ROL
ROL_MeanValueObjective.hpp
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43
44#ifndef ROL_MEANVALUEOBJECTIVE_HPP
45#define ROL_MEANVALUEOBJECTIVE_HPP
46
47#include "ROL_Objective.hpp"
49
50namespace ROL {
51
52template<typename Real>
53class MeanValueObjective : public Objective<Real> {
54private:
55 const Ptr<Objective<Real>> obj_;
56
57public:
58 MeanValueObjective( const Ptr<Objective<Real>> &obj,
59 const Ptr<SampleGenerator<Real>> &sampler);
60
61 void update( const Vector<Real> &x, UpdateType type, int iter = -1 ) override;
62 void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) override;
63 Real value( const Vector<Real> &x, Real &tol ) override;
64 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) override;
65 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) override;
66 void precond( Vector<Real> &Pv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) override;
67
68private:
69 std::vector<Real> computeSampleMean(const Ptr<SampleGenerator<Real>> &sampler) const;
70};
71
72}
73
75
76#endif
std::vector< Real > computeSampleMean(const Ptr< SampleGenerator< Real > > &sampler) const
Real value(const Vector< Real > &x, Real &tol) override
Compute value.
void precond(Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply preconditioner to vector.
const Ptr< Objective< Real > > obj_
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply Hessian approximation to vector.
void update(const Vector< Real > &x, UpdateType type, int iter=-1) override
Update objective function.
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol) override
Compute gradient.
Provides the interface to evaluate objective functions.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84