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

Defines the linear algebra or vector space interface for simulation-based optimization. More...

#include <ROL_Vector_SimOpt.hpp>

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

Public Member Functions

 Vector_SimOpt (const ROL::Ptr< Vector< Real > > &vec1, const ROL::Ptr< Vector< Real > > &vec2)
 
void plus (const Vector< Real > &x)
 Compute \(y \leftarrow y + x\), where \(y = \mathtt{*this}\).
 
void scale (const Real alpha)
 Compute \(y \leftarrow \alpha y\) where \(y = \mathtt{*this}\).
 
void axpy (const Real alpha, const Vector< Real > &x)
 Compute \(y \leftarrow \alpha x + y\) where \(y = \mathtt{*this}\).
 
Real dot (const Vector< Real > &x) const
 Compute \( \langle y,x \rangle \) where \(y = \mathtt{*this}\).
 
Real norm () const
 Returns \( \| y \| \) where \(y = \mathtt{*this}\).
 
ROL::Ptr< Vector< Real > > clone () const
 Clone to make a new (uninitialized) vector.
 
const Vector< Real > & dual (void) const
 Return dual representation of \(\mathtt{*this}\), for example, the result of applying a Riesz map, or change of basis, or change of memory layout.
 
Real apply (const Vector< Real > &x) const
 Apply \(\mathtt{*this}\) to a dual vector. This is equivalent to the call \(\mathtt{this->dot(x.dual())}\).
 
ROL::Ptr< Vector< Real > > basis (const int i) const
 Return i-th basis vector.
 
void applyUnary (const Elementwise::UnaryFunction< Real > &f)
 
void applyBinary (const Elementwise::BinaryFunction< Real > &f, const Vector< Real > &x)
 
Real reduce (const Elementwise::ReductionOp< Real > &r) const
 
void setScalar (const Real C)
 Set \(y \leftarrow C\) where \(C\in\mathbb{R}\).
 
void randomize (const Real l=0.0, const Real u=1.0)
 Set vector to be uniform random between [l,u].
 
int dimension () const
 Return dimension of the vector space.
 
ROL::Ptr< const Vector< Real > > get_1 () const
 
ROL::Ptr< const Vector< Real > > get_2 () const
 
ROL::Ptr< Vector< Real > > get_1 ()
 
ROL::Ptr< Vector< Real > > get_2 ()
 
void set_1 (const Vector< Real > &vec)
 
void set_2 (const Vector< Real > &vec)
 
void print (std::ostream &outStream) const
 
- Public Member Functions inherited from ROL::Vector< Real >
virtual ~Vector ()
 
virtual void plus (const Vector &x)=0
 Compute \(y \leftarrow y + x\), where \(y = \mathtt{*this}\).
 
virtual void scale (const Real alpha)=0
 Compute \(y \leftarrow \alpha y\) where \(y = \mathtt{*this}\).
 
virtual Real dot (const Vector &x) const =0
 Compute \( \langle y,x \rangle \) where \(y = \mathtt{*this}\).
 
virtual Real norm () const =0
 Returns \( \| y \| \) where \(y = \mathtt{*this}\).
 
virtual ROL::Ptr< Vectorclone () const =0
 Clone to make a new (uninitialized) vector.
 
virtual void axpy (const Real alpha, const Vector &x)
 Compute \(y \leftarrow \alpha x + y\) where \(y = \mathtt{*this}\).
 
virtual void zero ()
 Set to zero vector.
 
virtual ROL::Ptr< Vectorbasis (const int i) const
 Return i-th basis vector.
 
virtual int dimension () const
 Return dimension of the vector space.
 
virtual void set (const Vector &x)
 Set \(y \leftarrow x\) where \(y = \mathtt{*this}\).
 
virtual const Vectordual () const
 Return dual representation of \(\mathtt{*this}\), for example, the result of applying a Riesz map, or change of basis, or change of memory layout.
 
virtual Real apply (const Vector< Real > &x) const
 Apply \(\mathtt{*this}\) to a dual vector. This is equivalent to the call \(\mathtt{this->dot(x.dual())}\).
 
virtual void applyUnary (const Elementwise::UnaryFunction< Real > &f)
 
virtual void applyBinary (const Elementwise::BinaryFunction< Real > &f, const Vector &x)
 
virtual Real reduce (const Elementwise::ReductionOp< Real > &r) const
 
virtual void print (std::ostream &outStream) const
 
virtual void setScalar (const Real C)
 Set \(y \leftarrow C\) where \(C\in\mathbb{R}\).
 
virtual void randomize (const Real l=0.0, const Real u=1.0)
 Set vector to be uniform random between [l,u].
 
virtual std::vector< Real > checkVector (const Vector< Real > &x, const Vector< Real > &y, const bool printToStream=true, std::ostream &outStream=std::cout) const
 Verify vector-space methods.
 

Private Attributes

ROL::Ptr< Vector< Real > > vec1_
 
ROL::Ptr< Vector< Real > > vec2_
 
ROL::Ptr< Vector< Real > > dual_vec1_
 
ROL::Ptr< Vector< Real > > dual_vec2_
 
ROL::Ptr< Vector_SimOpt< Real > > dual_vec_
 

Detailed Description

template<class Real>
class ROL::Vector_SimOpt< Real >

Defines the linear algebra or vector space interface for simulation-based optimization.

Definition at line 57 of file ROL_Vector_SimOpt.hpp.

Constructor & Destructor Documentation

◆ Vector_SimOpt()

template<class Real >
ROL::Vector_SimOpt< Real >::Vector_SimOpt ( const ROL::Ptr< Vector< Real > > &  vec1,
const ROL::Ptr< Vector< Real > > &  vec2 
)
inline

Member Function Documentation

◆ plus()

template<class Real >
void ROL::Vector_SimOpt< Real >::plus ( const Vector< Real > &  x)
inlinevirtual

Compute \(y \leftarrow y + x\), where \(y = \mathtt{*this}\).

   @param[in]      x  is the vector to be added to \f$\mathtt{*this}\f$.

   On return \f$\mathtt{*this} = \mathtt{*this} + x\f$.

   ---

Implements ROL::Vector< Real >.

Definition at line 72 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

◆ scale()

template<class Real >
void ROL::Vector_SimOpt< Real >::scale ( const Real  alpha)
inlinevirtual

Compute \(y \leftarrow \alpha y\) where \(y = \mathtt{*this}\).

   @param[in]      alpha is the scaling of \f$\mathtt{*this}\f$.

   On return \f$\mathtt{*this} = \alpha (\mathtt{*this}) \f$.

   ---

Implements ROL::Vector< Real >.

Definition at line 79 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

Referenced by ROL::SimulatedConstraint< Real >::applyAdjointHessian(), ROL::SimulatedConstraint< Real >::applyAdjointJacobian(), ROL::SimulatedObjective< Real >::gradient(), ROL::SimulatedObjectiveCVaR< Real >::gradient(), and ROL::SimulatedObjective< Real >::hessVec().

◆ axpy()

template<class Real >
void ROL::Vector_SimOpt< Real >::axpy ( const Real  alpha,
const Vector< Real > &  x 
)
inlinevirtual

Compute \(y \leftarrow \alpha x + y\) where \(y = \mathtt{*this}\).

   @param[in]      alpha is the scaling of @b x.
   @param[in]      x     is a vector.

   On return \f$\mathtt{*this} = \mathtt{*this} + \alpha x \f$.
   Uses #clone, #set, #scale and #plus for the computation.
   Please overload if a more efficient implementation is needed.

   ---

Reimplemented from ROL::Vector< Real >.

Definition at line 84 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

◆ dot()

template<class Real >
Real ROL::Vector_SimOpt< Real >::dot ( const Vector< Real > &  x) const
inlinevirtual

Compute \( \langle y,x \rangle \) where \(y = \mathtt{*this}\).

   @param[in]      x  is the vector that forms the dot product with \f$\mathtt{*this}\f$.
   @return         The number equal to \f$\langle \mathtt{*this}, x \rangle\f$.

   ---

Implements ROL::Vector< Real >.

Definition at line 91 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

◆ norm()

template<class Real >
Real ROL::Vector_SimOpt< Real >::norm ( ) const
inlinevirtual

Returns \( \| y \| \) where \(y = \mathtt{*this}\).

   @return         A nonnegative number equal to the norm of \f$\mathtt{*this}\f$.

   ---

Implements ROL::Vector< Real >.

Definition at line 97 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

Referenced by main().

◆ clone()

template<class Real >
ROL::Ptr< Vector< Real > > ROL::Vector_SimOpt< Real >::clone ( ) const
inlinevirtual

Clone to make a new (uninitialized) vector.

   @return         A reference-counted pointer to the cloned vector.

   Provides the means of allocating temporary memory in ROL.

   ---             

Implements ROL::Vector< Real >.

Definition at line 103 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

Referenced by ROL::Vector_SimOpt< Real >::basis(), main(), and ROL::Vector_SimOpt< Real >::Vector_SimOpt().

◆ dual()

template<class Real >
const Vector< Real > & ROL::Vector_SimOpt< Real >::dual ( void  ) const
inlinevirtual

Return dual representation of \(\mathtt{*this}\), for example, the result of applying a Riesz map, or change of basis, or change of memory layout.

Returns
A const reference to dual representation.

By default, returns the current object. Please overload if you need a dual representation.


Reimplemented from ROL::Vector< Real >.

Definition at line 107 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::dual_vec1_, ROL::Vector_SimOpt< Real >::dual_vec2_, ROL::Vector_SimOpt< Real >::dual_vec_, ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

Referenced by ROL::Constraint_SimOpt< Real >::applyPreconditioner().

◆ apply()

template<class Real >
Real ROL::Vector_SimOpt< Real >::apply ( const Vector< Real > &  x) const
inlinevirtual

Apply \(\mathtt{*this}\) to a dual vector. This is equivalent to the call \(\mathtt{this->dot(x.dual())}\).

Parameters
[in]xis a vector
Returns
The number equal to \(\langle \mathtt{*this}, x \rangle\).

Reimplemented from ROL::Vector< Real >.

Definition at line 114 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

◆ basis()

template<class Real >
ROL::Ptr< Vector< Real > > ROL::Vector_SimOpt< Real >::basis ( const int  i) const
inlinevirtual

Return i-th basis vector.

   @param[in] i is the index of the basis function.
   @return A reference-counted pointer to the basis vector with index @b i.

   Overloading the basis is only required if the default gradient implementation
   is used, which computes a finite-difference approximation.

   ---

Reimplemented from ROL::Vector< Real >.

Definition at line 120 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::basis(), ROL::Vector_SimOpt< Real >::clone(), ROL::Vector_SimOpt< Real >::dimension(), ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

Referenced by ROL::Vector_SimOpt< Real >::basis().

◆ applyUnary()

template<class Real >
void ROL::Vector_SimOpt< Real >::applyUnary ( const Elementwise::UnaryFunction< Real > &  f)
inlinevirtual

Reimplemented from ROL::Vector< Real >.

Definition at line 136 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

Referenced by main().

◆ applyBinary()

template<class Real >
void ROL::Vector_SimOpt< Real >::applyBinary ( const Elementwise::BinaryFunction< Real > &  f,
const Vector< Real > &  x 
)
inlinevirtual

◆ reduce()

template<class Real >
Real ROL::Vector_SimOpt< Real >::reduce ( const Elementwise::ReductionOp< Real > &  r) const
inlinevirtual

◆ setScalar()

template<class Real >
void ROL::Vector_SimOpt< Real >::setScalar ( const Real  C)
inlinevirtual

Set \(y \leftarrow C\) where \(C\in\mathbb{R}\).

   @param[in]      C     is a scalar.

   On return \f$\mathtt{*this} = C\f$.
   Uses #applyUnary methods for the computation.
   Please overload if a more efficient implementation is needed.

   ---

Reimplemented from ROL::Vector< Real >.

Definition at line 159 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

◆ randomize()

template<class Real >
void ROL::Vector_SimOpt< Real >::randomize ( const Real  l = 0.0,
const Real  u = 1.0 
)
inlinevirtual

Set vector to be uniform random between [l,u].

   @param[in]      l     is a the lower bound.
   @param[in]      u     is a the upper bound.

   On return the components of \f$\mathtt{*this}\f$ are uniform
   random numbers on the interval \f$[l,u]\f$.
         The default implementation uses #applyUnary methods for the
         computation. Please overload if a more efficient implementation is
   needed.

   ---

Reimplemented from ROL::Vector< Real >.

Definition at line 164 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

◆ dimension()

template<class Real >
int ROL::Vector_SimOpt< Real >::dimension ( void  ) const
inlinevirtual

Return dimension of the vector space.

   @return The dimension of the vector space, i.e., the total number of basis vectors.

   Overload if the basis is overloaded.

   ---

Reimplemented from ROL::Vector< Real >.

Definition at line 170 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::dimension(), ROL::Vector_SimOpt< Real >::vec1_, and ROL::Vector_SimOpt< Real >::vec2_.

Referenced by ROL::Vector_SimOpt< Real >::basis(), and ROL::Vector_SimOpt< Real >::dimension().

◆ get_1() [1/2]

template<class Real >
ROL::Ptr< const Vector< Real > > ROL::Vector_SimOpt< Real >::get_1 ( ) const
inline

Definition at line 174 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::vec1_.

Referenced by ROL::Vector_SimOpt< Real >::apply(), ROL::SimulatedConstraint< Real >::applyAdjointHessian(), ROL::Constraint_SimOpt< Real >::applyAdjointHessian(), ROL::Constraint_SimOpt< Real >::applyAdjointJacobian(), ROL::SimulatedConstraint< Real >::applyAdjointJacobian(), ROL::Vector_SimOpt< Real >::applyBinary(), ROL::BoundConstraint_SimOpt< Real >::applyInverseScalingFunction(), ROL::Constraint_SimOpt< Real >::applyJacobian(), ROL::SimulatedConstraint< Real >::applyJacobian(), ROL::Constraint_SimOpt< Real >::applyPreconditioner(), ROL::SimulatedConstraint< Real >::applyPreconditioner(), ROL::BoundConstraint_SimOpt< Real >::applyScalingFunctionJacobian(), ROL::Vector_SimOpt< Real >::axpy(), ROL::BoundConstraint_SimOpt< Real >::checkMultipliers(), ROL::Vector_SimOpt< Real >::dot(), ROL::Objective_SimOpt< Real >::gradient(), ROL::SimulatedObjective< Real >::gradient(), ROL::SimulatedObjectiveCVaR< Real >::gradient(), ROL::Objective_SimOpt< Real >::hessVec(), ROL::SimulatedObjective< Real >::hessVec(), ROL::BoundConstraint_SimOpt< Real >::isFeasible(), ROL::Vector_SimOpt< Real >::plus(), ROL::BoundConstraint_SimOpt< Real >::project(), ROL::BoundConstraint_SimOpt< Real >::projectInterior(), ROL::BoundConstraint_SimOpt< Real >::pruneActive(), ROL::BoundConstraint_SimOpt< Real >::pruneLowerActive(), ROL::BoundConstraint_SimOpt< Real >::pruneUpperActive(), ROL::BoundConstraint_SimOpt< Real >::update(), ROL::Constraint_SimOpt< Real >::update(), ROL::Objective_SimOpt< Real >::update(), ROL::Objective_SimOpt< Real >::value(), ROL::SimulatedObjective< Real >::value(), ROL::SimulatedObjectiveCVaR< Real >::value(), and ROL::Constraint_SimOpt< Real >::value().

◆ get_2() [1/2]

template<class Real >
ROL::Ptr< const Vector< Real > > ROL::Vector_SimOpt< Real >::get_2 ( ) const
inline

Definition at line 178 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::vec2_.

Referenced by ROL::Vector_SimOpt< Real >::apply(), ROL::SimulatedConstraint< Real >::applyAdjointHessian(), ROL::Constraint_SimOpt< Real >::applyAdjointHessian(), ROL::Constraint_SimOpt< Real >::applyAdjointJacobian(), ROL::SimulatedConstraint< Real >::applyAdjointJacobian(), ROL::Vector_SimOpt< Real >::applyBinary(), ROL::BoundConstraint_SimOpt< Real >::applyInverseScalingFunction(), ROL::Constraint_SimOpt< Real >::applyJacobian(), ROL::SimulatedConstraint< Real >::applyJacobian(), ROL::Constraint_SimOpt< Real >::applyPreconditioner(), ROL::SimulatedConstraint< Real >::applyPreconditioner(), ROL::BoundConstraint_SimOpt< Real >::applyScalingFunctionJacobian(), ROL::Vector_SimOpt< Real >::axpy(), ROL::BoundConstraint_SimOpt< Real >::checkMultipliers(), ROL::Vector_SimOpt< Real >::dot(), ROL::Objective_SimOpt< Real >::gradient(), ROL::SimulatedObjective< Real >::gradient(), ROL::SimulatedObjectiveCVaR< Real >::gradient(), ROL::Objective_SimOpt< Real >::hessVec(), ROL::SimulatedObjective< Real >::hessVec(), ROL::BoundConstraint_SimOpt< Real >::isFeasible(), ROL::Vector_SimOpt< Real >::plus(), ROL::BoundConstraint_SimOpt< Real >::project(), ROL::BoundConstraint_SimOpt< Real >::projectInterior(), ROL::BoundConstraint_SimOpt< Real >::pruneActive(), ROL::BoundConstraint_SimOpt< Real >::pruneLowerActive(), ROL::BoundConstraint_SimOpt< Real >::pruneUpperActive(), ROL::BoundConstraint_SimOpt< Real >::update(), ROL::Constraint_SimOpt< Real >::update(), ROL::Objective_SimOpt< Real >::update(), ROL::Objective_SimOpt< Real >::value(), ROL::SimulatedObjective< Real >::value(), ROL::SimulatedObjectiveCVaR< Real >::value(), and ROL::Constraint_SimOpt< Real >::value().

◆ get_1() [2/2]

template<class Real >
ROL::Ptr< Vector< Real > > ROL::Vector_SimOpt< Real >::get_1 ( )
inline

Definition at line 182 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::vec1_.

◆ get_2() [2/2]

template<class Real >
ROL::Ptr< Vector< Real > > ROL::Vector_SimOpt< Real >::get_2 ( )
inline

Definition at line 186 of file ROL_Vector_SimOpt.hpp.

References ROL::Vector_SimOpt< Real >::vec2_.

◆ set_1()

template<class Real >
void ROL::Vector_SimOpt< Real >::set_1 ( const Vector< Real > &  vec)
inline

◆ set_2()

template<class Real >
void ROL::Vector_SimOpt< Real >::set_2 ( const Vector< Real > &  vec)
inline

◆ print()

template<class Real >
void ROL::Vector_SimOpt< Real >::print ( std::ostream &  outStream) const
inlinevirtual

Member Data Documentation

◆ vec1_

template<class Real >
ROL::Ptr<Vector<Real> > ROL::Vector_SimOpt< Real >::vec1_
private

◆ vec2_

template<class Real >
ROL::Ptr<Vector<Real> > ROL::Vector_SimOpt< Real >::vec2_
private

◆ dual_vec1_

template<class Real >
ROL::Ptr<Vector<Real> > ROL::Vector_SimOpt< Real >::dual_vec1_
mutableprivate

◆ dual_vec2_

template<class Real >
ROL::Ptr<Vector<Real> > ROL::Vector_SimOpt< Real >::dual_vec2_
mutableprivate

◆ dual_vec_

template<class Real >
ROL::Ptr<Vector_SimOpt<Real> > ROL::Vector_SimOpt< Real >::dual_vec_
mutableprivate

Definition at line 63 of file ROL_Vector_SimOpt.hpp.

Referenced by ROL::Vector_SimOpt< Real >::dual().


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