ROL
ROL_ScaledObjective_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_SCALED_OBJECTIVE_DEF_HPP
45 #define ROL_SCALED_OBJECTIVE_DEF_HPP
46 
47 namespace ROL {
48 
49 template<typename Real>
50 void ScaledObjective<Real>::update(const Vector<Real> &x, UpdateType type, int iter) {
51  obj_->update(x,type,iter);
52 }
53 
54 template<typename Real>
55 void ScaledObjective<Real>::setParameter(const std::vector<Real> &param) {
57  obj_->setParameter(param);
58 }
59 
60 template<typename Real>
61 Real ScaledObjective<Real>::value( const Vector<Real> &x, Real &tol ) {
62  return scale_ * obj_->value(x,tol);
63 }
64 
65 template<typename Real>
67  obj_->gradient(g,x,tol);
68  g.scale(scale_);
69 }
70 
71 template<typename Real>
72 void ScaledObjective<Real>::hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
73  obj_->hessVec(hv,v,x,tol);
74  hv.scale(scale_);
75 }
76 
77 template<typename Real>
78 void ScaledObjective<Real>::invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
79  obj_->invHessVec(hv,v,x,tol);
80  hv.scale(static_cast<Real>(1)/scale_);
81 }
82 
83 template<typename Real>
84 void ScaledObjective<Real>::precond( Vector<Real> &Pv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
85  obj_->precond(Pv,v,x,tol);
86  Pv.scale(static_cast<Real>(1)/scale_);
87 }
88 
89 } // End ROL Namespace
90 
91 #endif
virtual void scale(const Real alpha)=0
Compute where .
Real value(const Vector< Real > &x, Real &tol) override
Compute value.
void precond(Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply preconditioner to vector.
void update(const Vector< Real > &x, UpdateType type, int iter=-1) override
Update objective function.
void setParameter(const std::vector< Real > &param) override
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply inverse Hessian approximation to vector.
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply Hessian approximation to vector.
virtual void setParameter(const std::vector< Real > &param)
const Ptr< Obj > obj_
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol) override
Compute gradient.