ROL
ROL_ScaledObjective_Def.hpp
Go to the documentation of this file.
1// @HEADER
2// ************************************************************************
3//
4// Rapid Optimization Library (ROL) Package
5// Copyright (2014) Sandia Corporation
6//
7// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
8// license for use of this work by or on behalf of the U.S. Government.
9//
10// Redistribution and use in source and binary forms, with or without
11// modification, are permitted provided that the following conditions are
12// met:
13//
14// 1. Redistributions of source code must retain the above copyright
15// notice, this list of conditions and the following disclaimer.
16//
17// 2. Redistributions in binary form must reproduce the above copyright
18// notice, this list of conditions and the following disclaimer in the
19// documentation and/or other materials provided with the distribution.
20//
21// 3. Neither the name of the Corporation nor the names of the
22// contributors may be used to endorse or promote products derived from
23// this software without specific prior written permission.
24//
25// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
26// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
27// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
28// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
29// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
30// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
31// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
32// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
33// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
34// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
35// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
36//
37// Questions? Contact lead developers:
38// Drew Kouri (dpkouri@sandia.gov) and
39// Denis Ridzal (dridzal@sandia.gov)
40//
41// ************************************************************************
42// @HEADER
43
44#ifndef ROL_SCALED_OBJECTIVE_DEF_HPP
45#define ROL_SCALED_OBJECTIVE_DEF_HPP
46
47namespace ROL {
48
49template<typename Real>
51 obj_->update(x,type,iter);
52}
53
54template<typename Real>
55void ScaledObjective<Real>::setParameter(const std::vector<Real> &param) {
57 obj_->setParameter(param);
58}
59
60template<typename Real>
61Real ScaledObjective<Real>::value( const Vector<Real> &x, Real &tol ) {
62 return scale_ * obj_->value(x,tol);
63}
64
65template<typename Real>
67 obj_->gradient(g,x,tol);
68 g.scale(scale_);
69}
70
71template<typename Real>
72void ScaledObjective<Real>::hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
73 obj_->hessVec(hv,v,x,tol);
74 hv.scale(scale_);
75}
76
77template<typename Real>
78void ScaledObjective<Real>::invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
79 obj_->invHessVec(hv,v,x,tol);
80 hv.scale(static_cast<Real>(1)/scale_);
81}
82
83template<typename Real>
84void ScaledObjective<Real>::precond( Vector<Real> &Pv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
85 obj_->precond(Pv,v,x,tol);
86 Pv.scale(static_cast<Real>(1)/scale_);
87}
88
89} // End ROL Namespace
90
91#endif
const Ptr< Obj > obj_
virtual void setParameter(const std::vector< Real > &param)
Real value(const Vector< Real > &x, Real &tol) override
Compute value.
void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply inverse Hessian approximation to vector.
void update(const Vector< Real > &x, UpdateType type, int iter=-1) override
Update objective function.
void setParameter(const std::vector< Real > &param) override
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply Hessian approximation to vector.
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol) override
Compute gradient.
void precond(Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply preconditioner to vector.
Defines the linear algebra or vector space interface.
virtual void scale(const Real alpha)=0
Compute where .