ROL
ROL_SlacklessObjective.hpp
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43 
44 #ifndef ROL_SLACKLESSOBJECTIVE_HPP
45 #define ROL_SLACKLESSOBJECTIVE_HPP
46 
47 #include "ROL_Objective.hpp"
49 
56 namespace ROL {
57 
58 template<typename Real>
59 class SlacklessObjective : public Objective<Real> {
60 private:
61  const Ptr<Objective<Real>> obj_;
62 
63 public:
65  SlacklessObjective( const Ptr<Objective<Real>> &obj );
66 
67  Ptr<Objective<Real>> getObjective(void) const;
68 
69  void update( const Vector<Real> &x, UpdateType type, int iter = -1 ) override;
70  void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) override;
71  Real value( const Vector<Real> &x, Real &tol ) override;
72  Real dirDeriv( const Vector<Real> &x, const Vector<Real> &d, Real &tol ) override;
73  void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) override;
74  void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) override;
75  void invHessVec( Vector<Real> &ihv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) override;
76  void precond( Vector<Real> &Pv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) override;
77 
78 // Definitions for parametrized (stochastic) objective functions
79 public:
80  void setParameter(const std::vector<Real> &param) override;
81 
82 private:
83  Ptr<Vector<Real>> getOpt( Vector<Real> &xs ) const;
84  Ptr<const Vector<Real>> getOpt( const Vector<Real> &xs ) const;
85  void zeroSlack( Vector<Real> &x ) const;
86 }; // class SlacklessObjective
87 
88 } // namespace ROL
89 
91 
92 #endif // ROL_SLACKLESSOBJECTIVE_HPP
93 
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol) override
Compute gradient.
Real dirDeriv(const Vector< Real > &x, const Vector< Real > &d, Real &tol) override
Compute directional derivative.
Provides the interface to evaluate objective functions.
void setParameter(const std::vector< Real > &param) override
void update(const Vector< Real > &x, UpdateType type, int iter=-1) override
Update objective function.
void zeroSlack(Vector< Real > &x) const
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply Hessian approximation to vector.
void precond(Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply preconditioner to vector.
Real value(const Vector< Real > &x, Real &tol) override
Compute value.
Ptr< Vector< Real > > getOpt(Vector< Real > &xs) const
This class strips out the slack variables from objective evaluations to create the new objective ...
SlacklessObjective(const Ptr< Objective< Real >> &obj)
Ptr< Objective< Real > > getObjective(void) const
const Ptr< Objective< Real > > obj_
void invHessVec(Vector< Real > &ihv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply inverse Hessian approximation to vector.