ROL
ROL_SerialObjective.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// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
29// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
30// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
31// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
32// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
33// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
34// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
35//
36// Questions? Contact lead developers:
37// Drew Kouri (dpkouri@sandia.gov) and
38// Denis Ridzal (dridzal@sandia.gov)
39//
40// ************************************************************************
41// @HEADER
42
43#pragma once
44#ifndef ROL_SERIALOBJECTIVE_HPP
45#define ROL_SERIALOBJECTIVE_HPP
46
47#include <type_traits>
48
52
67namespace ROL {
68
69template<typename Real>
70class SerialObjective : public Objective_SimOpt<Real>,
71 public SerialFunction<Real> {
72private:
74 using SerialFunction<Real>::ts;
75 using SerialFunction<Real>::clone;
76
77 Ptr<DynamicObjective<Real>> obj_; // Objective over a single time step
78
79public:
80
81 using size_type = typename std::vector<Real>::size_type;
86
88 const Vector<Real>& u_initial,
89 const TimeStampsPtr<Real> timeStampsPtr ) :
90 SerialFunction<Real>::SerialFunction( u_initial, timeStampsPtr ),
91 obj_(obj) {}
92
93 using Objective_SimOpt<Real>::value;
94 virtual Real value( const Vector<Real>& u,
95 const Vector<Real>& z,
96 Real& tol ) override {
97
98 auto& up = partition(u);
99 auto& zp = partition(z);
100 Real result = 0;
101
103 result += obj_->value( getInitialCondition(), up[0], zp[0], ts(0) );
104
105 for( size_type k=1; k<numTimeSteps(); ++k )
106 result += obj_->value( up[k-1], up[k], zp[k], ts(k) );
107
108 return result;
109 } // value
110
111 virtual void gradient_1( Vector<Real>& g,
112 const Vector<Real>& u,
113 const Vector<Real>& z,
114 Real& tol ) override {
115
116 auto& gp = partition(g);
117 auto& up = partition(u);
118 auto& zp = partition(z);
119
120 auto tmp = clone(gp[0]);
121 auto& x = *tmp;
122
123 // TODO: Implement skip initial condition
124
125 obj_->gradient_un( gp[0], getInitialCondition(), up[0], zp[0], ts(0) );
126 obj_->gradient_uo( x, up[0], up[1], zp[1], ts(1) );
127 gp[0].plus(x);
128
129 for( size_type k=1; k<numTimeSteps()-1; ++k ) {
130 obj_->gradient_un( gp[k], up[k-1], up[k], zp[k], ts(k) );
131 obj_->gradient_uo( x, up[k], up[k+1], zp[k+1], ts(k+1) );
132 gp[k].plus(x);
133 }
134
135 size_t N = numTimeSteps()-1;
136
137 obj_->gradient_un( gp[N], up[N-1], up[N], zp[N], ts(N) );
138
139 } // gradient_1
140
141 virtual void gradient_2( Vector<Real>& g,
142 const Vector<Real>& u,
143 const Vector<Real>& z,
144 Real& tol ) override {
145
146 auto& gp = partition(g);
147 auto& up = partition(u);
148 auto& zp = partition(z);
149
151 obj_->gradient_z( gp[0], getInitialCondition(), up[0], zp[0], ts(0) );
152
153 for( size_type k=1; k<numTimeSteps(); ++k )
154 obj_->gradient_z( gp[k], up[k-1], up[k], zp[k], ts(k) ); // df[k]/dz[k]
155
156 } // gradient_2
157
158 virtual void hessVec_11( Vector<Real>& hv,
159 const Vector<Real>& v,
160 const Vector<Real>& u,
161 const Vector<Real>& z,
162 Real& tol ) override {
163
164 auto& hvp = partition(hv); auto& vp = partition(v);
165 auto& up = partition(u); auto& zp = partition(z);
166
167 auto tmp = clone(hvp[0]);
168 auto& x = *tmp;
169
170 // TODO: Implement skip initial condition
171
172 obj_->hessVec_un_un( hvp[0], vp[0], getInitialCondition(), up[0], zp[0], ts(0) );
173 obj_->hessVec_uo_uo( x, vp[0], up[0], up[1], zp[1], ts(1) );
174 hvp[0].plus(x);
175
176 for( size_type k=1; k<numTimeSteps()-1; ++k ) {
177 obj_->hessVec_un_un( hvp[k], vp[k], up[k-1], up[k], zp[k], ts(k) );
178 obj_->hessVec_uo_uo( x, vp[k], up[k], up[k+1], zp[k+1], ts(k+1) );
179 hvp[k].plus(x);
180 }
181
182 size_t N = numTimeSteps()-1;
183
184 obj_->hessVec_un_un( hvp[N], vp[N], up[N-1], up[N], zp[N], ts(N) );
185
186 } // hessVec_11
187
188 virtual void hessVec_12( Vector<Real>& hv,
189 const Vector<Real>& v,
190 const Vector<Real>& u,
191 const Vector<Real>& z,
192 Real& tol ) override {
193
194 auto& hvp = partition(hv); auto& vp = partition(v);
195 auto& up = partition(u); auto& zp = partition(z);
196
197 auto tmp = clone(hvp[0]);
198 auto& x = *tmp;
199
200 // TODO: Implement skip initial condition
201
202 obj_->hessVec_un_z( hvp[0], vp[0], getInitialCondition(), up[0], zp[0], ts(0) );
203 obj_->hessVec_uo_z( x, vp[0], up[0], up[1], zp[1], ts(1) );
204 hvp[0].plus(x);
205
206 for( size_type k=1; k<numTimeSteps()-1; ++k ) {
207 obj_->hessVec_un_z( hvp[k], vp[k], up[k-1], up[k], zp[k], ts(k) );
208 obj_->hessVec_uo_z( x, vp[k], up[k], up[k+1], zp[k+1], ts(k+1) );
209 hvp[k].plus(x);
210 }
211
212 size_t N = numTimeSteps()-1;
213
214 obj_->hessVec_un_z( hvp[N], vp[N], up[N-1], up[N], zp[N], ts(N) );
215
216
217 } // hessVec_22
218
219 virtual void hessVec_21( Vector<Real>& hv,
220 const Vector<Real>& v,
221 const Vector<Real>& u,
222 const Vector<Real>& z,
223 Real& tol ) override {
224
225 auto& hvp = partition(hv); auto& vp = partition(v);
226 auto& up = partition(u); auto& zp = partition(z);
227
228 auto tmp = clone(hvp[0]);
229 auto& x = *tmp;
230
231 // TODO: Implement skip initial condition
232
233 obj_->hessVec_z_un( hvp[0], vp[0], getInitialCondition(), up[0], zp[0], ts(0) );
234
235 for( size_type k=1; k<numTimeSteps(); ++k ) {
236 obj_->hessVec_z_un( hvp[k], vp[k], up[k-1], up[k], zp[k], ts(k) );
237 obj_->hessVec_z_uo( x, vp[k-1], up[k-1], up[k], zp[k], ts(k) );
238 hvp[k].plus(x);
239 }
240
241 } // hessVec_21
242
243 virtual void hessVec_22( Vector<Real>& hv,
244 const Vector<Real>& v,
245 const Vector<Real>& u,
246 const Vector<Real>& z,
247 Real& tol ) override {
248
249 auto& hvp = partition(hv); auto& vp = partition(v);
250 auto& up = partition(u); auto& zp = partition(z);
251
253 obj_->hessVec_z_z( hvp[0], vp[0], getInitialCondition(), up[0], zp[0], ts(0) );
254
255 for( size_type k=1; k<numTimeSteps(); ++k )
256 obj_->hessVec_z_z( hvp[k], vp[k], up[k-1], up[k], zp[k], ts(k) );
257
258
259 } // hessVec_22
260
261}; // SerialObjective
262
263
264// Helper function to create a new SerialObjective
265
266template<typename DynObj, typename Real, typename P = Ptr<SerialObjective<Real>> >
267inline typename std::enable_if<std::is_base_of<DynamicObjective<Real>,DynObj>::value,P>::type
268make_SerialObjective( const Ptr<DynObj>& obj,
269 const Vector<Real>& u_initial,
270 const TimeStampsPtr<Real> timeStampsPtr ) {
271 return makePtr<SerialObjective<Real>>(obj,u_initial,timeStampsPtr);
272}
273
274} // namespace ROL
275
276
277#endif // ROL_SERIALOBJECTIVE_HPP
Defines the time-dependent objective function interface for simulation-based optimization....
Provides the interface to evaluate simulation-based objective functions.
Defines the linear algebra of vector space on a generic partitioned vector.
Provides behavior common to SerialObjective as SerialConstaint.
size_type numTimeSteps() const
const Vector< Real > & getInitialCondition() const
const Vector< Real > & getZeroState() const
bool getSkipInitialCondition() const
Ptr< Vector< Real > > clone(const Vector< Real > &x)
const TimeStamp< Real > & ts(size_type i) const
Evaluates ROL::DynamicObjective over a sequential set of time intervals.
Ptr< DynamicObjective< Real > > obj_
virtual void hessVec_22(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
virtual Real value(const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
Compute value.
virtual void hessVec_12(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
virtual void hessVec_21(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
SerialObjective(const Ptr< DynamicObjective< Real > > &obj, const Vector< Real > &u_initial, const TimeStampsPtr< Real > timeStampsPtr)
virtual void gradient_1(Vector< Real > &g, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
Compute gradient with respect to first component.
typename std::vector< Real >::size_type size_type
virtual void hessVec_11(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
Apply Hessian approximation to vector.
virtual void gradient_2(Vector< Real > &g, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
Compute gradient with respect to second component.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84
Ptr< std::vector< TimeStamp< Real > > > TimeStampsPtr
ROL::Objective_SerialSimOpt Objective_SimOpt value(const V &u, const V &z, Real &tol) override
std::enable_if< std::is_base_of< DynamicObjective< Real >, DynObj >::value, P >::type make_SerialObjective(const Ptr< DynObj > &obj, const Vector< Real > &u_initial, const TimeStampsPtr< Real > timeStampsPtr)
PartitionedVector< Real > & partition(Vector< Real > &x)