ROL
ROL_ProjectedHessian.hpp
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43 
44 #ifndef ROL_PROJECTEDHESSIAN_H
45 #define ROL_PROJECTEDHESSIAN_H
46 
47 #include "ROL_LinearOperator.hpp"
48 #include "ROL_Objective.hpp"
49 #include "ROL_BoundConstraint.hpp"
50 #include "ROL_Types.hpp"
51 
52 namespace ROL {
53 
54 template <class Real>
55 class ProjectedHessian : public LinearOperator<Real> {
56 private:
57 
58  const Teuchos::RCP<Objective<Real> > obj_;
59  const Teuchos::RCP<BoundConstraint<Real> > con_;
60  const Teuchos::RCP<Vector<Real> > x_;
61  const Teuchos::RCP<Vector<Real> > g_;
62  Teuchos::RCP<Vector<Real> > v_;
63 
64  const Teuchos::RCP<Secant<Real> > secant_;
65 
66  bool useSecant_;
67 
68  Real eps_;
69 
70 public:
71 
72  ProjectedHessian(const Teuchos::RCP<Objective<Real> > &obj, const Teuchos::RCP<BoundConstraint<Real> > &con,
73  const Teuchos::RCP<Vector<Real> > &x, const Teuchos::RCP<Vector<Real> > &g )
74  : obj_(obj), con_(con), x_(x), g_(g), secant_(Teuchos::null), eps_(0.0) {
75  if ( con_->isActivated() ) {
76  v_ = x_->clone();
77  }
78  useSecant_ = false;
79  }
80 
81  ProjectedHessian(const Teuchos::RCP<Secant<Real> > &secant, const Teuchos::RCP<Objective<Real> > &obj,
82  const Teuchos::RCP<BoundConstraint<Real> > &con,
83  const Teuchos::RCP<Vector<Real> > &x, const Teuchos::RCP<Vector<Real> > &g,
84  bool useSecant = true ) : obj_(obj), con_(con), x_(x), g_(g), secant_(secant), eps_(0.0) {
85  if ( con_->isActivated() ) {
86  v_ = x_->clone();
87  }
88  useSecant_ = useSecant;
89  }
90 
91  void setData(Real eps = 0.0) {
92  eps_ = eps;
93  }
94 
102  void apply( Vector<Real> &Hv, const Vector<Real> &v, Real &tol ) const {
103  if ( con_->isActivated() ) {
104  v_->set(v);
105  con_->pruneActive(*v_,*g_,*x_,eps_);
106  if ( useSecant_ && secant_ != Teuchos::null ) {
107  secant_->applyB(Hv,*v_,*x_);
108  }
109  else {
110  obj_->hessVec(Hv,*v_,*x_,tol);
111  }
112  con_->pruneActive(Hv,*g_,*x_,eps_);
113  v_->set(v);
114  con_->pruneInactive(*v_,*g_,*x_,eps_);
115  Hv.plus(v_->dual());
116  }
117  else {
118  if ( useSecant_ && secant_ != Teuchos::null ) {
119  secant_->applyB(Hv,v,*x_);
120  }
121  else {
122  obj_->hessVec(Hv,v,*x_,tol);
123  }
124  }
125  }
126 
134  void applyInverse( Vector<Real> &Hv, const Vector<Real> &v, Real &tol ) const {
135  if ( con_->isActivated() ) {
136  v_->set(v);
137  con_->pruneActive(*v_,*g_,*x_,eps_);
138  if ( useSecant_ && secant_ != Teuchos::null ) {
139  secant_->applyH(Hv,*v_,*x_);
140  }
141  else {
142  obj_->invHessVec(Hv,*v_,*x_,tol);
143  }
144  con_->pruneActive(Hv,*g_,*x_,eps_);
145  v_->set(v);
146  con_->pruneInactive(*v_,*g_,*x_,eps_);
147  Hv.plus(v_->dual());
148  }
149  else {
150  if ( useSecant_ && secant_ != Teuchos::null ) {
151  secant_->applyH(Hv,v,*x_);
152  }
153  else {
154  obj_->invHessVec(Hv,v,*x_,tol);
155  }
156  }
157  }
158 
159 }; // class Hessian
160 
161 } // namespace ROL
162 
163 #endif
Provides the interface to evaluate objective functions.
Teuchos::RCP< Vector< Real > > v_
virtual void plus(const Vector &x)=0
Compute , where .
ProjectedHessian(const Teuchos::RCP< Secant< Real > > &secant, const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< BoundConstraint< Real > > &con, const Teuchos::RCP< Vector< Real > > &x, const Teuchos::RCP< Vector< Real > > &g, bool useSecant=true)
Contains definitions of custom data types in ROL.
const Teuchos::RCP< Objective< Real > > obj_
void setData(Real eps=0.0)
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:74
const Teuchos::RCP< Vector< Real > > g_
const Teuchos::RCP< Vector< Real > > x_
void applyInverse(Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
Apply inverse Hessian.
Provides interface for and implements limited-memory secant operators.
Definition: ROL_Secant.hpp:68
Provides the interface to apply a linear operator.
const Teuchos::RCP< Secant< Real > > secant_
Provides the interface to apply upper and lower bound constraints.
const Teuchos::RCP< BoundConstraint< Real > > con_
ProjectedHessian(const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< BoundConstraint< Real > > &con, const Teuchos::RCP< Vector< Real > > &x, const Teuchos::RCP< Vector< Real > > &g)
void apply(Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
Apply Hessian.