ROL_AffineTransformObjective.hpp

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#ifndef ROL_AFFINE_TRANSFORM_OBJECTIVE_H
#define ROL_AFFINE_TRANSFORM_OBJECTIVE_H

#include "ROL_Objective.hpp"
#include "ROL_LinearOperator.hpp"
#include "ROL_SimController.hpp"

namespace ROL {

template <class Real>
class AffineTransformObjective : public Objective<Real> {
private:
  const Ptr<Objective<Real>>      obj_;
  const Ptr<LinearOperator<Real>> A_;
  const Ptr<Vector<Real>>         b_;

  Ptr<SimController<Real>> storage_;

  Ptr<Vector<Real>> primal_, dual_, Av_;

  const Ptr<const Vector<Real>> transform(const Vector<Real> &x) {
    bool isApplied = storage_->get(*primal_,Objective<Real>::getParameter());
    if (!isApplied) {
      Real tol = std::sqrt(ROL_EPSILON<Real>());
      A_->apply(*primal_,x,tol);
      primal_->plus(*b_);
      storage_->set(*primal_,Objective<Real>::getParameter());
    }
    return primal_;
  }

public:
  AffineTransformObjective(const Ptr<Objective<Real>>      &obj,
                           const Ptr<LinearOperator<Real>> &A,
                           const Ptr<Vector<Real>>         &b,
                           const Ptr<SimController<Real>>  &storage = nullPtr)
    : obj_(obj), A_(A), b_(b), storage_(storage) {
    primal_ = b->clone();
    Av_     = b->clone();
    dual_   = b->dual().clone();
    if (storage == nullPtr) {
      storage_ = makePtr<SimController<Real>>();
    }
  }

  virtual ~AffineTransformObjective() {}

  void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) {
    storage_->objectiveUpdate(true);
    obj_->update(*transform(x),flag,iter);
  }

  Real value( const Vector<Real> &x, Real &tol ) {
    return obj_->value(*transform(x),tol); 
  }

  void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
    obj_->gradient(*dual_,*transform(x),tol);
    A_->applyAdjoint(g,*dual_,tol);
  }

  void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
    A_->apply(*Av_,v,tol);
    obj_->hessVec(*dual_,*Av_,*transform(x),tol);
    A_->applyAdjoint(hv,*dual_,tol);
  }

}; // class AffineTransformObjective

} // namespace ROL

#endif // ROL_AFFINE_TRANSFORM_OBJECTIVE_H