ROL
ROL_DynamicTrackingObjective.hpp
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43 
44 #pragma once
45 #ifndef ROL_DYNAMICTRACKINGOBJECTIVE_HPP
46 #define ROL_DYNAMICTRACKINGOBJECTIVE_HPP
47 
48 #include "ROL_DynamicObjective.hpp"
49 #include "ROL_VectorWorkspace.hpp"
50 
51 
65 namespace ROL {
66 
67 template<typename Real>
69 public:
70 
71  using V = Vector<Real>;
74 
75 private:
76 
77  Ptr<PartitionedVector<Real>> target_;
78 
79  size_type Nt_; // Number of time steps
80  Real alpha_; // Regularization parameter
81 
83 
84 public:
85 
86  DynamicTrackingObjective( const Ptr<PartitionedVector<Real>>& target, Real alpha=0.0 ) :
87  target_(target), Nt_(target_->numVectors()), alpha_(alpha) {}
88 
90 
91  virtual Real value( const V& uo, const V& un,
92  const V& z, const TS& timeStamp ) const override {
93  Real dt = timeStamp.t.at(1)-timeStamp.t.at(0);
94 
95  size_type k = timeStamp.k;
96 
97  auto udiff = workspace_.copy(un);
98  auto utarg = target_->get(k);
99 
100  udiff->axpy(-1.0, *utarg);
101 
102  Real result = 0.5*dt*( 0.5*udiff->dot(*udiff) + alpha_*z.dot(z) );
103 
104  if( k>0 ) {
105  utarg = target_->get(k-1);
106  udiff->set(uo);
107  udiff->axpy(-1.0,*utarg);
108  result += 0.25*dt*(udiff->dot(*udiff));
109  }
110  return result;
111  }
112 
113  //----------------------------------------------------------------------------
114  // Gradient Terms
115  virtual void gradient_uo( V& g, const V& uo, const V& un,
116  const V& z, const TS& timeStamp ) const override {
117  Real dt = timeStamp.t.at(1)-timeStamp.t.at(0);
118  if( timeStamp.k>0 ) {
119  g.set(uo);
120  g.axpy(-1.0, *(target_->get(timeStamp.k-1)) );
121  g.scale(0.5*dt);
122  }
123  else g.zero();
124  }
125 
126  virtual void gradient_un( V& g, const V& uo, const V& un,
127  const V& z, const TS& timeStamp ) const override {
128  Real dt = timeStamp.t.at(1)-timeStamp.t.at(0);
129  g.set(un);
130  g.axpy(-1.0, *(target_->get(timeStamp.k)) );
131  g.scale(0.5*dt);
132  }
133 
134  virtual void gradient_z( V& g, const V& uo, const V& un,
135  const V& z, const TS& timeStamp ) const override {
136  Real dt = timeStamp.t.at(1)-timeStamp.t.at(0);
137  g.set(z);
138  g.scale(dt*alpha_);
139  }
140 
141  //----------------------------------------------------------------------------
142  // Hessian-Vector product terms
143  virtual void hessVec_uo_uo( V& hv, const V& v, const V& uo, const V& un,
144  const V& z, const TS& timeStamp ) const override {
145  Real dt = timeStamp.t.at(1)-timeStamp.t.at(0);
146  if( timeStamp.k>0 ) {
147  hv.set(v);
148  hv.axpy(-1.0, *(target_->get(timeStamp.k-1)) );
149  hv.scale(0.5*dt);
150  }
151  else hv.zero();
152  }
153 
154  virtual void hessVec_uo_un( V& hv, const V& v, const V& uo, const V& un,
155  const V& z, const TS& timeStamp ) const override {
156  hv.zero();
157  }
158 
159  virtual void hessVec_uo_z( V& hv, const V& v, const V& uo, const V& un,
160  const V& z, const TS& timeStamp ) const override {
161  hv.zero();
162  }
163 
164  virtual void hessVec_un_uo( V& hv, const V& v, const V& uo, const V& un,
165  const V& z, const TS& timeStamp ) const override {
166  hv.zero();
167  }
168 
169  virtual void hessVec_un_un( V& hv, const V& v, const V& uo, const V& un,
170  const V& z, const TS& timeStamp ) const {
171  hv.set(v);
172  hv.scale(0.5*(timeStamp.t.at(1)-timeStamp.t.at(0)));
173  }
174 
175  virtual void hessVec_un_z( V& hv, const V& v, const V& uo, const V& un,
176  const V& z, const TS& timeStamp ) const {
177  hv.zero();
178  }
179 
180  virtual void hessVec_z_uo( V& hv, const V& v, const V& uo, const V& un,
181  const V& z, const TS& timeStamp ) const {
182  hv.zero();
183  }
184 
185  virtual void hessVec_z_un( V& hv, const V& v, const V& uo, const V& un,
186  const V& z, const TS& timeStamp ) const {
187  hv.zero();
188  }
189 
190  virtual void hessVec_z_z( V& hv, const V& v, const V& uo, const V& un,
191  const V& z, const TS& timeStamp ) const {
192  hv.set(v);
193  hv.scale(alpha_*(timeStamp.t.at(1)-timeStamp.t.at(0)));
194  }
195 
196 }; // DynamicTrackingObjective
197 
198 
199 } // namespace ROL
200 
201 #endif // ROL_DYNAMICTRACKINGOBJECTIVE_HPP
202 
203 
virtual void hessVec_un_uo(V &hv, const V &v, const V &uo, const V &un, const V &z, const TS &timeStamp) const override
virtual void scale(const Real alpha)=0
Compute where .
virtual void gradient_uo(V &g, const V &uo, const V &un, const V &z, const TS &timeStamp) const override
virtual void hessVec_z_uo(V &hv, const V &v, const V &uo, const V &un, const V &z, const TS &timeStamp) const
virtual void hessVec_un_z(V &hv, const V &v, const V &uo, const V &un, const V &z, const TS &timeStamp) const
virtual void hessVec_z_z(V &hv, const V &v, const V &uo, const V &un, const V &z, const TS &timeStamp) const
virtual void axpy(const Real alpha, const Vector &x)
Compute where .
Definition: ROL_Vector.hpp:153
Defines the linear algebra of vector space on a generic partitioned vector.
virtual void hessVec_uo_z(V &hv, const V &v, const V &uo, const V &un, const V &z, const TS &timeStamp) const override
virtual void gradient_z(V &g, const V &uo, const V &un, const V &z, const TS &timeStamp) const override
virtual void hessVec_z_un(V &hv, const V &v, const V &uo, const V &un, const V &z, const TS &timeStamp) const
Contains local time step information.
virtual void zero()
Set to zero vector.
Definition: ROL_Vector.hpp:167
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
Defines the time-dependent objective function interface for simulation-based optimization. Computes time-local contributions of value, gradient, Hessian-vector product etc to a larger composite objective defined over the simulation time. In contrast to other objective classes Objective_TimeSimOpt has a default implementation of value which returns zero, as time-dependent simulation based optimization problems may have an objective value which depends only on the final state of the system.
DynamicTrackingObjective(const Ptr< PartitionedVector< Real >> &target, Real alpha=0.0)
virtual Real dot(const Vector &x) const =0
Compute where .
typename PartitionedVector< Real >::size_type size_type
virtual void gradient_un(V &g, const V &uo, const V &un, const V &z, const TS &timeStamp) const override
virtual Real value(const V &uo, const V &un, const V &z, const TS &timeStamp) const override
virtual void hessVec_un_un(V &hv, const V &v, const V &uo, const V &un, const V &z, const TS &timeStamp) const
virtual void hessVec_uo_uo(V &hv, const V &v, const V &uo, const V &un, const V &z, const TS &timeStamp) const override
virtual void hessVec_uo_un(V &hv, const V &v, const V &uo, const V &un, const V &z, const TS &timeStamp) const override
Ptr< PartitionedVector< Real > > target_
std::vector< PV >::size_type size_type
std::vector< Real > t
virtual void set(const Vector &x)
Set where .
Definition: ROL_Vector.hpp:209
Defines the time-local contribution to a quadratic tracking objective.