ROL
ROL_SlacklessObjective.hpp
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43 
44 #ifndef ROL_SLACKLESSOBJECTIVE_HPP
45 #define ROL_SLACKLESSOBJECTIVE_HPP
46 
47 #include "ROL_Objective.hpp"
49 
56 namespace ROL {
57 
58 template<class Real>
59 class SlacklessObjective : public Objective<Real> {
60 private:
61  ROL::Ptr<Objective<Real> > obj_;
62 
63  ROL::Ptr<Vector<Real> > getOpt( Vector<Real> &xs ) {
64  return dynamic_cast<PartitionedVector<Real>&>(xs).get(0);
65  }
66 
67  ROL::Ptr<const Vector<Real> > getOpt( const Vector<Real> &xs ) {
68  return dynamic_cast<const PartitionedVector<Real>&>(xs).get(0);
69  }
70 
71  void zeroSlack( Vector<Real> &x ) {
73  = dynamic_cast<PartitionedVector<Real>&>(x);
74  const int nvec = static_cast<int>(xpv.numVectors());
75  for (int i = 1; i < nvec; ++i) {
76  xpv.get(i)->zero();
77  }
78  }
79 
80 public:
81  SlacklessObjective( const ROL::Ptr<Objective<Real> > &obj ) : obj_(obj) {}
83 
84  void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) {
85  obj_->update( *getOpt(x), flag, iter );
86  }
87 
88  Real value( const Vector<Real> &x, Real &tol ) {
89  return obj_->value( *getOpt(x), tol );
90  }
91 
92  void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
93  zeroSlack(g);
94  obj_->gradient(*getOpt(g),*getOpt(x),tol);
95  }
96 
97  Real dirDeriv( const Vector<Real> &x, const Vector<Real> &d, Real &tol ) {
98  return obj_->dirDeriv(*getOpt(x),*getOpt(d),tol);
99  }
100 
101  void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
102  zeroSlack(hv);
103  obj_->hessVec(*getOpt(hv),*getOpt(v),*getOpt(x),tol);
104  }
105 
106  void invHessVec( Vector<Real> &ihv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
107  zeroSlack(ihv);
108  obj_->invHessVec( *getOpt(ihv), *getOpt(v), *getOpt(x), tol );
109  }
110 
111  void precond( Vector<Real> &Pv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
112  zeroSlack(Pv);
113  obj_->precond( *getOpt(Pv), *getOpt(v), *getOpt(x), tol );
114  }
115 
116 // Definitions for parametrized (stochastic) objective functions
117 public:
118  void setParameter(const std::vector<Real> &param) {
120  obj_->setParameter(param);
121  }
122 }; // class SlacklessObjective
123 
124 } // namespace ROL
125 
126 #endif // ROL__SLACKLESSOBJECTIVE_HPP
127 
Provides the interface to evaluate objective functions.
ROL::Ptr< Vector< Real > > getOpt(Vector< Real > &xs)
ROL::Ptr< const Vector< Real > > get(size_type i) const
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Defines the linear algebra of vector space on a generic partitioned vector.
void update(const Vector< Real > &x, bool flag=true, int iter=-1)
Update objective function.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
void setParameter(const std::vector< Real > &param)
Real value(const Vector< Real > &x, Real &tol)
Compute value.
SlacklessObjective(const ROL::Ptr< Objective< Real > > &obj)
void precond(Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply preconditioner to vector.
Real dirDeriv(const Vector< Real > &x, const Vector< Real > &d, Real &tol)
Compute directional derivative.
void invHessVec(Vector< Real > &ihv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply inverse Hessian approximation to vector.
This class strips out the slack variables from objective evaluations to create the new objective ...
virtual void setParameter(const std::vector< Real > &param)
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply Hessian approximation to vector.
ROL::Ptr< const Vector< Real > > getOpt(const Vector< Real > &xs)
void zeroSlack(Vector< Real > &x)
ROL::Ptr< Objective< Real > > obj_