TrustRegionModel_U Class Reference

Provides the interface to evaluate trust-region model functions. More...

#include <ROL_TrustRegionModel_U.hpp>

Inheritance diagram for TrustRegionModel_U:

Public Member Functions
virtual	~TrustRegionModel_U ()
	TrustRegionModel_U (ParameterList &list, const Ptr< Secant< Real > > &secant=nullPtr, ESecantMode mode=SECANTMODE_BOTH)
void	initialize (const Vector< Real > &x, const Vector< Real > &g)
void	validate (Objective< Real > &obj, const Vector< Real > &x, const Vector< Real > &g, ETrustRegionU etr)
virtual void	setData (Objective< Real > &obj, const Vector< Real > &x, const Vector< Real > &g)
void	update (const Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &gold, const Vector< Real > &gnew, const Real snorm, const int iter)
virtual Real	value (const Vector< Real > &s, Real &tol) override
virtual void	gradient (Vector< Real > &g, const Vector< Real > &s, Real &tol) override
virtual void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &s, Real &tol) override
virtual void	invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &s, Real &tol) override
virtual void	precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &s, Real &tol) override
virtual const Ptr< const Vector< Real > >	getGradient (void) const
virtual const Ptr< const Vector< Real > >	getIterate (void) const
virtual const Ptr< Objective< Real > >	getObjective (void) const
Public Member Functions inherited from 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)

Protected Member Functions
void	applyHessian (Vector< Real > &hv, const Vector< Real > &v, Real &tol)
void	applyInvHessian (Vector< Real > &hv, const Vector< Real > &v, Real &tol)
void	applyPrecond (Vector< Real > &Pv, const Vector< Real > &v, Real &tol)
Protected Member Functions inherited from ROL::Objective< Real >
const std::vector< Real >	getParameter (void) const

Private Attributes
Ptr< Objective< Real > >	obj_
Ptr< const Vector< Real > >	x_
Ptr< const Vector< Real > >	g_
Ptr< Vector< Real > >	dual_
Ptr< Secant< Real > >	secant_
bool	useSecantPrecond_
bool	useSecantHessVec_

Detailed Description

Provides the interface to evaluate trust-region model functions.

ROL::TrustRegionModel_U provides the interface to implement a number of trust-region models for unconstrained and constrained optimization. The default implementation is the standard quadratic trust region model for unconstrained optimization.

---

Constructor & Destructor Documentation

~TrustRegionModel_U()

virtual TrustRegionModel_U::~TrustRegionModel_U ( )

inlinevirtual

Definition at line 112 of file ROL_TrustRegionModel_U.hpp.

TrustRegionModel_U()

TrustRegionModel_U::TrustRegionModel_U ( ParameterList & list, const Ptr< Secant< Real > > & secant = nullPtr, ESecantMode mode = SECANTMODE_BOTH )

inline

Definition at line 114 of file ROL_TrustRegionModel_U.hpp.

References mode.

Member Function Documentation

applyHessian()

void TrustRegionModel_U::applyHessian ( Vector< Real > & hv, const Vector< Real > & v, Real & tol )

inlineprotected

Definition at line 80 of file ROL_TrustRegionModel_U.hpp.

References obj_.

Referenced by TrustRegionModel_U::gradient(), TrustRegionModel_U::hessVec(), and TrustRegionModel_U::value().

applyInvHessian()

void TrustRegionModel_U::applyInvHessian ( Vector< Real > & hv, const Vector< Real > & v, Real & tol )

inlineprotected

Definition at line 89 of file ROL_TrustRegionModel_U.hpp.

References obj_.

Referenced by TrustRegionModel_U::invHessVec().

applyPrecond()

void TrustRegionModel_U::applyPrecond ( Vector< Real > & Pv, const Vector< Real > & v, Real & tol )

inlineprotected

Definition at line 98 of file ROL_TrustRegionModel_U.hpp.

References obj_.

Referenced by TrustRegionModel_U::precond().

initialize()

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

inline

Definition at line 126 of file ROL_TrustRegionModel_U.hpp.

validate()

void TrustRegionModel_U::validate ( Objective< Real > & obj, const Vector< Real > & x, const Vector< Real > & g, ETrustRegionU etr )

inline

Definition at line 134 of file ROL_TrustRegionModel_U.hpp.

setData()

virtual void TrustRegionModel_U::setData ( Objective< Real > & obj, const Vector< Real > & x, const Vector< Real > & g )

inlinevirtual

Definition at line 152 of file ROL_TrustRegionModel_U.hpp.

References obj_.

Referenced by ROL::TRUtils::initialRadius().

update()

void TrustRegionModel_U::update ( const Vector< Real > & x, const Vector< Real > & s, const Vector< Real > & gold, const Vector< Real > & gnew, const Real snorm, const int iter )

inline

Definition at line 160 of file ROL_TrustRegionModel_U.hpp.

References iter, and snorm.

value()

virtual Real TrustRegionModel_U::value ( const Vector< Real > & s, Real & tol )

inlineoverridevirtual

Definition at line 172 of file ROL_TrustRegionModel_U.hpp.

References TrustRegionModel_U::applyHessian().

gradient()

virtual void TrustRegionModel_U::gradient ( Vector< Real > & g, const Vector< Real > & s, Real & tol )

inlineoverridevirtual

Definition at line 180 of file ROL_TrustRegionModel_U.hpp.

References TrustRegionModel_U::applyHessian().

hessVec()

virtual void TrustRegionModel_U::hessVec ( Vector< Real > & hv, const Vector< Real > & v, const Vector< Real > & s, Real & tol )

inlineoverridevirtual

Definition at line 185 of file ROL_TrustRegionModel_U.hpp.

References TrustRegionModel_U::applyHessian().

Referenced by ROL::TypeB::KelleySachsAlgorithm< Real >::applyFreeHessian(), ROL::TypeB::LinMoreAlgorithm< Real >::applyFreeHessian(), ROL::TypeB::ColemanLiAlgorithm< Real >::applyHessian(), ROL::TypeB::LinMoreAlgorithm< Real >::dcauchy(), ROL::TypeB::TrustRegionSPGAlgorithm< Real >::dcauchy(), ROL::TypeB::LinMoreAlgorithm< Real >::dprsrch(), ROL::TypeB::TrustRegionSPGAlgorithm< Real >::dpsg(), ROL::TypeB::TrustRegionSPGAlgorithm< Real >::dpsg_simple(), ROL::TRUtils::initialRadius(), CauchyPoint_U::solve(), DogLeg_U::solve(), DoubleDogLeg_U::solve(), SPGTrustRegion_U::solve(), and TruncatedCG_U::solve().

invHessVec()

virtual void TrustRegionModel_U::invHessVec ( Vector< Real > & hv, const Vector< Real > & v, const Vector< Real > & s, Real & tol )

inlineoverridevirtual

Definition at line 189 of file ROL_TrustRegionModel_U.hpp.

References TrustRegionModel_U::applyInvHessian().

Referenced by DogLeg_U::solve(), and DoubleDogLeg_U::solve().

precond()

virtual void TrustRegionModel_U::precond ( Vector< Real > & Pv, const Vector< Real > & v, const Vector< Real > & s, Real & tol )

inlineoverridevirtual

Definition at line 193 of file ROL_TrustRegionModel_U.hpp.

References TrustRegionModel_U::applyPrecond().

Referenced by ROL::TypeB::KelleySachsAlgorithm< Real >::applyFreePrecond(), ROL::TypeB::LinMoreAlgorithm< Real >::applyFreePrecond(), ROL::TypeB::ColemanLiAlgorithm< Real >::applyPrecond(), and TruncatedCG_U::solve().

getGradient()

virtual const Ptr< const Vector< Real > > TrustRegionModel_U::getGradient ( void ) const

inlinevirtual

Definition at line 203 of file ROL_TrustRegionModel_U.hpp.

Referenced by CauchyPoint_U::solve(), DogLeg_U::solve(), DoubleDogLeg_U::solve(), SPGTrustRegion_U::solve(), and TruncatedCG_U::solve().

getIterate()

virtual const Ptr< const Vector< Real > > TrustRegionModel_U::getIterate ( void ) const

inlinevirtual

Definition at line 207 of file ROL_TrustRegionModel_U.hpp.

getObjective()

virtual const Ptr< Objective< Real > > TrustRegionModel_U::getObjective ( void ) const

inlinevirtual

Definition at line 211 of file ROL_TrustRegionModel_U.hpp.

References obj_.

Member Data Documentation

obj_

Ptr<Objective<Real> > TrustRegionModel_U::obj_

private

Definition at line 68 of file ROL_TrustRegionModel_U.hpp.

x_

Ptr<const Vector<Real> > TrustRegionModel_U::x_

private

Definition at line 69 of file ROL_TrustRegionModel_U.hpp.

g_

Ptr<const Vector<Real> > TrustRegionModel_U::g_

private

Definition at line 69 of file ROL_TrustRegionModel_U.hpp.

dual_

Ptr<Vector<Real> > TrustRegionModel_U::dual_

private

Definition at line 70 of file ROL_TrustRegionModel_U.hpp.

secant_

Ptr<Secant<Real> > TrustRegionModel_U::secant_

private

Definition at line 72 of file ROL_TrustRegionModel_U.hpp.

useSecantPrecond_

bool TrustRegionModel_U::useSecantPrecond_

private

Definition at line 73 of file ROL_TrustRegionModel_U.hpp.

useSecantHessVec_

bool TrustRegionModel_U::useSecantHessVec_

private

Definition at line 74 of file ROL_TrustRegionModel_U.hpp.

---

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

• ROL_TrustRegionModel_U.hpp