ROL
ROL_LinearObjective_SimOpt.hpp
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43 
44 #ifndef ROL_LINEAR_OBJECTIVE_SIMOPT_H
45 #define ROL_LINEAR_OBJECTIVE_SIMOPT_H
46 
47 #include "ROL_Objective_SimOpt.hpp"
48 
63 namespace ROL {
64 
65 template <class Real>
67 private:
68  const Ptr<const Vector<Real>> simcost_, optcost_;
69 
70 public:
71  LinearObjective_SimOpt(const Ptr<const Vector<Real>> &simcost = nullPtr,
72  const Ptr<const Vector<Real>> &optcost = nullPtr)
73  : simcost_(simcost), optcost_(optcost) {}
74 
75  Real value( const Vector<Real> &u, const Vector<Real> &z, Real &tol ) {
76  Real valu(0), valz(0);
77  if (simcost_ != nullPtr) {
78  //valu = u.dot(simcost_->dual());
79  valu = u.apply(*simcost_);
80  }
81  if (optcost_ != nullPtr) {
82  //valz = z.dot(optcost_->dual());
83  valz = z.apply(*optcost_);
84  }
85  return valu + valz;
86  }
87 
88  void gradient_1( Vector<Real> &g, const Vector<Real> &u, const Vector<Real> &z, Real &tol ) {
89  if (simcost_ != nullPtr) {
90  g.set(*simcost_);
91  }
92  else {
93  g.zero();
94  }
95  }
96 
97  void gradient_2( Vector<Real> &g, const Vector<Real> &u, const Vector<Real> &z, Real &tol ) {
98  if (optcost_ != nullPtr) {
99  g.set(*optcost_);
100  }
101  else {
102  g.zero();
103  }
104  }
105 
106  void hessVec_11( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &u, const Vector<Real> &z, Real &tol ) {
107  hv.zero();
108  }
109 
110  void hessVec_12( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &u, const Vector<Real> &z, Real &tol ) {
111  hv.zero();
112  }
113 
114  void hessVec_21( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &u, const Vector<Real> &z, Real &tol ) {
115  hv.zero();
116  }
117 
118  void hessVec_22( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &u, const Vector<Real> &z, Real &tol ) {
119  hv.zero();
120  }
121 
122 }; // class LinearObjective_SimOpt
123 
124 } // namespace ROL
125 
126 #endif
Provides the interface to evaluate simulation-based objective functions.
virtual Real apply(const Vector< Real > &x) const
Apply to a dual vector. This is equivalent to the call .
Definition: ROL_Vector.hpp:238
void hessVec_11(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
Apply Hessian approximation to vector.
virtual void zero()
Set to zero vector.
Definition: ROL_Vector.hpp:167
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
void gradient_2(Vector< Real > &g, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
Compute gradient with respect to second component.
void hessVec_22(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
Provides the interface to evaluate linear objective functions.
void gradient_1(Vector< Real > &g, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
Compute gradient with respect to first component.
LinearObjective_SimOpt(const Ptr< const Vector< Real >> &simcost=nullPtr, const Ptr< const Vector< Real >> &optcost=nullPtr)
void hessVec_12(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
const Ptr< const Vector< Real > > simcost_
void hessVec_21(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
virtual void set(const Vector &x)
Set where .
Definition: ROL_Vector.hpp:209
const Ptr< const Vector< Real > > optcost_
Real value(const Vector< Real > &u, const Vector< Real > &z, Real &tol)
Compute value.