ROL
ROL_TrustRegionModel.hpp
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43
44#ifndef ROL_TRUSTREGIONMODEL_H
45#define ROL_TRUSTREGIONMODEL_H
46
47#include "ROL_Objective.hpp"
49#include "ROL_Secant.hpp"
50
64namespace ROL {
65
66template <class Real>
67class TrustRegionModel : public Objective<Real> {
68private:
69 Ptr<Objective<Real>> obj_;
70 Ptr<BoundConstraint<Real>> bnd_;
71 Ptr<const Vector<Real>> x_, g_;
72 Ptr<Vector<Real>> dual_;
73 Ptr<Secant<Real>> secant_;
74
77
78 bool init_;
79
80 void initialize(const Vector<Real> &s) {
81 if (!init_) {
82 dual_ = s.dual().clone();
83 init_ = true;
84 }
85 }
86
87protected:
88 /***************************************************************************/
89 /********* BEGIN WRAPPERS FOR HESSIAN/PRECOND APPLICATION ****************/
90 /***************************************************************************/
91 void applyHessian(Vector<Real> &hv, const Vector<Real> &v, Real &tol) {
92 if ( useSecantHessVec_ && secant_ != nullPtr ) {
93 secant_->applyB(hv,v);
94 }
95 else {
96 obj_->hessVec(hv,v,*x_,tol);
97 }
98 }
99
100 void applyInvHessian(Vector<Real> &hv, const Vector<Real> &v, Real &tol) {
101 if ( useSecantHessVec_ && secant_ != nullPtr ) {
102 secant_->applyH(hv,v);
103 }
104 else {
105 obj_->invHessVec(hv,v,*x_,tol);
106 }
107 }
108
109 void applyPrecond(Vector<Real> &Pv, const Vector<Real> &v, Real &tol) {
110 if ( useSecantPrecond_ && secant_ != nullPtr ) {
111 secant_->applyH(Pv,v);
112 }
113 else {
114 obj_->precond(Pv,v,*x_,tol);
115 }
116 }
117 /***************************************************************************/
118 /********* END WRAPPERS FOR HESSIAN/PRECOND APPLICATION ******************/
119 /***************************************************************************/
120
121public:
122
123 virtual ~TrustRegionModel() {}
124
126 const Vector<Real> &x, const Vector<Real> &g,
127 const Ptr<Secant<Real>> &secant = nullPtr,
128 const bool useSecantPrecond = false, const bool useSecantHessVec = false)
129 : obj_(makePtrFromRef(obj)), bnd_(makePtrFromRef(bnd)),
130 x_(makePtrFromRef(x)), g_(makePtrFromRef(g)),
131 secant_(secant), useSecantPrecond_(useSecantPrecond), useSecantHessVec_(useSecantHessVec),
132 init_(false) {}
133
134 // Some versions of Clang will issue a warning that update hides and
135 // overloaded virtual function without this using declaration
136 using Objective<Real>::update;
137
139 const Vector<Real> &x, const Vector<Real> &g,
140 const Ptr<Secant<Real>> &secant = nullPtr) {
141 obj_ = makePtrFromRef(obj);
142 bnd_ = makePtrFromRef(bnd);
143 x_ = makePtrFromRef(x);
144 g_ = makePtrFromRef(g);
145 secant_ = secant;
146 }
147
148 /***************************************************************************/
149 /********* BEGIN OBJECTIVE FUNCTION DEFINITIONS **************************/
150 /***************************************************************************/
151 virtual Real value( const Vector<Real> &s, Real &tol ) {
152 initialize(s);
153 applyHessian(*dual_,s,tol);
154 dual_->scale(static_cast<Real>(0.5));
155 dual_->plus(*g_);
156 return dual_->dot(s.dual());
157 }
158
159 virtual void gradient( Vector<Real> &g, const Vector<Real> &s, Real &tol ) {
160 applyHessian(g,s,tol);
161 g.plus(*g_);
162 }
163
164 virtual void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &s, Real &tol ) {
165 applyHessian(hv,v,tol);
166 }
167
168 virtual void invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &s, Real &tol ) {
169 applyInvHessian(hv,v,tol);
170 }
171
172 virtual void precond( Vector<Real> &Pv, const Vector<Real> &v, const Vector<Real> &s, Real &tol ) {
173 applyPrecond(Pv,v,tol);
174 }
175 /***************************************************************************/
176 /********* END OBJECTIVE FUNCTION DEFINITIONS ****************************/
177 /***************************************************************************/
178
179 /***************************************************************************/
180 /********* BEGIN ACCESSOR FUNCTIONS **************************************/
181 /***************************************************************************/
182 virtual const Ptr<const Vector<Real>> getGradient(void) const {
183 return g_;
184 }
185
186 virtual const Ptr<const Vector<Real>> getIterate(void) const {
187 return x_;
188 }
189
190 virtual const Ptr<Objective<Real>> getObjective(void) const {
191 return obj_;
192 }
193
194 virtual const Ptr<BoundConstraint<Real>> getBoundConstraint(void) const {
195 if (!bnd_->isActivated()) {
196 return nullPtr;
197 }
198 return bnd_;
199 }
200 /***************************************************************************/
201 /********* END ACCESSOR FUNCTIONS ****************************************/
202 /***************************************************************************/
203
204 virtual void dualTransform( Vector<Real> &tv, const Vector<Real> &v ) {
205 tv.set(v);
206 }
207
208 virtual void primalTransform( Vector<Real> &tv, const Vector<Real> &v ) {
209 tv.set(v);
210 }
211
212 virtual void updatePredictedReduction(Real &pred, const Vector<Real> &s) {}
213
214 virtual void updateActualReduction(Real &ared, const Vector<Real> &s) {}
215
216}; // class TrustRegionModel
217
218} // namespace ROL
219
220
221#endif
Provides the interface to apply upper and lower bound constraints.
Provides the interface to evaluate objective functions.
Provides interface for and implements limited-memory secant operators.
Definition: ROL_Secant.hpp:79
Provides the interface to evaluate trust-region model functions.
Ptr< Objective< Real > > obj_
Ptr< Vector< Real > > dual_
void applyInvHessian(Vector< Real > &hv, const Vector< Real > &v, Real &tol)
virtual void precond(Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &s, Real &tol)
Apply preconditioner to vector.
Ptr< BoundConstraint< Real > > bnd_
Ptr< const Vector< Real > > g_
virtual void updatePredictedReduction(Real &pred, const Vector< Real > &s)
virtual void dualTransform(Vector< Real > &tv, const Vector< Real > &v)
virtual void gradient(Vector< Real > &g, const Vector< Real > &s, Real &tol)
Compute gradient.
virtual const Ptr< const Vector< Real > > getGradient(void) const
virtual void updateActualReduction(Real &ared, const Vector< Real > &s)
void applyHessian(Vector< Real > &hv, const Vector< Real > &v, Real &tol)
Ptr< Secant< Real > > secant_
TrustRegionModel(Objective< Real > &obj, BoundConstraint< Real > &bnd, const Vector< Real > &x, const Vector< Real > &g, const Ptr< Secant< Real > > &secant=nullPtr, const bool useSecantPrecond=false, const bool useSecantHessVec=false)
virtual Real value(const Vector< Real > &s, Real &tol)
Compute value.
virtual void update(Objective< Real > &obj, BoundConstraint< Real > &bnd, const Vector< Real > &x, const Vector< Real > &g, const Ptr< Secant< Real > > &secant=nullPtr)
void applyPrecond(Vector< Real > &Pv, const Vector< Real > &v, Real &tol)
void initialize(const Vector< Real > &s)
virtual void primalTransform(Vector< Real > &tv, const Vector< Real > &v)
virtual void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &s, Real &tol)
Apply Hessian approximation to vector.
virtual void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &s, Real &tol)
Apply inverse Hessian approximation to vector.
virtual const Ptr< BoundConstraint< Real > > getBoundConstraint(void) const
Ptr< const Vector< Real > > x_
virtual const Ptr< Objective< Real > > getObjective(void) const
virtual const Ptr< const Vector< Real > > getIterate(void) const
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
virtual void plus(const Vector &x)=0
Compute , where .
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.