ROL
ROL_AffineTransformObjective.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_AFFINE_TRANSFORM_OBJECTIVE_H
45 #define ROL_AFFINE_TRANSFORM_OBJECTIVE_H
46 
47 #include "ROL_Objective.hpp"
48 #include "ROL_LinearConstraint.hpp"
49 #include "ROL_VectorController.hpp"
50 
59 namespace ROL {
60 
61 template<typename Real>
62 class AffineTransformObjective : public Objective<Real> {
63 private:
64  const Ptr<Objective<Real>> obj_;
65  const Ptr<Constraint<Real>> acon_;
66 
67  Ptr<VectorController<Real>> storage_;
68  Ptr<Vector<Real>> primal_, dual_, Av_;
69 
70 public:
73  const Ptr<Constraint<Real>> &acon,
74  const Vector<Real> &range,
75  const Ptr<VectorController<Real>> &storage = nullPtr);
77  const Ptr<LinearConstraint<Real>> &acon,
78  const Ptr<VectorController<Real>> &storage = nullPtr);
80  const Ptr<const LinearOperator<Real>> &A,
81  const Ptr<const Vector<Real>> &b,
82  const Ptr<VectorController<Real>> &storage = nullPtr);
83 
84  void update( const Vector<Real> &x, UpdateType type, int iter = -1 ) override;
85  void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) override;
86  Real value( const Vector<Real> &x, Real &tol ) override;
87  void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) override;
88  void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) override;
89 
90 public:
91  void setParameter(const std::vector<Real> &param) override;
92 
93 private:
94  Ptr<const Vector<Real>> transform(const Vector<Real> &x);
95 
96 }; // class AffineTransformObjective
97 
98 } // namespace ROL
99 
101 
102 #endif // ROL_AFFINE_TRANSFORM_OBJECTIVE_H
Provides the interface to evaluate objective functions.
Defines the general affine constraint with the form .
Compose an objective function with an affine transformation, i.e.,.
Real value(const Vector< Real > &x, Real &tol) override
Compute value.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
void update(const Vector< Real > &x, UpdateType type, int iter=-1) override
Update objective function.
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply Hessian approximation to vector.
Ptr< VectorController< Real > > storage_
void setParameter(const std::vector< Real > &param) override
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)
Provides the interface to apply a linear operator.
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol) override
Compute gradient.
const Ptr< Objective< Real > > obj_
Defines the general constraint operator interface.