ObjectiveWithGradient< X > Class Template Reference

Specify operations required to carry out gradient based optimization. More...

#include <CGOptimize.H>

Inheritance diagram for ObjectiveWithGradient< X >:

Public Member Functions
virtual	~ObjectiveWithGradient ()
	virtual destructor More...
virtual Real	dotProduct (X &a, const X &b)=0
virtual void	computeObjectiveAndGradient (Real &fm, Real &fp, X &g, const X &x, bool inner)=0
virtual void	assign (X &y, const X &x)=0
	Copy x to y. More...
virtual void	incr (X &y, const X &x, Real s)=0
	Set y = y + s * x. More...
virtual void	create (X &a, const X &b)=0
	resize a / allocate storage to conform with b More...
virtual void	free (X &a)=0
	free storage More...
virtual void	scale (X &a, const Real s)=0
	set a = a * s More...
virtual void	preCond (X &a, const X &b)=0
	apply precoditioner K, so a = Kb More...
virtual void	restart ()=0
	carry out whatver operations are required prior to a restart More...
virtual int	nDoF (const X &x)=0
	number of degrees-of-freedom (maximum number of iterations before restart) More...

Detailed Description

template<class X>
class ObjectiveWithGradient< X >

Specify operations required to carry out gradient based optimization.

Constructor & Destructor Documentation

~ObjectiveWithGradient()

template<class X>

virtual ObjectiveWithGradient< X >::~ObjectiveWithGradient ( )

inlinevirtual

virtual destructor

Member Function Documentation

assign()

template<class X>

virtual void ObjectiveWithGradient< X >::assign ( X &  y, const X &  x  )

pure virtual

Copy x to y.

Referenced by CGOptimize(), secantLineSearch(), and ObjectiveWithGradient< Vector< LevelData< FArrayBox > *> >::~ObjectiveWithGradient().

computeObjectiveAndGradient()

template<class X>

virtual void ObjectiveWithGradient< X >::computeObjectiveAndGradient ( Real &  fm, Real &  fp, X &  g, const X &  x, bool  inner  )

pure virtual

Compute a main objective (fm), a penalty function (fp) and the gradient (g) of f + p with respect to x

Parameters

fm	(output) main objective
fp	(output) penalty function
g	(output) gradient
x	(input) state vector
inner	(input) is this an 'inner' iteration?

Referenced by CGOptimize(), secantLineSearch(), and ObjectiveWithGradient< Vector< LevelData< FArrayBox > *> >::~ObjectiveWithGradient().

create()

template<class X>

virtual void ObjectiveWithGradient< X >::create ( X &  a, const X &  b  )

pure virtual

resize a / allocate storage to conform with b

Referenced by CGOptimize(), and ObjectiveWithGradient< Vector< LevelData< FArrayBox > *> >::~ObjectiveWithGradient().

dotProduct()

template<class X>

virtual Real ObjectiveWithGradient< X >::dotProduct ( X &  a, const X &  b  )

pure virtual

Compute dot product a.b

Returns

a.b

Referenced by CGOptimize(), secantLineSearch(), and ObjectiveWithGradient< Vector< LevelData< FArrayBox > *> >::~ObjectiveWithGradient().

free()

template<class X>

virtual void ObjectiveWithGradient< X >::free ( X &  a )

pure virtual

free storage

Implemented in InverseVerticallyIntegratedVelocitySolver.

Referenced by CGOptimize(), and ObjectiveWithGradient< Vector< LevelData< FArrayBox > *> >::~ObjectiveWithGradient().

incr()

template<class X>

virtual void ObjectiveWithGradient< X >::incr ( X &  y, const X &  x, Real  s  )

pure virtual

Set y = y + s * x.

Referenced by CGOptimize(), secantLineSearch(), and ObjectiveWithGradient< Vector< LevelData< FArrayBox > *> >::~ObjectiveWithGradient().

nDoF()

template<class X>

virtual int ObjectiveWithGradient< X >::nDoF ( const X &  x )

pure virtual

number of degrees-of-freedom (maximum number of iterations before restart)

Referenced by CGOptimize(), and ObjectiveWithGradient< Vector< LevelData< FArrayBox > *> >::~ObjectiveWithGradient().

preCond()

template<class X>

virtual void ObjectiveWithGradient< X >::preCond ( X &  a, const X &  b  )

pure virtual

apply precoditioner K, so a = Kb

Referenced by CGOptimize(), and ObjectiveWithGradient< Vector< LevelData< FArrayBox > *> >::~ObjectiveWithGradient().

restart()

template<class X>

virtual void ObjectiveWithGradient< X >::restart ( )

pure virtual

carry out whatver operations are required prior to a restart

Implemented in InverseVerticallyIntegratedVelocitySolver.

Referenced by CGOptimize(), and ObjectiveWithGradient< Vector< LevelData< FArrayBox > *> >::~ObjectiveWithGradient().

scale()

template<class X>

virtual void ObjectiveWithGradient< X >::scale ( X &  a, const Real  s  )

pure virtual

set a = a * s

Referenced by CGOptimize(), and ObjectiveWithGradient< Vector< LevelData< FArrayBox > *> >::~ObjectiveWithGradient().

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

• CGOptimize.H