ROL
ROL_ElasticObjective_Def.hpp
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43
44#ifndef ROL_ELASTICOBJECTIVEDEF_H
45#define ROL_ELASTICOBJECTIVEDEF_H
46
47
48namespace ROL {
49
50template<typename Real>
52 const Ptr<Constraint<Real>> &con,
53 const Real penaltyParameter,
54 const Real sigma,
55 const Vector<Real> &dualOptVec,
56 const Vector<Real> &primConVec,
57 const Vector<Real> &dualConVec,
58 ParameterList &parlist)
59 : sigma_(sigma), cscale_(1) {
60 alobj_ = makePtr<AugmentedLagrangianObjective<Real>>(obj,con,penaltyParameter,dualOptVec,primConVec,dualConVec,parlist);
61 e_ = primConVec.clone(); e_->setScalar(static_cast<Real>(1));
62 tmp_ = primConVec.clone();
63}
64
65template<typename Real>
67 const Ptr<Constraint<Real>> &con,
68 const Real penaltyParameter,
69 const Real sigma,
70 const Vector<Real> &dualOptVec,
71 const Vector<Real> &primConVec,
72 const Vector<Real> &dualConVec,
73 const bool scaleLagrangian,
74 const int HessianApprox)
75 : sigma_(sigma), cscale_(1) {
76 alobj_ = makePtr<AugmentedLagrangianObjective<Real>>(obj,con,penaltyParameter,dualOptVec,primConVec,dualConVec,scaleLagrangian,HessianApprox);
77 e_ = primConVec.clone(); e_->setScalar(static_cast<Real>(1));
78 tmp_ = primConVec.clone();
79}
80
81template<typename Real>
82void ElasticObjective<Real>::update( const Vector<Real> &x, UpdateType type, int iter ) {
83 Ptr<const Vector<Real>> xs = dynamic_cast<const PartitionedVector<Real>&>(x).get(0);
84 alobj_->update(*xs,type,iter);
85}
86
87template<typename Real>
88void ElasticObjective<Real>::setScaling(const Real fscale, const Real cscale) {
89 cscale_ = cscale;
90 alobj_->setScaling(fscale,cscale);
91}
92
93template<typename Real>
94Real ElasticObjective<Real>::value( const Vector<Real> &x, Real &tol ) {
95 Ptr<const Vector<Real>> xs = dynamic_cast<const PartitionedVector<Real>&>(x).get(0);
96 Ptr<const Vector<Real>> xu = dynamic_cast<const PartitionedVector<Real>&>(x).get(1);
97 Ptr<const Vector<Real>> xv = dynamic_cast<const PartitionedVector<Real>&>(x).get(2);
98 Real val = alobj_->value(*xs,tol);
99 tmp_->set(*xu); tmp_->plus(*xv);
100 Real pen = sigma_ * cscale_ * e_->dot(*tmp_);
101 return val + pen;
102}
103
104template<typename Real>
106 Ptr<Vector<Real>> gs = dynamic_cast<PartitionedVector<Real>&>(g).get(0);
107 Ptr<Vector<Real>> gu = dynamic_cast<PartitionedVector<Real>&>(g).get(1);
108 Ptr<Vector<Real>> gv = dynamic_cast<PartitionedVector<Real>&>(g).get(2);
109 Ptr<const Vector<Real>> xs = dynamic_cast<const PartitionedVector<Real>&>(x).get(0);
110 alobj_->gradient(*gs,*xs,tol);
111 gu->set(*e_); gu->scale(sigma_ * cscale_);
112 gv->set(*e_); gv->scale(sigma_ * cscale_);
113}
114
115template<typename Real>
116void ElasticObjective<Real>::hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
117 Ptr<Vector<Real>> hvs = dynamic_cast<PartitionedVector<Real>&>(hv).get(0);
118 Ptr<Vector<Real>> hvu = dynamic_cast<PartitionedVector<Real>&>(hv).get(1);
119 Ptr<Vector<Real>> hvv = dynamic_cast<PartitionedVector<Real>&>(hv).get(2);
120 Ptr<const Vector<Real>> vs = dynamic_cast<const PartitionedVector<Real>&>(v).get(0);
121 Ptr<const Vector<Real>> xs = dynamic_cast<const PartitionedVector<Real>&>(x).get(0);
122 alobj_->hessVec(*hvs,*vs,*xs,tol);
123 hvu->zero();
124 hvv->zero();
125}
126
127template<typename Real>
129 return alobj_->getObjectiveValue(x,tol);
130}
131
132template<typename Real>
133const Ptr<const Vector<Real>> ElasticObjective<Real>::getObjectiveGradient(const Vector<Real> &x, Real &tol) {
134 return alobj_->getObjectiveGradient(x,tol);
135}
136
137template<typename Real>
138const Ptr<const Vector<Real>> ElasticObjective<Real>::getConstraintVec(const Vector<Real> &x, Real &tol) {
139 return alobj_->getConstraintVec(x,tol);
140}
141
142template<typename Real>
144 return alobj_->getNumberConstraintEvaluations();
145}
146
147template<typename Real>
149 return alobj_->getNumberFunctionEvaluations();
150}
151
152template<typename Real>
154 return alobj_->getNumberGradientEvaluations();
155}
156
157template<typename Real>
158void ElasticObjective<Real>::reset(const Vector<Real> &multiplier, Real penaltyParameter, Real sigma) {
159 sigma_ = sigma;
160 alobj_->reset(multiplier,penaltyParameter);
161}
162
163template<typename Real>
164const Ptr<AugmentedLagrangianObjective<Real>> ElasticObjective<Real>::getAugmentedLagrangian(void) const {
165 return alobj_;
166}
167
168} // namespace ROL
169
170#endif
Defines the general constraint operator interface.
void reset(const Vector< Real > &multiplier, Real penaltyParameter, Real sigma)
Ptr< Vector< Real > > e_
const Ptr< const Vector< Real > > getConstraintVec(const Vector< Real > &x, Real &tol)
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply Hessian approximation to vector.
const Ptr< const Vector< Real > > getObjectiveGradient(const Vector< Real > &x, Real &tol)
void update(const Vector< Real > &x, UpdateType type, int iter=-1) override
Update objective function.
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol) override
Compute gradient.
const Ptr< AugmentedLagrangianObjective< Real > > getAugmentedLagrangian(void) const
int getNumberConstraintEvaluations(void) const
Real value(const Vector< Real > &x, Real &tol) override
Compute value.
Real getObjectiveValue(const Vector< Real > &x, Real &tol)
void setScaling(const Real fscale=1.0, const Real cscale=1.0)
Ptr< Vector< Real > > tmp_
ElasticObjective(const Ptr< Objective< Real > > &obj, const Ptr< Constraint< Real > > &con, const Real penaltyParameter, const Real sigma, const Vector< Real > &dualOptVec, const Vector< Real > &primConVec, const Vector< Real > &dualConVec, ParameterList &parlist)
Ptr< AugmentedLagrangianObjective< Real > > alobj_
Provides the interface to evaluate objective functions.
Defines the linear algebra of vector space on a generic partitioned vector.
Defines the linear algebra or vector space interface.
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.