ROL_StdObjective.hpp

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#ifndef ROL_STDOBJECTIVE_H
#define ROL_STDOBJECTIVE_H

#include "ROL_Objective.hpp"
#include "ROL_StdVector.hpp"

namespace ROL {

template <class Real>
class StdObjective : public virtual Objective<Real> {
private:
  Real sgn(const Real x) const {
    const Real zero(0), one(1);
    return (x < zero ? -one : one);
  }

public:
  virtual void update( const std::vector<Real> &x, bool flag = true, int iter = -1 ) {}

  using Objective<Real>::update;
  void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) {
    const StdVector<Real> xs = dynamic_cast<const StdVector<Real>&>(x);
    update(*(xs.getVector()),flag,iter);
  }

  virtual Real value( const std::vector<Real> &x, Real &tol ) = 0;

  using Objective<Real>::value;
  Real value( const Vector<Real> &x, Real &tol ) {
    const StdVector<Real> xs = dynamic_cast<const StdVector<Real>&>(x);
    return value(*(xs.getVector()),tol);
  }

  virtual void gradient( std::vector<Real> &g, const std::vector<Real> &x, Real &tol ) {
    const unsigned size = x.size();
    std::vector<Real> y; y.assign(x.begin(),x.end());
    const Real cbrteps = std::cbrt(ROL::ROL_EPSILON<Real>()), one(1);
    Real h(1), xi(0);
    const Real val = value(x,tol);
    for (unsigned i = 0; i < size; ++i) {
      xi   = x[i];
      h    = cbrteps * std::max(std::abs(xi),one) * sgn(xi);
      y[i] = xi + h;
      h    = y[i] - xi;
      update(y);
      g[i] = (value(y,tol) - val)/h;
      y[i] = xi;
    }
    update(x);
  }

  using Objective<Real>::gradient;
  void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
    StdVector<Real> gs = dynamic_cast<StdVector<Real>&>(g);
    const StdVector<Real> xs = dynamic_cast<const StdVector<Real>&>(x);
    gradient(*(gs.getVector()),*(xs.getVector()),tol);
  }

  virtual Real dirDeriv( const std::vector<Real> &x, const std::vector<Real> &d, Real &tol ) {
    ROL_TEST_FOR_EXCEPTION(true, std::invalid_argument,
      ">>> ERROR (ROL::StdObjective): dirDeriv not implemented!");
  }

  using Objective<Real>::dirDeriv;
  Real dirDeriv( const Vector<Real> &x, const Vector<Real> &d, Real &tol ) {
    const StdVector<Real> xs = dynamic_cast<const StdVector<Real>&>(x);
    const StdVector<Real> ds = dynamic_cast<const StdVector<Real>&>(d);
    try {
      return dirDeriv(*(xs.getVector()),*(ds.getVector()),tol);
    }
    catch (std::exception &e) {
      return Objective<Real>::dirDeriv(x,d,tol);
    }
  }

  virtual void hessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
    ROL_TEST_FOR_EXCEPTION(true, std::invalid_argument,
      ">>> ERROR (ROL::StdObjective): hessVec not implemented!");
  }

  using Objective<Real>::hessVec;
  void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
    try {
      StdVector<Real> hvs = dynamic_cast<StdVector<Real>&>(hv);
      const StdVector<Real> vs = dynamic_cast<const StdVector<Real>&>(v);
      const StdVector<Real> xs = dynamic_cast<const StdVector<Real>&>(x);
      hessVec(*(hvs.getVector()),*(vs.getVector()),*(xs.getVector()),tol);
    }
    catch (std::exception &e) {
      Objective<Real>::hessVec(hv,v,x,tol);
    }
  }

  virtual void invHessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
    ROL_TEST_FOR_EXCEPTION(true, std::invalid_argument,
      ">>> ERROR (ROL::StdObjective): invHessVec not implemented!");
  }

  using Objective<Real>::invHessVec;
  void invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
    StdVector<Real> hvs = dynamic_cast<StdVector<Real>&>(hv);
    const StdVector<Real> vs = dynamic_cast<const StdVector<Real>&>(v);
    const StdVector<Real> xs = dynamic_cast<const StdVector<Real>&>(x);
    invHessVec(*(hvs.getVector()),*(vs.getVector()),*(xs.getVector()),tol);
  }

  virtual void precond( std::vector<Real> &Pv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
    Pv.assign(v.begin(),v.end());
  }

  using Objective<Real>::precond;
  void precond( Vector<Real> &Pv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
    StdVector<Real> Pvs = dynamic_cast<StdVector<Real>&>(Pv);
    const StdVector<Real> vs = dynamic_cast<const StdVector<Real>&>(v);
    const StdVector<Real> xs = dynamic_cast<const StdVector<Real>&>(x);
    precond(*(Pvs.getVector()),*(vs.getVector()),*(xs.getVector()),tol);
  }
};

} // namespace ROL

#endif