ROL
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ROL::InteriorPointObjective< Real > Class Template Reference

#include <ROL_InteriorPointObjective.hpp>

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

Classes

class  Mask
 
class  ModifiedDivide
 
class  ModifiedLogarithm
 
class  ModifiedReciprocal
 

Public Member Functions

 InteriorPointObjective (const Ptr< Objective< Real > > &obj, const Ptr< BoundConstraint< Real > > &bnd, const Vector< Real > &x, const Vector< Real > &g, const bool useLinearDamping, const Real kappaD, const Real mu)
 
 InteriorPointObjective (const Ptr< Objective< Real > > &obj, const Ptr< BoundConstraint< Real > > &bnd, const Vector< Real > &x, const Vector< Real > &g, ParameterList &parlist)
 
Real getObjectiveValue (const Vector< Real > &x, Real &tol)
 
const Ptr< const Vector< Real > > getObjectiveGradient (const Vector< Real > &x, Real &tol)
 
int getNumberFunctionEvaluations (void) const
 
int getNumberGradientEvaluations (void) const
 
void updatePenalty (const Real mu)
 
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)
 
- 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

typedef Elementwise::ValueSet< Real > ValueSet
 

Private Member Functions

void initialize (const Vector< Real > &x, const Vector< Real > &g)
 

Private Attributes

const Ptr< Objective< Real > > obj_
 
const Ptr< BoundConstraint< Real > > bnd_
 
const Ptr< const Vector< Real > > lo_
 
const Ptr< const Vector< Real > > up_
 
Ptr< Vector< Real > > maskL_
 
Ptr< Vector< Real > > maskU_
 
Ptr< Vector< Real > > maskL0_
 
Ptr< Vector< Real > > maskU0_
 
Ptr< Vector< Real > > pwa_
 
bool useLinearDamping_
 
Real kappaD_
 
Real mu_
 
Ptr< ScalarController< Real, int > > fval_
 
Ptr< VectorController< Real, int > > gradient_
 
int nfval_
 
int ngrad_
 

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::InteriorPointObjective< Real >

Definition at line 64 of file ROL_InteriorPointObjective.hpp.

Member Typedef Documentation

◆ ValueSet

template<class Real >
Elementwise::ValueSet<Real> ROL::InteriorPointObjective< Real >::ValueSet
private

Definition at line 66 of file ROL_InteriorPointObjective.hpp.

Constructor & Destructor Documentation

◆ InteriorPointObjective() [1/2]

template<class Real >
ROL::InteriorPointObjective< Real >::InteriorPointObjective ( const Ptr< Objective< Real > > & obj,
const Ptr< BoundConstraint< Real > > & bnd,
const Vector< Real > & x,
const Vector< Real > & g,
const bool useLinearDamping,
const Real kappaD,
const Real mu )
inline

Definition at line 173 of file ROL_InteriorPointObjective.hpp.

References ROL::InteriorPointObjective< Real >::initialize().

◆ InteriorPointObjective() [2/2]

template<class Real >
ROL::InteriorPointObjective< Real >::InteriorPointObjective ( const Ptr< Objective< Real > > & obj,
const Ptr< BoundConstraint< Real > > & bnd,
const Vector< Real > & x,
const Vector< Real > & g,
ParameterList & parlist )
inline

Definition at line 186 of file ROL_InteriorPointObjective.hpp.

References ROL::InteriorPointObjective< Real >::initialize(), ROL::InteriorPointObjective< Real >::kappaD_, ROL::InteriorPointObjective< Real >::mu_, and ROL::InteriorPointObjective< Real >::useLinearDamping_.

Member Function Documentation

◆ initialize()

template<class Real >
void ROL::InteriorPointObjective< Real >::initialize ( const Vector< Real > & x,
const Vector< Real > & g )
inlineprivate

Definition at line 142 of file ROL_InteriorPointObjective.hpp.

References ROL::Vector< Real >::clone(), ROL::InteriorPointObjective< Real >::fval_, ROL::InteriorPointObjective< Real >::gradient_, ROL::InteriorPointObjective< Real >::lo_, ROL::InteriorPointObjective< Real >::maskL0_, ROL::InteriorPointObjective< Real >::maskL_, ROL::InteriorPointObjective< Real >::maskU0_, ROL::InteriorPointObjective< Real >::maskU_, ROL::InteriorPointObjective< Real >::pwa_, ROL::ROL_INF(), ROL::ROL_NINF(), ROL::InteriorPointObjective< Real >::up_, ROL::InteriorPointObjective< Real >::useLinearDamping_, and zero.

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

◆ getObjectiveValue()

template<class Real >
Real ROL::InteriorPointObjective< Real >::getObjectiveValue ( const Vector< Real > & x,
Real & tol )
inline

Definition at line 203 of file ROL_InteriorPointObjective.hpp.

References ROL::InteriorPointObjective< Real >::fval_, ROL::InteriorPointObjective< Real >::nfval_, and ROL::InteriorPointObjective< Real >::obj_.

Referenced by ROL::TypeB::InteriorPointAlgorithm< Real >::updateState(), ROL::TypeG::InteriorPointAlgorithm< Real >::updateState(), and ROL::InteriorPointObjective< Real >::value().

◆ getObjectiveGradient()

template<class Real >
const Ptr< const Vector< Real > > ROL::InteriorPointObjective< Real >::getObjectiveGradient ( const Vector< Real > & x,
Real & tol )
inline

Definition at line 214 of file ROL_InteriorPointObjective.hpp.

References ROL::Vector< Real >::dual(), ROL::InteriorPointObjective< Real >::gradient_, ROL::InteriorPointObjective< Real >::ngrad_, and ROL::InteriorPointObjective< Real >::obj_.

Referenced by ROL::InteriorPointObjective< Real >::gradient().

◆ getNumberFunctionEvaluations()

template<class Real >
int ROL::InteriorPointObjective< Real >::getNumberFunctionEvaluations ( void ) const
inline

Definition at line 223 of file ROL_InteriorPointObjective.hpp.

References ROL::InteriorPointObjective< Real >::nfval_.

◆ getNumberGradientEvaluations()

template<class Real >
int ROL::InteriorPointObjective< Real >::getNumberGradientEvaluations ( void ) const
inline

Definition at line 227 of file ROL_InteriorPointObjective.hpp.

References ROL::InteriorPointObjective< Real >::ngrad_.

◆ updatePenalty()

template<class Real >
void ROL::InteriorPointObjective< Real >::updatePenalty ( const Real mu)
inline

Definition at line 231 of file ROL_InteriorPointObjective.hpp.

References ROL::InteriorPointObjective< Real >::mu_.

Referenced by ROL::TypeB::InteriorPointAlgorithm< Real >::run(), and ROL::TypeG::InteriorPointAlgorithm< Real >::run().

◆ update()

template<class Real >
void ROL::InteriorPointObjective< Real >::update ( const Vector< Real > & x,
UpdateType type,
int iter = -1 )
inline

Definition at line 235 of file ROL_InteriorPointObjective.hpp.

References ROL::InteriorPointObjective< Real >::fval_, ROL::InteriorPointObjective< Real >::gradient_, iter, and ROL::InteriorPointObjective< Real >::obj_.

Referenced by ROL::TypeB::InteriorPointAlgorithm< Real >::updateState(), and ROL::TypeG::InteriorPointAlgorithm< Real >::updateState().

◆ value()

template<class Real >
Real ROL::InteriorPointObjective< Real >::value ( const Vector< Real > & x,
Real & tol )
inline

Definition at line 241 of file ROL_InteriorPointObjective.hpp.

References ROL::InteriorPointObjective< Real >::getObjectiveValue(), ROL::InteriorPointObjective< Real >::kappaD_, ROL::InteriorPointObjective< Real >::lo_, ROL::InteriorPointObjective< Real >::maskL0_, ROL::InteriorPointObjective< Real >::maskL_, ROL::InteriorPointObjective< Real >::maskU0_, ROL::InteriorPointObjective< Real >::maskU_, ROL::InteriorPointObjective< Real >::mu_, ROL::InteriorPointObjective< Real >::pwa_, ROL::InteriorPointObjective< Real >::up_, ROL::InteriorPointObjective< Real >::useLinearDamping_, and zero.

◆ gradient()

template<class Real >
void ROL::InteriorPointObjective< Real >::gradient ( Vector< Real > & g,
const Vector< Real > & x,
Real & tol )
inline

Definition at line 274 of file ROL_InteriorPointObjective.hpp.

References ROL::Vector< Real >::axpy(), ROL::InteriorPointObjective< Real >::getObjectiveGradient(), ROL::InteriorPointObjective< Real >::kappaD_, ROL::InteriorPointObjective< Real >::lo_, ROL::InteriorPointObjective< Real >::maskL0_, ROL::InteriorPointObjective< Real >::maskL_, ROL::InteriorPointObjective< Real >::maskU0_, ROL::InteriorPointObjective< Real >::maskU_, ROL::InteriorPointObjective< Real >::mu_, ROL::InteriorPointObjective< Real >::pwa_, ROL::Vector< Real >::set(), ROL::InteriorPointObjective< Real >::up_, and ROL::InteriorPointObjective< Real >::useLinearDamping_.

Referenced by ROL::TypeB::InteriorPointAlgorithm< Real >::updateState(), and ROL::TypeG::InteriorPointAlgorithm< Real >::updateState().

◆ hessVec()

template<class Real >
void ROL::InteriorPointObjective< Real >::hessVec ( Vector< Real > & hv,
const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
inline

Definition at line 301 of file ROL_InteriorPointObjective.hpp.

References ROL::Vector< Real >::axpy(), ROL::InteriorPointObjective< Real >::lo_, ROL::InteriorPointObjective< Real >::maskL_, ROL::InteriorPointObjective< Real >::maskU_, ROL::InteriorPointObjective< Real >::mu_, ROL::InteriorPointObjective< Real >::obj_, ROL::InteriorPointObjective< Real >::pwa_, and ROL::InteriorPointObjective< Real >::up_.

Member Data Documentation

◆ obj_

template<class Real >
const Ptr<Objective<Real> > ROL::InteriorPointObjective< Real >::obj_
private

Definition at line 70 of file ROL_InteriorPointObjective.hpp.

Referenced by ROL::InteriorPointObjective< Real >::getObjectiveGradient(), ROL::InteriorPointObjective< Real >::getObjectiveValue(), ROL::InteriorPointObjective< Real >::hessVec(), and ROL::InteriorPointObjective< Real >::update().

◆ bnd_

template<class Real >
const Ptr<BoundConstraint<Real> > ROL::InteriorPointObjective< Real >::bnd_
private

Definition at line 71 of file ROL_InteriorPointObjective.hpp.

◆ lo_

template<class Real >
const Ptr<const Vector<Real> > ROL::InteriorPointObjective< Real >::lo_
private

Definition at line 72 of file ROL_InteriorPointObjective.hpp.

Referenced by ROL::InteriorPointObjective< Real >::gradient(), ROL::InteriorPointObjective< Real >::hessVec(), ROL::InteriorPointObjective< Real >::initialize(), and ROL::InteriorPointObjective< Real >::value().

◆ up_

template<class Real >
const Ptr<const Vector<Real> > ROL::InteriorPointObjective< Real >::up_
private

Definition at line 73 of file ROL_InteriorPointObjective.hpp.

Referenced by ROL::InteriorPointObjective< Real >::gradient(), ROL::InteriorPointObjective< Real >::hessVec(), ROL::InteriorPointObjective< Real >::initialize(), and ROL::InteriorPointObjective< Real >::value().

◆ maskL_

template<class Real >
Ptr<Vector<Real> > ROL::InteriorPointObjective< Real >::maskL_
private

Definition at line 75 of file ROL_InteriorPointObjective.hpp.

Referenced by ROL::InteriorPointObjective< Real >::gradient(), ROL::InteriorPointObjective< Real >::hessVec(), ROL::InteriorPointObjective< Real >::initialize(), and ROL::InteriorPointObjective< Real >::value().

◆ maskU_

template<class Real >
Ptr<Vector<Real> > ROL::InteriorPointObjective< Real >::maskU_
private

Definition at line 76 of file ROL_InteriorPointObjective.hpp.

Referenced by ROL::InteriorPointObjective< Real >::gradient(), ROL::InteriorPointObjective< Real >::hessVec(), ROL::InteriorPointObjective< Real >::initialize(), and ROL::InteriorPointObjective< Real >::value().

◆ maskL0_

template<class Real >
Ptr<Vector<Real> > ROL::InteriorPointObjective< Real >::maskL0_
private

Definition at line 77 of file ROL_InteriorPointObjective.hpp.

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

◆ maskU0_

template<class Real >
Ptr<Vector<Real> > ROL::InteriorPointObjective< Real >::maskU0_
private

Definition at line 78 of file ROL_InteriorPointObjective.hpp.

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

◆ pwa_

template<class Real >
Ptr<Vector<Real> > ROL::InteriorPointObjective< Real >::pwa_
private

Definition at line 79 of file ROL_InteriorPointObjective.hpp.

Referenced by ROL::InteriorPointObjective< Real >::gradient(), ROL::InteriorPointObjective< Real >::hessVec(), ROL::InteriorPointObjective< Real >::initialize(), and ROL::InteriorPointObjective< Real >::value().

◆ useLinearDamping_

template<class Real >
bool ROL::InteriorPointObjective< Real >::useLinearDamping_
private

Definition at line 81 of file ROL_InteriorPointObjective.hpp.

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

◆ kappaD_

template<class Real >
Real ROL::InteriorPointObjective< Real >::kappaD_
private

Definition at line 84 of file ROL_InteriorPointObjective.hpp.

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

◆ mu_

template<class Real >
Real ROL::InteriorPointObjective< Real >::mu_
private

Definition at line 85 of file ROL_InteriorPointObjective.hpp.

Referenced by ROL::InteriorPointObjective< Real >::gradient(), ROL::InteriorPointObjective< Real >::hessVec(), ROL::InteriorPointObjective< Real >::InteriorPointObjective(), ROL::InteriorPointObjective< Real >::updatePenalty(), and ROL::InteriorPointObjective< Real >::value().

◆ fval_

template<class Real >
Ptr<ScalarController<Real,int> > ROL::InteriorPointObjective< Real >::fval_
private

Definition at line 87 of file ROL_InteriorPointObjective.hpp.

Referenced by ROL::InteriorPointObjective< Real >::getObjectiveValue(), ROL::InteriorPointObjective< Real >::initialize(), and ROL::InteriorPointObjective< Real >::update().

◆ gradient_

template<class Real >
Ptr<VectorController<Real,int> > ROL::InteriorPointObjective< Real >::gradient_
private

Definition at line 88 of file ROL_InteriorPointObjective.hpp.

Referenced by ROL::InteriorPointObjective< Real >::getObjectiveGradient(), ROL::InteriorPointObjective< Real >::initialize(), and ROL::InteriorPointObjective< Real >::update().

◆ nfval_

template<class Real >
int ROL::InteriorPointObjective< Real >::nfval_
private

Definition at line 90 of file ROL_InteriorPointObjective.hpp.

Referenced by ROL::InteriorPointObjective< Real >::getNumberFunctionEvaluations(), and ROL::InteriorPointObjective< Real >::getObjectiveValue().

◆ ngrad_

template<class Real >
int ROL::InteriorPointObjective< Real >::ngrad_
private

Definition at line 91 of file ROL_InteriorPointObjective.hpp.

Referenced by ROL::InteriorPointObjective< Real >::getNumberGradientEvaluations(), and ROL::InteriorPointObjective< Real >::getObjectiveGradient().

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