ROL_QuadraticObjective.hpp

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#ifndef ROL_QUADRATIC_OBJECTIVE_H
#define ROL_QUADRATIC_OBJECTIVE_H

#include "ROL_Objective.hpp"
#include "ROL_Vector.hpp"
#include "ROL_Ptr.hpp"

namespace ROL {

template <class Real>
class QuadraticObjective : public Objective<Real> {
private:
  const Ptr<const LinearOperator<Real>> H_;
  const Ptr<const Vector<Real>> g_;
  const Real c_;
  ROL::Ptr<Vector<Real>> tmp_;

public:
  QuadraticObjective(const Ptr<const LinearOperator<Real>> &H,
                     const Ptr<const Vector<Real>>         &g,
                     const Real                             c = 0.0)
    : H_(H), g_(g), c_(c) {
    tmp_ = g_->clone();
  }

  Real value( const Vector<Real> &x, Real &tol ) {
    H_->apply(*tmp_,x,tol);
    tmp_->scale(static_cast<Real>(0.5));
    tmp_->plus(*g_);
    return x.dot(tmp_->dual()) + c_;
  }

  void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
    H_->apply(g,x,tol);
    g.plus(*g_);
  }

  void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
    H_->apply(hv,v,tol);
  }

  void invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
    H_->applyInverse(hv,v,tol);
  }

}; // class QuadraticObjective

} // namespace ROL

#endif