Adds barrier term to generic objective. More...

#include <ROL_InteriorPoint.hpp>

Inheritance diagram for ROL::InteriorPointObjective< Real >:

Public Member Functions
	InteriorPointObjective (const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< Objective< Real > > &barrier, Real mu)

void	updatePenalty (Real mu)

int	getNumberFunctionEvaluations (void)

int	getNumberGradientEvaluations (void)

Real	value (const Vector< Real > &x, Real &tol)
	Compute value. More...

void	gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
	Compute gradient. More...

void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply Hessian approximation to vector. More...

Public Member Functions inherited from ROL::Objective< Real >
virtual	~Objective ()

virtual void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
	Update objective function. More...

virtual Real	dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol)
	Compute directional derivative. More...

virtual void	invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply inverse Hessian approximation to vector. More...

virtual void	precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply preconditioner to vector. More...

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. More...

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. More...

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. More...

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. More...

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. More...

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. More...

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. More...

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. More...

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. More...

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. More...

Private Types
typedef Vector< Real >	V

typedef PartitionedVector< Real >	PV

typedef PV::size_type	size_type

Private Member Functions
const PV &	partition (const V &x)

PV &	partition (V &x)

Private Attributes
Teuchos::RCP< Objective< Real > >	obj_

Teuchos::RCP< Objective< Real > >	barrier_

Real	mu_

int	nfval_

int	ngval_

Static Private Attributes
static const size_type	OPT = 0

static const size_type	SLACK = 1

Detailed Description

template<class Real>
class ROL::InteriorPointObjective< Real >

Adds barrier term to generic objective.

Definition at line 57 of file ROL_InteriorPoint.hpp.

Member Typedef Documentation

template<class Real >

typedef Vector<Real> ROL::InteriorPointObjective< Real >::V

private

Definition at line 60 of file ROL_InteriorPoint.hpp.

template<class Real >

typedef PartitionedVector<Real> ROL::InteriorPointObjective< Real >::PV

private

Definition at line 61 of file ROL_InteriorPoint.hpp.

template<class Real >

typedef PV::size_type ROL::InteriorPointObjective< Real >::size_type

private

Definition at line 62 of file ROL_InteriorPoint.hpp.

Constructor & Destructor Documentation

template<class Real >

ROL::InteriorPointObjective< Real >::InteriorPointObjective	(	const Teuchos::RCP< Objective< Real > > &	obj,
		const Teuchos::RCP< Objective< Real > > &	barrier,
		Real	mu
	)

inline

Definition at line 88 of file ROL_InteriorPoint.hpp.

Member Function Documentation

template<class Real >

const PV& ROL::InteriorPointObjective< Real >::partition ( const V & x )

inlineprivate

Definition at line 75 of file ROL_InteriorPoint.hpp.

Referenced by ROL::InteriorPointEqualityConstraint< Real >::applyAdjointHessian(), ROL::InteriorPointEqualityConstraint< Real >::applyAdjointJacobian(), ROL::InteriorPointEqualityConstraint< Real >::applyJacobian(), ROL::InteriorPointObjective< Real >::gradient(), ROL::InteriorPointObjective< Real >::hessVec(), ROL::InteriorPointObjective< Real >::value(), and ROL::InteriorPointEqualityConstraint< Real >::value().

template<class Real >

PV& ROL::InteriorPointObjective< Real >::partition ( V & x )

inlineprivate

Definition at line 81 of file ROL_InteriorPoint.hpp.

template<class Real >

void ROL::InteriorPointObjective< Real >::updatePenalty ( Real mu )

inline

Definition at line 93 of file ROL_InteriorPoint.hpp.

Referenced by ROL::InteriorPointStep< Real >::initialize(), and ROL::InteriorPointStep< Real >::update().

template<class Real >

int ROL::InteriorPointObjective< Real >::getNumberFunctionEvaluations ( void )

inline

Definition at line 97 of file ROL_InteriorPoint.hpp.

References ROL::InteriorPointObjective< Real >::nfval_.

Referenced by ROL::InteriorPointStep< Real >::initialize(), and ROL::InteriorPointStep< Real >::update().

template<class Real >

int ROL::InteriorPointObjective< Real >::getNumberGradientEvaluations ( void )

inline

Definition at line 101 of file ROL_InteriorPoint.hpp.

References ROL::InteriorPointObjective< Real >::ngval_.

Referenced by ROL::InteriorPointStep< Real >::initialize(), and ROL::InteriorPointStep< Real >::update().

template<class Real >

Real ROL::InteriorPointObjective< Real >::value	(	const Vector< Real > &	x,
		Real &	tol
	)

inlinevirtual

Compute value.

This function returns the objective function value.

Parameters

[in]	x	is the current iterate.
[in]	tol	is a tolerance for inexact objective function computation.

Implements ROL::Objective< Real >.

Definition at line 105 of file ROL_InteriorPoint.hpp.

References ROL::PartitionedVector< Real >::get(), ROL::InteriorPointObjective< Real >::nfval_, and ROL::InteriorPointObjective< Real >::partition().

template<class Real >

void ROL::InteriorPointObjective< Real >::gradient	(	Vector< Real > &	g,
		const Vector< Real > &	x,
		Real &	tol
	)

inlinevirtual

Compute gradient.

This function returns the objective function gradient.

Parameters

[out]	g	is the gradient.
[in]	x	is the current iterate.
[in]	tol	is 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 116 of file ROL_InteriorPoint.hpp.

References ROL::PartitionedVector< Real >::get(), ROL::InteriorPointObjective< Real >::ngval_, and ROL::InteriorPointObjective< Real >::partition().

template<class Real >

void ROL::InteriorPointObjective< 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]	hv	is the the action of the Hessian on \(v\).
[in]	v	is the direction vector.
[in]	x	is the current iterate.
[in]	tol	is a tolerance for inexact objective function computation.