ROL
ROL_RiskLessObjective.hpp
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43
44#ifndef ROL_RISKLESSOBJECTIVE_HPP
45#define ROL_RISKLESSOBJECTIVE_HPP
46
47#include "ROL_RiskVector.hpp"
48#include "ROL_Objective.hpp"
49
50namespace ROL {
51
52template<typename Real>
53class RiskLessObjective : public Objective<Real> {
54private:
55 const Ptr<Objective<Real>> obj_;
56
57public:
58 RiskLessObjective(const Ptr<Objective<Real>> &obj);
59
60 void update( const Vector<Real> &x, UpdateType type, int iter = -1 ) override;
61 void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) override;
62 Real value( const Vector<Real> &x, Real &tol ) override;
63 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) override;
64 void hessVec( Vector<Real> &hv, const Vector<Real> &v,
65 const Vector<Real> &x, Real &tol ) override;
66 void precond( Vector<Real> &Pv, const Vector<Real> &v,
67 const Vector<Real> &x, Real &tol ) override;
68 void setParameter(const std::vector<Real> &param) override;
69};
70
71}
72
74
75#endif
Provides the interface to evaluate objective functions.
void precond(Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply preconditioner to vector.
Real value(const Vector< Real > &x, Real &tol) override
Compute value.
void setParameter(const std::vector< Real > &param) override
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol) override
Compute gradient.
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply Hessian approximation to vector.
const Ptr< Objective< Real > > obj_
void update(const Vector< Real > &x, UpdateType type, int iter=-1) override
Update objective function.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84