ROL
ROL_CVaRVector.hpp
Go to the documentation of this file.
1 // @HEADER
2 // ************************************************************************
3 //
4 // Rapid Optimization Library (ROL) Package
5 // Copyright (2014) Sandia Corporation
6 //
7 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
8 // license for use of this work by or on behalf of the U.S. Government.
9 //
10 // Redistribution and use in source and binary forms, with or without
11 // modification, are permitted provided that the following conditions are
12 // met:
13 //
14 // 1. Redistributions of source code must retain the above copyright
15 // notice, this list of conditions and the following disclaimer.
16 //
17 // 2. Redistributions in binary form must reproduce the above copyright
18 // notice, this list of conditions and the following disclaimer in the
19 // documentation and/or other materials provided with the distribution.
20 //
21 // 3. Neither the name of the Corporation nor the names of the
22 // contributors may be used to endorse or promote products derived from
23 // this software without specific prior written permission.
24 //
25 // THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
26 // EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
27 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
28 // PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
29 // CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
30 // EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
31 // PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
32 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
33 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
34 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
35 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
36 //
37 // Questions? Contact lead developers:
38 // Drew Kouri (dpkouri@sandia.gov) and
39 // Denis Ridzal (dridzal@sandia.gov)
40 //
41 // ************************************************************************
42 // @HEADER
43 
44 #ifndef ROL_CVARVECTOR_HPP
45 #define ROL_CVARVECTOR_HPP
46 
47 #include "ROL_Vector.hpp"
48 
49 namespace ROL {
50 
51 template<class Real>
52 class CVaRVector : public Vector<Real> {
53 protected:
54  Real var_;
55  Teuchos::RCP<Vector<Real> > vec_;
56 
57 public:
58  CVaRVector( Real &var, Teuchos::RCP<Vector<Real> > &vec ) : var_(var), vec_(vec) {}
59 
60  void plus( const Vector<Real> &x ) {
61  const CVaRVector<Real> &xs = Teuchos::dyn_cast<const CVaRVector<Real> >(
62  Teuchos::dyn_cast<const Vector<Real> >(x));
63  this->var_ += xs.getVaR();
64  this->vec_->plus(*(xs.getVector()));
65  }
66 
67  void scale( const Real alpha ) {
68  this->var_ *= alpha;
69  this->vec_->scale(alpha);
70  }
71 
72  void axpy( const Real alpha, const Vector<Real> &x ) {
73  const CVaRVector<Real> &xs = Teuchos::dyn_cast<const CVaRVector<Real> >(
74  Teuchos::dyn_cast<const Vector<Real> >(x));
75  this->var_ += alpha*xs.getVaR();
76  this->vec_->axpy(alpha,*(xs.getVector()));
77  }
78 
79  Real dot( const Vector<Real> &x ) const {
80  const CVaRVector<Real> &xs = Teuchos::dyn_cast<const CVaRVector<Real> >(
81  Teuchos::dyn_cast<const Vector<Real> >(x));
82  return this->var_ * xs.getVaR() + this->vec_->dot(*(xs.getVector()));
83  }
84 
85  Real norm() const {
86  return sqrt( this->dot(*this) );
87  }
88 
89  const Real getVaR() const {
90  return this->var_;
91  }
92 
93  Teuchos::RCP<const Vector<Real> > getVector() const {
94  return this->vec_;
95  }
96 
97  Teuchos::RCP<Vector<Real> > clone() const {
98  Real var = 0.0;
99  Teuchos::RCP<Vector<Real> > vec = Teuchos::rcp_dynamic_cast<Vector<Real> >(
100  Teuchos::rcp_const_cast<Vector<Real> >(this->vec_->clone()));
101  return Teuchos::rcp( new CVaRVector( var, vec ) );
102  }
103 
104  void setVaR(const Real var) {
105  this->var_ = var;
106  }
107 
108  void setVector(const Vector<Real>& vec) {
109  this->vec_->set(vec);
110  }
111 };
112 
113 }
114 
115 #endif
Teuchos::RCP< Vector< Real > > vec_
Real norm() const
Returns where .
void scale(const Real alpha)
Compute where .
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:72
const Real getVaR() const
CVaRVector(Real &var, Teuchos::RCP< Vector< Real > > &vec)
void axpy(const Real alpha, const Vector< Real > &x)
Compute where .
Teuchos::RCP< const Vector< Real > > getVector() const
void setVaR(const Real var)
void plus(const Vector< Real > &x)
Compute , where .
void setVector(const Vector< Real > &vec)
Teuchos::RCP< Vector< Real > > clone() const
Clone to make a new (uninitialized) vector.
Real dot(const Vector< Real > &x) const
Compute where .