ROL_QuadraticObjective.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_QUADRATIC_OBJECTIVE_H
#define ROL_QUADRATIC_OBJECTIVE_H

#include "ROL_Objective.hpp"
#include "ROL_Vector.hpp"
#include "ROL_Ptr.hpp"
#include "ROL_LinearOperator.hpp"

namespace ROL {

template<typename Real>
class QuadraticObjective : public Objective<Real> {
private:
  const Ptr<const LinearOperator<Real>> H_;
  const Ptr<const Vector<Real>> g_;
  const Real c_;
  Ptr<Vector<Real>> tmp_;

public:
  QuadraticObjective(const Ptr<const LinearOperator<Real>> &H,
                     const Ptr<const Vector<Real>>         &g,
                     Real                                   c = Real(0));

  Real value( const Vector<Real> &x, Real &tol ) override;
  void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) override;
  void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) override;
  void invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) override;

}; // class QuadraticObjective

} // namespace ROL

#include "ROL_QuadraticObjective_Def.hpp"

#endif