ROL
ROL_CompositeObjective_Def.hpp
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43
44#ifndef ROL_COMPOSITE_OBJECTIVE_DEF_H
45#define ROL_COMPOSITE_OBJECTIVE_DEF_H
46
47namespace ROL {
48
49template<typename Real>
51 const Ptr<StdObjective<Real>> &std_obj)
52 : obj_vec_(obj_vec), std_obj_(std_obj), isInitialized_(false),
53 isValueComputed_(false), isGradientComputed_(false) {
54 obj_value_ = makePtr<std::vector<Real>>(obj_vec_.size(),0);
55 obj_value_vec_ = makePtr<StdVector<Real>>(obj_value_);
56 obj_grad_ = makePtr<std::vector<Real>>(obj_vec_.size(),0);
57 obj_grad_vec_ = makePtr<StdVector<Real>>(obj_grad_);
58 obj_gv_ = makePtr<std::vector<Real>>(obj_vec_.size(),0);
59 obj_gv_vec_ = makePtr<StdVector<Real>>(obj_gv_);
60 obj_hess_ = makePtr<std::vector<Real>>(obj_vec_.size(),0);
61 obj_hess_vec_ = makePtr<StdVector<Real>>(obj_hess_);
62}
63
64template<typename Real>
66 int size = obj_vec_.size();
67 for (int i = 0; i < size; ++i) {
68 obj_vec_[i]->update(x,type,iter);
69 }
70 isValueComputed_ = false;
71 isGradientComputed_ = (type==UpdateType::Trial || type==UpdateType::Revert ? isGradientComputed_ : false);
72}
73
74template<typename Real>
75void CompositeObjective<Real>::update( const Vector<Real> &x, bool flag, int iter ) {
76 int size = obj_vec_.size();
77 for (int i = 0; i < size; ++i) {
78 obj_vec_[i]->update(x,flag,iter);
79 }
80 isValueComputed_ = false;
81 isGradientComputed_ = (flag ? false : isGradientComputed_);
82}
83
84template<typename Real>
85Real CompositeObjective<Real>::value( const Vector<Real> &x, Real &tol ) {
86 computeValue(x,tol);
87 return std_obj_->value(*obj_value_vec_,tol);
88}
89
90template<typename Real>
92 g.zero();
93 computeGradient(x,tol);
94 int size = obj_vec_.size();
95 for (int i = 0; i < size; ++i) {
96 g.axpy((*obj_grad_)[i],*(vec_grad_[i]));
97 }
98}
99
100template<typename Real>
102 hv.zero();
103 computeHessVec(v,x,tol);
104 int size = obj_vec_.size();
105 for (int i = 0; i < size; ++i) {
106 hv.axpy((*obj_grad_)[i],*(vec_hess_[i]));
107 hv.axpy((*obj_hess_)[i],*(vec_grad_[i]));
108 }
109}
110
111template<typename Real>
112void CompositeObjective<Real>::setParameter(const std::vector<Real> &param) {
114 const int size = obj_vec_.size();
115 for (int i = 0; i < size; ++i) {
116 obj_vec_[i]->setParameter(param);
117 }
118 std_obj_->setParameter(param);
119 isValueComputed_ = false; // Recompute value every time
120 isGradientComputed_ = false; // Recompute gradient every time
121}
122
123template<typename Real>
125 if (!isInitialized_){
126 int size = obj_vec_.size();
127 vec_grad_.clear(); vec_grad_.resize(size,nullPtr);
128 vec_hess_.clear(); vec_hess_.resize(size,nullPtr);
129 for (int i = 0; i < size; ++i) {
130 vec_grad_[i] = x.dual().clone();
131 vec_hess_[i] = x.dual().clone();
132 }
133 isInitialized_ = true;
134 }
135}
136
137template<typename Real>
139 initialize(x);
140 if (!isValueComputed_) {
141 int size = obj_vec_.size();
142 for (int i = 0; i < size; ++i) {
143 (*obj_value_)[i] = obj_vec_[i]->value(x,tol);
144 }
145 isValueComputed_ = true;
146 }
147}
148
149template<typename Real>
151 computeValue(x,tol);
152 if (!isGradientComputed_) {
153 std_obj_->gradient(*(obj_grad_vec_),*(obj_value_vec_),tol);
154 int size = obj_vec_.size();
155 for (int i = 0; i < size; ++i) {
156 obj_vec_[i]->gradient(*(vec_grad_[i]),x,tol);
157 }
158 isGradientComputed_ = true;
159 }
160}
161
162template<typename Real>
164 computeGradient(x,tol);
165 int size = obj_vec_.size();
166 for (int i = 0; i < size; ++i) {
167 //(*obj_gv_)[i] = vec_grad_[i]->dot(v.dual());
168 (*obj_gv_)[i] = vec_grad_[i]->apply(v);
169 obj_vec_[i]->hessVec(*(vec_hess_[i]),v,x,tol);
170 }
171 std_obj_->hessVec(*(obj_hess_vec_),*(obj_gv_vec_),*(obj_value_vec_),tol);
172}
173
174} // namespace ROL
175
176#endif
void initialize(const Vector< Real > &x)
void setParameter(const std::vector< Real > &param) override
Ptr< std::vector< Real > > obj_gv_
Ptr< std::vector< Real > > obj_value_
Ptr< std::vector< Real > > obj_grad_
Ptr< StdVector< Real > > obj_gv_vec_
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol) override
Compute gradient.
Ptr< std::vector< Real > > obj_hess_
Ptr< StdVector< Real > > obj_hess_vec_
Ptr< StdVector< Real > > obj_grad_vec_
void computeValue(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.
void update(const Vector< Real > &x, UpdateType type, int iter=-1) override
Update objective function.
const std::vector< Ptr< Objective< Real > > > obj_vec_
void computeHessVec(const Vector< Real > &v, const Vector< Real > &x, Real &tol)
void computeGradient(const Vector< Real > &x, Real &tol)
Ptr< StdVector< Real > > obj_value_vec_
Real value(const Vector< Real > &x, Real &tol) override
Compute value.
CompositeObjective(const std::vector< Ptr< Objective< Real > > > &obj_vec, const Ptr< StdObjective< Real > > &std_obj)
Provides the interface to evaluate objective functions.
virtual void setParameter(const std::vector< Real > &param)
Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector's.
Defines the linear algebra or vector space interface.
virtual const Vector & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis,...
virtual void zero()
Set to zero vector.
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
virtual void axpy(const Real alpha, const Vector &x)
Compute where .