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

#include <ROL_LinearCombinationObjective.hpp>

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

Public Member Functions

 LinearCombinationObjective (const std::vector< Ptr< Objective< Real > > > &obj)
 
 LinearCombinationObjective (const std::vector< Real > &weights, const std::vector< Ptr< Objective< Real > > > &obj)
 
void update (const Vector< Real > &x, UpdateType type, int iter=-1) override
 Update objective function.
 
void update (const Vector< Real > &x, bool flag=true, int iter=-1) override
 Update objective function.
 
Real value (const Vector< Real > &x, Real &tol) override
 Compute value.
 
void gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol) override
 Compute gradient.
 
void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
 Apply Hessian approximation to vector.
 
void setParameter (const std::vector< Real > &param) override
 
- Public Member Functions inherited from ROL::Objective< Real >
virtual ~Objective ()
 
 Objective ()
 
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.
 

Private Attributes

const std::vector< Ptr< Objective< Real > > > obj_
 
std::vector< Real > weights_
 
size_t size_
 
Ptr< Vector< Real > > xdual_
 
bool initialized_
 

Additional Inherited Members

- Protected Member Functions inherited from ROL::Objective< Real >
const std::vector< Real > getParameter (void) const
 

Detailed Description

template<typename Real>
class ROL::LinearCombinationObjective< Real >

Definition at line 53 of file ROL_LinearCombinationObjective.hpp.

Constructor & Destructor Documentation

◆ LinearCombinationObjective() [1/2]

template<typename Real >
ROL::LinearCombinationObjective< Real >::LinearCombinationObjective ( const std::vector< Ptr< Objective< Real > > > & obj)

◆ LinearCombinationObjective() [2/2]

template<typename Real >
ROL::LinearCombinationObjective< Real >::LinearCombinationObjective ( const std::vector< Real > & weights,
const std::vector< Ptr< Objective< Real > > > & obj )

Definition at line 58 of file ROL_LinearCombinationObjective_Def.hpp.

Member Function Documentation

◆ update() [1/2]

template<typename Real >
void ROL::LinearCombinationObjective< Real >::update ( const Vector< Real > & x,
UpdateType type,
int iter = -1 )
overridevirtual

Update objective function.

This function updates the objective function at new iterations.

Parameters
[in]xis the new iterate.
[in]typeis the type of update requested.
[in]iteris the outer algorithm iterations count.

Reimplemented from ROL::Objective< Real >.

Definition at line 64 of file ROL_LinearCombinationObjective_Def.hpp.

References obj_, and ROL::Objective< Real >::update().

◆ update() [2/2]

template<typename Real >
void ROL::LinearCombinationObjective< Real >::update ( const Vector< Real > & x,
bool flag = true,
int iter = -1 )
overridevirtual

Update objective function.

This function updates the objective function at new iterations.

Parameters
[in]xis the new iterate.
[in]flagis true if the iterate has changed.
[in]iteris the outer algorithm iterations count.

Reimplemented from ROL::Objective< Real >.

Definition at line 71 of file ROL_LinearCombinationObjective_Def.hpp.

References obj_.

◆ value()

template<typename Real >
Real ROL::LinearCombinationObjective< Real >::value ( const Vector< Real > & x,
Real & tol )
overridevirtual

Compute value.

This function returns the objective function value.

Parameters
[in]xis the current iterate.
[in]tolis a tolerance for inexact objective function computation.

Implements ROL::Objective< Real >.

Definition at line 78 of file ROL_LinearCombinationObjective_Def.hpp.

References obj_.

◆ gradient()

template<typename Real >
void ROL::LinearCombinationObjective< Real >::gradient ( Vector< Real > & g,
const Vector< Real > & x,
Real & tol )
overridevirtual

Compute gradient.

This function returns the objective function gradient.

Parameters
[out]gis the gradient.
[in]xis the current iterate.
[in]tolis 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::Objective< Real >.

Definition at line 87 of file ROL_LinearCombinationObjective_Def.hpp.

References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), obj_, and ROL::Vector< Real >::zero().

◆ hessVec()

template<typename Real >
void ROL::LinearCombinationObjective< Real >::hessVec ( Vector< Real > & hv,
const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
overridevirtual

Apply Hessian approximation to vector.

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

Parameters
[out]hvis the the action of the Hessian on \(v\).
[in]vis the direction vector.
[in]xis the current iterate.
[in]tolis a tolerance for inexact objective function computation.

Reimplemented from ROL::Objective< Real >.

Definition at line 100 of file ROL_LinearCombinationObjective_Def.hpp.

References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), obj_, and ROL::Vector< Real >::zero().

◆ setParameter()

template<typename Real >
void ROL::LinearCombinationObjective< Real >::setParameter ( const std::vector< Real > & param)
overridevirtual

Reimplemented from ROL::Objective< Real >.

Definition at line 113 of file ROL_LinearCombinationObjective_Def.hpp.

References obj_, and ROL::Objective< Real >::setParameter().

Member Data Documentation

◆ obj_

template<typename Real >
const std::vector<Ptr<Objective<Real> > > ROL::LinearCombinationObjective< Real >::obj_
private

◆ weights_

template<typename Real >
std::vector<Real> ROL::LinearCombinationObjective< Real >::weights_
private

◆ size_

template<typename Real >
size_t ROL::LinearCombinationObjective< Real >::size_
private

◆ xdual_

template<typename Real >
Ptr<Vector<Real> > ROL::LinearCombinationObjective< Real >::xdual_
private

Definition at line 59 of file ROL_LinearCombinationObjective.hpp.

◆ initialized_

template<typename Real >
bool ROL::LinearCombinationObjective< Real >::initialized_
private

Definition at line 60 of file ROL_LinearCombinationObjective.hpp.


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