44#ifndef ROL_ELASTICOBJECTIVEDEF_H
45#define ROL_ELASTICOBJECTIVEDEF_H
50template<
typename Real>
53 const Real penaltyParameter,
58 ParameterList &parlist)
59 : sigma_(sigma), cscale_(1) {
60 alobj_ = makePtr<AugmentedLagrangianObjective<Real>>(obj,con,penaltyParameter,dualOptVec,primConVec,dualConVec,parlist);
61 e_ = primConVec.
clone();
e_->setScalar(
static_cast<Real
>(1));
65template<
typename Real>
68 const Real penaltyParameter,
73 const bool scaleLagrangian,
74 const int HessianApprox)
75 : sigma_(sigma), cscale_(1) {
76 alobj_ = makePtr<AugmentedLagrangianObjective<Real>>(obj,con,penaltyParameter,dualOptVec,primConVec,dualConVec,scaleLagrangian,HessianApprox);
77 e_ = primConVec.
clone();
e_->setScalar(
static_cast<Real
>(1));
81template<
typename Real>
84 alobj_->update(*xs,type,iter);
87template<
typename Real>
90 alobj_->setScaling(fscale,cscale);
93template<
typename Real>
98 Real val = alobj_->value(*xs,tol);
99 tmp_->set(*xu); tmp_->plus(*xv);
100 Real pen = sigma_ * cscale_ * e_->dot(*tmp_);
104template<
typename Real>
110 alobj_->gradient(*gs,*xs,tol);
111 gu->set(*e_); gu->scale(sigma_ * cscale_);
112 gv->set(*e_); gv->scale(sigma_ * cscale_);
115template<
typename Real>
122 alobj_->hessVec(*hvs,*vs,*xs,tol);
127template<
typename Real>
129 return alobj_->getObjectiveValue(x,tol);
132template<
typename Real>
134 return alobj_->getObjectiveGradient(x,tol);
137template<
typename Real>
139 return alobj_->getConstraintVec(x,tol);
142template<
typename Real>
144 return alobj_->getNumberConstraintEvaluations();
147template<
typename Real>
149 return alobj_->getNumberFunctionEvaluations();
152template<
typename Real>
154 return alobj_->getNumberGradientEvaluations();
157template<
typename Real>
160 alobj_->reset(multiplier,penaltyParameter);
163template<
typename Real>
Defines the general constraint operator interface.
void reset(const Vector< Real > &multiplier, Real penaltyParameter, Real sigma)
const Ptr< const Vector< Real > > getConstraintVec(const Vector< Real > &x, Real &tol)
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply Hessian approximation to vector.
const Ptr< const Vector< Real > > getObjectiveGradient(const Vector< Real > &x, Real &tol)
void update(const Vector< Real > &x, UpdateType type, int iter=-1) override
Update objective function.
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol) override
Compute gradient.
const Ptr< AugmentedLagrangianObjective< Real > > getAugmentedLagrangian(void) const
int getNumberConstraintEvaluations(void) const
Real value(const Vector< Real > &x, Real &tol) override
Compute value.
Real getObjectiveValue(const Vector< Real > &x, Real &tol)
void setScaling(const Real fscale=1.0, const Real cscale=1.0)
Ptr< Vector< Real > > tmp_
ElasticObjective(const Ptr< Objective< Real > > &obj, const Ptr< Constraint< Real > > &con, const Real penaltyParameter, const Real sigma, const Vector< Real > &dualOptVec, const Vector< Real > &primConVec, const Vector< Real > &dualConVec, ParameterList &parlist)
int getNumberFunctionEvaluations(void) const
int getNumberGradientEvaluations(void) const
Ptr< AugmentedLagrangianObjective< Real > > alobj_
Provides the interface to evaluate objective functions.
Defines the linear algebra of vector space on a generic partitioned vector.
Defines the linear algebra or vector space interface.
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.