ROL
ROL_ChainRuleObjective.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_CHAIN_RULE_OBJECTIVE_HPP
11 #define ROL_CHAIN_RULE_OBJECTIVE_HPP
12 
13 #include "ROL_Objective.hpp"
14 #include "ROL_Constraint.hpp"
15 
30 namespace ROL {
31 
32 template<typename Real>
33 class ChainRuleObjective : public ROL::Objective<Real> {
34 public:
35 
43  const Ptr<Constraint<Real>>& con,
44  const Vector<Real>& x,
45  const Vector<Real>& l )
46  : obj_(obj), con_(con), g_(l.clone()), y_(l.dual().clone()), Jv_(l.dual().clone()),
47  HJv_(l.clone()), JtHJv_(x.dual().clone()), tol_(0) {}
48 
49  virtual ~ChainRuleObjective() = default;
50 
58  virtual void update( const Vector<Real> &x, UpdateType type, int iter = -1 ) {
59  con_->update(x,type,iter);
60  con_->value(*y_,x,tol_);
61  obj_->update(*y_,type,iter);
62  }
63 
71  virtual void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) {
72  con_->update(x,flag,iter);
73  con_->value(*y_,x,tol_);
74  obj_->update(*y_,flag,iter);
75  }
76 
83  virtual Real value( const Vector<Real> &x, Real &tol ) {
84  con_->value(*y_,x,tol);
85  return obj_->value(*y_,tol);
86  }
87 
96  virtual void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
97  con_->value(*y_,x,tol);
98  obj_->gradient(*g_,*y_,tol);
99  con_->applyAdjointJacobian(g,*g_,x,tol);
100  }
101 
110  virtual void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
111  con_->value(*y_,x,tol);
112  obj_->gradient(*g_,*y_,tol);
113  con_->applyJacobian(*Jv_,v,x,tol);
114  obj_->hessVec(*HJv_,*Jv_,*y_,tol);
115  con_->applyAdjointJacobian(*JtHJv_,*HJv_,x,tol);
116  con_->applyAdjointHessian(hv,*g_,v,x,tol);
117  hv.plus(*JtHJv_);
118  }
119 
120 private:
121 
122  const Ptr<Objective<Real>> obj_;
123  const Ptr<Constraint<Real>> con_;
124  Ptr<Vector<Real>> g_, y_, Jv_, HJv_, JtHJv_;
125  Real tol_;
126 
127 }; // class ChainRuleObjective
128 
129 } // namespace ROL
130 
131 #endif // ROL_CHAIN_RULE_OBJECTIVE_HPP
Provides the interface to evaluate objective functions.
virtual void plus(const Vector &x)=0
Compute , where .
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:46
ChainRuleObjective(const Ptr< Objective< Real >> &obj, const Ptr< Constraint< Real >> &con, const Vector< Real > &x, const Vector< Real > &l)
Constructor.
virtual void update(const Vector< Real > &x, bool flag=true, int iter=-1)
Update objective function.
virtual void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply Hessian approximation to vector.
const Ptr< Objective< Real > > obj_
virtual void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
virtual Real value(const Vector< Real > &x, Real &tol)
Compute value.
Defines the general constraint operator interface.
virtual void update(const Vector< Real > &x, UpdateType type, int iter=-1)
Update objective function.
virtual ~ChainRuleObjective()=default
const Ptr< Constraint< Real > > con_
Defines an objective of the form f(g(x)) where.