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 
47 namespace ROL {
48 
49 template<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 
61 template<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 
72 template<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 
84 template<typename Real>
86  storage_->objectiveUpdate(type);
87  acon_->update(x,type,iter);
88  obj_->update(*transform(x),type,iter);
89 }
90 
91 template<typename Real>
92 void 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 
98 template<typename Real>
100  return obj_->value(*transform(x),tol);
101 }
102 
103 template<typename Real>
105  obj_->gradient(*dual_,*transform(x),tol);
106  acon_->applyAdjointJacobian(g,*dual_,x,tol);
107 }
108 
109 template<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 
116 template<typename Real>
117 void AffineTransformObjective<Real>::setParameter(const std::vector<Real> &param) {
119  obj_->setParameter(param);
120 }
121 
122 template<typename Real>
123 Ptr<const Vector<Real>> AffineTransformObjective<Real>::transform(const Vector<Real> &x) {
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
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:226
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: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
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.