ROL
ROL_FletcherObjectiveE.hpp
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44
45#ifndef ROL_FLETCHEROBJECTIVEE_H
46#define ROL_FLETCHEROBJECTIVEE_H
47
49
50namespace ROL {
51
52template<typename Real>
54private:
55 // Temporaries
56 Ptr<Vector<Real>> Tv_; // Temporary for matvecs
57 Ptr<Vector<Real>> w_; // first component of augmented system solve solution
58 Ptr<Vector<Real>> v_; // second component of augmented system solve solution
59 Ptr<Vector<Real>> wdual_; // first component of augmented system solve solution in dual space
60 Ptr<Vector<Real>> wg_; // first component of augmented system solve solution for gradient
61 Ptr<Vector<Real>> vg_; // second component of augmented system solve solution for gradient
62 Ptr<Vector<Real>> xzeros_; // zero vector
63 Ptr<Vector<Real>> czeros_; // zero vector
64
65 // Required for Fletcher penalty function definition
69 using FletcherObjectiveBase<Real>::delta_; // regularization parameter
76 using FletcherObjectiveBase<Real>::fPhi_; // value of penalty function
77 using FletcherObjectiveBase<Real>::gPhi_; // gradient of penalty function
78 using FletcherObjectiveBase<Real>::y_; // multiplier estimate
79 using FletcherObjectiveBase<Real>::fval_; // value of objective function
80 using FletcherObjectiveBase<Real>::g_; // gradient of objective value
81 using FletcherObjectiveBase<Real>::c_; // constraint value
82 using FletcherObjectiveBase<Real>::scaledc_; // sigma_ * c_
83 using FletcherObjectiveBase<Real>::gL_; // gradient of Lagrangian (g - A*y)
84 using FletcherObjectiveBase<Real>::gLdual_; // dual gradient of Lagrangian (g - A*y)
85 using FletcherObjectiveBase<Real>::cnorm_; // norm of constraint violation
90 using FletcherObjectiveBase<Real>::multSolverError_; // Error from augmented system solve in value()
91 using FletcherObjectiveBase<Real>::gradSolveError_; // Error from augmented system solve in gradient()
100 using FletcherObjectiveBase<Real>::ww_;
101 using FletcherObjectiveBase<Real>::b1_;
102 using FletcherObjectiveBase<Real>::b2_;
103 using FletcherObjectiveBase<Real>::bb_;
104
105 class AugSystem : public LinearOperator<Real> {
106 private:
107 const Ptr<Constraint<Real>> con_;
108 const Ptr<const Vector<Real>> x_;
109 const Real delta_;
110 public:
112 const Ptr<const Vector<Real>> &x,
113 const Real delta) : con_(con), x_(x), delta_(delta) {}
114
115 void apply(Vector<Real> &Hv, const Vector<Real> &v, Real &tol) const {
116 PartitionedVector<Real> &Hvp = dynamic_cast<PartitionedVector<Real>&>(Hv);
117 const PartitionedVector<Real> &vp = dynamic_cast<const PartitionedVector<Real>&>(v);
118
119 con_->applyAdjointJacobian(*Hvp.get(0), *vp.get(1), *x_, tol);
120 Hvp.get(0)->plus(vp.get(0)->dual());
121
122 con_->applyJacobian(*Hvp.get(1), *vp.get(0), *x_, tol);
123 Hvp.get(1)->axpy(-delta_*delta_, vp.get(1)->dual());
124 }
125 };
126
127 class AugSystemPrecond : public LinearOperator<Real> {
128 private:
129 const Ptr<Constraint<Real>> con_;
130 const Ptr<const Vector<Real>> x_;
131 const Ptr<const Vector<Real>> g_;
132 public:
134 const Ptr<const Vector<Real>> x,
135 const Ptr<const Vector<Real>> g) : con_(con), x_(x), g_(g) {}
136
137 void apply(Vector<Real> &Hv, const Vector<Real> &v, Real &tol) const {
138 Hv.set(v.dual());
139 }
140 void applyInverse(Vector<Real> &Hv, const Vector<Real> &v, Real &tol) const {
141 PartitionedVector<Real> &Hvp = dynamic_cast<PartitionedVector<Real>&>(Hv);
142 const PartitionedVector<Real> &vp = dynamic_cast<const PartitionedVector<Real>&>(v);
143
144 Hvp.set(0, vp.get(0)->dual());
145 con_->applyPreconditioner(*(Hvp.get(1)),*(vp.get(1)),*x_,*g_, tol);
146 }
147 };
148
149public:
150 FletcherObjectiveE(const ROL::Ptr<Objective<Real>> &obj,
151 const ROL::Ptr<Constraint<Real>> &con,
152 const Vector<Real> &xprim,
153 const Vector<Real> &xdual,
154 const Vector<Real> &cprim,
155 const Vector<Real> &cdual,
156 ROL::ParameterList &parlist);
157
158 Real value( const Vector<Real> &x, Real &tol ) override;
159 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) override;
160 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) override;
161
162protected:
163
164 void solveAugmentedSystem(Vector<Real> &v1, Vector<Real> &v2, const Vector<Real> &b1, const Vector<Real> &b2, const Vector<Real> &x, Real &tol, bool refine = false) override;
165
166}; // class FletcherObjectiveE
167
168} // namespace ROL
169
171
172#endif
Defines the general constraint operator interface.
Ptr< VectorController< Real, int > > g_
const Ptr< Objective< Real > > obj_
Ptr< VectorController< Real, int > > gPhi_
Ptr< ScalarController< Real, int > > fval_
Ptr< VectorController< Real, int > > c_
Ptr< PartitionedVector< Real > > bb_
Ptr< PartitionedVector< Real > > ww_
Ptr< ScalarController< Real, int > > fPhi_
Ptr< PartitionedVector< Real > > vv_
const Ptr< Constraint< Real > > con_
Ptr< VectorController< Real, int > > y_
void applyInverse(Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
Apply inverse of linear operator.
AugSystemPrecond(const Ptr< Constraint< Real > > con, const Ptr< const Vector< Real > > x, const Ptr< const Vector< Real > > g)
void apply(Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
Apply linear operator.
void apply(Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
Apply linear operator.
const Ptr< const Vector< Real > > x_
AugSystem(const Ptr< Constraint< Real > > &con, const Ptr< const Vector< Real > > &x, const Real delta)
const Ptr< Constraint< Real > > con_
void solveAugmentedSystem(Vector< Real > &v1, Vector< Real > &v2, const Vector< Real > &b1, const Vector< Real > &b2, const Vector< Real > &x, Real &tol, bool refine=false) override
Ptr< Vector< Real > > xzeros_
Ptr< Vector< Real > > wdual_
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.
Real value(const Vector< Real > &x, Real &tol) override
Compute value.
Ptr< Vector< Real > > czeros_
Provides the interface to apply a linear operator.
Provides the interface to evaluate objective functions.
Defines the linear algebra of vector space on a generic partitioned vector.
ROL::Ptr< const Vector< Real > > get(size_type i) const
void set(const V &x)
Set where .
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84
virtual void set(const Vector &x)
Set where .
Definition: ROL_Vector.hpp:209
virtual const Vector & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis,...
Definition: ROL_Vector.hpp:226