ROL::ROL::QuadraticPenalty< Real > Class Template Reference

Provides the interface to evaluate the quadratic constraint penalty. More...

#include <ROL_Constraint_SerialSimOpt.hpp>

Inheritance diagram for ROL::ROL::QuadraticPenalty< Real >:

Public Member Functions
	QuadraticPenalty (const ROL::Ptr< Constraint< Real > > &con, const Vector< Real > &multiplier, const Real penaltyParameter, const Vector< Real > &optVec, const Vector< Real > &conVec, const bool useScaling=false, const int HessianApprox=0)
void	setScaling (const Real cscale=1)
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)
	Compute value.
virtual void	gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
	Compute gradient.
virtual void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply Hessian approximation to vector.
virtual void	getConstraintVec (Vector< Real > &c, const Vector< Real > &x)
virtual int	getNumberConstraintEvaluations (void) const
virtual void	reset (const Vector< Real > &multiplier, const Real penaltyParameter)
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 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 > &param)

Private Member Functions
void	evaluateConstraint (const Vector< Real > &x, Real &tol)

Private Attributes
const ROL::Ptr< Constraint< Real > >	con_
ROL::Ptr< Vector< Real > >	multiplier_
Real	penaltyParameter_
ROL::Ptr< Vector< Real > >	primalMultiplierVector_
ROL::Ptr< Vector< Real > >	dualOptVector_
ROL::Ptr< Vector< Real > >	primalConVector_
ROL::Ptr< Vector< Real > >	conValue_
Real	cscale_
int	ncval_
const bool	useScaling_
const int	HessianApprox_
bool	isConstraintComputed_

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::ROL::QuadraticPenalty< Real >

Provides the interface to evaluate the quadratic constraint penalty.

This class implements the quadratic constraint penalty functional. Given an equality constraint \(c:\mathcal{X}\to\mathcal{C}\), the quadratic penalty functional is

\[ Q(x,\lambda,\mu) = \langle \lambda, c(x)\rangle_{\mathcal{C}^*,\mathcal{C}} + \frac{\mu}{2} \langle \mathfrak{R}c(x),c(x)\rangle_{\mathcal{C}^*,\mathcal{C}} \]

where \(\lambda\in\mathcal{C}^*\) denotes a multiplier, \(\mu > 0\) is the penalty parameter and \(\mathfrak{R}\in\mathcal{L}(\mathcal{C},\mathcal{C}^*)\) is the Riesz operator on the constraint space.

This implementation permits the scaling of \(Q\) by \(\mu^{-1}\) and also permits the Hessian approximation

\[ \nabla^2_x Q(x,\lambda,\mu)v \approx \mu c'(x)^*\mathfrak{R} c'(x)v. \]

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Definition at line 84 of file ROL_Constraint_SerialSimOpt.hpp.

Constructor & Destructor Documentation

QuadraticPenalty()

template<class Real >

ROL::ROL::QuadraticPenalty< Real >::QuadraticPenalty ( const ROL::Ptr< Constraint< Real > > & con, const Vector< Real > & multiplier, const Real penaltyParameter, const Vector< Real > & optVec, const Vector< Real > & conVec, const bool useScaling = false, const int HessianApprox = 0 )

inline

Definition at line 119 of file ROL_Constraint_SerialSimOpt.hpp.

Member Function Documentation

evaluateConstraint()

template<class Real >

void ROL::ROL::QuadraticPenalty< Real >::evaluateConstraint ( const Vector< Real > & x, Real & tol )

inlineprivate

Definition at line 110 of file ROL_Constraint_SerialSimOpt.hpp.

setScaling()

template<class Real >

void ROL::ROL::QuadraticPenalty< Real >::setScaling ( const Real cscale = 1 )

inline

Definition at line 136 of file ROL_Constraint_SerialSimOpt.hpp.

update()

template<class Real >

virtual void ROL::ROL::QuadraticPenalty< Real >::update ( const Vector< Real > & x, bool flag = true, int iter = -1 )

inlinevirtual

Update objective function.

This function updates the objective function at new iterations.

Parameters

[in]	x	is the new iterate.
[in]	flag	is true if the iterate has changed.
[in]	iter	is the outer algorithm iterations count.

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

Definition at line 140 of file ROL_Constraint_SerialSimOpt.hpp.

value()

template<class Real >

virtual Real ROL::ROL::QuadraticPenalty< Real >::value ( const Vector< Real > & x, Real & tol )

inlinevirtual

Compute value.

This function returns the objective function value.

Parameters

[in]	x	is the current iterate.
[in]	tol	is a tolerance for inexact objective function computation.

Implements ROL::ROL::Objective< Real >.

Definition at line 145 of file ROL_Constraint_SerialSimOpt.hpp.

gradient()

template<class Real >

virtual void ROL::ROL::QuadraticPenalty< Real >::gradient ( Vector< Real > & g, const Vector< Real > & x, Real & tol )

inlinevirtual

Compute gradient.

This function returns the objective function gradient.

Parameters

[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::ROL::Objective< Real >.

Definition at line 164 of file ROL_Constraint_SerialSimOpt.hpp.

hessVec()

template<class Real >

virtual void ROL::ROL::QuadraticPenalty< Real >::hessVec ( Vector< Real > & hv, const Vector< Real > & v, const Vector< Real > & x, Real & tol )

inlinevirtual

Apply Hessian approximation to vector.

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

Parameters

[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::ROL::Objective< Real >.

Definition at line 180 of file ROL_Constraint_SerialSimOpt.hpp.

getConstraintVec()

template<class Real >

virtual void ROL::ROL::QuadraticPenalty< Real >::getConstraintVec ( Vector< Real > & c, const Vector< Real > & x )

inlinevirtual

Definition at line 229 of file ROL_Constraint_SerialSimOpt.hpp.

getNumberConstraintEvaluations()

template<class Real >

virtual int ROL::ROL::QuadraticPenalty< Real >::getNumberConstraintEvaluations ( void ) const

inlinevirtual

Definition at line 237 of file ROL_Constraint_SerialSimOpt.hpp.

reset()

template<class Real >

virtual void ROL::ROL::QuadraticPenalty< Real >::reset ( const Vector< Real > & multiplier, const Real penaltyParameter )

inlinevirtual

Definition at line 242 of file ROL_Constraint_SerialSimOpt.hpp.

Member Data Documentation

con_

template<class Real >

const ROL::Ptr<Constraint<Real> > ROL::ROL::QuadraticPenalty< Real >::con_

private

Definition at line 87 of file ROL_Constraint_SerialSimOpt.hpp.

multiplier_

template<class Real >

ROL::Ptr<Vector<Real> > ROL::ROL::QuadraticPenalty< Real >::multiplier_

private

Definition at line 88 of file ROL_Constraint_SerialSimOpt.hpp.

penaltyParameter_

template<class Real >

Real ROL::ROL::QuadraticPenalty< Real >::penaltyParameter_

private

Definition at line 89 of file ROL_Constraint_SerialSimOpt.hpp.

primalMultiplierVector_

template<class Real >

ROL::Ptr<Vector<Real> > ROL::ROL::QuadraticPenalty< Real >::primalMultiplierVector_

private

Definition at line 92 of file ROL_Constraint_SerialSimOpt.hpp.

dualOptVector_

template<class Real >

ROL::Ptr<Vector<Real> > ROL::ROL::QuadraticPenalty< Real >::dualOptVector_

private

Definition at line 93 of file ROL_Constraint_SerialSimOpt.hpp.

primalConVector_

template<class Real >

ROL::Ptr<Vector<Real> > ROL::ROL::QuadraticPenalty< Real >::primalConVector_

private

Definition at line 94 of file ROL_Constraint_SerialSimOpt.hpp.

conValue_

template<class Real >

ROL::Ptr<Vector<Real> > ROL::ROL::QuadraticPenalty< Real >::conValue_

private

Definition at line 97 of file ROL_Constraint_SerialSimOpt.hpp.

cscale_

template<class Real >

Real ROL::ROL::QuadraticPenalty< Real >::cscale_

private

Definition at line 98 of file ROL_Constraint_SerialSimOpt.hpp.

ncval_

template<class Real >

int ROL::ROL::QuadraticPenalty< Real >::ncval_

private

Definition at line 101 of file ROL_Constraint_SerialSimOpt.hpp.

useScaling_

template<class Real >

const bool ROL::ROL::QuadraticPenalty< Real >::useScaling_

private

Definition at line 104 of file ROL_Constraint_SerialSimOpt.hpp.

HessianApprox_

template<class Real >

const int ROL::ROL::QuadraticPenalty< Real >::HessianApprox_

private

Definition at line 105 of file ROL_Constraint_SerialSimOpt.hpp.

isConstraintComputed_

template<class Real >

bool ROL::ROL::QuadraticPenalty< Real >::isConstraintComputed_

private

Definition at line 108 of file ROL_Constraint_SerialSimOpt.hpp.

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

• ROL_Constraint_SerialSimOpt.hpp