44 #ifndef ROL_MOREAUYOSIDAPENALTY_H 45 #define ROL_MOREAUYOSIDAPENALTY_H 51 #include "Teuchos_RCP.hpp" 67 Teuchos::RCP<Objective<Real> >
obj_;
68 Teuchos::RCP<BoundConstraint<Real> >
con_;
70 Teuchos::RCP<Vector<Real> >
g_;
71 Teuchos::RCP<Vector<Real> >
l_;
72 Teuchos::RCP<Vector<Real> >
u_;
73 Teuchos::RCP<Vector<Real> >
l1_;
74 Teuchos::RCP<Vector<Real> >
u1_;
75 Teuchos::RCP<Vector<Real> >
dl1_;
76 Teuchos::RCP<Vector<Real> >
du1_;
77 Teuchos::RCP<Vector<Real> >
xlam_;
78 Teuchos::RCP<Vector<Real> >
v_;
79 Teuchos::RCP<Vector<Real> >
dv_;
80 Teuchos::RCP<Vector<Real> >
dv2_;
81 Teuchos::RCP<Vector<Real> >
lam_;
82 Teuchos::RCP<Vector<Real> >
tmp_;
91 if ( con_->isActivated() ) {
92 if ( !isConEvaluated_ ) {
94 xlam_->axpy(1./mu_,*lam_);
96 if ( con_->isFeasible(*xlam_) ) {
97 l1_->zero(); dl1_->zero();
98 u1_->zero(); du1_->zero();
103 con_->pruneLowerInactive(*l1_,*xlam_);
105 con_->pruneLowerInactive(*tmp_,*xlam_);
106 l1_->axpy(-1.,*tmp_);
110 con_->pruneUpperInactive(*u1_,*xlam_);
112 con_->pruneUpperInactive(*tmp_,*xlam_);
113 u1_->axpy(-1.,*tmp_);
116 dl1_->set(l1_->dual());
117 con_->pruneLowerInactive(*dl1_,*xlam_);
120 du1_->set(u1_->dual());
121 con_->pruneUpperInactive(*du1_,*xlam_);
124 isConEvaluated_ =
true;
134 : mu_(mu), fval_(0.0), isConEvaluated_(false), nfval_(0), ngval_(0) {
135 obj_ = Teuchos::rcp(&obj,
false);
136 con_ = Teuchos::rcp(&con,
false);
138 g_ = x.
dual().clone();
141 dl1_ = x.
dual().clone();
144 du1_ = x.
dual().clone();
147 dv_ = x.
dual().clone();
148 dv2_ = x.
dual().clone();
152 con_->setVectorToLowerBound(*l_);
153 con_->setVectorToUpperBound(*u_);
162 if ( con_->isActivated() ) {
166 lam_->axpy(-1.,*l1_);
175 isConEvaluated_ =
false;
202 obj_->update(x,flag,iter);
203 con_->update(x,flag,iter);
204 isConEvaluated_ =
false;
215 fval_ = obj_->value(x,tol);
219 if ( con_->isActivated() ) {
221 fval += 0.5*mu_*(l1_->dot(*l1_) + u1_->dot(*u1_));
235 obj_->gradient(*g_,x,tol);
239 if ( con_->isActivated() ) {
256 obj_->hessVec(hv,v,x,tol);
258 if ( con_->isActivated() ) {
262 con_->pruneLowerActive(*v_,*xlam_);
265 dv_->set(v_->dual());
267 con_->pruneLowerActive(*dv_,*xlam_);
273 con_->pruneUpperActive(*v_,*xlam_);
276 dv_->set(v_->dual());
278 con_->pruneUpperActive(*dv_,*xlam_);
Provides the interface to evaluate objective functions.
virtual const Vector & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis...
Teuchos::RCP< Vector< Real > > g_
virtual void axpy(const Real alpha, const Vector &x)
Compute where .
Teuchos::RCP< Vector< Real > > dv_
int getNumberGradientEvaluations(void)
Teuchos::RCP< Vector< Real > > xlam_
Contains definitions of custom data types in ROL.
Teuchos::RCP< Vector< Real > > v_
Real value(const Vector< Real > &x, Real &tol)
Compute value.
Teuchos::RCP< BoundConstraint< Real > > con_
virtual Teuchos::RCP< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
void updateMultipliers(Real mu, const ROL::Vector< Real > &x)
Defines the linear algebra or vector space interface.
Teuchos::RCP< Vector< Real > > dv2_
Teuchos::RCP< Vector< Real > > tmp_
void computePenalty(const Vector< Real > &x)
Teuchos::RCP< Vector< Real > > u_
Teuchos::RCP< Vector< Real > > l_
Teuchos::RCP< Vector< Real > > du1_
Provides the interface to evaluate the Moreau-Yosida penalty function.
Real getObjectiveValue(void) const
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Provides the interface to apply upper and lower bound constraints.
int getNumberFunctionEvaluations(void)
Teuchos::RCP< Vector< Real > > lam_
void update(const Vector< Real > &x, bool flag=true, int iter=-1)
Update Moreau-Yosida penalty function.
Teuchos::RCP< Vector< Real > > u1_
virtual void set(const Vector &x)
Set where .
MoreauYosidaPenalty(Objective< Real > &obj, BoundConstraint< Real > &con, const ROL::Vector< Real > &x, const Real mu=1.0)
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply Hessian approximation to vector.
Teuchos::RCP< Vector< Real > > dl1_
Teuchos::RCP< Objective< Real > > obj_
Teuchos::RCP< Vector< Real > > l1_
Teuchos::RCP< Vector< Real > > getGradient(void) const