ROL_Reduced_Objective_SimOpt.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_REDUCED_OBJECTIVE_SIMOPT_H
#define ROL_REDUCED_OBJECTIVE_SIMOPT_H

#include "ROL_Objective_SimOpt.hpp"
#include "ROL_Constraint_SimOpt.hpp"
#include "ROL_VectorController.hpp"
#include "ROL_BatchManager.hpp"

namespace ROL {

template<typename Real>
class Reduced_Objective_SimOpt : public Objective<Real> {
private:
  const Ptr<Objective_SimOpt<Real>> obj_;
  const Ptr<Constraint_SimOpt<Real>> con_;
  Ptr<VectorController<Real>> stateStore_;
  Ptr<VectorController<Real>> adjointStore_;

  // Primal vectors
  Ptr<Vector<Real>> state_;
  Ptr<Vector<Real>> adjoint_;
  Ptr<Vector<Real>> state_sens_;
  Ptr<Vector<Real>> adjoint_sens_;

  // Dual vectors
  Ptr<Vector<Real>> dualstate_;
  Ptr<Vector<Real>> dualstate1_;
  Ptr<Vector<Real>> dualadjoint_;
  Ptr<Vector<Real>> dualcontrol_;

  const bool storage_;
  const bool useFDhessVec_;

  unsigned nupda_, nvalu_, ngrad_, nhess_, nprec_;
  unsigned nstat_, nadjo_, nssen_, nasen_;

  bool updateFlag_;
  int  updateIter_;
  UpdateType updateType_;
  bool newUpdate_;
  bool isUpdated_;

public:
  Reduced_Objective_SimOpt(
      const Ptr<Objective_SimOpt<Real>> &obj,
      const Ptr<Constraint_SimOpt<Real>> &con,
      const Ptr<Vector<Real>> &state,
      const Ptr<Vector<Real>> &control,
      const Ptr<Vector<Real>> &adjoint,
      const bool storage = true,
      const bool useFDhessVec = false);

  Reduced_Objective_SimOpt(
      const Ptr<Objective_SimOpt<Real>> &obj,
      const Ptr<Constraint_SimOpt<Real>> &con,
      const Ptr<Vector<Real>> &state,
      const Ptr<Vector<Real>> &control,
      const Ptr<Vector<Real>> &adjoint,
      const Ptr<Vector<Real>> &dualstate,
      const Ptr<Vector<Real>> &dualcontrol,
      const Ptr<Vector<Real>> &dualadjoint,
      const bool storage = true,
      const bool useFDhessVec = false);

  Reduced_Objective_SimOpt(
      const Ptr<Objective_SimOpt<Real>> &obj,
      const Ptr<Constraint_SimOpt<Real>> &con,
      const Ptr<VectorController<Real>> &stateStore,
      const Ptr<Vector<Real>> &state,
      const Ptr<Vector<Real>> &control,
      const Ptr<Vector<Real>> &adjoint,
      const bool storage = true,
      const bool useFDhessVec = false);

  Reduced_Objective_SimOpt(
      const Ptr<Objective_SimOpt<Real>> &obj,
      const Ptr<Constraint_SimOpt<Real>> &con,
      const Ptr<VectorController<Real>> &stateStore,
      const Ptr<Vector<Real>> &state,
      const Ptr<Vector<Real>> &control,
      const Ptr<Vector<Real>> &adjoint,
      const Ptr<Vector<Real>> &dualstate,
      const Ptr<Vector<Real>> &dualcontrol,
      const Ptr<Vector<Real>> &dualadjoint,
      const bool storage = true,
      const bool useFDhessVec = false);

  void update( const Vector<Real> &z, bool flag = true, int iter = -1 ) override;
  void update( const Vector<Real> &z, UpdateType type, int iter = -1 ) override;

  Real value( const Vector<Real> &z, Real &tol ) override;

  void gradient( Vector<Real> &g, const Vector<Real> &z, Real &tol ) override;

  void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &z, Real &tol ) override;

  virtual void precond( Vector<Real> &Pv, const Vector<Real> &v, const Vector<Real> &z, Real &tol ) override;

  void summarize(std::ostream &stream, const Ptr<BatchManager<Real>> &bman = nullPtr) const;

  void reset();

// For parametrized (stochastic) objective functions and constraints
public:
  void setParameter(const std::vector<Real> &param) override;

private:
  void solve_state_equation(const Vector<Real> &z, Real &tol);

  void solve_adjoint_equation(const Vector<Real> &z, Real &tol);

  void solve_state_sensitivity(const Vector<Real> &v, const Vector<Real> &z, Real &tol);

  void solve_adjoint_sensitivity(const Vector<Real> &v, const Vector<Real> &z, Real &tol);

}; // class Reduced_Objective_SimOpt

} // namespace ROL

#include "ROL_Reduced_Objective_SimOpt_Def.hpp"

#endif