ROL_RiskLessConstraint.hpp

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#ifndef ROL_RISKLESS_CONSTRAINT_H
#define ROL_RISKLESS_CONSTRAINT_H

#include "ROL_RiskVector.hpp"
#include "ROL_Constraint.hpp"

namespace ROL {

template <class Real>
class RiskLessConstraint : public Constraint<Real> {
private:
  const ROL::Ptr<Constraint<Real> > con_;

public:
  RiskLessConstraint(const ROL::Ptr<Constraint<Real> > &con)
    : con_(con) {}

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

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

  void applyAdjointJacobian(Vector<Real> &ajv, const Vector<Real> &v, const Vector<Real> &x, Real &tol) {
    ROL::Ptr<const Vector<Real> > x0 = dynamic_cast<const RiskVector<Real>&>(x).getVector();
    ROL::Ptr<Vector<Real> > ajv0 = dynamic_cast<RiskVector<Real>&>(ajv).getVector();
    con_->applyAdjointJacobian(*ajv0,v,*x0,tol);
  }

  void applyAdjointHessian(Vector<Real> &ahuv, const Vector<Real> &u, const Vector<Real> &v, const Vector<Real> &x, Real &tol) {
    ROL::Ptr<const Vector<Real> > x0 = dynamic_cast<const RiskVector<Real>&>(x).getVector();
    ROL::Ptr<const Vector<Real> > v0 = dynamic_cast<const RiskVector<Real>&>(v).getVector();
    ROL::Ptr<Vector<Real> > ahuv0 = dynamic_cast<RiskVector<Real>&>(ahuv).getVector();
    con_->applyAdjointHessian(*ahuv0,u,*v0,*x0,tol);
  }

public:
  virtual void setParameter(const std::vector<Real> &param) {
    Constraint<Real>::setParameter(param);
    con_->setParameter(param);
  }

}; // class RiskLessConstraint

} // namespace ROL

#endif