ROL
ROL_ObjectiveFromConstraint.hpp
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43
44#ifndef ROL_OBJECTIVE_FROM_CONSTRAINT_H
45#define ROL_OBJECTIVE_FROM_CONSTRAINT_H
46
47#include "ROL_Objective.hpp"
48#include "ROL_Constraint.hpp"
49
58namespace ROL {
59
60template<typename Real>
61class ObjectiveFromConstraint : public Objective<Real> {
62private:
63 Ptr<Constraint<Real>> con_;
64 Ptr<Vector<Real>> l_; // Lagrange multiplier
65 Ptr<Vector<Real>> c_; // Constraint vector
66
67public:
70 const Vector<Real> &l );
71
72 void update( const Vector<Real> &x, UpdateType type, int iter = -1 ) override;
73 void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) override;
74 Real value( const Vector<Real> &x, Real &tol ) override;
75 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) override;
76 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) override;
77 void updateMultiplier( const Vector<Real> &l );
78
79}; // class ObjectiveFromConstraint
80
81} // namespace ROL
82
84
85#endif // ROL_OBJECTIVE_FROM_CONSTRAINT_H
Defines the general constraint operator interface.
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply Hessian approximation to vector.
Real value(const Vector< Real > &x, Real &tol) override
Compute value.
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.
void updateMultiplier(const Vector< Real > &l)
ObjectiveFromConstraint(const Ptr< Constraint< Real > > &con, const Vector< Real > &l)
Provides the interface to evaluate objective functions.
Defines the linear algebra or vector space interface.