ROL_Objective.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_OBJECTIVE_H
#define ROL_OBJECTIVE_H

#include "ROL_Vector.hpp"
#include "ROL_UpdateType.hpp"
#include "ROL_Types.hpp"
#include <iostream>

namespace ROL {

template<typename Real>
class Objective {
private:
  // Vector storage used for FD approximations (default are null pointers)
  Ptr<Vector<Real>> prim_, dual_, basis_;

public:

  virtual ~Objective() {}

  Objective() : prim_(nullPtr), dual_(nullPtr), basis_(nullPtr) {}

  virtual void update( const Vector<Real> &x, UpdateType type, int iter = -1 ) {
    ROL_UNUSED(x);
    ROL_UNUSED(type);
    ROL_UNUSED(iter);
  }

  virtual void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) {
    ROL_UNUSED(x);
    ROL_UNUSED(flag);
    ROL_UNUSED(iter);
  }

  virtual Real value( const Vector<Real> &x, Real &tol ) = 0;

  virtual void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) ;

  virtual Real dirDeriv( const Vector<Real> &x, const Vector<Real> &d, Real &tol ) ;

  virtual void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol );

  virtual void invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
    ROL_UNUSED(hv);
    ROL_UNUSED(v);
    ROL_UNUSED(x);
    ROL_UNUSED(tol);
    ROL_TEST_FOR_EXCEPTION(true, std::invalid_argument,
      ">>> ERROR (ROL::Objective): invHessVec not implemented!"); 
    //hv.set(v.dual());
  }

  virtual void precond( Vector<Real> &Pv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
    ROL_UNUSED(x);
    ROL_UNUSED(tol);
    Pv.set(v.dual());
  }

  virtual void prox( Vector<Real> &Pv, const Vector<Real> &v, Real t, Real &tol){
    ROL_UNUSED(Pv);
    ROL_UNUSED(v);
    ROL_UNUSED(t);
    ROL_UNUSED(tol);
    ROL_TEST_FOR_EXCEPTION(true, std::invalid_argument,
      ">>> ERROR (ROL::Objective): prox not implemented!"); 
  }


  virtual void proxJacVec( Vector<Real> &Jv, const Vector<Real> &v, const Vector<Real> &x, Real t, Real &tol);

  virtual std::vector<std::vector<Real>> checkGradient( const Vector<Real> &x,
                                                        const Vector<Real> &d,
                                                        const bool printToStream = true,
                                                        std::ostream & outStream = std::cout,
                                                        const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
                                                        const int order = 1 ) {
    return checkGradient(x, x.dual(), d, printToStream, outStream, numSteps, order);
  }

  virtual std::vector<std::vector<Real>> checkGradient( const Vector<Real> &x,
                                                        const Vector<Real> &g,
                                                        const Vector<Real> &d,
                                                        const bool printToStream = true,
                                                        std::ostream & outStream = std::cout,
                                                        const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
                                                        const int order = 1 );


  virtual std::vector<std::vector<Real>> checkGradient( const Vector<Real> &x,
                                                        const Vector<Real> &d,
                                                        const std::vector<Real> &steps,
                                                        const bool printToStream = true,
                                                        std::ostream & outStream = std::cout,
                                                        const int order = 1 ) {

    return checkGradient(x, x.dual(), d, steps, printToStream, outStream, order);

  }


  virtual std::vector<std::vector<Real>> checkGradient( const Vector<Real> &x,
                                                        const Vector<Real> &g,
                                                        const Vector<Real> &d,
                                                        const std::vector<Real> &steps,
                                                        const bool printToStream = true,
                                                        std::ostream & outStream = std::cout,
                                                        const int order = 1 );

  virtual std::vector<std::vector<Real>> checkHessVec( const Vector<Real> &x,
                                                       const Vector<Real> &v,
                                                       const bool printToStream = true,
                                                       std::ostream & outStream = std::cout,
                                                       const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
                                                       const int order = 1 ) {

    return checkHessVec(x, x.dual(), v, printToStream, outStream, numSteps, order);

  }

  virtual std::vector<std::vector<Real>> checkHessVec( const Vector<Real> &x,
                                                       const Vector<Real> &hv,
                                                       const Vector<Real> &v,
                                                       const bool printToStream = true,
                                                       std::ostream & outStream = std::cout,
                                                       const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
                                                       const int order = 1) ;


  virtual std::vector<std::vector<Real>> checkHessVec( const Vector<Real> &x,
                                                       const Vector<Real> &v,
                                                       const std::vector<Real> &steps,
                                                       const bool printToStream = true,
                                                       std::ostream & outStream = std::cout,
                                                       const int order = 1 ) {

    return checkHessVec(x, x.dual(), v, steps, printToStream, outStream, order);

  }

  virtual std::vector<std::vector<Real>> checkHessVec( const Vector<Real> &x,
                                                       const Vector<Real> &hv,
                                                       const Vector<Real> &v,
                                                       const std::vector<Real> &steps,
                                                       const bool printToStream = true,
                                                       std::ostream & outStream = std::cout,
                                                       const int order = 1) ;


  virtual std::vector<Real> checkHessSym( const Vector<Real> &x,
                                          const Vector<Real> &v,
                                          const Vector<Real> &w,
                                          const bool printToStream = true,
                                          std::ostream & outStream = std::cout ) {

    return checkHessSym(x, x.dual(), v, w, printToStream, outStream);

  }

  virtual std::vector<Real> checkHessSym( const Vector<Real> &x,
                                          const Vector<Real> &hv,
                                          const Vector<Real> &v,
                                          const Vector<Real> &w,
                                          const bool printToStream = true,
                                          std::ostream & outStream = std::cout );

  virtual std::vector<std::vector<Real>> checkProxJacVec( const Vector<Real> &x,
                                                          const Vector<Real> &v,
                                                          Real t = Real(1),
                                                          bool printToStream = true,
                                                          std::ostream &outStream = std::cout,
                                                          int numSteps = ROL_NUM_CHECKDERIV_STEPS);

// Definitions for parametrized (stochastic) objective functions
private:
  std::vector<Real> param_;

protected:
  const std::vector<Real> getParameter(void) const {
    return param_;
  }

public:
  virtual void setParameter(const std::vector<Real> &param) {
    param_.assign(param.begin(),param.end());
  }

}; // class Objective

} // namespace ROL

// include templated definitions
#include <ROL_ObjectiveDef.hpp>

#endif