ROL
ROL_NonlinearLeastSquaresObjective_Dynamic.hpp
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43
44#ifndef ROL_NONLINEARLEASTSQUARESOBJECTIVE_DYNAMIC_H
45#define ROL_NONLINEARLEASTSQUARESOBJECTIVE_DYNAMIC_H
46
47#include "ROL_Objective.hpp"
49#include "ROL_Types.hpp"
50
70namespace ROL {
71
72template <class Real>
73class DynamicConstraint;
74
75template <class Real>
77private:
78 const Ptr<DynamicConstraint<Real>> con_;
79 const Ptr<const Vector<Real>> uo_;
80 const Ptr<const Vector<Real>> z_;
81 const Ptr<const TimeStamp<Real>> ts_;
83
84 Ptr<Vector<Real> > c1_, c2_, cdual_, udual_;
85
86public:
95 const Vector<Real> &c,
96 const Ptr<const Vector<Real>> &uo,
97 const Ptr<const Vector<Real>> &z,
98 const Ptr<const TimeStamp<Real>> &ts,
99 const bool GNH = false)
100 : con_(con), uo_(uo), z_(z), ts_(ts), GaussNewtonHessian_(GNH) {
101 c1_ = c.clone();
102 c2_ = c.clone();
103 cdual_ = c.dual().clone();
104 udual_ = uo->dual().clone();
105 }
106
107 void update( const Vector<Real> &u, bool flag = true, int iter = -1 ) {
108 //con_->update_un(u,*ts_);
109 con_->update(*uo_,u,*z_,*ts_);
110 con_->value(*c1_,*uo_,u,*z_,*ts_);
111 cdual_->set(c1_->dual());
112 }
113
114 Real value( const Vector<Real> &x, Real &tol ) {
115 Real half(0.5);
116 return half*(c1_->dot(*cdual_));
117 }
118
119 void gradient( Vector<Real> &g, const Vector<Real> &u, Real &tol ) {
120 con_->applyAdjointJacobian_un(g,*cdual_,*uo_,u,*z_,*ts_);
121 }
122
123 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &u, Real &tol ) {
124 con_->applyJacobian_un(*c2_,v,*uo_,u,*z_,*ts_);
125 con_->applyAdjointJacobian_un(hv,c2_->dual(),*uo_,u,*z_,*ts_);
126 if ( !GaussNewtonHessian_ ) {
127 con_->applyAdjointHessian_un_un(*udual_,*cdual_,v,*uo_,u,*z_,*ts_);
128 hv.plus(*udual_);
129 }
130 }
131
132 void precond( Vector<Real> &pv, const Vector<Real> &v, const Vector<Real> &u, Real &tol ) {
133 con_->applyInverseAdjointJacobian_un(*cdual_,v,*uo_,u,*z_,*ts_);
134 con_->applyInverseJacobian_un(pv,cdual_->dual(),*uo_,u,*z_,*ts_);
135 }
136
137// Definitions for parametrized (stochastic) equality constraints
138//public:
139// void setParameter(const std::vector<Real> &param) {
140// Objective<Real>::setParameter(param);
141// con_->setParameter(param);
142// }
143};
144
145} // namespace ROL
146
147#endif
Contains definitions of custom data types in ROL.
Defines the time-dependent constraint operator interface for simulation-based optimization.
Provides the interface to evaluate nonlinear least squares objective functions.
void update(const Vector< Real > &u, bool flag=true, int iter=-1)
Update objective function.
void precond(Vector< Real > &pv, const Vector< Real > &v, const Vector< Real > &u, Real &tol)
Apply preconditioner to vector.
NonlinearLeastSquaresObjective_Dynamic(const Ptr< DynamicConstraint< Real > > &con, const Vector< Real > &c, const Ptr< const Vector< Real > > &uo, const Ptr< const Vector< Real > > &z, const Ptr< const TimeStamp< Real > > &ts, const bool GNH=false)
Constructor.
void gradient(Vector< Real > &g, const Vector< Real > &u, Real &tol)
Compute gradient.
Real value(const Vector< Real > &x, Real &tol)
Compute value.
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, Real &tol)
Apply Hessian approximation to vector.
Provides the interface to evaluate objective functions.
Defines the linear algebra or vector space interface.
virtual const Vector & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis,...
virtual void plus(const Vector &x)=0
Compute , where .
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
Contains local time step information.