ROL
ROL_ProjectedPreconditioner.hpp
Go to the documentation of this file.
1 // @HEADER
2 // ************************************************************************
3 //
4 // Rapid Optimization Library (ROL) Package
5 // Copyright (2014) Sandia Corporation
6 //
7 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
8 // license for use of this work by or on behalf of the U.S. Government.
9 //
10 // Redistribution and use in source and binary forms, with or without
11 // modification, are permitted provided that the following conditions are
12 // met:
13 //
14 // 1. Redistributions of source code must retain the above copyright
15 // notice, this list of conditions and the following disclaimer.
16 //
17 // 2. Redistributions in binary form must reproduce the above copyright
18 // notice, this list of conditions and the following disclaimer in the
19 // documentation and/or other materials provided with the distribution.
20 //
21 // 3. Neither the name of the Corporation nor the names of the
22 // contributors may be used to endorse or promote products derived from
23 // this software without specific prior written permission.
24 //
25 // THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
26 // EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
27 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
28 // PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
29 // CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
30 // EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
31 // PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
32 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
33 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
34 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
35 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
36 //
37 // Questions? Contact lead developers:
38 // Drew Kouri (dpkouri@sandia.gov) and
39 // Denis Ridzal (dridzal@sandia.gov)
40 //
41 // ************************************************************************
42 // @HEADER
43 
44 #ifndef ROL_PROJECTEDPRECONDITIONER_H
45 #define ROL_PROJECTEDPRECONDITIONER_H
46 
47 #include "ROL_LinearOperator.hpp"
48 #include "ROL_Objective.hpp"
49 #include "ROL_BoundConstraint.hpp"
50 #include "ROL_Types.hpp"
51 
52 
53 namespace ROL {
54 
55 template <class Real>
57 private:
58 
59  const Teuchos::RCP<Objective<Real> > obj_;
60  const Teuchos::RCP<BoundConstraint<Real> > con_;
61  const Teuchos::RCP<const Vector<Real> > x_;
62  const Teuchos::RCP<const Vector<Real> > g_;
63  Teuchos::RCP<Vector<Real> > v_;
64 
65  const Teuchos::RCP<Secant<Real> > secant_;
66 
67  bool useSecant_;
68 
69  Real eps_;
70 
71 public:
72 
73  ProjectedPreconditioner(const Teuchos::RCP<Objective<Real> > &obj,
74  const Teuchos::RCP<BoundConstraint<Real> > &con,
75  const Teuchos::RCP<Vector<Real> > &x,
76  const Teuchos::RCP<Vector<Real> > &g )
77  : obj_(obj), con_(con), x_(x), g_(g), secant_(Teuchos::null), eps_(0.0) {
78  if ( con_->isActivated() ) {
79  v_ = x_->clone();
80  }
81  useSecant_ = false;
82  }
83 
84  ProjectedPreconditioner(const Teuchos::RCP<Secant<Real> > &secant,
85  const Teuchos::RCP<Objective<Real> > &obj,
86  const Teuchos::RCP<BoundConstraint<Real> > &con,
87  const Teuchos::RCP<Vector<Real> > &x,
88  const Teuchos::RCP<Vector<Real> > &g, bool useSecant = true )
89  : obj_(obj), con_(con), x_(x), g_(g), secant_(secant), eps_(0.0) {
90  if ( con_->isActivated() ) {
91  v_ = g_->clone();
92  }
93  useSecant_ = useSecant;
94  }
95 
96  void setData(Real eps = 0.0) {
97  eps_ = eps;
98  }
99 
107  void apply( Vector<Real> &Hv, const Vector<Real> &v, Real &tol ) const {
108  if ( con_->isActivated() ) {
109  v_->set(v);
110  con_->pruneActive(*v_,*g_,*x_,eps_);
111  if ( useSecant_ && secant_ != Teuchos::null ) {
112  secant_->applyH(Hv,*v_,*x_);
113  }
114  else {
115  obj_->precond(Hv,*v_,*x_,tol);
116  }
117  con_->pruneActive(Hv,*g_,*x_,eps_);
118  v_->set(v);
119  con_->pruneInactive(*v_,*g_,*x_,eps_);
120  Hv.plus(v_->dual());
121  }
122  else {
123  if ( useSecant_ && secant_ != Teuchos::null ) {
124  secant_->applyH(Hv,v,*x_);
125  }
126  else {
127  obj_->precond(Hv,v,*x_,tol);
128  }
129  }
130  }
131 
132 }; // class Preconditioner
133 
134 } // namespace ROL
135 
136 #endif
const Teuchos::RCP< const Vector< Real > > x_
Provides the interface to evaluate objective functions.
virtual void plus(const Vector &x)=0
Compute , where .
Contains definitions of custom data types in ROL.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:74
const Teuchos::RCP< const Vector< Real > > g_
Provides interface for and implements limited-memory secant operators.
Definition: ROL_Secant.hpp:68
const Teuchos::RCP< Secant< Real > > secant_
Provides the interface to apply a linear operator.
Provides the interface to apply upper and lower bound constraints.
const Teuchos::RCP< Objective< Real > > obj_
ProjectedPreconditioner(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)
ProjectedPreconditioner(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.
Teuchos::RCP< Vector< Real > > v_
const Teuchos::RCP< BoundConstraint< Real > > con_