ROL
ROL_LinMoreModel.hpp
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43 
44 #ifndef ROL_LINMOREMODEL_HPP
45 #define ROL_LINMOREMODEL_HPP
46 
47 #include "ROL_TrustRegionModel.hpp"
48 #include "ROL_BoundConstraint.hpp"
49 
58 namespace ROL {
59 
60 template<class Real>
61 class LinMoreModel : public TrustRegionModel<Real> {
62 private:
63  Ptr<Vector<Real>> pwa_, dwa_;
64 
65 public:
66 
68  const Vector<Real> &x, const Vector<Real> &g,
69  const Ptr<Secant<Real>> &secant = nullPtr,
70  const bool useSecantPrecond = false, const bool useSecantHessVec = false)
71  : TrustRegionModel<Real>::TrustRegionModel(obj,bnd,x,g,secant,useSecantPrecond,useSecantHessVec) {
72  pwa_ = x.clone();
73  dwa_ = g.clone();
74  }
75 
76  void applyFullHessian(Vector<Real> &hv, const Vector<Real> &v, Real &tol) {
78  }
79 
80  void applyFreeHessian(Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol) {
81  const Real zero(0);
82  pwa_->set(v);
83  TrustRegionModel<Real>::getBoundConstraint()->pruneActive(*pwa_,x,zero);
84  applyFullHessian(hv,*pwa_,tol);
85  TrustRegionModel<Real>::getBoundConstraint()->pruneActive(hv,x,zero);
86  }
87 
88  void applyFullPrecond(Vector<Real> &pv, const Vector<Real> &v, Real &tol) {
90  }
91 
92  void applyFreePrecond(Vector<Real> &pv, const Vector<Real> &v, const Vector<Real> &x, Real &tol) {
93  const Real zero(0);
94  dwa_->set(v);
95  TrustRegionModel<Real>::getBoundConstraint()->pruneActive(*dwa_,x,zero);
96  applyFullPrecond(pv,*dwa_,tol);
97  TrustRegionModel<Real>::getBoundConstraint()->pruneActive(pv,x,zero);
98  }
99 
100 };
101 
102 } // namespace ROL
103 
104 #endif
Provides the interface to evaluate objective functions.
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
Provides the interface to evaluate projected trust-region model functions from the Kelley-Sachs bound...
Ptr< Vector< Real > > pwa_
Provides the interface to evaluate trust-region model functions.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
Objective_SerialSimOpt(const Ptr< Obj > &obj, const V &ui) z0_ zero()
void applyPrecond(Vector< Real > &Pv, const Vector< Real > &v, Real &tol)
void applyHessian(Vector< Real > &hv, const Vector< Real > &v, Real &tol)
void applyFreePrecond(Vector< Real > &pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Ptr< Vector< Real > > dwa_
Provides interface for and implements limited-memory secant operators.
Definition: ROL_Secant.hpp:70
void applyFreeHessian(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
void applyFullPrecond(Vector< Real > &pv, const Vector< Real > &v, Real &tol)
Provides the interface to apply upper and lower bound constraints.
LinMoreModel(Objective< Real > &obj, BoundConstraint< Real > &bnd, const Vector< Real > &x, const Vector< Real > &g, const Ptr< Secant< Real >> &secant=nullPtr, const bool useSecantPrecond=false, const bool useSecantHessVec=false)
virtual const Ptr< BoundConstraint< Real > > getBoundConstraint(void) const
void applyFullHessian(Vector< Real > &hv, const Vector< Real > &v, Real &tol)