ROL
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Provides definitions for limited-memory BFGS operators. More...
#include <ROL_lBFGS.hpp>
Public Member Functions | |
lBFGS (int M, bool useDefaultScaling=true, Real Bscaling=Real(1)) | |
void | applyH (Vector< Real > &Hv, const Vector< Real > &v) const |
void | applyB (Vector< Real > &Bv, const Vector< Real > &v) const |
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virtual | ~Secant () |
Secant (int M=10, bool useDefaultScaling=true, Real Bscaling=Real(1), ESecantMode mode=SECANTMODE_BOTH) | |
Ptr< SecantState< Real > > & | get_state () |
const Ptr< SecantState< Real > > & | get_state () const |
virtual void | updateStorage (const Vector< Real > &x, const Vector< Real > &grad, const Vector< Real > &gp, const Vector< Real > &s, const Real snorm, const int iter) |
virtual void | applyH0 (Vector< Real > &Hv, const Vector< Real > &v) const |
virtual void | applyB0 (Vector< Real > &Bv, const Vector< Real > &v) const |
void | test (std::ostream &stream=std::cout) const |
void | apply (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const |
Apply linear operator. | |
void | applyInverse (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const |
Apply inverse of linear operator. | |
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virtual | ~LinearOperator () |
virtual void | update (const Vector< Real > &x, bool flag=true, int iter=-1) |
Update linear operator. | |
virtual void | applyAdjoint (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const |
Apply adjoint of linear operator. | |
virtual void | applyAdjointInverse (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const |
Apply adjoint of the inverse linear operator. | |
Additional Inherited Members | |
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const Ptr< SecantState< Real > > | state_ |
Ptr< Vector< Real > > | y_ |
bool | useDefaultScaling_ |
Real | Bscaling_ |
Provides definitions for limited-memory BFGS operators.
Definition at line 56 of file ROL_lBFGS.hpp.
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inline |
Definition at line 61 of file ROL_lBFGS.hpp.
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inlinevirtual |
Implements ROL::Secant< Real >.
Definition at line 65 of file ROL_lBFGS.hpp.
References ROL::Vector< Real >::apply(), ROL::Secant< Real >::applyH0(), ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::dual(), ROL::Vector< Real >::set(), ROL::Secant< Real >::state_, and zero.
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inlinevirtual |
Implements ROL::Secant< Real >.
Definition at line 91 of file ROL_lBFGS.hpp.
References ROL::Vector< Real >::apply(), ROL::Secant< Real >::apply(), ROL::Secant< Real >::applyB0(), ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), and ROL::Secant< Real >::state_.