ROL
ROL_PQNObjective.hpp
Go to the documentation of this file.
1 // @HEADER
2 // ************************************************************************
3 //
4 // Rapid Optimization Library (ROL) Package
5 // Copyright (2014) Sandia Corporation
6 //
7 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
8 // license for use of this work by or on behalf of the U.S. Government.
9 //
10 // Redistribution and use in source and binary forms, with or without
11 // modification, are permitted provided that the following conditions are
12 // met:
13 //
14 // 1. Redistributions of source code must retain the above copyright
15 // notice, this list of conditions and the following disclaimer.
16 //
17 // 2. Redistributions in binary form must reproduce the above copyright
18 // notice, this list of conditions and the following disclaimer in the
19 // documentation and/or other materials provided with the distribution.
20 //
21 // 3. Neither the name of the Corporation nor the names of the
22 // contributors may be used to endorse or promote products derived from
23 // this software without specific prior written permission.
24 //
25 // THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
26 // EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
27 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
28 // PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
29 // CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
30 // EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
31 // PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
32 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
33 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
34 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
35 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
36 //
37 // Questions? Contact lead developers:
38 // Drew Kouri (dpkouri@sandia.gov) and
39 // Denis Ridzal (dridzal@sandia.gov)
40 //
41 // ************************************************************************
42 // @HEADER
43 
44 #ifndef ROL_PQNOBJECTIVE_H
45 #define ROL_PQNOBJECTIVE_H
46 
47 #include "ROL_Objective.hpp"
48 #include "ROL_Secant.hpp"
49 
67 namespace ROL {
68 
69 template<typename Real>
70 class PQNObjective : public Objective<Real> {
71 private:
72  const Ptr<Secant<Real>> secant_;
73  const Ptr<Vector<Real>> x_, g_, pwa_, dwa_;
74 
75 public:
76  PQNObjective(const Ptr<Secant<Real>> &secant,
77  const Vector<Real> &x,
78  const Vector<Real> &g);
79 
80  Real value( const Vector<Real> &x, Real &tol ) override;
81  void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) override;
82  void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) override;
83 
84  void setAnchor(const Vector<Real> &x, const Vector<Real> &g);
85 }; // class PQNObjective
86 
87 } // namespace ROL
88 
89 #include "ROL_PQNObjective_Def.hpp"
90 
91 #endif
Provides the interface to evaluate objective functions.
Provides the interface to evaluate the quadratic quasi-Newton objective.
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol) override
Compute gradient.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
PQNObjective(const Ptr< Secant< Real >> &secant, const Vector< Real > &x, const Vector< Real > &g)
const Ptr< Vector< Real > > x_
Provides interface for and implements limited-memory secant operators.
Definition: ROL_Secant.hpp:79
const Ptr< Secant< Real > > secant_
void setAnchor(const Vector< Real > &x, const Vector< Real > &g)
const Ptr< Vector< Real > > dwa_
const Ptr< Vector< Real > > g_
Real value(const Vector< Real > &x, Real &tol) override
Compute value.
const Ptr< Vector< Real > > pwa_
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply Hessian approximation to vector.