Playa::ObjectiveBase Class Reference

Base class for differentiable objective functions. More...

Inheritance diagram for Playa::ObjectiveBase:

List of all members.

Public Member Functions
	ObjectiveBase (int verb=0)
virtual	~ObjectiveBase ()
	virtual dtor
virtual void	evalGrad (const Vector< double > &x, double &f, Vector< double > &grad) const =0
	evaluate objective function and gradient
virtual void	eval (const Vector< double > &x, double &f) const =0
	evaluate objective function without gradient.
virtual Vector< double >	getInit () const =0
	return an initial guess for the design vector
virtual double	getInvHScale () const
	return an initial approximation to the scale for the inverse of the Hessian
virtual void	iterationCallback (const Vector< double > &x, int iter) const
	User-overrideable hook for any callbacks to be done at the end of each iteration.
virtual void	finalCallback (const Vector< double > &x) const
	User-overrideable hook for any callbacks to be done at the end of an optimization loop.
void	setContextString (const string &str) const
	Set a string describing the context in which the function is being called.
const string &	contextString () const
	Set a string describing the context in which the function is being called.
virtual int	numFuncEvals () const
	Return the number of evaluations.
virtual string	description () const
bool	fdCheck (const Vector< double > &x, double tol, int verbosity=0) const
	Debugging utility to check the gradient by comparing to a finite difference gradient calculation.
Protected Member Functions
virtual double	fdStep () const
Private Attributes
string	contextString_

---

Detailed Description

Base class for differentiable objective functions.

Author:

Paul Boggs and Kevin Long

Definition at line 25 of file PlayaObjectiveBase.hpp.

---

Constructor & Destructor Documentation

Playa::ObjectiveBase::ObjectiveBase

(

int

verb = 0

)

[inline]

Definition at line 30 of file PlayaObjectiveBase.hpp.

virtual Playa::ObjectiveBase::~ObjectiveBase

(

)

[inline, virtual]

virtual dtor

Definition at line 33 of file PlayaObjectiveBase.hpp.

---

Member Function Documentation

const string& Playa::ObjectiveBase::contextString

(

)

const [inline]

Set a string describing the context in which the function is being called.

This is intended to aid in reading diagnostic output.

Definition at line 67 of file PlayaObjectiveBase.hpp.

References contextString_.

virtual string Playa::ObjectiveBase::description

(

)

const [inline, virtual]

Definition at line 77 of file PlayaObjectiveBase.hpp.

virtual void Playa::ObjectiveBase::eval	(	const Vector< double > &	x,
		double &	f
	)			const [pure virtual]

evaluate objective function without gradient.

Implemented in Sundance::PDEConstrainedObjBase.

Referenced by fdCheck().

virtual void Playa::ObjectiveBase::evalGrad	(	const Vector< double > &	x,
		double &	f,
		Vector< double > &	grad
	)			const [pure virtual]

evaluate objective function and gradient

Implemented in Sundance::PDEConstrainedObjBase.

Referenced by fdCheck().

bool Playa::ObjectiveBase::fdCheck	(	const Vector< double > &	x,
		double	tol,
		int	verbosity = 0
	)			const

Debugging utility to check the gradient by comparing to a finite difference gradient calculation.

This is will be expensive.

eval at xPlus

Definition at line 15 of file PlayaObjectiveBase.cpp.

References Playa::VectorSpace< Scalar >::baseGlobalNaturalIndex(), Playa::Vector< Scalar >::copy(), Playa::VectorSpace< Scalar >::dim(), eval(), evalGrad(), fdStep(), Playa::VectorSpace< Scalar >::numLocalElements(), PLAYA_MSG1, PLAYA_MSG2, PLAYA_MSG3, and Playa::Vector< Scalar >::space().

virtual double Playa::ObjectiveBase::fdStep

(

)

const [inline, protected, virtual]

Definition at line 86 of file PlayaObjectiveBase.hpp.

Referenced by fdCheck().

virtual void Playa::ObjectiveBase::finalCallback

(

const Vector< double > &

x

)

const [inline, virtual]

User-overrideable hook for any callbacks to be done at the end of an optimization loop.

Default is a no-op.

Definition at line 55 of file PlayaObjectiveBase.hpp.

virtual Vector<double> Playa::ObjectiveBase::getInit

(

)

const [pure virtual]

return an initial guess for the design vector

Implemented in Sundance::PDEConstrainedObjBase.

virtual double Playa::ObjectiveBase::getInvHScale

(

)

const [inline, virtual]

return an initial approximation to the scale for the inverse of the Hessian

Reimplemented in Sundance::PDEConstrainedObjBase.

Definition at line 47 of file PlayaObjectiveBase.hpp.

virtual void Playa::ObjectiveBase::iterationCallback	(	const Vector< double > &	x,
		int	iter
	)			const [inline, virtual]

User-overrideable hook for any callbacks to be done at the end of each iteration.

Default is a no-op.

Reimplemented in Sundance::PDEConstrainedObjBase.

Definition at line 51 of file PlayaObjectiveBase.hpp.

virtual int Playa::ObjectiveBase::numFuncEvals

(

)

const [inline, virtual]

Return the number of evaluations.

Reimplemented in Sundance::PDEConstrainedObjBase.

Definition at line 72 of file PlayaObjectiveBase.hpp.

void Playa::ObjectiveBase::setContextString

(

const string &

str

)

const [inline]

Set a string describing the context in which the function is being called.

This is intended to aid in reading diagnostic output.

Definition at line 61 of file PlayaObjectiveBase.hpp.

References contextString_.

---

Member Data Documentation

string Playa::ObjectiveBase::contextString_ [mutable, private]

Definition at line 90 of file PlayaObjectiveBase.hpp.

Referenced by contextString(), and setContextString().