ROL
ROL_StdObjective.hpp
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43 
44 #ifndef ROL_STDOBJECTIVE_H
45 #define ROL_STDOBJECTIVE_H
46 
47 #include "ROL_Objective.hpp"
48 #include "ROL_StdVector.hpp"
49 
57 namespace ROL {
58 
59 template <class Real>
60 class StdObjective : public virtual Objective<Real> {
61 public:
62  virtual void update( const std::vector<Real> &x, bool flag = true, int iter = -1 ) {}
63 
65  void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) {
66  const StdVector<Real> xs = dynamic_cast<const StdVector<Real>&>(x);
67  update(*(xs.getVector()),flag,true);
68  }
69 
70  virtual Real value( const std::vector<Real> &x, Real &tol ) = 0;
71 
73  Real value( const Vector<Real> &x, Real &tol ) {
74  const StdVector<Real> xs = dynamic_cast<const StdVector<Real>&>(x);
75  return value(*(xs.getVector()),tol);
76  }
77 
78  virtual void gradient( std::vector<Real> &g, const std::vector<Real> &x, Real &tol ) {
79  ROL_TEST_FOR_EXCEPTION(true, std::invalid_argument,
80  ">>> ERROR (ROL::StdObjective): gradient not implemented!");
81  }
82 
84  void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
85  StdVector<Real> gs = dynamic_cast<StdVector<Real>&>(g);
86  const StdVector<Real> xs = dynamic_cast<const StdVector<Real>&>(x);
87  try {
88  gradient(*(gs.getVector()),*(xs.getVector()),tol);
89  }
90  catch (std::exception &e) {
92  }
93  }
94 
95  virtual Real dirDeriv( const std::vector<Real> &x, const std::vector<Real> &d, Real &tol ) {
96  ROL_TEST_FOR_EXCEPTION(true, std::invalid_argument,
97  ">>> ERROR (ROL::StdObjective): dirDeriv not implemented!");
98  }
99 
101  Real dirDeriv( const Vector<Real> &x, const Vector<Real> &d, Real &tol ) {
102  const StdVector<Real> xs = dynamic_cast<const StdVector<Real>&>(x);
103  const StdVector<Real> ds = dynamic_cast<const StdVector<Real>&>(d);
104  try {
105  return dirDeriv(*(xs.getVector()),*(ds.getVector()),tol);
106  }
107  catch (std::exception &e) {
108  return Objective<Real>::dirDeriv(x,d,tol);
109  }
110  }
111 
112  virtual void hessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
113  ROL_TEST_FOR_EXCEPTION(true, std::invalid_argument,
114  ">>> ERROR (ROL::StdObjective): hessVec not implemented!");
115  }
116 
118  void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
119  try {
120  StdVector<Real> hvs = dynamic_cast<StdVector<Real>&>(hv);
121  const StdVector<Real> vs = dynamic_cast<const StdVector<Real>&>(v);
122  const StdVector<Real> xs = dynamic_cast<const StdVector<Real>&>(x);
123  hessVec(*(hvs.getVector()),*(vs.getVector()),*(xs.getVector()),tol);
124  }
125  catch (std::exception &e) {
126  Objective<Real>::hessVec(hv,v,x,tol);
127  }
128  }
129 
130  virtual void invHessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
131  ROL_TEST_FOR_EXCEPTION(true, std::invalid_argument,
132  ">>> ERROR (ROL::StdObjective): invHessVec not implemented!");
133  }
134 
136  void invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
137  StdVector<Real> hvs = dynamic_cast<StdVector<Real>&>(hv);
138  const StdVector<Real> vs = dynamic_cast<const StdVector<Real>&>(v);
139  const StdVector<Real> xs = dynamic_cast<const StdVector<Real>&>(x);
140  invHessVec(*(hvs.getVector()),*(vs.getVector()),*(xs.getVector()),tol);
141  }
142 
143  virtual void precond( std::vector<Real> &Pv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
144  Pv.assign(v.begin(),v.end());
145  }
146 
148  void precond( Vector<Real> &Pv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
149  StdVector<Real> Pvs = dynamic_cast<StdVector<Real>&>(Pv);
150  const StdVector<Real> vs = dynamic_cast<const StdVector<Real>&>(v);
151  const StdVector<Real> xs = dynamic_cast<const StdVector<Real>&>(x);
152  precond(*(Pvs.getVector()),*(vs.getVector()),*(xs.getVector()),tol);
153  }
154 };
155 
156 } // namespace ROL
157 
158 #endif
virtual Real value(const std::vector< Real > &x, Real &tol)=0
Provides the interface to evaluate objective functions.
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
virtual Real dirDeriv(const Vector< Real > &x, const Vector< Real > &d, Real &tol)
Compute directional derivative.
virtual void hessVec(std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
virtual void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply Hessian approximation to vector.
Ptr< const std::vector< Element > > getVector() const
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply Hessian approximation to vector.
virtual Real dirDeriv(const std::vector< Real > &x, const std::vector< Real > &d, Real &tol)
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
Real dirDeriv(const Vector< Real > &x, const Vector< Real > &d, Real &tol)
Compute directional derivative.
Real value(const Vector< Real > &x, Real &tol)
Compute value.
void update(const Vector< Real > &x, bool flag=true, int iter=-1)
Update objective function.
virtual void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector&#39;s.
void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply inverse Hessian approximation to vector.
void precond(Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply preconditioner to vector.
virtual void precond(std::vector< Real > &Pv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
virtual void invHessVec(std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
virtual void update(const std::vector< Real > &x, bool flag=true, int iter=-1)
virtual void gradient(std::vector< Real > &g, const std::vector< Real > &x, Real &tol)