ROL
ROL_SlacklessObjective.hpp
Go to the documentation of this file.
1// @HEADER
2// ************************************************************************
3//
4// Rapid Optimization Library (ROL) Package
5// Copyright (2014) Sandia Corporation
6//
7// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
8// license for use of this work by or on behalf of the U.S. Government.
9//
10// Redistribution and use in source and binary forms, with or without
11// modification, are permitted provided that the following conditions are
12// met:
13//
14// 1. Redistributions of source code must retain the above copyright
15// notice, this list of conditions and the following disclaimer.
16//
17// 2. Redistributions in binary form must reproduce the above copyright
18// notice, this list of conditions and the following disclaimer in the
19// documentation and/or other materials provided with the distribution.
20//
21// 3. Neither the name of the Corporation nor the names of the
22// contributors may be used to endorse or promote products derived from
23// this software without specific prior written permission.
24//
25// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
26// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
27// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
28// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
29// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
30// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
31// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
32// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
33// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
34// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
35// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
36//
37// Questions? Contact lead developers:
38// Drew Kouri (dpkouri@sandia.gov) and
39// Denis Ridzal (dridzal@sandia.gov)
40//
41// ************************************************************************
42// @HEADER
43
44#ifndef ROL_SLACKLESSOBJECTIVE_HPP
45#define ROL_SLACKLESSOBJECTIVE_HPP
46
47#include "ROL_Objective.hpp"
49
56namespace ROL {
57
58template<typename Real>
59class SlacklessObjective : public Objective<Real> {
60private:
61 const Ptr<Objective<Real>> obj_;
62
63public:
65 SlacklessObjective( const Ptr<Objective<Real>> &obj );
66
67 Ptr<Objective<Real>> getObjective(void) const;
68
69 void update( const Vector<Real> &x, UpdateType type, int iter = -1 ) override;
70 void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) override;
71 Real value( const Vector<Real> &x, Real &tol ) override;
72 Real dirDeriv( const Vector<Real> &x, const Vector<Real> &d, Real &tol ) override;
73 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) override;
74 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) override;
75 void invHessVec( Vector<Real> &ihv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) override;
76 void precond( Vector<Real> &Pv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) override;
77
78// Definitions for parametrized (stochastic) objective functions
79public:
80 void setParameter(const std::vector<Real> &param) override;
81
82private:
83 Ptr<Vector<Real>> getOpt( Vector<Real> &xs ) const;
84 Ptr<const Vector<Real>> getOpt( const Vector<Real> &xs ) const;
85 void zeroSlack( Vector<Real> &x ) const;
86}; // class SlacklessObjective
87
88} // namespace ROL
89
91
92#endif // ROL_SLACKLESSOBJECTIVE_HPP
93
Provides the interface to evaluate objective functions.
This class strips out the slack variables from objective evaluations to create the new objective .
Real value(const Vector< Real > &x, Real &tol) override
Compute value.
const Ptr< Objective< Real > > obj_
void invHessVec(Vector< Real > &ihv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply inverse Hessian approximation to vector.
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol) override
Compute gradient.
void setParameter(const std::vector< Real > &param) override
Real dirDeriv(const Vector< Real > &x, const Vector< Real > &d, Real &tol) override
Compute directional derivative.
void update(const Vector< Real > &x, UpdateType type, int iter=-1) override
Update objective function.
void precond(Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply preconditioner to vector.
Ptr< Objective< Real > > getObjective(void) const
Ptr< Vector< Real > > getOpt(Vector< Real > &xs) const
void zeroSlack(Vector< Real > &x) const
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply Hessian approximation to vector.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84