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

Provides definitions for limited-memory BFGS operators. More...

#include <ROL_lBFGS.hpp>

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

Public Member Functions

 lBFGS (int M, bool useDefaultScaling=true, Real Bscaling=Real(1))
 
void applyH (Vector< Real > &Hv, const Vector< Real > &v) const
 
void applyB (Vector< Real > &Bv, const Vector< Real > &v) const
 
- Public Member Functions inherited from ROL::Secant< Real >
virtual ~Secant ()
 
 Secant (int M=10, bool useDefaultScaling=true, Real Bscaling=Real(1), ESecantMode mode=SECANTMODE_BOTH)
 
Ptr< SecantState< Real > > & get_state ()
 
const Ptr< SecantState< Real > > & get_state () const
 
virtual void updateStorage (const Vector< Real > &x, const Vector< Real > &grad, const Vector< Real > &gp, const Vector< Real > &s, const Real snorm, const int iter)
 
virtual void applyH (Vector< Real > &Hv, const Vector< Real > &v) const =0
 
virtual void applyH0 (Vector< Real > &Hv, const Vector< Real > &v) const
 
virtual void applyB (Vector< Real > &Bv, const Vector< Real > &v) const =0
 
virtual void applyB0 (Vector< Real > &Bv, const Vector< Real > &v) const
 
void test (std::ostream &stream=std::cout) const
 
void apply (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
 Apply linear operator.
 
void applyInverse (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
 Apply inverse of linear operator.
 
- Public Member Functions inherited from ROL::LinearOperator< Real >
virtual ~LinearOperator ()
 
virtual void update (const Vector< Real > &x, bool flag=true, int iter=-1)
 Update linear operator.
 
virtual void apply (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const =0
 Apply linear operator.
 
virtual void applyInverse (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
 Apply inverse of linear operator.
 
virtual void applyAdjoint (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
 Apply adjoint of linear operator.
 
virtual void applyAdjointInverse (Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
 Apply adjoint of the inverse linear operator.
 

Additional Inherited Members

- Protected Attributes inherited from ROL::Secant< Real >
const Ptr< SecantState< Real > > state_
 
Ptr< Vector< Real > > y_
 
bool useDefaultScaling_
 
Real Bscaling_
 

Detailed Description

template<class Real>
class ROL::lBFGS< Real >

Provides definitions for limited-memory BFGS operators.

Definition at line 56 of file ROL_lBFGS.hpp.

Constructor & Destructor Documentation

◆ lBFGS()

template<class Real >
ROL::lBFGS< Real >::lBFGS ( int  M,
bool  useDefaultScaling = true,
Real  Bscaling = Real(1) 
)
inline

Definition at line 61 of file ROL_lBFGS.hpp.

Member Function Documentation

◆ applyH()

template<class Real >
void ROL::lBFGS< Real >::applyH ( Vector< Real > &  Hv,
const Vector< Real > &  v 
) const
inlinevirtual

◆ applyB()

template<class Real >
void ROL::lBFGS< Real >::applyB ( Vector< Real > &  Bv,
const Vector< Real > &  v 
) const
inlinevirtual

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