ROL_ConstraintFromObjective.hpp

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#ifndef ROL_CONSTRAINTFROMOBJECTIVE_H
#define ROL_CONSTRAINTFROMOBJECTIVE_H

#include "ROL_Objective.hpp"
#include "ROL_Constraint.hpp"
#include "ROL_SingletonVector.hpp"

namespace ROL {

template<class Real> 
class ConstraintFromObjective : public Constraint<Real> {

  using V = ROL::Vector<Real>;

private:

  const ROL::Ptr<Objective<Real> > obj_;
  ROL::Ptr<V>                      dualVector_;
  const Real                           offset_;
  bool                                 isDualInitialized_;

  Real getValue( const V& x ) { 
    return dynamic_cast<const SingletonVector<Real>&>(x).getValue(); 
  }
 
  void setValue( V& x, Real val ) {
    dynamic_cast<SingletonVector<Real>&>(x).setValue(val);
  }

public:

  ConstraintFromObjective( const ROL::Ptr<Objective<Real> > &obj, const Real offset = 0 ) :
    obj_(obj), dualVector_(ROL::nullPtr), offset_(offset), isDualInitialized_(false) {}

  const ROL::Ptr<Objective<Real> > getObjective(void) const { return obj_; }


  void setParameter( const std::vector<Real> &param ) {
    obj_->setParameter(param);
    Constraint<Real>::setParameter(param);
  }


  void update( const V& x, bool flag = true, int iter = -1 ) {
    obj_->update(x,flag,iter);
  }
  
  void value( V& c, const V& x, Real& tol ) {
    setValue(c, obj_->value(x,tol) - offset_ ); 
  }

  void applyJacobian( V& jv, const V& v, const V& x, Real& tol ) {
    if ( !isDualInitialized_ ) {
      dualVector_ = x.dual().clone();
      isDualInitialized_ = true;
    }
    obj_->gradient(*dualVector_,x,tol);
    setValue(jv,v.dot(dualVector_->dual()));
  }

  void applyAdjointJacobian( V& ajv, const V& v, const V& x, Real& tol ) {
    obj_->gradient(ajv,x,tol);
    ajv.scale(getValue(v));
  }

  void applyAdjointHessian( V& ahuv, const V& u, const V& v, const V& x, Real& tol ) {
    obj_->hessVec(ahuv,v,x,tol);
    ahuv.scale(getValue(u));
  }

}; // ConstraintFromObjective

} // namespace ROL

#endif // ROL_CONSTRAINTFROMOBJECTIVE_H