44#ifndef ROL_OBJECTIVE_H
45#define ROL_OBJECTIVE_H
77template<
typename Real>
170 ROL_TEST_FOR_EXCEPTION(
true, std::invalid_argument,
171 ">>> ERROR (ROL::Objective): invHessVec not implemented!");
211 const bool printToStream =
true,
212 std::ostream & outStream = std::cout,
214 const int order = 1 ) {
243 const bool printToStream =
true,
244 std::ostream & outStream = std::cout,
246 const int order = 1 );
271 const std::vector<Real> &steps,
272 const bool printToStream =
true,
273 std::ostream & outStream = std::cout,
274 const int order = 1 ) {
306 const std::vector<Real> &steps,
307 const bool printToStream =
true,
308 std::ostream & outStream = std::cout,
309 const int order = 1 );
333 const bool printToStream =
true,
334 std::ostream & outStream = std::cout,
336 const int order = 1 ) {
338 return checkHessVec(x, x.
dual(), v, printToStream, outStream, numSteps, order);
366 const bool printToStream =
true,
367 std::ostream & outStream = std::cout,
369 const int order = 1) ;
394 const std::vector<Real> &steps,
395 const bool printToStream =
true,
396 std::ostream & outStream = std::cout,
397 const int order = 1 ) {
399 return checkHessVec(x, x.
dual(), v, steps, printToStream, outStream, order);
427 const std::vector<Real> &steps,
428 const bool printToStream =
true,
429 std::ostream & outStream = std::cout,
430 const int order = 1) ;
450 const bool printToStream =
true,
451 std::ostream & outStream = std::cout ) {
476 const bool printToStream =
true,
477 std::ostream & outStream = std::cout );
490 param_.assign(param.begin(),param.end());
Contains definitions of custom data types in ROL.
#define ROL_NUM_CHECKDERIV_STEPS
Number of steps for derivative checks.
Provides the interface to evaluate objective functions.
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 Real dirDeriv(const Vector< Real > &x, const Vector< Real > &d, Real &tol)
Compute directional derivative.
virtual void setParameter(const std::vector< Real > ¶m)
Ptr< Vector< Real > > prim_
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.
const std::vector< Real > getParameter(void) const
virtual void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
std::vector< Real > param_
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 void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply Hessian approximation to vector.
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 void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply inverse Hessian approximation to vector.
Ptr< Vector< Real > > dual_
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 > > 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.
Ptr< Vector< Real > > basis_
virtual void update(const Vector< Real > &x, UpdateType type, int iter=-1)
Update objective function.
virtual void precond(Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply preconditioner to vector.
Defines the linear algebra or vector space interface.
virtual void set(const Vector &x)
Set where .
virtual const Vector & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis,...