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

#include <ROL_ConicApproximationModel.hpp>

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

Public Member Functions

virtual ~ConicApproximationModel ()
 
 ConicApproximationModel (const Ptr< Obj > &obj, const Ptr< const V > &x, const Ptr< V > &s, const Ptr< const V > &a)
 
virtual void update (const V &s, bool flag=true, int iter=-1) override
 
virtual Real value (const V &s, Real &tol) override
 
virtual void gradient (V &g, const V &s, Real &tol) override
 
virtual void hessVec (V &hv, const V &v, const V &s, Real &tol) override
 
virtual void invHessVec (V &hv, const V &v, const V &s, Real &tol) override
 
virtual void precond (V &Pv, const V &v, const V &s, Real &tol) override
 
virtual ~ConicApproximationModel ()
 
 ConicApproximationModel (const Ptr< Obj > &obj, const Ptr< const V > &x, const Ptr< V > &s, const Ptr< const V > &a)
 
virtual void update (const V &s, bool flag=true, int iter=-1) override
 
virtual Real value (const V &s, Real &tol) override
 
virtual void gradient (V &g, const V &s, Real &tol) override
 
virtual void hessVec (V &hv, const V &v, const V &s, Real &tol) override
 
virtual void invHessVec (V &hv, const V &v, const V &s, Real &tol) override
 
virtual void precond (V &Pv, const V &v, const V &s, Real &tol) override
 
- 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.
 
virtual void setParameter (const std::vector< Real > &param)
 

Private Types

using V = Vector<Real>
 
using Obj = Objective<Real>
 

Private Attributes

Ptr< Obj > obj_
 
const Ptr< const V > x_
 
const Ptr< const V > a_
 
Ptr< V > g_
 
Ptr< V > s_
 
Ptr< V > Hs_
 
Real f_
 
Real gamma_
 
Real sHs_
 
VectorWorkspace< Real > workspace_
 

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::ConicApproximationModel< Real >

Definition at line 66 of file step/trustregion/ROL_ConicApproximationModel.hpp.

Member Typedef Documentation

◆ V

template<class Real >
typedef Vector< Real > ConicApproximationModel::V = Vector<Real>
private

Definition at line 68 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

◆ Obj

template<class Real >
typedef Objective< Real > ConicApproximationModel::Obj = Objective<Real>
private

Definition at line 69 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

Constructor & Destructor Documentation

◆ ~ConicApproximationModel() [1/2]

template<class Real >
virtual ROL::ConicApproximationModel< Real >::~ConicApproximationModel ( )
inlinevirtual

Definition at line 81 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

◆ ConicApproximationModel() [1/2]

template<class Real >
ROL::ConicApproximationModel< Real >::ConicApproximationModel ( const Ptr< Obj > & obj,
const Ptr< const V > & x,
const Ptr< V > & s,
const Ptr< const V > & a )
inline

Definition at line 83 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

References ROL::ConicApproximationModel< Real >::a_, ROL::ConicApproximationModel< Real >::f_, ROL::ConicApproximationModel< Real >::g_, ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::Hs_, ROL::ConicApproximationModel< Real >::obj_, ROL::ROL_EPSILON(), ROL::ConicApproximationModel< Real >::s_, and ROL::ConicApproximationModel< Real >::x_.

◆ ~ConicApproximationModel() [2/2]

template<class Real >
virtual ROL::ConicApproximationModel< Real >::~ConicApproximationModel ( )
inlinevirtual

Definition at line 81 of file step/trustregion/ROL_ConicApproximationModel.hpp.

◆ ConicApproximationModel() [2/2]

template<class Real >
ROL::ConicApproximationModel< Real >::ConicApproximationModel ( const Ptr< Obj > & obj,
const Ptr< const V > & x,
const Ptr< V > & s,
const Ptr< const V > & a )
inline

Definition at line 83 of file step/trustregion/ROL_ConicApproximationModel.hpp.

References ROL::ConicApproximationModel< Real >::a_, ROL::ConicApproximationModel< Real >::f_, ROL::ConicApproximationModel< Real >::g_, ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::Hs_, ROL::ConicApproximationModel< Real >::obj_, ROL::ROL_EPSILON(), ROL::ConicApproximationModel< Real >::s_, and ROL::ConicApproximationModel< Real >::x_.

Member Function Documentation

◆ update() [1/2]

template<class Real >
virtual void ROL::ConicApproximationModel< Real >::update ( const V & s,
bool flag = true,
int iter = -1 )
inlineoverridevirtual

Definition at line 94 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

References ROL::ConicApproximationModel< Real >::a_, ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::Hs_, ROL::ConicApproximationModel< Real >::obj_, ROL::ROL_EPSILON(), ROL::ConicApproximationModel< Real >::s_, and ROL::ConicApproximationModel< Real >::x_.

◆ value() [1/2]

template<class Real >
virtual Real ROL::ConicApproximationModel< Real >::value ( const V & s,
Real & tol )
inlineoverridevirtual

Definition at line 101 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

References ROL::ConicApproximationModel< Real >::f_, ROL::ConicApproximationModel< Real >::g_, ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::s_, and ROL::ConicApproximationModel< Real >::sHs_.

◆ gradient() [1/2]

template<class Real >
virtual void ROL::ConicApproximationModel< Real >::gradient ( V & g,
const V & s,
Real & tol )
inlineoverridevirtual

Definition at line 105 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

References ROL::ConicApproximationModel< Real >::a_, ROL::ConicApproximationModel< Real >::g_, ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::Hs_, ROL::Vector< Real >::plus(), ROL::ConicApproximationModel< Real >::s_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), and ROL::ConicApproximationModel< Real >::workspace_.

◆ hessVec() [1/2]

template<class Real >
virtual void ROL::ConicApproximationModel< Real >::hessVec ( V & hv,
const V & v,
const V & s,
Real & tol )
inlineoverridevirtual

Definition at line 119 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

References ROL::ConicApproximationModel< Real >::a_, ROL::Vector< Real >::axpy(), ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::obj_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), ROL::ConicApproximationModel< Real >::workspace_, and ROL::ConicApproximationModel< Real >::x_.

◆ invHessVec() [1/2]

template<class Real >
virtual void ROL::ConicApproximationModel< Real >::invHessVec ( V & hv,
const V & v,
const V & s,
Real & tol )
inlineoverridevirtual

Definition at line 132 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

References ROL::ConicApproximationModel< Real >::a_, ROL::Vector< Real >::axpy(), ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::obj_, ROL::ConicApproximationModel< Real >::s_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), ROL::ConicApproximationModel< Real >::workspace_, and ROL::ConicApproximationModel< Real >::x_.

◆ precond() [1/2]

template<class Real >
virtual void ROL::ConicApproximationModel< Real >::precond ( V & Pv,
const V & v,
const V & s,
Real & tol )
inlineoverridevirtual

Definition at line 143 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

References ROL::ConicApproximationModel< Real >::a_, ROL::Vector< Real >::axpy(), ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::obj_, ROL::ConicApproximationModel< Real >::s_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), ROL::ConicApproximationModel< Real >::workspace_, and ROL::ConicApproximationModel< Real >::x_.

◆ update() [2/2]

template<class Real >
virtual void ROL::ConicApproximationModel< Real >::update ( const V & s,
bool flag = true,
int iter = -1 )
inlineoverridevirtual

Definition at line 94 of file step/trustregion/ROL_ConicApproximationModel.hpp.

References ROL::ConicApproximationModel< Real >::a_, ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::Hs_, ROL::ConicApproximationModel< Real >::obj_, ROL::ROL_EPSILON(), ROL::ConicApproximationModel< Real >::s_, and ROL::ConicApproximationModel< Real >::x_.

◆ value() [2/2]

template<class Real >
virtual Real ROL::ConicApproximationModel< Real >::value ( const V & s,
Real & tol )
inlineoverridevirtual

Definition at line 101 of file step/trustregion/ROL_ConicApproximationModel.hpp.

References ROL::ConicApproximationModel< Real >::f_, ROL::ConicApproximationModel< Real >::g_, ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::s_, and ROL::ConicApproximationModel< Real >::sHs_.

◆ gradient() [2/2]

template<class Real >
virtual void ROL::ConicApproximationModel< Real >::gradient ( V & g,
const V & s,
Real & tol )
inlineoverridevirtual

Definition at line 105 of file step/trustregion/ROL_ConicApproximationModel.hpp.

References ROL::ConicApproximationModel< Real >::a_, ROL::ConicApproximationModel< Real >::g_, ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::Hs_, ROL::Vector< Real >::plus(), ROL::ConicApproximationModel< Real >::s_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), and ROL::ConicApproximationModel< Real >::workspace_.

◆ hessVec() [2/2]

template<class Real >
virtual void ROL::ConicApproximationModel< Real >::hessVec ( V & hv,
const V & v,
const V & s,
Real & tol )
inlineoverridevirtual

Definition at line 119 of file step/trustregion/ROL_ConicApproximationModel.hpp.

References ROL::ConicApproximationModel< Real >::a_, ROL::Vector< Real >::axpy(), ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::obj_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), ROL::ConicApproximationModel< Real >::workspace_, and ROL::ConicApproximationModel< Real >::x_.

◆ invHessVec() [2/2]

template<class Real >
virtual void ROL::ConicApproximationModel< Real >::invHessVec ( V & hv,
const V & v,
const V & s,
Real & tol )
inlineoverridevirtual

Definition at line 132 of file step/trustregion/ROL_ConicApproximationModel.hpp.

References ROL::ConicApproximationModel< Real >::a_, ROL::Vector< Real >::axpy(), ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::obj_, ROL::ConicApproximationModel< Real >::s_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), ROL::ConicApproximationModel< Real >::workspace_, and ROL::ConicApproximationModel< Real >::x_.

◆ precond() [2/2]

template<class Real >
virtual void ROL::ConicApproximationModel< Real >::precond ( V & Pv,
const V & v,
const V & s,
Real & tol )
inlineoverridevirtual

Definition at line 143 of file step/trustregion/ROL_ConicApproximationModel.hpp.

References ROL::ConicApproximationModel< Real >::a_, ROL::Vector< Real >::axpy(), ROL::ConicApproximationModel< Real >::gamma_, ROL::ConicApproximationModel< Real >::obj_, ROL::ConicApproximationModel< Real >::s_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), ROL::ConicApproximationModel< Real >::workspace_, and ROL::ConicApproximationModel< Real >::x_.

Member Data Documentation

◆ obj_

template<class Real >
Ptr< Obj > ConicApproximationModel::obj_
private

Definition at line 72 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

Referenced by ROL::ConicApproximationModel< Real >::ConicApproximationModel(), ROL::ConicApproximationModel< Real >::hessVec(), ROL::ConicApproximationModel< Real >::invHessVec(), ROL::ConicApproximationModel< Real >::precond(), and ROL::ConicApproximationModel< Real >::update().

◆ x_

template<class Real >
const Ptr< const V > ConicApproximationModel::x_
private

Definition at line 73 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

Referenced by ROL::ConicApproximationModel< Real >::ConicApproximationModel(), ROL::ConicApproximationModel< Real >::hessVec(), ROL::ConicApproximationModel< Real >::invHessVec(), ROL::ConicApproximationModel< Real >::precond(), and ROL::ConicApproximationModel< Real >::update().

◆ a_

template<class Real >
const Ptr< const V > ConicApproximationModel::a_
private

Definition at line 73 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

Referenced by ROL::ConicApproximationModel< Real >::ConicApproximationModel(), ROL::ConicApproximationModel< Real >::gradient(), ROL::ConicApproximationModel< Real >::hessVec(), ROL::ConicApproximationModel< Real >::invHessVec(), ROL::ConicApproximationModel< Real >::precond(), and ROL::ConicApproximationModel< Real >::update().

◆ g_

template<class Real >
Ptr< V > ConicApproximationModel::g_
private

Definition at line 74 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

Referenced by ROL::ConicApproximationModel< Real >::ConicApproximationModel(), ROL::ConicApproximationModel< Real >::gradient(), and ROL::ConicApproximationModel< Real >::value().

◆ s_

template<class Real >
Ptr< V > ConicApproximationModel::s_
private

Definition at line 74 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

Referenced by ROL::ConicApproximationModel< Real >::ConicApproximationModel(), ROL::ConicApproximationModel< Real >::gradient(), ROL::ConicApproximationModel< Real >::invHessVec(), ROL::ConicApproximationModel< Real >::precond(), ROL::ConicApproximationModel< Real >::update(), and ROL::ConicApproximationModel< Real >::value().

◆ Hs_

template<class Real >
Ptr< V > ConicApproximationModel::Hs_
private

Definition at line 74 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

Referenced by ROL::ConicApproximationModel< Real >::ConicApproximationModel(), ROL::ConicApproximationModel< Real >::gradient(), and ROL::ConicApproximationModel< Real >::update().

◆ f_

template<class Real >
Real ConicApproximationModel::f_
private

Definition at line 75 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

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

◆ gamma_

template<class Real >
Real ConicApproximationModel::gamma_
private

Definition at line 75 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

Referenced by ROL::ConicApproximationModel< Real >::ConicApproximationModel(), ROL::ConicApproximationModel< Real >::gradient(), ROL::ConicApproximationModel< Real >::hessVec(), ROL::ConicApproximationModel< Real >::invHessVec(), ROL::ConicApproximationModel< Real >::precond(), ROL::ConicApproximationModel< Real >::update(), and ROL::ConicApproximationModel< Real >::value().

◆ sHs_

template<class Real >
Real ConicApproximationModel::sHs_
private

Definition at line 75 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

Referenced by ROL::ConicApproximationModel< Real >::value().

◆ workspace_

template<class Real >
VectorWorkspace< Real > ConicApproximationModel::workspace_
private

Definition at line 77 of file algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp.

Referenced by ROL::ConicApproximationModel< Real >::gradient(), ROL::ConicApproximationModel< Real >::hessVec(), ROL::ConicApproximationModel< Real >::invHessVec(), and ROL::ConicApproximationModel< Real >::precond().

The documentation for this class was generated from the following files:
Generated by doxygen 1.12.0