ROL
ROL_QuadraticObjective_Def.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_QUADRATIC_OBJECTIVE_DEF_H
45 #define ROL_QUADRATIC_OBJECTIVE_DEF_H
46 
47 namespace ROL {
48 
49 template<typename Real>
51  const Ptr<const Vector<Real>> &g,
52  Real c)
53  : H_(H), g_(g), c_(c) {
54  tmp_ = g_->clone();
55 }
56 
57 template<typename Real>
58 Real QuadraticObjective<Real>::value( const Vector<Real> &x, Real &tol ) {
59  H_->apply(*tmp_,x,tol);
60  tmp_->scale(static_cast<Real>(0.5));
61  tmp_->plus(*g_);
62  //return x.dot(tmp_->dual()) + c_;
63  return x.apply(*tmp_) + c_;
64 }
65 
66 template<typename Real>
68  H_->apply(g,x,tol);
69  g.plus(*g_);
70 }
71 
72 template<typename Real>
73 void QuadraticObjective<Real>::hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
74  H_->apply(hv,v,tol);
75 }
76 
77 template<typename Real>
78 void QuadraticObjective<Real>::invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
79  H_->applyInverse(hv,v,tol);
80 }
81 
82 } // namespace ROL
83 
84 #endif
QuadraticObjective(const Ptr< const LinearOperator< Real >> &H, const Ptr< const Vector< Real >> &g, Real c=Real(0))
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol) override
Compute gradient.
virtual Real apply(const Vector< Real > &x) const
Apply to a dual vector. This is equivalent to the call .
Definition: ROL_Vector.hpp:238
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply Hessian approximation to vector.
virtual void plus(const Vector &x)=0
Compute , where .
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
Real value(const Vector< Real > &x, Real &tol) override
Compute value.
Provides the interface to apply a linear operator.
void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply inverse Hessian approximation to vector.
const Ptr< const Vector< Real > > g_