ROL
ROL_LinearCombinationObjective_Def.hpp
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43
44#ifndef ROL_LINEARCOMBINATIONOBJECTIVE_DEF_H
45#define ROL_LINEARCOMBINATIONOBJECTIVE_DEF_H
46
47namespace ROL {
48
49template<typename Real>
51 : Objective<Real>(), obj_(obj),
52 xdual_(nullPtr), initialized_(false) {
53 size_ = obj_.size();
54 weights_.clear(); weights_.assign(size_,static_cast<Real>(1));
55}
56
57template<typename Real>
59 const std::vector<Ptr<Objective<Real>>> &obj)
60 : Objective<Real>(), obj_(obj), weights_(weights), size_(weights.size()),
61 xdual_(nullPtr), initialized_(false) {}
62
63template<typename Real>
65 for (size_t i=0; i<size_; ++i) {
66 obj_[i]->update(x,type,iter);
67 }
68}
69
70template<typename Real>
71void LinearCombinationObjective<Real>::update(const Vector<Real> &x, bool flag, int iter) {
72 for (size_t i=0; i<size_; ++i) {
73 obj_[i]->update(x,flag,iter);
74 }
75}
76
77template<typename Real>
79 Real val(0);
80 for (size_t i = 0; i < size_; i++) {
81 val += weights_[i]*obj_[i]->value(x,tol);
82 }
83 return val;
84}
85
86template<typename Real>
88 if (!initialized_) {
89 xdual_ = g.clone();
90 initialized_ = true;
91 }
92 g.zero();
93 for (size_t i = 0; i < size_; i++) {
94 obj_[i]->gradient(*xdual_,x,tol);
95 g.axpy(weights_[i],*xdual_);
96 }
97}
98
99template<typename Real>
101 if (!initialized_) {
102 xdual_ = hv.clone();
103 initialized_ = true;
104 }
105 hv.zero();
106 for (size_t i = 0; i < size_; i++) {
107 obj_[i]->hessVec(*xdual_,v,x,tol);
108 hv.axpy(weights_[i],*xdual_);
109 }
110}
111
112template<typename Real>
113void LinearCombinationObjective<Real>::setParameter(const std::vector<Real> &param) {
115 for (size_t i = 0; i < size_; ++i) {
116 obj_[i]->setParameter(param);
117 }
118}
119
120} // namespace ROL
121
122#endif
const Ptr< Obj > obj_
void setParameter(const std::vector< Real > &param) override
const std::vector< Ptr< Objective< Real > > > obj_
Real value(const Vector< Real > &x, Real &tol) override
Compute value.
LinearCombinationObjective(const std::vector< Ptr< Objective< Real > > > &obj)
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol) override
Compute gradient.
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply Hessian approximation to vector.
void update(const Vector< Real > &x, UpdateType type, int iter=-1) override
Update objective function.
Provides the interface to evaluate objective functions.
virtual void setParameter(const std::vector< Real > &param)
virtual void update(const Vector< Real > &x, UpdateType type, int iter=-1)
Update objective function.
Defines the linear algebra or vector space interface.
virtual void zero()
Set to zero vector.
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
virtual void axpy(const Real alpha, const Vector &x)
Compute where .