ROL
ROL_PQNObjective_Def.hpp
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43 
44 #ifndef ROL_PQNOBJECTIVEDEF_H
45 #define ROL_PQNOBJECTIVEDEF_H
46 
47 
48 namespace ROL {
49 
50 template<typename Real>
52  const Vector<Real> &x,
53  const Vector<Real> &g)
54  : secant_(secant), x_(x.clone()), g_(g.clone()), pwa_(x.clone()), dwa_(g.clone()) {
55  setAnchor(x,g);
56 }
57 
58 template<typename Real>
59 Real PQNObjective<Real>::value( const Vector<Real> &x, Real &tol ) {
60  pwa_->set(x);
61  pwa_->axpy(static_cast<Real>(-1),*x_);
62  secant_->applyB(*dwa_, *pwa_);
63  dwa_->scale(static_cast<Real>(0.5));
64  dwa_->plus(*g_);
65  return dwa_->apply(*pwa_);
66 }
67 
68 template<typename Real>
69 void PQNObjective<Real>::gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
70  pwa_->set(x);
71  pwa_->axpy(static_cast<Real>(-1),*x_);
72  secant_->applyB(g, *pwa_);
73  g.plus(*g_);
74 }
75 
76 template<typename Real>
77 void PQNObjective<Real>::hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
78  secant_->applyB(hv, v);
79 }
80 
81 template<typename Real>
83  x_->set(x); g_->set(g);
84 }
85 
86 } // namespace ROL
87 
88 #endif
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol) override
Compute gradient.
virtual void plus(const Vector &x)=0
Compute , where .
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)
Provides interface for and implements limited-memory secant operators.
Definition: ROL_Secant.hpp:79
void setAnchor(const Vector< Real > &x, const Vector< Real > &g)
Real value(const Vector< Real > &x, Real &tol) override
Compute value.
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply Hessian approximation to vector.