ROL_LinMoreModel.hpp

Go to the documentation of this file.

// @HEADER
// *****************************************************************************
//               Rapid Optimization Library (ROL) Package
//
// Copyright 2014 NTESS and the ROL contributors.
// SPDX-License-Identifier: BSD-3-Clause
// *****************************************************************************
// @HEADER
 
#ifndef ROL_LINMOREMODEL_HPP
#define ROL_LINMOREMODEL_HPP
 
#include "ROL_TrustRegionModel.hpp"
#include "ROL_BoundConstraint.hpp"
 
namespace ROL {
 
template<class Real>
class LinMoreModel : public TrustRegionModel<Real> {
private:
  Ptr<Vector<Real>> pwa_, dwa_;
 
public:
 
  LinMoreModel(Objective<Real> &obj, BoundConstraint<Real> &bnd,
            const Vector<Real> &x, const Vector<Real> &g,
            const Ptr<Secant<Real>> &secant = nullPtr,
            const bool useSecantPrecond = false, const bool useSecantHessVec = false)
    : TrustRegionModel<Real>::TrustRegionModel(obj,bnd,x,g,secant,useSecantPrecond,useSecantHessVec) {
    pwa_ = x.clone();
    dwa_ = g.clone();
  }
 
  void applyFullHessian(Vector<Real> &hv, const Vector<Real> &v, Real &tol) {
    TrustRegionModel<Real>::applyHessian(hv,v,tol);
  }
 
  void applyFreeHessian(Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol) {
    const Real zero(0);
    pwa_->set(v);
    TrustRegionModel<Real>::getBoundConstraint()->pruneActive(*pwa_,x,zero);
    applyFullHessian(hv,*pwa_,tol);
    TrustRegionModel<Real>::getBoundConstraint()->pruneActive(hv,x,zero);
  }
 
  void applyFullPrecond(Vector<Real> &pv, const Vector<Real> &v, Real &tol) {
    TrustRegionModel<Real>::applyPrecond(pv,v,tol);
  }
 
  void applyFreePrecond(Vector<Real> &pv, const Vector<Real> &v, const Vector<Real> &x, Real &tol) {
    const Real zero(0);
    dwa_->set(v);
    TrustRegionModel<Real>::getBoundConstraint()->pruneActive(*dwa_,x,zero);
    applyFullPrecond(pv,*dwa_,tol);
    TrustRegionModel<Real>::getBoundConstraint()->pruneActive(pv,x,zero);
  }
 
};
 
} // namespace ROL
 
#endif