44 #ifndef ROL_COMPOSITE_OBJECTIVE_DEF_H
45 #define ROL_COMPOSITE_OBJECTIVE_DEF_H
49 template<
typename Real>
52 : obj_vec_(obj_vec), std_obj_(std_obj), isInitialized_(false),
53 isValueComputed_(false), isGradientComputed_(false) {
64 template<
typename Real>
66 int size = obj_vec_.size();
67 for (
int i = 0; i < size; ++i) {
68 obj_vec_[i]->update(x,type,iter);
70 isValueComputed_ =
false;
74 template<
typename Real>
76 int size = obj_vec_.size();
77 for (
int i = 0; i < size; ++i) {
78 obj_vec_[i]->update(x,flag,iter);
80 isValueComputed_ =
false;
81 isGradientComputed_ = (flag ?
false : isGradientComputed_);
84 template<
typename Real>
87 return std_obj_->value(*obj_value_vec_,tol);
90 template<
typename Real>
93 computeGradient(x,tol);
94 int size = obj_vec_.size();
95 for (
int i = 0; i < size; ++i) {
96 g.
axpy((*obj_grad_)[i],*(vec_grad_[i]));
100 template<
typename Real>
103 computeHessVec(v,x,tol);
104 int size = obj_vec_.size();
105 for (
int i = 0; i < size; ++i) {
106 hv.
axpy((*obj_grad_)[i],*(vec_hess_[i]));
107 hv.
axpy((*obj_hess_)[i],*(vec_grad_[i]));
111 template<
typename Real>
114 const int size = obj_vec_.size();
115 for (
int i = 0; i < size; ++i) {
116 obj_vec_[i]->setParameter(param);
118 std_obj_->setParameter(param);
119 isValueComputed_ =
false;
120 isGradientComputed_ =
false;
123 template<
typename Real>
125 if (!isInitialized_){
126 int size = obj_vec_.size();
127 vec_grad_.clear(); vec_grad_.resize(size,nullPtr);
128 vec_hess_.clear(); vec_hess_.resize(size,nullPtr);
129 for (
int i = 0; i < size; ++i) {
133 isInitialized_ =
true;
137 template<
typename Real>
140 if (!isValueComputed_) {
141 int size = obj_vec_.size();
142 for (
int i = 0; i < size; ++i) {
143 (*obj_value_)[i] = obj_vec_[i]->value(x,tol);
145 isValueComputed_ =
true;
149 template<
typename Real>
152 if (!isGradientComputed_) {
153 std_obj_->gradient(*(obj_grad_vec_),*(obj_value_vec_),tol);
154 int size = obj_vec_.size();
155 for (
int i = 0; i < size; ++i) {
156 obj_vec_[i]->gradient(*(vec_grad_[i]),x,tol);
158 isGradientComputed_ =
true;
162 template<
typename Real>
164 computeGradient(x,tol);
165 int size = obj_vec_.size();
166 for (
int i = 0; i < size; ++i) {
168 (*obj_gv_)[i] = vec_grad_[i]->apply(v);
169 obj_vec_[i]->hessVec(*(vec_hess_[i]),v,x,tol);
171 std_obj_->hessVec(*(obj_hess_vec_),*(obj_gv_vec_),*(obj_value_vec_),tol);
Provides the interface to evaluate objective functions.
virtual const Vector & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis...
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply Hessian approximation to vector.
Ptr< StdVector< Real > > obj_hess_vec_
void computeValue(const Vector< Real > &x, Real &tol)
const std::vector< Ptr< Objective< Real > > > obj_vec_
virtual void axpy(const Real alpha, const Vector &x)
Compute where .
Real value(const Vector< Real > &x, Real &tol) override
Compute value.
Ptr< std::vector< Real > > obj_gv_
void computeGradient(const Vector< Real > &x, Real &tol)
CompositeObjective(const std::vector< Ptr< Objective< Real >>> &obj_vec, const Ptr< StdObjective< Real >> &std_obj)
virtual void zero()
Set to zero vector.
Defines the linear algebra or vector space interface.
void initialize(const Vector< Real > &x)
Ptr< std::vector< Real > > obj_value_
Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector's.
Ptr< std::vector< Real > > obj_hess_
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol) override
Compute gradient.
Ptr< StdVector< Real > > obj_value_vec_
void update(const Vector< Real > &x, UpdateType type, int iter=-1) override
Update objective function.
Ptr< StdVector< Real > > obj_gv_vec_
virtual void setParameter(const std::vector< Real > ¶m)
Ptr< std::vector< Real > > obj_grad_
void computeHessVec(const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Ptr< StdVector< Real > > obj_grad_vec_
void setParameter(const std::vector< Real > ¶m) override