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
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
Real type
int iter
Real value
bool flag
Provides the interface to evaluate objective functions.
This class strips out the slack variables from objective evaluations to create the new objective .
SlacklessObjective(const Ptr< Objective< Real > > &obj)
const Ptr< Objective< Real > > obj_
void invHessVec(Vector< Real > &ihv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol) override
void setParameter(const std::vector< Real > &param) override
Real dirDeriv(const Vector< Real > &x, const Vector< Real > &d, Real &tol) override
void update(const Vector< Real > &x, UpdateType type, int iter=-1) override
void precond(Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
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
Defines the linear algebra or vector space interface.