Secant Class Reference

Provides interface for and implements limited-memory secant operators. More...

#include <ROL_Secant.hpp>

Inheritance diagram for Secant:

Public Member Functions
virtual	~Secant ()
	Secant (int M=10, bool useDefaultScaling=true, Real Bscaling=Real(1), ESecantMode mode=SECANTMODE_BOTH)
Ptr< SecantState< Real > > &	get_state ()
const Ptr< SecantState< Real > > &	get_state () const
virtual void	updateStorage (const Vector< Real > &x, const Vector< Real > &grad, const Vector< Real > &gp, const Vector< Real > &s, const Real snorm, const int iter)
virtual void	applyH (Vector< Real > &Hv, const Vector< Real > &v) const =0
virtual void	applyH0 (Vector< Real > &Hv, const Vector< Real > &v) const
virtual void	applyB (Vector< Real > &Bv, const Vector< Real > &v) const =0
virtual void	applyB0 (Vector< Real > &Bv, const Vector< Real > &v) const
void	test (std::ostream &stream=std::cout) const
void	apply (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
void	applyInverse (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
Public Member Functions inherited from ROL::LinearOperator< Real >
virtual	~LinearOperator ()
virtual void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
	Update linear operator.
virtual void	apply (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const =0
	Apply linear operator.
virtual void	applyInverse (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
	Apply inverse of linear operator.
virtual void	applyAdjoint (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
	Apply adjoint of linear operator.
virtual void	applyAdjointInverse (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
	Apply adjoint of the inverse linear operator.

Protected Attributes
const Ptr< SecantState< Real > >	state_
Ptr< Vector< Real > >	y_
bool	useDefaultScaling_
Real	Bscaling_

Private Attributes
bool	isInitialized_

Detailed Description

Provides interface for and implements limited-memory secant operators.

Constructor & Destructor Documentation

~Secant()

virtual Secant::~Secant ( )

inlinevirtual

Definition at line 93 of file ROL_Secant.hpp.

Secant()

Secant::Secant ( int M = 10, bool useDefaultScaling = true, Real Bscaling = Real(1), ESecantMode mode = SECANTMODE_BOTH )

inline

Definition at line 96 of file ROL_Secant.hpp.

Member Function Documentation

get_state() [1/2]

Ptr< SecantState< Real > > & Secant::get_state ( )

inline

Definition at line 101 of file ROL_Secant.hpp.

Referenced by BarzilaiBorwein::applyB(), and BarzilaiBorwein::applyH().

get_state() [2/2]

const Ptr< SecantState< Real > > & Secant::get_state ( ) const

inline

Definition at line 102 of file ROL_Secant.hpp.

updateStorage()

virtual void Secant::updateStorage ( const Vector< Real > & x, const Vector< Real > & grad, const Vector< Real > & gp, const Vector< Real > & s, const Real snorm, const int iter )

inlinevirtual

Reimplemented in lSR1.

Definition at line 105 of file ROL_Secant.hpp.

References iter, and snorm.

applyH()

virtual void Secant::applyH ( Vector< Real > & Hv, const Vector< Real > & v ) const

pure virtual

Implemented in BarzilaiBorwein, lBFGS, lDFP, and lSR1.

Referenced by ROL::TypeB::LSecantBAlgorithm< Real >::applyFreePrecond(), Secant::applyInverse(), and Secant::test().

applyH0()

virtual void Secant::applyH0 ( Vector< Real > & Hv, const Vector< Real > & v ) const

inlinevirtual

Reimplemented in lDFP, and lSR1.

Definition at line 144 of file ROL_Secant.hpp.

Referenced by lBFGS::applyH().

applyB()

virtual void Secant::applyB ( Vector< Real > & Bv, const Vector< Real > & v ) const

pure virtual

Implemented in BarzilaiBorwein, lBFGS, lDFP, and lSR1.

Referenced by Secant::apply(), ROL::TypeB::LSecantBAlgorithm< Real >::applyFreeHessian(), ROL::TypeB::LSecantBAlgorithm< Real >::dcauchy(), and Secant::test().

applyB0()

virtual void Secant::applyB0 ( Vector< Real > & Bv, const Vector< Real > & v ) const

inlinevirtual

Reimplemented in lDFP, and lSR1.

Definition at line 161 of file ROL_Secant.hpp.

Referenced by lBFGS::applyB().

test()

void Secant::test ( std::ostream & stream = std::cout ) const

inline

Definition at line 175 of file ROL_Secant.hpp.

References Secant::applyB(), and Secant::applyH().

apply()

void Secant::apply ( Vector< Real > & Hv, const Vector< Real > & v, Real & tol ) const

inline

Definition at line 198 of file ROL_Secant.hpp.

References Secant::applyB().

applyInverse()

void Secant::applyInverse ( Vector< Real > & Hv, const Vector< Real > & v, Real & tol ) const

inline

Definition at line 202 of file ROL_Secant.hpp.

References Secant::applyH().

Member Data Documentation

state_

const Ptr<SecantState<Real> > Secant::state_

protected

Definition at line 82 of file ROL_Secant.hpp.

y_

Ptr<Vector<Real> > Secant::y_

protected

Definition at line 83 of file ROL_Secant.hpp.

useDefaultScaling_

bool Secant::useDefaultScaling_

protected

Definition at line 84 of file ROL_Secant.hpp.

Bscaling_

Real Secant::Bscaling_

protected

Definition at line 85 of file ROL_Secant.hpp.

isInitialized_

bool Secant::isInitialized_

private

Definition at line 89 of file ROL_Secant.hpp.

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

• ROL_Secant.hpp