
void	hessVec_21 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
void	hessVec_22 (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
void	setParameter (const std::vector< Real > &param)
Public Member Functions inherited from ROL::Objective_SimOpt< Real >
void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
void	update (const Vector< Real > &x, UpdateType type, int iter=-1)
Real	value (const Vector< Real > &x, Real &tol)
void	gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
std::vector< std::vector< Real > >	checkGradient_1 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > >	checkGradient_1 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)
std::vector< std::vector< Real > >	checkGradient_1 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)
std::vector< std::vector< Real > >	checkGradient_2 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > >	checkGradient_2 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)
std::vector< std::vector< Real > >	checkGradient_2 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &g, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)
std::vector< std::vector< Real > >	checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > >	checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
std::vector< std::vector< Real > >	checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)
std::vector< std::vector< Real > >	checkHessVec_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)
std::vector< std::vector< Real > >	checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > >	checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
std::vector< std::vector< Real > >	checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)
std::vector< std::vector< Real > >	checkHessVec_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)
std::vector< std::vector< Real > >	checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > >	checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
std::vector< std::vector< Real > >	checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)
std::vector< std::vector< Real > >	checkHessVec_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)
std::vector< std::vector< Real > >	checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > >	checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
std::vector< std::vector< Real > >	checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream, std::ostream &outStream, const int numSteps, const int order)
std::vector< std::vector< Real > >	checkHessVec_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream, std::ostream &outStream, const int order)
Public Member Functions inherited from ROL::ROL::Objective< Real >
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	value (const Vector< Real > &x, Real &tol)=0
	Compute value.
virtual void	gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
	Compute gradient.
virtual Real	dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol)
	Compute directional derivative.
virtual void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply Hessian approximation to vector.
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.

Private Member Functions
void	initialize (const Vector< Real > &u, const Vector< Real > &z)
void	computeValue (const Vector< Real > &u, const Vector< Real > &z, Real &tol)
void	computeGradient (const Vector< Real > &u, const Vector< Real > &z, Real &tol)
void	computeGradient1 (const Vector< Real > &u, const Vector< Real > &z, Real &tol)
void	computeGradient2 (const Vector< Real > &u, const Vector< Real > &z, Real &tol)
void	computeHessVec11 (const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
void	computeHessVec12 (const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
void	computeHessVec21 (const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
void	computeHessVec22 (const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)

Private Attributes
const std::vector< ROL::Ptr< Objective_SimOpt< Real > > >	obj_vec_
const ROL::Ptr< StdObjective< Real > >	std_obj_
ROL::Ptr< std::vector< Real > >	obj_value_
ROL::Ptr< std::vector< Real > >	obj_grad_
ROL::Ptr< std::vector< Real > >	obj_gv_
ROL::Ptr< std::vector< Real > >	obj_hess_
ROL::Ptr< StdVector< Real > >	obj_value_vec_
ROL::Ptr< StdVector< Real > >	obj_grad_vec_
ROL::Ptr< StdVector< Real > >	obj_gv_vec_
ROL::Ptr< StdVector< Real > >	obj_hess_vec_
std::vector< ROL::Ptr< Vector< Real > > >	vec_grad1_
std::vector< ROL::Ptr< Vector< Real > > >	vec_grad2_
std::vector< ROL::Ptr< Vector< Real > > >	vec_hess1_
std::vector< ROL::Ptr< Vector< Real > > >	vec_hess2_
bool	isInitialized_
bool	isValueComputed_
bool	isGradientComputed_
bool	isGradient1Computed_
bool	isGradient2Computed_

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

Detailed Description

template<class Real>
class ROL::CompositeObjective_SimOpt< Real >

Provides the interface to evaluate simulation-based composite objective functions.

Definition at line 59 of file ROL_CompositeObjective_SimOpt.hpp.

Constructor & Destructor Documentation

CompositeObjective_SimOpt()

template<class Real >

ROL::CompositeObjective_SimOpt< Real >::CompositeObjective_SimOpt ( const std::vector< ROL::Ptr< Objective_SimOpt< Real > > > & obj_vec, const ROL::Ptr< StdObjective< Real > > & std_obj )

inline

Definition at line 185 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::CompositeObjective_SimOpt< Real >::obj_grad_, ROL::CompositeObjective_SimOpt< Real >::obj_grad_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_gv_, ROL::CompositeObjective_SimOpt< Real >::obj_gv_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_hess_, ROL::CompositeObjective_SimOpt< Real >::obj_hess_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_value_, ROL::CompositeObjective_SimOpt< Real >::obj_value_vec_, and ROL::CompositeObjective_SimOpt< Real >::obj_vec_.

Member Function Documentation

initialize()

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::initialize ( const Vector< Real > & u, const Vector< Real > & z )

inlineprivate

Definition at line 80 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::Vector< Real >::clone(), ROL::Vector< Real >::dual(), ROL::CompositeObjective_SimOpt< Real >::isInitialized_, ROL::CompositeObjective_SimOpt< Real >::obj_vec_, ROL::CompositeObjective_SimOpt< Real >::vec_grad1_, ROL::CompositeObjective_SimOpt< Real >::vec_grad2_, ROL::CompositeObjective_SimOpt< Real >::vec_hess1_, and ROL::CompositeObjective_SimOpt< Real >::vec_hess2_.

Referenced by ROL::CompositeObjective_SimOpt< Real >::computeValue().

computeValue()

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::computeValue ( const Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlineprivate

Definition at line 97 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::CompositeObjective_SimOpt< Real >::initialize(), ROL::CompositeObjective_SimOpt< Real >::isValueComputed_, and ROL::CompositeObjective_SimOpt< Real >::obj_vec_.

Referenced by ROL::CompositeObjective_SimOpt< Real >::computeGradient(), and ROL::CompositeObjective_SimOpt< Real >::value().

computeGradient()

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::computeGradient ( const Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlineprivate

Definition at line 108 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::CompositeObjective_SimOpt< Real >::computeValue(), ROL::CompositeObjective_SimOpt< Real >::isGradientComputed_, ROL::CompositeObjective_SimOpt< Real >::obj_grad_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_value_vec_, and ROL::CompositeObjective_SimOpt< Real >::std_obj_.

Referenced by ROL::CompositeObjective_SimOpt< Real >::computeGradient1(), and ROL::CompositeObjective_SimOpt< Real >::computeGradient2().

computeGradient1()

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::computeGradient1 ( const Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlineprivate

Definition at line 116 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::CompositeObjective_SimOpt< Real >::computeGradient(), ROL::CompositeObjective_SimOpt< Real >::isGradient1Computed_, ROL::CompositeObjective_SimOpt< Real >::obj_vec_, and ROL::CompositeObjective_SimOpt< Real >::vec_grad1_.

Referenced by ROL::CompositeObjective_SimOpt< Real >::computeHessVec11(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec12(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec21(), and ROL::CompositeObjective_SimOpt< Real >::gradient_1().

computeGradient2()

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::computeGradient2 ( const Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlineprivate

Definition at line 127 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::CompositeObjective_SimOpt< Real >::computeGradient(), ROL::CompositeObjective_SimOpt< Real >::isGradient2Computed_, ROL::CompositeObjective_SimOpt< Real >::obj_vec_, and ROL::CompositeObjective_SimOpt< Real >::vec_grad2_.

Referenced by ROL::CompositeObjective_SimOpt< Real >::computeHessVec12(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec21(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec22(), and ROL::CompositeObjective_SimOpt< Real >::gradient_2().

computeHessVec11()

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::computeHessVec11 ( const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlineprivate

Definition at line 138 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::CompositeObjective_SimOpt< Real >::computeGradient1(), ROL::CompositeObjective_SimOpt< Real >::obj_gv_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_hess_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_value_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_vec_, ROL::CompositeObjective_SimOpt< Real >::std_obj_, ROL::CompositeObjective_SimOpt< Real >::vec_grad1_, and ROL::CompositeObjective_SimOpt< Real >::vec_hess1_.

Referenced by ROL::CompositeObjective_SimOpt< Real >::hessVec_11().

computeHessVec12()

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::computeHessVec12 ( const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlineprivate

Definition at line 149 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::CompositeObjective_SimOpt< Real >::computeGradient1(), ROL::CompositeObjective_SimOpt< Real >::computeGradient2(), ROL::CompositeObjective_SimOpt< Real >::obj_gv_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_hess_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_value_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_vec_, ROL::CompositeObjective_SimOpt< Real >::std_obj_, ROL::CompositeObjective_SimOpt< Real >::vec_grad2_, and ROL::CompositeObjective_SimOpt< Real >::vec_hess1_.

Referenced by ROL::CompositeObjective_SimOpt< Real >::hessVec_12().

computeHessVec21()

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::computeHessVec21 ( const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlineprivate

Definition at line 161 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::CompositeObjective_SimOpt< Real >::computeGradient1(), ROL::CompositeObjective_SimOpt< Real >::computeGradient2(), ROL::CompositeObjective_SimOpt< Real >::obj_gv_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_hess_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_value_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_vec_, ROL::CompositeObjective_SimOpt< Real >::std_obj_, ROL::CompositeObjective_SimOpt< Real >::vec_grad1_, and ROL::CompositeObjective_SimOpt< Real >::vec_hess2_.

Referenced by ROL::CompositeObjective_SimOpt< Real >::hessVec_21().

computeHessVec22()

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::computeHessVec22 ( const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlineprivate

Definition at line 173 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::CompositeObjective_SimOpt< Real >::computeGradient2(), ROL::CompositeObjective_SimOpt< Real >::obj_gv_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_hess_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_value_vec_, ROL::CompositeObjective_SimOpt< Real >::obj_vec_, ROL::CompositeObjective_SimOpt< Real >::std_obj_, ROL::CompositeObjective_SimOpt< Real >::vec_grad2_, and ROL::CompositeObjective_SimOpt< Real >::vec_hess2_.

Referenced by ROL::CompositeObjective_SimOpt< Real >::hessVec_22().

update() [1/2]

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::update ( const Vector< Real > & u, const Vector< Real > & z, bool flag = true, int iter = -1 )

inlinevirtual

Update objective function.
u is an iterate, z is an iterate, flag = true if the iterate has changed, iter is the outer algorithm iterations count.

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 200 of file ROL_CompositeObjective_SimOpt.hpp.

References flag, ROL::CompositeObjective_SimOpt< Real >::isGradient1Computed_, ROL::CompositeObjective_SimOpt< Real >::isGradient2Computed_, ROL::CompositeObjective_SimOpt< Real >::isGradientComputed_, ROL::CompositeObjective_SimOpt< Real >::isValueComputed_, iter, and ROL::CompositeObjective_SimOpt< Real >::obj_vec_.

update() [2/2]

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::update ( const Vector< Real > & u, const Vector< Real > & z, UpdateType type, int iter = -1 )

inlinevirtual

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 211 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::CompositeObjective_SimOpt< Real >::isGradient1Computed_, ROL::CompositeObjective_SimOpt< Real >::isGradient2Computed_, ROL::CompositeObjective_SimOpt< Real >::isGradientComputed_, ROL::CompositeObjective_SimOpt< Real >::isValueComputed_, iter, and ROL::CompositeObjective_SimOpt< Real >::obj_vec_.

value()

template<class Real >

Real ROL::CompositeObjective_SimOpt< Real >::value ( const Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlinevirtual

Compute value.

Implements ROL::Objective_SimOpt< Real >.

Definition at line 223 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::CompositeObjective_SimOpt< Real >::computeValue(), ROL::CompositeObjective_SimOpt< Real >::obj_value_vec_, and ROL::CompositeObjective_SimOpt< Real >::std_obj_.

gradient_1()

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::gradient_1 ( Vector< Real > & g, const Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlinevirtual

Compute gradient with respect to first component.

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 229 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::Vector< Real >::axpy(), ROL::CompositeObjective_SimOpt< Real >::computeGradient1(), ROL::CompositeObjective_SimOpt< Real >::obj_grad_, ROL::CompositeObjective_SimOpt< Real >::obj_vec_, ROL::CompositeObjective_SimOpt< Real >::vec_grad1_, and ROL::Vector< Real >::zero().

gradient_2()

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::gradient_2 ( Vector< Real > & g, const Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlinevirtual

Compute gradient with respect to second component.

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 238 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::Vector< Real >::axpy(), ROL::CompositeObjective_SimOpt< Real >::computeGradient2(), ROL::CompositeObjective_SimOpt< Real >::obj_grad_, ROL::CompositeObjective_SimOpt< Real >::obj_vec_, ROL::CompositeObjective_SimOpt< Real >::vec_grad2_, and ROL::Vector< Real >::zero().

hessVec_11()

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::hessVec_11 ( Vector< Real > & hv, const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlinevirtual

Apply Hessian approximation to vector.

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 247 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::Vector< Real >::axpy(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec11(), ROL::CompositeObjective_SimOpt< Real >::obj_grad_, ROL::CompositeObjective_SimOpt< Real >::obj_hess_, ROL::CompositeObjective_SimOpt< Real >::obj_vec_, ROL::CompositeObjective_SimOpt< Real >::vec_grad1_, ROL::CompositeObjective_SimOpt< Real >::vec_hess1_, and ROL::Vector< Real >::zero().

hessVec_12()

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::hessVec_12 ( Vector< Real > & hv, const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlinevirtual

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 258 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::Vector< Real >::axpy(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec12(), ROL::CompositeObjective_SimOpt< Real >::obj_grad_, ROL::CompositeObjective_SimOpt< Real >::obj_hess_, ROL::CompositeObjective_SimOpt< Real >::obj_vec_, ROL::CompositeObjective_SimOpt< Real >::vec_grad1_, ROL::CompositeObjective_SimOpt< Real >::vec_hess1_, and ROL::Vector< Real >::zero().

hessVec_21()

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::hessVec_21 ( Vector< Real > & hv, const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlinevirtual

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 269 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::Vector< Real >::axpy(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec21(), ROL::CompositeObjective_SimOpt< Real >::obj_grad_, ROL::CompositeObjective_SimOpt< Real >::obj_hess_, ROL::CompositeObjective_SimOpt< Real >::obj_vec_, ROL::CompositeObjective_SimOpt< Real >::vec_grad2_, ROL::CompositeObjective_SimOpt< Real >::vec_hess2_, and ROL::Vector< Real >::zero().

hessVec_22()

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::hessVec_22 ( Vector< Real > & hv, const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlinevirtual

Reimplemented from ROL::Objective_SimOpt< Real >.

Definition at line 280 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::Vector< Real >::axpy(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec22(), ROL::CompositeObjective_SimOpt< Real >::obj_grad_, ROL::CompositeObjective_SimOpt< Real >::obj_hess_, ROL::CompositeObjective_SimOpt< Real >::obj_vec_, ROL::CompositeObjective_SimOpt< Real >::vec_grad2_, ROL::CompositeObjective_SimOpt< Real >::vec_hess2_, and ROL::Vector< Real >::zero().

setParameter()

template<class Real >

void ROL::CompositeObjective_SimOpt< Real >::setParameter ( const std::vector< Real > & param )

inlinevirtual

Reimplemented from ROL::ROL::Objective< Real >.

Definition at line 293 of file ROL_CompositeObjective_SimOpt.hpp.

References ROL::CompositeObjective_SimOpt< Real >::isGradient1Computed_, ROL::CompositeObjective_SimOpt< Real >::isGradient2Computed_, ROL::CompositeObjective_SimOpt< Real >::isGradientComputed_, ROL::CompositeObjective_SimOpt< Real >::isValueComputed_, ROL::CompositeObjective_SimOpt< Real >::obj_vec_, ROL::ROL::Objective< Real >::setParameter(), and ROL::CompositeObjective_SimOpt< Real >::std_obj_.

Member Data Documentation

obj_vec_

template<class Real >

const std::vector<ROL::Ptr<Objective_SimOpt<Real> > > ROL::CompositeObjective_SimOpt< Real >::obj_vec_

private

Definition at line 61 of file ROL_CompositeObjective_SimOpt.hpp.

Referenced by ROL::CompositeObjective_SimOpt< Real >::CompositeObjective_SimOpt(), ROL::CompositeObjective_SimOpt< Real >::computeGradient1(), ROL::CompositeObjective_SimOpt< Real >::computeGradient2(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec11(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec12(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec21(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec22(), ROL::CompositeObjective_SimOpt< Real >::computeValue(), ROL::CompositeObjective_SimOpt< Real >::gradient_1(), ROL::CompositeObjective_SimOpt< Real >::gradient_2(), ROL::CompositeObjective_SimOpt< Real >::hessVec_11(), ROL::CompositeObjective_SimOpt< Real >::hessVec_12(), ROL::CompositeObjective_SimOpt< Real >::hessVec_21(), ROL::CompositeObjective_SimOpt< Real >::hessVec_22(), ROL::CompositeObjective_SimOpt< Real >::initialize(), ROL::CompositeObjective_SimOpt< Real >::setParameter(), ROL::CompositeObjective_SimOpt< Real >::update(), and ROL::CompositeObjective_SimOpt< Real >::update().

std_obj_

template<class Real >

const ROL::Ptr<StdObjective<Real> > ROL::CompositeObjective_SimOpt< Real >::std_obj_

private

Definition at line 62 of file ROL_CompositeObjective_SimOpt.hpp.

Referenced by ROL::CompositeObjective_SimOpt< Real >::computeGradient(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec11(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec12(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec21(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec22(), ROL::CompositeObjective_SimOpt< Real >::setParameter(), and ROL::CompositeObjective_SimOpt< Real >::value().

obj_value_

template<class Real >

ROL::Ptr<std::vector<Real> > ROL::CompositeObjective_SimOpt< Real >::obj_value_

private

Definition at line 64 of file ROL_CompositeObjective_SimOpt.hpp.

Referenced by ROL::CompositeObjective_SimOpt< Real >::CompositeObjective_SimOpt().

obj_grad_

template<class Real >

ROL::Ptr<std::vector<Real> > ROL::CompositeObjective_SimOpt< Real >::obj_grad_

private

Definition at line 65 of file ROL_CompositeObjective_SimOpt.hpp.

Referenced by ROL::CompositeObjective_SimOpt< Real >::CompositeObjective_SimOpt(), ROL::CompositeObjective_SimOpt< Real >::gradient_1(), ROL::CompositeObjective_SimOpt< Real >::gradient_2(), ROL::CompositeObjective_SimOpt< Real >::hessVec_11(), ROL::CompositeObjective_SimOpt< Real >::hessVec_12(), ROL::CompositeObjective_SimOpt< Real >::hessVec_21(), and ROL::CompositeObjective_SimOpt< Real >::hessVec_22().

obj_gv_

template<class Real >

ROL::Ptr<std::vector<Real> > ROL::CompositeObjective_SimOpt< Real >::obj_gv_

private

Definition at line 66 of file ROL_CompositeObjective_SimOpt.hpp.

Referenced by ROL::CompositeObjective_SimOpt< Real >::CompositeObjective_SimOpt().

obj_hess_

template<class Real >

ROL::Ptr<std::vector<Real> > ROL::CompositeObjective_SimOpt< Real >::obj_hess_

private

Definition at line 67 of file ROL_CompositeObjective_SimOpt.hpp.

Referenced by ROL::CompositeObjective_SimOpt< Real >::CompositeObjective_SimOpt(), ROL::CompositeObjective_SimOpt< Real >::hessVec_11(), ROL::CompositeObjective_SimOpt< Real >::hessVec_12(), ROL::CompositeObjective_SimOpt< Real >::hessVec_21(), and ROL::CompositeObjective_SimOpt< Real >::hessVec_22().

obj_value_vec_

template<class Real >

ROL::Ptr<StdVector<Real> > ROL::CompositeObjective_SimOpt< Real >::obj_value_vec_

private

Definition at line 68 of file ROL_CompositeObjective_SimOpt.hpp.

Referenced by ROL::CompositeObjective_SimOpt< Real >::CompositeObjective_SimOpt(), ROL::CompositeObjective_SimOpt< Real >::computeGradient(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec11(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec12(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec21(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec22(), and ROL::CompositeObjective_SimOpt< Real >::value().

obj_grad_vec_

template<class Real >

ROL::Ptr<StdVector<Real> > ROL::CompositeObjective_SimOpt< Real >::obj_grad_vec_

private

Definition at line 69 of file ROL_CompositeObjective_SimOpt.hpp.

Referenced by ROL::CompositeObjective_SimOpt< Real >::CompositeObjective_SimOpt(), and ROL::CompositeObjective_SimOpt< Real >::computeGradient().

obj_gv_vec_

template<class Real >

ROL::Ptr<StdVector<Real> > ROL::CompositeObjective_SimOpt< Real >::obj_gv_vec_

private

Definition at line 70 of file ROL_CompositeObjective_SimOpt.hpp.

Referenced by ROL::CompositeObjective_SimOpt< Real >::CompositeObjective_SimOpt(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec11(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec12(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec21(), and ROL::CompositeObjective_SimOpt< Real >::computeHessVec22().

obj_hess_vec_

template<class Real >

ROL::Ptr<StdVector<Real> > ROL::CompositeObjective_SimOpt< Real >::obj_hess_vec_

private

Definition at line 71 of file ROL_CompositeObjective_SimOpt.hpp.

Referenced by ROL::CompositeObjective_SimOpt< Real >::CompositeObjective_SimOpt(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec11(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec12(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec21(), and ROL::CompositeObjective_SimOpt< Real >::computeHessVec22().

vec_grad1_

template<class Real >

std::vector<ROL::Ptr<Vector<Real> > > ROL::CompositeObjective_SimOpt< Real >::vec_grad1_

private

Definition at line 72 of file ROL_CompositeObjective_SimOpt.hpp.

Referenced by ROL::CompositeObjective_SimOpt< Real >::computeGradient1(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec11(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec21(), ROL::CompositeObjective_SimOpt< Real >::gradient_1(), ROL::CompositeObjective_SimOpt< Real >::hessVec_11(), ROL::CompositeObjective_SimOpt< Real >::hessVec_12(), and ROL::CompositeObjective_SimOpt< Real >::initialize().

vec_grad2_

template<class Real >

std::vector<ROL::Ptr<Vector<Real> > > ROL::CompositeObjective_SimOpt< Real >::vec_grad2_

private

Definition at line 73 of file ROL_CompositeObjective_SimOpt.hpp.

Referenced by ROL::CompositeObjective_SimOpt< Real >::computeGradient2(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec12(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec22(), ROL::CompositeObjective_SimOpt< Real >::gradient_2(), ROL::CompositeObjective_SimOpt< Real >::hessVec_21(), ROL::CompositeObjective_SimOpt< Real >::hessVec_22(), and ROL::CompositeObjective_SimOpt< Real >::initialize().

vec_hess1_

template<class Real >

std::vector<ROL::Ptr<Vector<Real> > > ROL::CompositeObjective_SimOpt< Real >::vec_hess1_

private

Definition at line 74 of file ROL_CompositeObjective_SimOpt.hpp.

Referenced by ROL::CompositeObjective_SimOpt< Real >::computeHessVec11(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec12(), ROL::CompositeObjective_SimOpt< Real >::hessVec_11(), ROL::CompositeObjective_SimOpt< Real >::hessVec_12(), and ROL::CompositeObjective_SimOpt< Real >::initialize().

vec_hess2_

template<class Real >

std::vector<ROL::Ptr<Vector<Real> > > ROL::CompositeObjective_SimOpt< Real >::vec_hess2_

private

Definition at line 75 of file ROL_CompositeObjective_SimOpt.hpp.

Referenced by ROL::CompositeObjective_SimOpt< Real >::computeHessVec21(), ROL::CompositeObjective_SimOpt< Real >::computeHessVec22(), ROL::CompositeObjective_SimOpt< Real >::hessVec_21(), ROL::CompositeObjective_SimOpt< Real >::hessVec_22(), and ROL::CompositeObjective_SimOpt< Real >::initialize().

isInitialized_

template<class Real >

bool ROL::CompositeObjective_SimOpt< Real >::isInitialized_

private

Definition at line 77 of file ROL_CompositeObjective_SimOpt.hpp.

Referenced by ROL::CompositeObjective_SimOpt< Real >::initialize().

isValueComputed_

template<class Real >

bool ROL::CompositeObjective_SimOpt< Real >::isValueComputed_

private

Definition at line 77 of file ROL_CompositeObjective_SimOpt.hpp.

Referenced by ROL::CompositeObjective_SimOpt< Real >::computeValue(), ROL::CompositeObjective_SimOpt< Real >::setParameter(), ROL::CompositeObjective_SimOpt< Real >::update(), and ROL::CompositeObjective_SimOpt< Real >::update().

isGradientComputed_

template<class Real >

bool ROL::CompositeObjective_SimOpt< Real >::isGradientComputed_

private

Definition at line 78 of file ROL_CompositeObjective_SimOpt.hpp.

Referenced by ROL::CompositeObjective_SimOpt< Real >::computeGradient(), ROL::CompositeObjective_SimOpt< Real >::setParameter(), ROL::CompositeObjective_SimOpt< Real >::update(), and ROL::CompositeObjective_SimOpt< Real >::update().

isGradient1Computed_

template<class Real >

bool ROL::CompositeObjective_SimOpt< Real >::isGradient1Computed_

private

Definition at line 78 of file ROL_CompositeObjective_SimOpt.hpp.

Referenced by ROL::CompositeObjective_SimOpt< Real >::computeGradient1(), ROL::CompositeObjective_SimOpt< Real >::setParameter(), ROL::CompositeObjective_SimOpt< Real >::update(), and ROL::CompositeObjective_SimOpt< Real >::update().

isGradient2Computed_

template<class Real >

bool ROL::CompositeObjective_SimOpt< Real >::isGradient2Computed_

private

Definition at line 78 of file ROL_CompositeObjective_SimOpt.hpp.

Referenced by ROL::CompositeObjective_SimOpt< Real >::computeGradient2(), ROL::CompositeObjective_SimOpt< Real >::setParameter(), ROL::CompositeObjective_SimOpt< Real >::update(), and ROL::CompositeObjective_SimOpt< Real >::update().

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

• ROL_CompositeObjective_SimOpt.hpp