ROL
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Zakharov_Sacado_Objective< Real > Class Template Reference

#include <example_01b.hpp>

+ Inheritance diagram for Zakharov_Sacado_Objective< Real >:

Public Member Functions

 Zakharov_Sacado_Objective ()
 
Real value (const Vector< Real > &x, Real &tol)
 Compute value.
 
void gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
 Compute gradient.
 
void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply Hessian approximation to vector.
 
- 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 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 Types

typedef std::vector< Real > vector
 
typedef Vector< Real > V
 
typedef StdVector< Real > SV
 
typedef Sacado::Fad::DFad< Real > GradType
 
typedef Sacado::Fad::SFad< Real, 1 > DirDerivType
 
typedef Sacado::Fad::DFad< DirDerivTypeHessVecType
 
typedef vector::size_type uint
 

Private Member Functions

ROL::Ptr< const vectorgetVector (const V &x)
 
ROL::Ptr< vectorgetVector (V &x)
 

Private Attributes

FunctionZakharov< Real > zfunc_
 
FunctionZakharov< GradTypezfuncGrad_
 
FunctionZakharov< HessVecTypezfuncHessVec_
 

Additional Inherited Members

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

Detailed Description

template<class Real>
class Zakharov_Sacado_Objective< Real >

Definition at line 103 of file example_01b.hpp.

Member Typedef Documentation

◆ vector

template<class Real >
typedef std::vector<Real> Zakharov_Sacado_Objective< Real >::vector
private

Definition at line 105 of file example_01b.hpp.

◆ V

template<class Real >
typedef Vector<Real> Zakharov_Sacado_Objective< Real >::V
private

Definition at line 106 of file example_01b.hpp.

◆ SV

template<class Real >
typedef StdVector<Real> Zakharov_Sacado_Objective< Real >::SV
private

Definition at line 107 of file example_01b.hpp.

◆ GradType

template<class Real >
typedef Sacado::Fad::DFad<Real> Zakharov_Sacado_Objective< Real >::GradType
private

Definition at line 109 of file example_01b.hpp.

◆ DirDerivType

template<class Real >
typedef Sacado::Fad::SFad<Real,1> Zakharov_Sacado_Objective< Real >::DirDerivType
private

Definition at line 110 of file example_01b.hpp.

◆ HessVecType

template<class Real >
typedef Sacado::Fad::DFad<DirDerivType> Zakharov_Sacado_Objective< Real >::HessVecType
private

Definition at line 111 of file example_01b.hpp.

◆ uint

template<class Real >
typedef vector::size_type Zakharov_Sacado_Objective< Real >::uint
private

Definition at line 113 of file example_01b.hpp.

Constructor & Destructor Documentation

◆ Zakharov_Sacado_Objective()

template<class Real >
Zakharov_Sacado_Objective< Real >::Zakharov_Sacado_Objective ( )
inline

Definition at line 139 of file example_01b.hpp.

Member Function Documentation

◆ getVector() [1/2]

template<class Real >
ROL::Ptr< const vector > Zakharov_Sacado_Objective< Real >::getVector ( const V & x)
inlineprivate

◆ getVector() [2/2]

template<class Real >
ROL::Ptr< vector > Zakharov_Sacado_Objective< Real >::getVector ( V & x)
inlineprivate

Definition at line 132 of file example_01b.hpp.

References Zakharov_Sacado_Objective< Real >::getVector().

◆ value()

template<class Real >
Real Zakharov_Sacado_Objective< Real >::value ( const Vector< Real > & x,
Real & tol )
inlinevirtual

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 142 of file example_01b.hpp.

References FunctionZakharov< ScalarT >::eval(), Zakharov_Sacado_Objective< Real >::getVector(), and Zakharov_Sacado_Objective< Real >::zfunc_.

◆ gradient()

template<class Real >
void Zakharov_Sacado_Objective< Real >::gradient ( Vector< Real > & g,
const Vector< Real > & x,
Real & tol )
inlinevirtual

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 149 of file example_01b.hpp.

References FunctionZakharov< ScalarT >::eval(), Zakharov_Sacado_Objective< Real >::getVector(), and Zakharov_Sacado_Objective< Real >::zfuncGrad_.

◆ hessVec()

template<class Real >
void Zakharov_Sacado_Objective< 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]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 172 of file example_01b.hpp.

References FunctionZakharov< ScalarT >::eval(), Zakharov_Sacado_Objective< Real >::getVector(), and Zakharov_Sacado_Objective< Real >::zfuncHessVec_.

Member Data Documentation

◆ zfunc_

template<class Real >
FunctionZakharov<Real> Zakharov_Sacado_Objective< Real >::zfunc_
private

Definition at line 123 of file example_01b.hpp.

Referenced by Zakharov_Sacado_Objective< Real >::value().

◆ zfuncGrad_

template<class Real >
FunctionZakharov<GradType> Zakharov_Sacado_Objective< Real >::zfuncGrad_
private

Definition at line 124 of file example_01b.hpp.

Referenced by Zakharov_Sacado_Objective< Real >::gradient().

◆ zfuncHessVec_

template<class Real >
FunctionZakharov<HessVecType> Zakharov_Sacado_Objective< Real >::zfuncHessVec_
private

Definition at line 125 of file example_01b.hpp.

Referenced by Zakharov_Sacado_Objective< Real >::hessVec().


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