ROL
ROL_SlacklessObjective.hpp
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43 
44 #ifndef ROL_SLACKLESSOBJECTIVE_HPP
45 #define ROL_SLACKLESSOBJECTIVE_HPP
46 
47 #include "ROL_Objective.hpp"
49 
56 namespace ROL {
57 
58 template<class Real>
59 class SlacklessObjective : public Objective<Real> {
60 
62  typedef typename PV::size_type size_type;
63 
64 private:
65 
66  const static size_type OPT = 0;
67  const static size_type SLACK = 1;
68 
69  Teuchos::RCP<Objective<Real> > obj_;
70 
71  Teuchos::RCP<Vector<Real> > getOpt( Vector<Real> &xs ) {
72  return Teuchos::dyn_cast<PV>(xs).get(OPT);
73  }
74 
75  Teuchos::RCP<const Vector<Real> > getOpt( const Vector<Real> &xs ) {
76  return Teuchos::dyn_cast<const PV>(xs).get(OPT);
77  }
78 
79  void zeroSlack( Vector<Real> &x ) {
80  Teuchos::dyn_cast<PV>(x).get(SLACK)->zero();
81  }
82 
83 public:
84  SlacklessObjective( const Teuchos::RCP<Objective<Real> > &obj ) : obj_(obj) {}
86 
87  void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) {
88  obj_->update( *getOpt(x), flag, iter );
89  }
90 
91  Real value( const Vector<Real> &x, Real &tol ) {
92  return obj_->value( *getOpt(x), tol );
93  }
94 
95  void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
96  zeroSlack(g);
97  obj_->gradient(*getOpt(g),*getOpt(x),tol);
98  }
99 
100  Real dirDeriv( const Vector<Real> &x, const Vector<Real> &d, Real &tol ) {
101  return obj_->dirDeriv(*getOpt(x),*getOpt(d),tol);
102  }
103 
104  void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
105  zeroSlack(hv);
106  obj_->hessVec(*getOpt(hv),*getOpt(v),*getOpt(x),tol);
107  }
108 
109  void invHessVec( Vector<Real> &ihv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
110  zeroSlack(ihv);
111  obj_->invHessVec( *getOpt(ihv), *getOpt(v), *getOpt(x), tol );
112  }
113 
114  void precond( Vector<Real> &Pv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
115  zeroSlack(Pv);
116  obj_->precond( *getOpt(Pv), *getOpt(v), *getOpt(x), tol );
117  }
118 
119 // Definitions for parametrized (stochastic) objective functions
120 public:
121  void setParameter(const std::vector<Real> &param) {
123  obj_->setParameter(param);
124  }
125 }; // class SlacklessObjective
126 
127 } // namespace ROL
128 
129 #endif // ROL__SLACKLESSOBJECTIVE_HPP
130 
Provides the interface to evaluate objective functions.
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Defines the linear algebra of vector space on a generic partitioned vector.
static const size_type SLACK
void update(const Vector< Real > &x, bool flag=true, int iter=-1)
Update objective function.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:74
SlacklessObjective(const Teuchos::RCP< Objective< Real > > &obj)
void setParameter(const std::vector< Real > &param)
Teuchos::RCP< Vector< Real > > getOpt(Vector< Real > &xs)
void zero()
Set to zero vector.
Real value(const Vector< Real > &x, Real &tol)
Compute value.
void precond(Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply preconditioner to vector.
static const size_type OPT
Real dirDeriv(const Vector< Real > &x, const Vector< Real > &d, Real &tol)
Compute directional derivative.
void invHessVec(Vector< Real > &ihv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply inverse Hessian approximation to vector.
This class strips out the slack variables from objective evaluations to create the new objective ...
virtual void setParameter(const std::vector< Real > &param)
Teuchos::RCP< const Vector< Real > > getOpt(const Vector< Real > &xs)
std::vector< PV >::size_type size_type
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply Hessian approximation to vector.
ROL::PartitionedVector< Real > PV
Teuchos::RCP< Objective< Real > > obj_
void zeroSlack(Vector< Real > &x)