ROL
ROL_ElasticObjective.hpp
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43
44#ifndef ROL_ELASTICOBJECTIVE_H
45#define ROL_ELASTICOBJECTIVE_H
46
49
80namespace ROL {
81
82template<typename Real>
83class ElasticObjective : public Objective<Real> {
84private:
85 // Required for Augmented Lagrangian definition
86 Ptr<AugmentedLagrangianObjective<Real>> alobj_;
87 Ptr<Vector<Real>> e_, tmp_;
89
90public:
91 ElasticObjective(const Ptr<Objective<Real>> &obj,
92 const Ptr<Constraint<Real>> &con,
93 const Real penaltyParameter,
94 const Real sigma,
95 const Vector<Real> &dualOptVec,
96 const Vector<Real> &primConVec,
97 const Vector<Real> &dualConVec,
98 ParameterList &parlist);
99
100 ElasticObjective(const Ptr<Objective<Real>> &obj,
101 const Ptr<Constraint<Real>> &con,
102 const Real penaltyParameter,
103 const Real sigma,
104 const Vector<Real> &dualOptVec,
105 const Vector<Real> &primConVec,
106 const Vector<Real> &dualConVec,
107 const bool scaleLagrangian,
108 const int HessianApprox);
109
110 void update( const Vector<Real> &x, UpdateType type, int iter = -1 ) override;
111 Real value( const Vector<Real> &x, Real &tol ) override;
112 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) override;
113 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) override;
114
115 // Set problem data scalings
116 void setScaling(const Real fscale = 1.0, const Real cscale = 1.0);
117 // Return objective function value
118 Real getObjectiveValue(const Vector<Real> &x, Real &tol);
119 // Compute objective function gradient
120 const Ptr<const Vector<Real>> getObjectiveGradient(const Vector<Real> &x, Real &tol);
121 // Return constraint value
122 const Ptr<const Vector<Real>> getConstraintVec(const Vector<Real> &x, Real &tol);
123 // Return total number of constraint evaluations
124 int getNumberConstraintEvaluations(void) const;
125 // Return total number of objective evaluations
126 int getNumberFunctionEvaluations(void) const;
127 // Return total number of gradient evaluations
128 int getNumberGradientEvaluations(void) const;
129 // Reset with upated penalty parameter
130 void reset(const Vector<Real> &multiplier, Real penaltyParameter, Real sigma);
131 // Return augmented Lagrangian
132 const Ptr<AugmentedLagrangianObjective<Real>> getAugmentedLagrangian(void) const;
133}; // class ElasticObjective
134
135} // namespace ROL
136
138
139#endif
Defines the general constraint operator interface.
Provides the interface to evaluate the elastic augmented Lagrangian.
void reset(const Vector< Real > &multiplier, Real penaltyParameter, Real sigma)
Ptr< Vector< Real > > e_
const Ptr< const Vector< Real > > getConstraintVec(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.
const Ptr< const Vector< Real > > getObjectiveGradient(const Vector< Real > &x, Real &tol)
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.
const Ptr< AugmentedLagrangianObjective< Real > > getAugmentedLagrangian(void) const
int getNumberConstraintEvaluations(void) const
Real value(const Vector< Real > &x, Real &tol) override
Compute value.
Real getObjectiveValue(const Vector< Real > &x, Real &tol)
void setScaling(const Real fscale=1.0, const Real cscale=1.0)
Ptr< Vector< Real > > tmp_
ElasticObjective(const Ptr< Objective< Real > > &obj, const Ptr< Constraint< Real > > &con, const Real penaltyParameter, const Real sigma, const Vector< Real > &dualOptVec, const Vector< Real > &primConVec, const Vector< Real > &dualConVec, ParameterList &parlist)
Ptr< AugmentedLagrangianObjective< Real > > alobj_
Provides the interface to evaluate objective functions.
Defines the linear algebra or vector space interface.