ROL
ROL_MeanValueObjective_Def.hpp
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43 
44 #ifndef ROL_MEANVALUEOBJECTIVE_DEF_HPP
45 #define ROL_MEANVALUEOBJECTIVE_DEF_HPP
46 
47 namespace ROL {
48 
49 template<typename Real>
51  const Ptr<SampleGenerator<Real>> &sampler) : obj_(obj) {
52  std::vector<Real> param = computeSampleMean(sampler);
53  obj_->setParameter(param);
54 }
55 
56 template<typename Real>
57 void MeanValueObjective<Real>::update( const Vector<Real> &x, UpdateType type, int iter ) {
58  obj_->update(x,type,iter);
59 }
60 
61 template<typename Real>
62 void MeanValueObjective<Real>::update( const Vector<Real> &x, bool flag, int iter ) {
63  obj_->update(x,flag,iter);
64 }
65 
66 template<typename Real>
67 Real MeanValueObjective<Real>::value( const Vector<Real> &x, Real &tol ) {
68  return obj_->value(x,tol);
69 }
70 
71 template<typename Real>
73  obj_->gradient(g,x,tol);
74 }
75 
76 template<typename Real>
78  const Vector<Real> &x, Real &tol ) {
79  obj_->hessVec(hv,v,x,tol);
80 }
81 
82 template<typename Real>
84  const Vector<Real> &x, Real &tol ) {
85  obj_->precond(Pv,v,x,tol);
86 }
87 
88 template<typename Real>
89 std::vector<Real> MeanValueObjective<Real>::computeSampleMean(const Ptr<SampleGenerator<Real>> &sampler) const {
90  // Compute mean value of inputs and set parameter in objective
91  int dim = sampler->getMyPoint(0).size(), nsamp = sampler->numMySamples();
92  std::vector<Real> loc(dim), mean(dim), pt(dim);
93  Real wt(0);
94  for (int i = 0; i < nsamp; i++) {
95  pt = sampler->getMyPoint(i);
96  wt = sampler->getMyWeight(i);
97  for (int j = 0; j < dim; j++) {
98  loc[j] += wt*pt[j];
99  }
100  }
101  sampler->sumAll(&loc[0],&mean[0],dim);
102  return mean;
103 }
104 
105 }
106 
107 #endif
Provides the interface to evaluate objective functions.
MeanValueObjective(const Ptr< Objective< Real >> &obj, const Ptr< SampleGenerator< Real >> &sampler)
void precond(Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply preconditioner to vector.
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 gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol) override
Compute gradient.
std::vector< Real > computeSampleMean(const Ptr< SampleGenerator< Real >> &sampler) const
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply Hessian approximation to vector.
Real value(const Vector< Real > &x, Real &tol) override
Compute value.
const Ptr< Objective< Real > > obj_
const Ptr< Obj > obj_
constexpr auto dim