ROL
ROL_LinearCombinationObjective.hpp
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43 
44 #ifndef ROL_LINEARCOMBINATIONOBJECTIVE_H
45 #define ROL_LINEARCOMBINATIONOBJECTIVE_H
46 
47 #include "ROL_Objective.hpp"
48 #include "ROL_Vector.hpp"
49 #include "Teuchos_RCP.hpp"
50 
51 namespace ROL {
52 
53 template <class Real>
54 class LinearCombinationObjective : public Objective<Real> {
55 private:
56  const std::vector<Real> weights_;
57  std::vector<Teuchos::RCP<Objective<Real> > > obj_;
58  size_t size_;
59 
60  Teuchos::RCP<Vector<Real> > xdual_;
62 
63 public:
64  LinearCombinationObjective(const std::vector<Real> &weights,
65  const std::vector<Teuchos::RCP<Objective<Real> > > &obj)
66  : Objective<Real>(), weights_(weights), obj_(obj), size_(weights.size()),
67  xdual_(Teuchos::null), initialized_(false) {}
68 
69  Real value( const Vector<Real> &x, Real &tol ) {
70  Real val = 0.;
71  for (size_t i = 0; i < size_; i++) {
72  val += weights_[i]*obj_[i]->value(x,tol);
73  }
74  return val;
75  }
76 
77  void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
78  if (!initialized_) {
79  xdual_ = g.clone();
80  initialized_ = true;
81  }
82  g.zero();
83  for (size_t i = 0; i < size_; i++) {
84  obj_[i]->gradient(*xdual_,x,tol);
85  g.axpy(weights_[i],*xdual_);
86  }
87  }
88 
89  void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
90  if (!initialized_) {
91  xdual_ = hv.clone();
92  initialized_ = true;
93  }
94  hv.zero();
95  for (size_t i = 0; i < size_; i++) {
96  obj_[i]->hessVec(*xdual_,v,x,tol);
97  hv.axpy(weights_[i],*xdual_);
98  }
99  }
100 }; // class LinearCombinationObjective
101 
102 } // namespace ROL
103 
104 #endif
Provides the interface to evaluate objective functions.
LinearCombinationObjective(const std::vector< Real > &weights, const std::vector< Teuchos::RCP< Objective< Real > > > &obj)
const double weights[4][5]
Definition: ROL_Types.hpp:1101
virtual void axpy(const Real alpha, const Vector &x)
Compute where .
Definition: ROL_Vector.hpp:143
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
virtual Teuchos::RCP< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
virtual void zero()
Set to zero vector.
Definition: ROL_Vector.hpp:157
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:74
std::vector< Teuchos::RCP< Objective< Real > > > obj_
Real value(const Vector< Real > &x, Real &tol)
Compute value.
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply Hessian approximation to vector.