ROL
Public Member Functions | Private Types | Private Attributes | Static Private Attributes | List of all members
ROL::InteriorPoint::MeritFunction< Real > Class Template Reference

#include <ROL_MeritFunction.hpp>

+ Inheritance diagram for ROL::InteriorPoint::MeritFunction< Real >:

Public Member Functions

 MeritFunction (Teuchos::RCP< OBJ > &obj, Teuchos::RCP< EQCON > &eqcon, Teuchos::RCP< INCON > &incon, const V &x, const V &eqmult, const V &inmult, PLIST &parlist)
 
Real value (const V &x, Real &tol)
 Compute value. More...
 
Real dirDeriv (const V &x, const V &d, Real tol)
 
void updateBarrier (Real mu)
 
- 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 void gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
 Compute gradient. More...
 
virtual Real dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol)
 Compute directional derivative. More...
 
virtual void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply Hessian approximation to vector. 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...
 
virtual void setParameter (const std::vector< Real > &param)
 

Private Types

typedef Vector< Real > V
 
typedef PartitionedVector< Real > PV
 
typedef Objective< Real > OBJ
 
typedef EqualityConstraint< Real > EQCON
 
typedef InequalityConstraint< Real > INCON
 
typedef Teuchos::ParameterList PLIST
 
typedef PV::size_type uint
 

Private Attributes

Teuchos::RCP< OBJobj_
 
Teuchos::RCP< EQCONeqcon_
 
Teuchos::RCP< INCONincon_
 
Teuchos::RCP< BND > bnd_
 
Real mu_
 
Real nu_
 
Teuchos::RCP< Vxopt_
 
Teuchos::RCP< Vslack_
 
Teuchos::RCP< Vgopt_
 
Teuchos::RCP< Vsfun_
 
Teuchos::RCP< Veqmult_
 
Teuchos::RCP< Vinmult_
 
Teuchos::RCP< Vce_
 
Teuchos::RCP< Vci_
 
Teuchos::RCP< Vjced_
 
Teuchos::RCP< Vjcid_
 
Real cenorm_
 
Real cinorm_
 

Static Private Attributes

static const uint OPT = 0
 
static const uint SLACK = 1
 
static const Elementwise::Logarithm< Real > LOG_
 
static const Elementwise::Reciprocal< Real > RECIP_
 
static const Elementwise::ReductionSum< Real > SUM_
 

Additional Inherited Members

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

Detailed Description

template<class Real>
class ROL::InteriorPoint::MeritFunction< Real >

Definition at line 67 of file ROL_MeritFunction.hpp.

Member Typedef Documentation

◆ V

template<class Real >
typedef Vector<Real> ROL::InteriorPoint::MeritFunction< Real >::V
private

Definition at line 69 of file ROL_MeritFunction.hpp.

◆ PV

template<class Real >
typedef PartitionedVector<Real> ROL::InteriorPoint::MeritFunction< Real >::PV
private

Definition at line 70 of file ROL_MeritFunction.hpp.

◆ OBJ

template<class Real >
typedef Objective<Real> ROL::InteriorPoint::MeritFunction< Real >::OBJ
private

Definition at line 71 of file ROL_MeritFunction.hpp.

◆ EQCON

template<class Real >
typedef EqualityConstraint<Real> ROL::InteriorPoint::MeritFunction< Real >::EQCON
private

Definition at line 72 of file ROL_MeritFunction.hpp.

◆ INCON

template<class Real >
typedef InequalityConstraint<Real> ROL::InteriorPoint::MeritFunction< Real >::INCON
private

Definition at line 73 of file ROL_MeritFunction.hpp.

◆ PLIST

template<class Real >
typedef Teuchos::ParameterList ROL::InteriorPoint::MeritFunction< Real >::PLIST
private

Definition at line 75 of file ROL_MeritFunction.hpp.

◆ uint

template<class Real >
typedef PV::size_type ROL::InteriorPoint::MeritFunction< Real >::uint
private

Definition at line 78 of file ROL_MeritFunction.hpp.

Constructor & Destructor Documentation

◆ MeritFunction()

template<class Real >
ROL::InteriorPoint::MeritFunction< Real >::MeritFunction ( Teuchos::RCP< OBJ > &  obj,
Teuchos::RCP< EQCON > &  eqcon,
Teuchos::RCP< INCON > &  incon,
const V x,
const V eqmult,
const V inmult,
PLIST parlist 
)
inline

Member Function Documentation

◆ value()

template<class Real >
Real ROL::InteriorPoint::MeritFunction< Real >::value ( const V x,
Real &  tol 
)
inlinevirtual

◆ dirDeriv()

template<class Real >
Real ROL::InteriorPoint::MeritFunction< Real >::dirDeriv ( const V x,
const V d,
Real  tol 
)
inline

◆ updateBarrier()

template<class Real >
void ROL::InteriorPoint::MeritFunction< Real >::updateBarrier ( Real  mu)
inline

Member Data Documentation

◆ OPT

template<class Real >
const uint ROL::InteriorPoint::MeritFunction< Real >::OPT = 0
staticprivate

◆ SLACK

template<class Real >
const uint ROL::InteriorPoint::MeritFunction< Real >::SLACK = 1
staticprivate

◆ obj_

template<class Real >
Teuchos::RCP< OBJ > ROL::InteriorPoint::MeritFunction< Real >::obj_
private

◆ eqcon_

template<class Real >
Teuchos::RCP< EQCON > ROL::InteriorPoint::MeritFunction< Real >::eqcon_
private

◆ incon_

template<class Real >
Teuchos::RCP< INCON > ROL::InteriorPoint::MeritFunction< Real >::incon_
private

◆ bnd_

template<class Real >
Teuchos::RCP<BND> ROL::InteriorPoint::MeritFunction< Real >::bnd_
private

Definition at line 89 of file ROL_MeritFunction.hpp.

◆ mu_

template<class Real >
Real ROL::InteriorPoint::MeritFunction< Real >::mu_
private

◆ nu_

template<class Real >
Real ROL::InteriorPoint::MeritFunction< Real >::nu_
private

◆ xopt_

template<class Real >
Teuchos::RCP<V> ROL::InteriorPoint::MeritFunction< Real >::xopt_
private

◆ slack_

template<class Real >
Teuchos::RCP<V> ROL::InteriorPoint::MeritFunction< Real >::slack_
private

◆ gopt_

template<class Real >
Teuchos::RCP<V> ROL::InteriorPoint::MeritFunction< Real >::gopt_
private

◆ sfun_

template<class Real >
Teuchos::RCP<V> ROL::InteriorPoint::MeritFunction< Real >::sfun_
private

◆ eqmult_

template<class Real >
Teuchos::RCP<V> ROL::InteriorPoint::MeritFunction< Real >::eqmult_
private

Definition at line 106 of file ROL_MeritFunction.hpp.

◆ inmult_

template<class Real >
Teuchos::RCP<V> ROL::InteriorPoint::MeritFunction< Real >::inmult_
private

Definition at line 107 of file ROL_MeritFunction.hpp.

◆ ce_

template<class Real >
Teuchos::RCP<V> ROL::InteriorPoint::MeritFunction< Real >::ce_
private

◆ ci_

template<class Real >
Teuchos::RCP<V> ROL::InteriorPoint::MeritFunction< Real >::ci_
private

◆ jced_

template<class Real >
Teuchos::RCP<V> ROL::InteriorPoint::MeritFunction< Real >::jced_
private

◆ jcid_

template<class Real >
Teuchos::RCP<V> ROL::InteriorPoint::MeritFunction< Real >::jcid_
private

◆ cenorm_

template<class Real >
Real ROL::InteriorPoint::MeritFunction< Real >::cenorm_
private

◆ cinorm_

template<class Real >
Real ROL::InteriorPoint::MeritFunction< Real >::cinorm_
private

◆ LOG_

template<class Real >
const Elementwise::Logarithm<Real> ROL::InteriorPoint::MeritFunction< Real >::LOG_
staticprivate

◆ RECIP_

template<class Real >
const Elementwise::Reciprocal<Real> ROL::InteriorPoint::MeritFunction< Real >::RECIP_
staticprivate

◆ SUM_

template<class Real >
const Elementwise::ReductionSum<Real> ROL::InteriorPoint::MeritFunction< Real >::SUM_
staticprivate

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