ROL
ROL_RiskLessObjective_Def.hpp
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1// @HEADER
2// *****************************************************************************
3// Rapid Optimization Library (ROL) Package
4//
5// Copyright 2014 NTESS and the ROL contributors.
6// SPDX-License-Identifier: BSD-3-Clause
7// *****************************************************************************
8// @HEADER
9
10#ifndef ROL_RISKLESSOBJECTIVE_DEF_HPP
11#define ROL_RISKLESSOBJECTIVE_DEF_HPP
12
13namespace ROL {
14
15template<typename Real>
17
18template<typename Real>
20 Ptr<const Vector<Real>> x0
21 = dynamic_cast<const RiskVector<Real>&>(x).getVector();
22 obj_->update(*x0,type,iter);
23}
24
25template<typename Real>
26void RiskLessObjective<Real>::update( const Vector<Real> &x, bool flag, int iter ) {
27 Ptr<const Vector<Real>> x0
28 = dynamic_cast<const RiskVector<Real>&>(x).getVector();
29 obj_->update(*x0,flag,iter);
30}
31
32template<typename Real>
33Real RiskLessObjective<Real>::value( const Vector<Real> &x, Real &tol ) {
34 Ptr<const Vector<Real>> x0
35 = dynamic_cast<const RiskVector<Real>&>(x).getVector();
36 return obj_->value(*x0,tol);
37}
38
39template<typename Real>
41 Ptr<Vector<Real>> g0
42 = dynamic_cast<RiskVector<Real>&>(g).getVector();
43 Ptr<const Vector<Real>> x0
44 = dynamic_cast<const RiskVector<Real>&>(x).getVector();
45 obj_->gradient(*g0,*x0,tol);
46}
47
48template<typename Real>
50 const Vector<Real> &x, Real &tol ) {
51 Ptr<Vector<Real>> hv0
52 = dynamic_cast<RiskVector<Real>&>(hv).getVector();
53 Ptr<const Vector<Real>> v0
54 = dynamic_cast<const RiskVector<Real>&>(v).getVector();
55 Ptr<const Vector<Real>> x0
56 = dynamic_cast<const RiskVector<Real>&>(x).getVector();
57 obj_->hessVec(*hv0,*v0,*x0,tol);
58}
59
60template<typename Real>
62 const Vector<Real> &x, Real &tol ) {
63 Ptr<Vector<Real>> Pv0
64 = dynamic_cast<RiskVector<Real>&>(Pv).getVector();
65 Ptr<const Vector<Real>> v0
66 = dynamic_cast<const RiskVector<Real>&>(v).getVector();
67 Ptr<const Vector<Real>> x0
68 = dynamic_cast<const RiskVector<Real>&>(x).getVector();
69 obj_->precond(*Pv0,*v0,*x0,tol);
70}
71
72template<typename Real>
73void RiskLessObjective<Real>::setParameter(const std::vector<Real> &param) {
75 obj_->setParameter(param);
76}
77
78}
79
80#endif
const Ptr< Obj > obj_
Provides the interface to evaluate objective functions.
virtual void setParameter(const std::vector< Real > &param)
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.
RiskLessObjective(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.