ROL_FletcherObjectiveE.hpp

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// @HEADER
// *****************************************************************************
//               Rapid Optimization Library (ROL) Package
//
// Copyright 2014 NTESS and the ROL contributors.
// SPDX-License-Identifier: BSD-3-Clause
// *****************************************************************************
// @HEADER
 
#ifndef ROL_FLETCHEROBJECTIVEE_H
#define ROL_FLETCHEROBJECTIVEE_H
 
#include "ROL_FletcherObjectiveBase.hpp"
 
namespace ROL {
 
template<typename Real>
class FletcherObjectiveE : public FletcherObjectiveBase<Real> {
private:
  // Temporaries
  Ptr<Vector<Real>> Tv_;       // Temporary for matvecs
  Ptr<Vector<Real>> w_;        // first component of augmented system solve solution
  Ptr<Vector<Real>> v_;        // second component of augmented system solve solution
  Ptr<Vector<Real>> wdual_;    // first component of augmented system solve solution in dual space
  Ptr<Vector<Real>> wg_;       // first component of augmented system solve solution for gradient
  Ptr<Vector<Real>> vg_;       // second component of augmented system solve solution for gradient
  Ptr<Vector<Real>> xzeros_;   // zero vector
  Ptr<Vector<Real>> czeros_;   // zero vector
 
  // Required for Fletcher penalty function definition
  using FletcherObjectiveBase<Real>::obj_;
  using FletcherObjectiveBase<Real>::con_;
  using FletcherObjectiveBase<Real>::sigma_;
  using FletcherObjectiveBase<Real>::delta_;    // regularization parameter
  using FletcherObjectiveBase<Real>::quadPenaltyParameter_;
  using FletcherObjectiveBase<Real>::useInexact_;
  using FletcherObjectiveBase<Real>::HessianApprox_;
  using FletcherObjectiveBase<Real>::nfval_;
  using FletcherObjectiveBase<Real>::ngval_;
  using FletcherObjectiveBase<Real>::ncval_;
  using FletcherObjectiveBase<Real>::fPhi_;     // value of penalty function
  using FletcherObjectiveBase<Real>::gPhi_;     // gradient of penalty function
  using FletcherObjectiveBase<Real>::y_;        // multiplier estimate
  using FletcherObjectiveBase<Real>::fval_;     // value of objective function
  using FletcherObjectiveBase<Real>::g_;        // gradient of objective value
  using FletcherObjectiveBase<Real>::c_;        // constraint value
  using FletcherObjectiveBase<Real>::scaledc_;  // sigma_ * c_
  using FletcherObjectiveBase<Real>::gL_;       // gradient of Lagrangian (g - A*y)
  using FletcherObjectiveBase<Real>::gLdual_;   // dual gradient of Lagrangian (g - A*y)
  using FletcherObjectiveBase<Real>::cnorm_;    // norm of constraint violation
  using FletcherObjectiveBase<Real>::xprim_;
  using FletcherObjectiveBase<Real>::xdual_;
  using FletcherObjectiveBase<Real>::cprim_;
  using FletcherObjectiveBase<Real>::cdual_;
  using FletcherObjectiveBase<Real>::multSolverError_; // Error from augmented system solve in value()
  using FletcherObjectiveBase<Real>::gradSolveError_;  // Error from augmented system solve in gradient()
  using FletcherObjectiveBase<Real>::krylov_;
  using FletcherObjectiveBase<Real>::iterKrylov_;
  using FletcherObjectiveBase<Real>::flagKrylov_;
  using FletcherObjectiveBase<Real>::v1_;
  using FletcherObjectiveBase<Real>::v2_;
  using FletcherObjectiveBase<Real>::vv_;
  using FletcherObjectiveBase<Real>::w1_;
  using FletcherObjectiveBase<Real>::w2_;
  using FletcherObjectiveBase<Real>::ww_;
  using FletcherObjectiveBase<Real>::b1_;
  using FletcherObjectiveBase<Real>::b2_;
  using FletcherObjectiveBase<Real>::bb_;
 
  class AugSystem : public LinearOperator<Real> {
  private:
    const Ptr<Constraint<Real>> con_;
    const Ptr<const Vector<Real>> x_;
    const Real delta_;
  public:
    AugSystem(const Ptr<Constraint<Real>> &con,
              const Ptr<const Vector<Real>> &x,
              const Real delta) : con_(con), x_(x), delta_(delta) {}
 
    void apply(Vector<Real> &Hv, const Vector<Real> &v, Real &tol) const {
      PartitionedVector<Real> &Hvp = dynamic_cast<PartitionedVector<Real>&>(Hv);
      const PartitionedVector<Real> &vp = dynamic_cast<const PartitionedVector<Real>&>(v);
 
      con_->applyAdjointJacobian(*Hvp.get(0), *vp.get(1), *x_, tol);
      Hvp.get(0)->plus(vp.get(0)->dual());
 
      con_->applyJacobian(*Hvp.get(1), *vp.get(0), *x_, tol);
      Hvp.get(1)->axpy(-delta_*delta_, vp.get(1)->dual());
    }
  };
 
  class AugSystemPrecond : public LinearOperator<Real> {
  private:
    const Ptr<Constraint<Real>> con_;
    const Ptr<const Vector<Real>> x_;
    const Ptr<const Vector<Real>> g_;
  public:
    AugSystemPrecond(const Ptr<Constraint<Real>> con,
                     const Ptr<const Vector<Real>> x,
                     const Ptr<const Vector<Real>> g) : con_(con), x_(x), g_(g) {}
 
    void apply(Vector<Real> &Hv, const Vector<Real> &v, Real &tol) const {
      Hv.set(v.dual());
    }
    void applyInverse(Vector<Real> &Hv, const Vector<Real> &v, Real &tol) const {
      PartitionedVector<Real> &Hvp = dynamic_cast<PartitionedVector<Real>&>(Hv);
      const PartitionedVector<Real> &vp = dynamic_cast<const PartitionedVector<Real>&>(v);
 
      Hvp.set(0, vp.get(0)->dual());
      con_->applyPreconditioner(*(Hvp.get(1)),*(vp.get(1)),*x_,*g_, tol); 
    }
  };
 
public:
  FletcherObjectiveE(const ROL::Ptr<Objective<Real>> &obj,
                     const ROL::Ptr<Constraint<Real>> &con,
                     const Vector<Real> &xprim,
                     const Vector<Real> &xdual,
                     const Vector<Real> &cprim,
                     const Vector<Real> &cdual,
                     ROL::ParameterList &parlist);
 
  Real value( const Vector<Real> &x, Real &tol ) override;
  void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) override;
  void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) override;
 
protected:
 
  void solveAugmentedSystem(Vector<Real> &v1, Vector<Real> &v2, const Vector<Real> &b1, const Vector<Real> &b2, const Vector<Real> &x, Real &tol, bool refine = false) override;
 
}; // class FletcherObjectiveE
 
} // namespace ROL
 
#include "ROL_FletcherObjectiveE_Def.hpp"
 
#endif