ROL
ROL_CompositeObjective.hpp
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43
44#ifndef ROL_COMPOSITE_OBJECTIVE_H
45#define ROL_COMPOSITE_OBJECTIVE_H
46
47#include "ROL_StdObjective.hpp"
48
55namespace ROL {
56
57template<typename Real>
58class CompositeObjective : public Objective<Real> {
59private:
60 const std::vector<Ptr<Objective<Real>>> obj_vec_;
61 const Ptr<StdObjective<Real>> std_obj_;
62
63 Ptr<std::vector<Real>> obj_value_, obj_grad_, obj_gv_, obj_hess_;
65 std::vector<Ptr<Vector<Real>>> vec_grad_, vec_hess_;
66
68
69public:
70 CompositeObjective(const std::vector<Ptr<Objective<Real>>> &obj_vec,
71 const Ptr<StdObjective<Real>> &std_obj);
72
73 void update( const Vector<Real> &x, UpdateType type, int iter = -1 ) override;
74 void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) override;
75 Real value( const Vector<Real> &x, Real &tol ) override;
76 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) override;
77 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) override;
78
79// Definitions for parametrized (stochastic) objective functions
80public:
81 void setParameter(const std::vector<Real> &param) override;
82
83private:
84 void initialize(const Vector<Real> &x);
85 void computeValue(const Vector<Real> &x, Real &tol);
86 void computeGradient(const Vector<Real> &x, Real &tol);
87 void computeHessVec(const Vector<Real> &v, const Vector<Real> &x, Real &tol);
88};
89
90} // namespace ROL
91
93
94#endif
Provides the interface to evaluate composite objective functions.
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_
std::vector< Ptr< Vector< Real > > > vec_hess_
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_
std::vector< Ptr< Vector< Real > > > vec_grad_
const Ptr< StdObjective< Real > > std_obj_
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.
Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector's.
Defines the linear algebra or vector space interface.