45 #ifndef ROL_DYNAMICOBJECTIVECHECK_HPP 46 #define ROL_DYNAMICOBJECTIVECHECK_HPP 49 #include "ROL_ValidateFunction.hpp" 58 template<
typename Real>
62 ValidateFunction<Real>& validator,
66 const std::vector<std::string>& methods ) {
68 auto gu = uo.
dual().clone();
69 auto gz = z.
dual().clone();
80 if( std::find(methods.begin(),methods.end(),
"gradient_uo") != methods.end() ) {
81 auto value = obj_check.value_uo( un, z );
82 auto grad = obj_check.gradient_uo( un, z );
83 auto update = obj_check.update_uo( un, z );
84 validator.derivative_check(
value, grad,
update, *gu, *vu, uo,
"grad_uo'*dir" );
86 if( std::find(methods.begin(),methods.end(),
"gradient_un") != methods.end() ) {
87 auto value = obj_check.value_un( uo, z );
88 auto grad = obj_check.gradient_un( uo, z );
89 auto update = obj_check.update_un( uo, z );
90 validator.derivative_check(
value, grad,
update, *gu, *vu, un,
"grad_un'*dir" );
92 if( std::find(methods.begin(),methods.end(),
"gradient_z") != methods.end() ) {
93 auto value = obj_check.value_z( uo, un );
94 auto grad = obj_check.gradient_z( uo, un );
95 auto update = obj_check.update_z( uo, un );
96 validator.derivative_check(
value, grad,
update, *gz, *vz, z,
"grad_z'*dir" );
101 if( std::find(methods.begin(),methods.end(),
"hessVec_uo_uo") != methods.end() ) {
102 auto grad = obj_check.gradient_uo_uo( un, z );
103 auto hessVec = obj_check.hessVec_uo_uo( un, z );
104 auto update = obj_check.update_uo( un, z );
105 validator.derivative_check( grad, hessVec,
update, *gu, *vu, uo,
"norm(H_uo_uo*vec)" );
108 if( std::find(methods.begin(),methods.end(),
"hessVec_uo_un") != methods.end() ) {
109 auto grad = obj_check.gradient_uo_un( uo, z );
110 auto hessVec = obj_check.hessVec_uo_un( uo, z );
111 auto update = obj_check.update_un( uo, z );
112 validator.derivative_check( grad, hessVec,
update, *gu, *vu, un,
"norm(H_uo_un*vec)" );
115 if( std::find(methods.begin(),methods.end(),
"hessVec_uo_z") != methods.end() ) {
116 auto grad = obj_check.gradient_uo_z( uo, un );
117 auto hessVec = obj_check.hessVec_uo_z( uo, un );
118 auto update = obj_check.update_z( uo, un );
119 validator.derivative_check( grad, hessVec,
update, *gu, *vz, z,
"norm(H_uo_z*vec)" );
124 if( std::find(methods.begin(),methods.end(),
"hessVec_un_uo") != methods.end() ) {
125 auto grad = obj_check.gradient_un_uo( un, z );
126 auto hessVec = obj_check.hessVec_un_uo( un, z );
127 auto update = obj_check.update_uo( un, z );
128 validator.derivative_check( grad, hessVec,
update, *gu, *vu, uo,
"norm(H_un_uo*vec)" );
131 if( std::find(methods.begin(),methods.end(),
"hessVec_un_un") != methods.end() ) {
132 auto grad = obj_check.gradient_un_un( uo, z );
133 auto hessVec = obj_check.hessVec_un_un( uo, z );
134 auto update = obj_check.update_un( uo, z );
135 validator.derivative_check( grad, hessVec,
update, *gu, *vu, un,
"norm(H_un_un*vec)" );
138 if( std::find(methods.begin(),methods.end(),
"hessVec_un_z") != methods.end() ) {
139 auto grad = obj_check.gradient_un_z( uo, un );
140 auto hessVec = obj_check.hessVec_un_z( uo, un );
141 auto update = obj_check.update_z( uo, un );
142 validator.derivative_check( grad, hessVec,
update, *gu, *vz, z,
"norm(H_un_z*vec)" );
147 if( std::find(methods.begin(),methods.end(),
"hessVec_z_uo") != methods.end() ) {
148 auto grad = obj_check.gradient_z_uo( un, z );
149 auto hessVec = obj_check.hessVec_z_uo( un, z );
150 auto update = obj_check.update_uo( un, z );
151 validator.derivative_check( grad, hessVec,
update, *gz, *vu, uo,
"norm(H_z_uo*vec)" );
154 if( std::find(methods.begin(),methods.end(),
"hessVec_z_un") != methods.end() ) {
155 auto grad = obj_check.gradient_z_un( uo, z );
156 auto hessVec = obj_check.hessVec_z_un( uo, z );
157 auto update = obj_check.update_un( uo, z );
158 validator.derivative_check( grad, hessVec,
update, *gz, *vu, un,
"norm(H_z_un*vec)" );
161 if( std::find(methods.begin(),methods.end(),
"hessVec_z_z") != methods.end() ) {
162 auto grad = obj_check.gradient_z_z( uo, un );
163 auto hessVec = obj_check.hessVec_z_z( uo, un );
164 auto update = obj_check.update_z( uo, un );
165 auto H = obj_check.hessVec_z_z(uo,un);
166 validator.derivative_check( grad, hessVec,
update, *gz, *vz, z,
"norm(H_z_z*vec)" );
171 ValidateFunction<Real>& validator,
175 std::vector<std::string> methods = {
"gradient_uo",
187 check(obj, validator, uo, un, z, methods);
193 #endif // ROL_DYNAMICOBJECTIVECHECK_HPP virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
static void check(DynamicObjective< Real > &obj, ValidateFunction< Real > &validator, const Vector< Real > &uo, const Vector< Real > &un, const Vector< Real > &z, const std::vector< std::string > &methods)
virtual void update(const Vector< Real > &u, const Vector< Real > &z, bool flag=true, int iter=-1) override
static void check(DynamicObjective< Real > &obj, ValidateFunction< Real > &validator, const Vector< Real > &uo, const Vector< Real > &un, const Vector< Real > &z)
ROL::Objective_SimOpt value
void RandomizeVector(Vector< Real > &x, const Real &lower=0.0, const Real &upper=1.0)
Fill a ROL::Vector with uniformly-distributed random numbers in the interval [lower,upper].
Defines the linear algebra or vector space interface.
Defines the time-dependent objective function interface for simulation-based optimization. Computes time-local contributions of value, gradient, Hessian-vector product etc to a larger composite objective defined over the simulation time. In contrast to other objective classes Objective_TimeSimOpt has a default implementation of value which returns zero, as time-dependent simulation based optimization problems may have an objective value which depends only on the final state of the system.
virtual const Vector & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis...
DynamicConstraint_CheckInterface< Real > make_check(DynamicConstraint< Real > &con)