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

#include <ROL_ShiftedProxObjective.hpp>

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

Public Member Functions

 ShiftedProxObjective (const Ptr< ProxObjective< Real > > &prox, const Ptr< Vector< Real > > &x)
 
void setX (const Vector< Real > &x)
 
Real value (const Vector< Real > x, Real &tol) override
 
void gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol) override
 Compute gradient.
 
void prox (Vector< Real > &x, Real gamma) override
 
- 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 value (const Vector< Real > &x, Real &tol)=0
 Compute value.
 
virtual Real dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol)
 Compute directional derivative.
 
virtual void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply Hessian approximation to vector.
 
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 Attributes

const Ptr< ProxObjective< Real > > prox_
 
const Ptr< Vector< Real > > x_
 
const Ptr< Vector< Real > > xtmp_
 

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::ShiftedProxObjective< Real >

Definition at line 52 of file ROL_ShiftedProxObjective.hpp.

Constructor & Destructor Documentation

◆ ShiftedProxObjective()

template<typename Real >
ROL::ShiftedProxObjective< Real >::ShiftedProxObjective ( const Ptr< ProxObjective< Real > > & prox,
const Ptr< Vector< Real > > & x )
inline

Definition at line 58 of file ROL_ShiftedProxObjective.hpp.

Member Function Documentation

◆ setX()

template<typename Real >
void ROL::ShiftedProxObjective< Real >::setX ( const Vector< Real > & x)
inline

◆ value()

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

◆ gradient()

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

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 70 of file ROL_ShiftedProxObjective.hpp.

References ROL::ShiftedProxObjective< Real >::prox_, ROL::ShiftedProxObjective< Real >::x_, and ROL::ShiftedProxObjective< Real >::xtmp_.

◆ prox()

template<typename Real >
void ROL::ShiftedProxObjective< Real >::prox ( Vector< Real > & x,
Real gamma )
inlineoverridevirtual

Member Data Documentation

◆ prox_

template<typename Real >
const Ptr<ProxObjective<Real> > ROL::ShiftedProxObjective< Real >::prox_
private

◆ x_

template<typename Real >
const Ptr<Vector<Real> > ROL::ShiftedProxObjective< Real >::x_
private

◆ xtmp_

template<typename Real >
const Ptr<Vector<Real> > ROL::ShiftedProxObjective< Real >::xtmp_
private

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