ROL_ElasticObjective.hpp

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// @HEADER
// *****************************************************************************
//               Rapid Optimization Library (ROL) Package
//
// Copyright 2014 NTESS and the ROL contributors.
// SPDX-License-Identifier: BSD-3-Clause
// *****************************************************************************
// @HEADER

#ifndef ROL_ELASTICOBJECTIVE_H
#define ROL_ELASTICOBJECTIVE_H

#include "ROL_AugmentedLagrangianObjective.hpp"
#include "ROL_PartitionedVector.hpp"

namespace ROL {

template<typename Real>
class ElasticObjective : public Objective<Real> {
private:
  // Required for Augmented Lagrangian definition
  Ptr<AugmentedLagrangianObjective<Real>> alobj_;
  Ptr<Vector<Real>> e_, tmp_;
  Real sigma_, cscale_;

public:
  ElasticObjective(const Ptr<Objective<Real>> &obj,
                   const Ptr<Constraint<Real>> &con,
                   const Real penaltyParameter,
                   const Real sigma,
                   const Vector<Real> &dualOptVec,
                   const Vector<Real> &primConVec,
                   const Vector<Real> &dualConVec,
                   ParameterList &parlist);

  ElasticObjective(const Ptr<Objective<Real>> &obj,
                   const Ptr<Constraint<Real>> &con,
                   const Real penaltyParameter,
                   const Real sigma,
                   const Vector<Real> &dualOptVec,
                   const Vector<Real> &primConVec,
                   const Vector<Real> &dualConVec,
                   const bool scaleLagrangian,
                   const int HessianApprox);

  void update( const Vector<Real> &x, UpdateType type, int iter = -1 ) override;
  Real value( const Vector<Real> &x, Real &tol ) override;
  void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) override;
  void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) override;

  // Set problem data scalings
  void setScaling(const Real fscale = 1.0, const Real cscale = 1.0);
  // Return objective function value
  Real getObjectiveValue(const Vector<Real> &x, Real &tol);
  // Compute objective function gradient
  const Ptr<const Vector<Real>> getObjectiveGradient(const Vector<Real> &x, Real &tol);
  // Return constraint value
  const Ptr<const Vector<Real>> getConstraintVec(const Vector<Real> &x, Real &tol);
  // Return total number of constraint evaluations
  int getNumberConstraintEvaluations(void) const;
  // Return total number of objective evaluations
  int getNumberFunctionEvaluations(void) const;
  // Return total number of gradient evaluations
  int getNumberGradientEvaluations(void) const;
  // Reset with upated penalty parameter
  void reset(const Vector<Real> &multiplier, Real penaltyParameter, Real sigma);
  // Return augmented Lagrangian
  const Ptr<AugmentedLagrangianObjective<Real>> getAugmentedLagrangian(void) const;
}; // class ElasticObjective

} // namespace ROL

#include "ROL_ElasticObjective_Def.hpp"

#endif