ROL
ROL_Objective.hpp
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43
44#ifndef ROL_OBJECTIVE_H
45#define ROL_OBJECTIVE_H
46
47#include "ROL_Vector.hpp"
48#include "ROL_UpdateType.hpp"
49#include "ROL_Types.hpp"
50#include <iostream>
51
75namespace ROL {
76
77template<typename Real>
78class Objective {
79private:
80 // Vector storage used for FD approximations (default are null pointers)
81 Ptr<Vector<Real>> prim_, dual_, basis_;
82
83public:
84
85 virtual ~Objective() {}
86
87 Objective() : prim_(nullPtr), dual_(nullPtr), basis_(nullPtr) {}
88
96 virtual void update( const Vector<Real> &x, UpdateType type, int iter = -1 ) {
97 ROL_UNUSED(x);
98 ROL_UNUSED(type);
99 ROL_UNUSED(iter);
100 }
101
109 virtual void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) {
110 ROL_UNUSED(x);
111 ROL_UNUSED(flag);
112 ROL_UNUSED(iter);
113 }
114
121 virtual Real value( const Vector<Real> &x, Real &tol ) = 0;
122
136 virtual void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) ;
137
145 virtual Real dirDeriv( const Vector<Real> &x, const Vector<Real> &d, Real &tol ) ;
146
155 virtual void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol );
156
165 virtual void invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
166 ROL_UNUSED(hv);
167 ROL_UNUSED(v);
168 ROL_UNUSED(x);
169 ROL_UNUSED(tol);
170 ROL_TEST_FOR_EXCEPTION(true, std::invalid_argument,
171 ">>> ERROR (ROL::Objective): invHessVec not implemented!");
172 //hv.set(v.dual());
173 }
174
183 virtual void precond( Vector<Real> &Pv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
184 ROL_UNUSED(x);
185 ROL_UNUSED(tol);
186 Pv.set(v.dual());
187 }
188
209 virtual std::vector<std::vector<Real>> checkGradient( const Vector<Real> &x,
210 const Vector<Real> &d,
211 const bool printToStream = true,
212 std::ostream & outStream = std::cout,
213 const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
214 const int order = 1 ) {
215 return checkGradient(x, x.dual(), d, printToStream, outStream, numSteps, order);
216 }
217
240 virtual std::vector<std::vector<Real>> checkGradient( const Vector<Real> &x,
241 const Vector<Real> &g,
242 const Vector<Real> &d,
243 const bool printToStream = true,
244 std::ostream & outStream = std::cout,
245 const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
246 const int order = 1 );
247
248
269 virtual std::vector<std::vector<Real>> checkGradient( const Vector<Real> &x,
270 const Vector<Real> &d,
271 const std::vector<Real> &steps,
272 const bool printToStream = true,
273 std::ostream & outStream = std::cout,
274 const int order = 1 ) {
275
276 return checkGradient(x, x.dual(), d, steps, printToStream, outStream, order);
277
278 }
279
280
303 virtual std::vector<std::vector<Real>> checkGradient( const Vector<Real> &x,
304 const Vector<Real> &g,
305 const Vector<Real> &d,
306 const std::vector<Real> &steps,
307 const bool printToStream = true,
308 std::ostream & outStream = std::cout,
309 const int order = 1 );
310
331 virtual std::vector<std::vector<Real>> checkHessVec( const Vector<Real> &x,
332 const Vector<Real> &v,
333 const bool printToStream = true,
334 std::ostream & outStream = std::cout,
335 const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
336 const int order = 1 ) {
337
338 return checkHessVec(x, x.dual(), v, printToStream, outStream, numSteps, order);
339
340 }
341
363 virtual std::vector<std::vector<Real>> checkHessVec( const Vector<Real> &x,
364 const Vector<Real> &hv,
365 const Vector<Real> &v,
366 const bool printToStream = true,
367 std::ostream & outStream = std::cout,
368 const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
369 const int order = 1) ;
370
371
392 virtual std::vector<std::vector<Real>> checkHessVec( const Vector<Real> &x,
393 const Vector<Real> &v,
394 const std::vector<Real> &steps,
395 const bool printToStream = true,
396 std::ostream & outStream = std::cout,
397 const int order = 1 ) {
398
399 return checkHessVec(x, x.dual(), v, steps, printToStream, outStream, order);
400
401 }
402
424 virtual std::vector<std::vector<Real>> checkHessVec( const Vector<Real> &x,
425 const Vector<Real> &hv,
426 const Vector<Real> &v,
427 const std::vector<Real> &steps,
428 const bool printToStream = true,
429 std::ostream & outStream = std::cout,
430 const int order = 1) ;
431
432
447 virtual std::vector<Real> checkHessSym( const Vector<Real> &x,
448 const Vector<Real> &v,
449 const Vector<Real> &w,
450 const bool printToStream = true,
451 std::ostream & outStream = std::cout ) {
452
453 return checkHessSym(x, x.dual(), v, w, printToStream, outStream);
454
455 }
456
472 virtual std::vector<Real> checkHessSym( const Vector<Real> &x,
473 const Vector<Real> &hv,
474 const Vector<Real> &v,
475 const Vector<Real> &w,
476 const bool printToStream = true,
477 std::ostream & outStream = std::cout );
478
479// Definitions for parametrized (stochastic) objective functions
480private:
481 std::vector<Real> param_;
482
483protected:
484 const std::vector<Real> getParameter(void) const {
485 return param_;
486 }
487
488public:
489 virtual void setParameter(const std::vector<Real> &param) {
490 param_.assign(param.begin(),param.end());
491 }
492
493}; // class Objective
494
495} // namespace ROL
496
497// include templated definitions
498#include <ROL_ObjectiveDef.hpp>
499
500#endif
Contains definitions of custom data types in ROL.
#define ROL_NUM_CHECKDERIV_STEPS
Number of steps for derivative checks.
Definition ROL_Types.hpp:74
#define ROL_UNUSED(x)
Provides the interface to evaluate objective functions.
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 Real dirDeriv(const Vector< Real > &x, const Vector< Real > &d, Real &tol)
Compute directional derivative.
virtual void setParameter(const std::vector< Real > &param)
Ptr< Vector< Real > > prim_
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.
const std::vector< Real > getParameter(void) const
virtual void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
std::vector< Real > param_
virtual ~Objective()
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 void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply Hessian approximation to vector.
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 invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply inverse Hessian approximation to vector.
Ptr< Vector< Real > > dual_
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 > > 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.
Ptr< Vector< Real > > basis_
virtual void update(const Vector< Real > &x, UpdateType type, int iter=-1)
Update objective function.
virtual void precond(Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply preconditioner to vector.
Defines the linear algebra or vector space interface.
virtual void set(const Vector &x)
Set where .
virtual const Vector & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis,...