ROL
ROL_ScaledObjective.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_SCALED_OBJECTIVE_HPP
11#define ROL_SCALED_OBJECTIVE_HPP
12
13#include "ROL_Objective.hpp"
14
15namespace ROL {
16
17template <typename Real>
18class ScaledObjective : public Objective<Real> {
19private:
20 const Ptr<Objective<Real>> obj_;
21 const Real scale_;
22
23public:
24 ScaledObjective(const Ptr<Objective<Real>> &obj, Real scale)
25 : obj_(obj), scale_(scale) {}
26
27 void update(const Vector<Real> &x, UpdateType type, int iter = -1) override;
28 void setParameter(const std::vector<Real> &param) override;
29 Real value( const Vector<Real> &x, Real &tol ) override;
30 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) override;
31 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) override;
32 void invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) override;
33 void precond( Vector<Real> &Pv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) override;
34
35}; // class ScaledObjective
36
37} // End ROL Namespace
38
40
41#endif
Provides the interface to evaluate objective functions.
Real value(const Vector< Real > &x, Real &tol) override
Compute value.
void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply inverse Hessian approximation to vector.
void update(const Vector< Real > &x, UpdateType type, int iter=-1) override
Update objective function.
void setParameter(const std::vector< Real > &param) override
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply Hessian approximation to vector.
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol) override
Compute gradient.
ScaledObjective(const Ptr< Objective< Real > > &obj, Real scale)
const Ptr< Objective< Real > > obj_
void precond(Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply preconditioner to vector.
Defines the linear algebra or vector space interface.