ROL
ROL_AffineTransformObjective_Def.hpp
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43
44#ifndef ROL_AFFINE_TRANSFORM_OBJECTIVE_DEF_H
45#define ROL_AFFINE_TRANSFORM_OBJECTIVE_DEF_H
46
47namespace ROL {
48
49template<typename Real>
51 const Ptr<Constraint<Real>> &acon,
52 const Vector<Real> &range,
53 const Ptr<VectorController<Real>> &storage)
54 : obj_(obj), acon_(acon), storage_(storage) {
55 primal_ = range.clone();
56 Av_ = range.clone();
57 dual_ = range.dual().clone();
58 if (storage == nullPtr) storage_ = makePtr<VectorController<Real>>();
59}
60
61template<typename Real>
63 const Ptr<LinearConstraint<Real>> &acon,
64 const Ptr<VectorController<Real>> &storage)
65 : obj_(obj), acon_(acon), storage_(storage) {
66 primal_ = acon_->createRangeSpaceVector();
67 Av_ = acon_->createRangeSpaceVector();
68 dual_ = primal_->dual().clone();
69 if (storage == nullPtr) storage_ = makePtr<VectorController<Real>>();
70}
71
72template<typename Real>
74 const Ptr<const LinearOperator<Real>> &A,
75 const Ptr<const Vector<Real>> &b,
76 const Ptr<VectorController<Real>> &storage)
77 : obj_(obj), acon_(makePtr<LinearConstraint<Real>>(A,b)), storage_(storage) {
78 primal_ = b->clone();
79 Av_ = b->clone();
80 dual_ = b->dual().clone();
81 if (storage == nullPtr) storage_ = makePtr<VectorController<Real>>();
82}
83
84template<typename Real>
86 storage_->objectiveUpdate(type);
87 acon_->update(x,type,iter);
88 obj_->update(*transform(x),type,iter);
89}
90
91template<typename Real>
92void AffineTransformObjective<Real>::update( const Vector<Real> &x, bool flag, int iter ) {
93 storage_->objectiveUpdate(true);
94 acon_->update(x,flag,iter);
95 obj_->update(*transform(x),flag,iter);
96}
97
98template<typename Real>
100 return obj_->value(*transform(x),tol);
101}
102
103template<typename Real>
105 obj_->gradient(*dual_,*transform(x),tol);
106 acon_->applyAdjointJacobian(g,*dual_,x,tol);
107}
108
109template<typename Real>
111 acon_->applyJacobian(*Av_,v,x,tol);
112 obj_->hessVec(*dual_,*Av_,*transform(x),tol);
113 acon_->applyAdjointJacobian(hv,*dual_,x,tol);
114}
115
116template<typename Real>
117void AffineTransformObjective<Real>::setParameter(const std::vector<Real> &param) {
119 obj_->setParameter(param);
120}
121
122template<typename Real>
124 bool isApplied = storage_->get(*primal_,Objective<Real>::getParameter());
125 if (!isApplied) {
126 Real tol = std::sqrt(ROL_EPSILON<Real>());
127 acon_->value(*primal_,x,tol);
128 storage_->set(*primal_,Objective<Real>::getParameter());
129 }
130 return primal_;
131}
132
133} // namespace ROL
134
135#endif // ROL_AFFINE_TRANSFORM_OBJECTIVE_DEF_H
const Ptr< Obj > obj_
const Ptr< Constraint< Real > > acon_
Ptr< const Vector< Real > > transform(const Vector< Real > &x)
AffineTransformObjective(const Ptr< Objective< Real > > &obj, const Ptr< Constraint< Real > > &acon, const Vector< Real > &range, const Ptr< VectorController< Real > > &storage=nullPtr)
void update(const Vector< Real > &x, UpdateType type, int iter=-1) override
Update objective function.
void setParameter(const std::vector< Real > &param) override
Ptr< VectorController< Real > > storage_
Real value(const Vector< Real > &x, Real &tol) override
Compute value.
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply Hessian approximation to vector.
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol) override
Compute gradient.
Defines the general constraint operator interface.
Defines the general affine constraint with the form .
Provides the interface to apply a linear operator.
Provides the interface to evaluate objective functions.
virtual void setParameter(const std::vector< Real > &param)
Defines the linear algebra or vector space interface.
virtual const Vector & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis,...
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.