ROL
ROL_AffineTransformObjective_Def.hpp
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1 // @HEADER
2 // *****************************************************************************
3 // Rapid Optimization Library (ROL) Package
4 //
5 // Copyright 2014 NTESS and the ROL contributors.
6 // SPDX-License-Identifier: BSD-3-Clause
7 // *****************************************************************************
8 // @HEADER
9 
10 #ifndef ROL_AFFINE_TRANSFORM_OBJECTIVE_DEF_H
11 #define ROL_AFFINE_TRANSFORM_OBJECTIVE_DEF_H
12 
13 namespace ROL {
14 
15 template<typename Real>
17  const Ptr<Constraint<Real>> &acon,
18  const Vector<Real> &range,
19  const Ptr<VectorController<Real>> &storage)
20  : obj_(obj), acon_(acon), storage_(storage) {
21  primal_ = range.clone();
22  Av_ = range.clone();
23  dual_ = range.dual().clone();
24  if (storage == nullPtr) storage_ = makePtr<VectorController<Real>>();
25 }
26 
27 template<typename Real>
29  const Ptr<LinearConstraint<Real>> &acon,
30  const Ptr<VectorController<Real>> &storage)
31  : obj_(obj), acon_(acon), storage_(storage) {
32  primal_ = acon->createRangeSpaceVector();
33  Av_ = acon->createRangeSpaceVector();
34  dual_ = primal_->dual().clone();
35  if (storage == nullPtr) storage_ = makePtr<VectorController<Real>>();
36 }
37 
38 template<typename Real>
40  const Ptr<const LinearOperator<Real>> &A,
41  const Ptr<const Vector<Real>> &b,
42  const Ptr<VectorController<Real>> &storage)
43  : obj_(obj), acon_(makePtr<LinearConstraint<Real>>(A,b)), storage_(storage) {
44  primal_ = b->clone();
45  Av_ = b->clone();
46  dual_ = b->dual().clone();
47  if (storage == nullPtr) storage_ = makePtr<VectorController<Real>>();
48 }
49 
50 template<typename Real>
52  storage_->objectiveUpdate(type);
53  acon_->update(x,type,iter);
54  obj_->update(*transform(x),type,iter);
55 }
56 
57 template<typename Real>
58 void AffineTransformObjective<Real>::update( const Vector<Real> &x, bool flag, int iter ) {
59  storage_->objectiveUpdate(true);
60  acon_->update(x,flag,iter);
61  obj_->update(*transform(x),flag,iter);
62 }
63 
64 template<typename Real>
66  return obj_->value(*transform(x),tol);
67 }
68 
69 template<typename Real>
71  obj_->gradient(*dual_,*transform(x),tol);
72  acon_->applyAdjointJacobian(g,*dual_,x,tol);
73 }
74 
75 template<typename Real>
77  acon_->applyJacobian(*Av_,v,x,tol);
78  obj_->hessVec(*dual_,*Av_,*transform(x),tol);
79  acon_->applyAdjointJacobian(hv,*dual_,x,tol);
80 }
81 
82 template<typename Real>
83 void AffineTransformObjective<Real>::setParameter(const std::vector<Real> &param) {
85  obj_->setParameter(param);
86 }
87 
88 template<typename Real>
89 Ptr<const Vector<Real>> AffineTransformObjective<Real>::transform(const Vector<Real> &x) {
90  bool isApplied = storage_->get(*primal_,Objective<Real>::getParameter());
91  if (!isApplied) {
92  Real tol = std::sqrt(ROL_EPSILON<Real>());
93  acon_->value(*primal_,x,tol);
94  storage_->set(*primal_,Objective<Real>::getParameter());
95  }
96  return primal_;
97 }
98 
99 } // namespace ROL
100 
101 #endif // ROL_AFFINE_TRANSFORM_OBJECTIVE_DEF_H
Provides the interface to evaluate objective functions.
Defines the general affine constraint with the form .
virtual const Vector & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis...
Definition: ROL_Vector.hpp:192
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
Real value(const Vector< Real > &x, Real &tol) override
Compute value.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:46
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
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.
virtual void setParameter(const std::vector< Real > &param)
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol) override
Compute gradient.
const Ptr< Obj > obj_
Defines the general constraint operator interface.