ROL_RiskLessObjective.hpp

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#ifndef ROL_RISKLESSOBJECTIVE_HPP
#define ROL_RISKLESSOBJECTIVE_HPP

#include "ROL_RiskVector.hpp"
#include "ROL_Objective.hpp"

namespace ROL {

template<class Real>
class RiskLessObjective : public Objective<Real> {
private:
  const ROL::Ptr<Objective<Real> > obj_;

public:
  RiskLessObjective(const ROL::Ptr<Objective<Real> > &obj) : obj_(obj) {}

  void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) {
    ROL::Ptr<const Vector<Real> > x0
      = dynamic_cast<const RiskVector<Real>&>(x).getVector();
    obj_->update(*x0,flag,iter);
  }

  Real value( const Vector<Real> &x, Real &tol ) {
    ROL::Ptr<const Vector<Real> > x0
      = dynamic_cast<const RiskVector<Real>&>(x).getVector();
    return obj_->value(*x0,tol);
  }

  void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
    ROL::Ptr<Vector<Real> > g0
      = dynamic_cast<RiskVector<Real>&>(g).getVector();
    ROL::Ptr<const Vector<Real> > x0
      = dynamic_cast<const RiskVector<Real>&>(x).getVector();
    obj_->gradient(*g0,*x0,tol);
  }

  void hessVec( Vector<Real> &hv, const Vector<Real> &v,
                const Vector<Real> &x, Real &tol ) {
    ROL::Ptr<Vector<Real> > hv0
      = dynamic_cast<RiskVector<Real>&>(hv).getVector();
    ROL::Ptr<const Vector<Real> > v0
      = dynamic_cast<const RiskVector<Real>&>(v).getVector();
    ROL::Ptr<const Vector<Real> > x0
      = dynamic_cast<const RiskVector<Real>&>(x).getVector();
    obj_->hessVec(*hv0,*v0,*x0,tol);
  }

  void precond( Vector<Real> &Pv, const Vector<Real> &v,
                const Vector<Real> &x, Real &tol ) {
    ROL::Ptr<Vector<Real> > Pv0
      = dynamic_cast<RiskVector<Real>&>(Pv).getVector();
    ROL::Ptr<const Vector<Real> > v0
      = dynamic_cast<const RiskVector<Real>&>(v).getVector();
    ROL::Ptr<const Vector<Real> > x0
      = dynamic_cast<const RiskVector<Real>&>(x).getVector();
    obj_->precond(*Pv0,*v0,*x0,tol);
  }
};

}

#endif