ROL
ROL_ObjectiveFromConstraint.hpp
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43 
44 #ifndef ROL_OBJECTIVE_FROM_CONSTRAINT_H
45 #define ROL_OBJECTIVE_FROM_CONSTRAINT_H
46 
47 #include "ROL_Objective.hpp"
48 #include "ROL_Constraint.hpp"
49 
58 namespace ROL {
59 
60 template<typename Real>
61 class ObjectiveFromConstraint : public Objective<Real> {
62 private:
63  Ptr<Constraint<Real>> con_;
64  Ptr<Vector<Real>> l_; // Lagrange multiplier
65  Ptr<Vector<Real>> c_; // Constraint vector
66 
67 public:
69  ObjectiveFromConstraint( const Ptr<Constraint<Real>> &con,
70  const Vector<Real> &l );
71 
72  void update( const Vector<Real> &x, UpdateType type, int iter = -1 ) override;
73  void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) override;
74  Real value( const Vector<Real> &x, Real &tol ) override;
75  void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) override;
76  void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) override;
77  void updateMultiplier( const Vector<Real> &l );
78 
79 }; // class ObjectiveFromConstraint
80 
81 } // namespace ROL
82 
84 
85 #endif // ROL_OBJECTIVE_FROM_CONSTRAINT_H
Provides the interface to evaluate objective functions.
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.
Real value(const Vector< Real > &x, Real &tol) override
Compute value.
void updateMultiplier(const Vector< Real > &l)
ObjectiveFromConstraint(const Ptr< Constraint< Real >> &con, const Vector< Real > &l)
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply Hessian approximation to vector.
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol) override
Compute gradient.
Defines the general constraint operator interface.