ROL
algorithm/TypeU/trustregion/other/ROL_ConicApproximationModel.hpp
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43
44#ifndef ROL_CONICAPPROXIMATIONMODEL_H
45#define ROL_CONICAPPROXIMATIONMODEL_H
46
47#include "ROL_Objective.hpp"
49
63namespace ROL {
64
65template <class Real>
66class ConicApproximationModel : public Objective<Real> {
67
68 using V = Vector<Real>;
70
71private:
72 Ptr<Obj> obj_;
73 const Ptr<const V> x_, a_;
74 Ptr<V> g_, s_, Hs_;
75 Real f_, gamma_, sHs_;
76
78
79public:
80
82
83 ConicApproximationModel( const Ptr<Obj>& obj, const Ptr<const V>& x,
84 const Ptr<V>& s, const Ptr<const V>& a ) :
85 obj_( obj ), x_( x ), a_( a ), g_( x_->dual().clone() ), s_( s ),
86 Hs_( x->dual().clone() ) {
87 Real tol = sqrt(ROL_EPSILON<Real>());
88 gamma_ = 1.0-a_->dot(*s_);
89 f_ = obj_->value( *x_, tol );
90 obj_->gradient( *g_,*x,tol );
91 obj_->hessVec( *Hs_, *s_, *x_, tol );
92 }
93
94 virtual void update( const V& s, bool flag=true, int iter=-1 ) override {
95 Real tol = sqrt(ROL_EPSILON<Real>());
96 s_->set(s);
97 gamma_ = 1.0-a_->dot(*s_);
98 obj_->hessVec( *Hs_, *s_, *x_, tol );
99 }
100
101 virtual Real value( const V& s, Real& tol ) override {
102 return f_ + ( g_->dot(*s_) + 0.5*sHs_/gamma_ )/gamma_;
103 }
104
105 virtual void gradient( V &g, const V &s, Real &tol ) override {
106
107 g.set( *g_ ); // g0
108 g.scale( gamma_ ); // gamma*g0
109 g.plus( *Hs_ ); // gamma*g0 + Hs
110
111 auto u = workspace_.copy(*a_);
112 u->scale( s_->dot(g) );
113 g.scale( gamma_ );
114 g.plus( *u );
115 g.scale( std::pow(gamma_,-3) );
116
117 }
118
119 virtual void hessVec( V &hv, const V &v, const V &s, Real &tol ) override {
120
121 auto u = workspace_.copy(v);
122
123 u->scale( gamma_ ); // gamma*v
124 u->axpy( a_->dot(v), s ); // gamma*v + (a,v)*s
125 obj_->hessVec( hv, *u, *x_, tol ); // gamma*Hv + (a,v)*Hs
126 hv.set(*u);
127 hv.scale( gamma_ );
128 hv.axpy(u->dot(s),*a_);
129 hv.scale(std::pow( gamma_ ,-4));
130 }
131
132 virtual void invHessVec( V& hv, const V& v, const V& s, Real& tol ) override {
133
134 auto u = workspace_.copy(v);
135
136 u->axpy( -a_->dot(v), s ); // v - (a,v)*s
137 obj_->invHessVec( hv, *u, *x_, tol ); // Hv - (a,v)*Hs
138 hv.set(*u);
139 hv.axpy(-u->dot(*s_),*a_);
140 hv.scale(std::pow(gamma_,2));
141 }
142
143 virtual void precond( V& Pv, const V& v, const V& s, Real &tol ) override {
144
145 auto u = workspace_.copy(v);
146
147 u->axpy( -a_->dot(v), *s_ ); // v - (a,v)*s
148 obj_->precond( Pv, *u, *x_, tol ); // Hv - (a,v)*Hs
149 Pv.set(*u);
150 Pv.axpy(-u->dot(s),*a_);
151 Pv.scale(std::pow(gamma_,2));
152}
153
154
155
156}; // class ConicApproximationModel
157
158} // namespace ROL
159
160
161#endif
ConicApproximationModel(const Ptr< Obj > &obj, const Ptr< const V > &x, const Ptr< V > &s, const Ptr< const V > &a)
virtual void invHessVec(V &hv, const V &v, const V &s, Real &tol) override
Apply inverse Hessian approximation to vector.
virtual void precond(V &Pv, const V &v, const V &s, Real &tol) override
Apply preconditioner to vector.
virtual Real value(const V &s, Real &tol) override
Compute value.
virtual void hessVec(V &hv, const V &v, const V &s, Real &tol) override
Apply Hessian approximation to vector.
virtual void update(const V &s, bool flag=true, int iter=-1) override
Update objective function.
virtual void gradient(V &g, const V &s, 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
virtual void set(const Vector &x)
Set where .
Definition: ROL_Vector.hpp:209
virtual void scale(const Real alpha)=0
Compute where .
virtual void plus(const Vector &x)=0
Compute , where .
virtual void axpy(const Real alpha, const Vector &x)
Compute where .
Definition: ROL_Vector.hpp:153