ROL
ROL_FletcherObjectiveBase.hpp
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44
45#ifndef ROL_FLETCHEROBJECTVEBASE_H
46#define ROL_FLETCHEROBJECTVEBASE_H
47
48#include "ROL_Objective.hpp"
49#include "ROL_Constraint.hpp"
50#include "ROL_Types.hpp"
51#include "ROL_Ptr.hpp"
52#include "ROL_KrylovFactory.hpp"
55#include <iostream>
56
57namespace ROL {
58
59template<typename Real>
60class FletcherObjectiveBase : public Objective<Real> {
61protected:
62 const Ptr<Objective<Real>> obj_;
63 const Ptr<Constraint<Real>> con_;
64
65 Real sigma_; // penalty parameter
66 Real delta_; // regularization parameter
67 Real quadPenaltyParameter_; // augmented Lagrangian penalty parameter
70
71 // Evaluation counters
73
74 Ptr<ScalarController<Real,int>> fPhi_; // value of penalty function
75 Ptr<VectorController<Real,int>> gPhi_; // gradient of penalty function
76 Ptr<VectorController<Real,int>> y_; // multiplier estimate
77 Ptr<ScalarController<Real,int>> fval_; // value of objective function
78 Ptr<VectorController<Real,int>> g_; // gradient of objective value
79 Ptr<VectorController<Real,int>> c_; // constraint value
80
81 Ptr<Vector<Real>> scaledc_; // penaltyParameter_ * c_
82 Ptr<Vector<Real>> gL_; // gradient of Lagrangian (g - A*y)
83 Ptr<Vector<Real>> gLdual_; // dual gradient of Lagrangian (g - A*y)
84 Ptr<Vector<Real>> xprim_, xdual_, cprim_, cdual_;
85
86 Real cnorm_; // norm of constraint violation
87
88 Real multSolverError_; // Error from augmented system solve in value()
89 Real gradSolveError_; // Error from augmented system solve in gradient()
90
91 // For Augmented system solves
92 Ptr<Krylov<Real>> krylov_;
94 Ptr<Vector<Real>> v1_, v2_, b1_, b2_, w1_, w2_;
95 Ptr<PartitionedVector<Real>> vv_, bb_, ww_;
96
97public:
99 const Ptr<Constraint<Real>> &con,
100 const Vector<Real> &xprim,
101 const Vector<Real> &xdual,
102 const Vector<Real> &cprim,
103 const Vector<Real> &cdual,
104 ParameterList &parlist);
105
106 virtual void update( const Vector<Real> &x, UpdateType type, int iter = -1 ) override;
107
108 // Accessors
109 Ptr<const Vector<Real>> getLagrangianGradient(const Vector<Real>& x);
110 Ptr<const Vector<Real>> getConstraintVec(const Vector<Real>& x);
111 Ptr<const Vector<Real>> getMultiplierVec(const Vector<Real>& x);
112 Ptr<const Vector<Real>> getGradient(const Vector<Real>& x);
113 Real getObjectiveValue(const Vector<Real>& x);
117 void reset(Real sigma, Real delta);
118
119protected:
120 Real objValue(const Vector<Real>& x, Real &tol);
121 void objGrad(Vector<Real> &g, const Vector<Real>& x, Real &tol);
122 void conValue(Vector<Real> &c, const Vector<Real>&x, Real &tol);
123 void computeMultipliers(Vector<Real> &y, Vector<Real> &gL, const Vector<Real> &x, Vector<Real> &g, Vector<Real> &c, Real tol);
124 virtual void solveAugmentedSystem(Vector<Real> &v1, Vector<Real> &v2, const Vector<Real> &b1, const Vector<Real> &b2, const Vector<Real> &x, Real &multSolverError_, bool refine) = 0;
125
126}; // class FletcherObjectiveBase
127
128} // namespace ROL
129
131
132#endif
Contains definitions of custom data types in ROL.
Defines the general constraint operator interface.
virtual void solveAugmentedSystem(Vector< Real > &v1, Vector< Real > &v2, const Vector< Real > &b1, const Vector< Real > &b2, const Vector< Real > &x, Real &multSolverError_, bool refine)=0
Ptr< VectorController< Real, int > > g_
Ptr< const Vector< Real > > getLagrangianGradient(const Vector< Real > &x)
Ptr< const Vector< Real > > getConstraintVec(const Vector< Real > &x)
void objGrad(Vector< Real > &g, const Vector< Real > &x, Real &tol)
const Ptr< Objective< Real > > obj_
Ptr< VectorController< Real, int > > gPhi_
virtual void update(const Vector< Real > &x, UpdateType type, int iter=-1) override
Update objective function.
Real objValue(const Vector< Real > &x, Real &tol)
Ptr< ScalarController< Real, int > > fval_
Ptr< VectorController< Real, int > > c_
Real getObjectiveValue(const Vector< Real > &x)
void conValue(Vector< Real > &c, const Vector< Real > &x, Real &tol)
Ptr< PartitionedVector< Real > > bb_
Ptr< PartitionedVector< Real > > ww_
Ptr< ScalarController< Real, int > > fPhi_
Ptr< PartitionedVector< Real > > vv_
Ptr< const Vector< Real > > getGradient(const Vector< Real > &x)
void computeMultipliers(Vector< Real > &y, Vector< Real > &gL, const Vector< Real > &x, Vector< Real > &g, Vector< Real > &c, Real tol)
const Ptr< Constraint< Real > > con_
Ptr< VectorController< Real, int > > y_
Ptr< const Vector< Real > > getMultiplierVec(const Vector< Real > &x)
Provides the interface to evaluate objective functions.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84