ROL
ROL_PrimalDualPreconditioner.hpp
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43 
44 #ifndef ROL_PRIMALDUALPRECONDITIONER_H
45 #define ROL_PRIMALDUALPRECONDITIONER_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>
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> > xlam_;
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  PrimalDualPreconditioner(const Teuchos::RCP<Objective<Real> > &obj,
73  const Teuchos::RCP<BoundConstraint<Real> > &con,
74  const Teuchos::RCP<Vector<Real> > &x,
75  const Teuchos::RCP<Vector<Real> > &xlam )
76  : obj_(obj), con_(con), x_(x), xlam_(xlam), secant_(Teuchos::null), eps_(0.0) {
77  v_ = x_->clone();
78  useSecant_ = false;
79  }
80 
81  PrimalDualPreconditioner(const Teuchos::RCP<Secant<Real> > &secant,
82  const Teuchos::RCP<Objective<Real> > &obj,
83  const Teuchos::RCP<BoundConstraint<Real> > &con,
84  const Teuchos::RCP<Vector<Real> > &x,
85  const Teuchos::RCP<Vector<Real> > &xlam, bool useSecant = true )
86  : obj_(obj), con_(con), x_(x), xlam_(xlam), secant_(secant), eps_(0.0) {
87  v_ = x_->clone();
88  useSecant_ = useSecant;
89  }
90 
98  void apply( Vector<Real> &Hv, const Vector<Real> &v, Real &tol ) const {
99  v_->set(v);
100  con_->pruneActive(*v_,*xlam_,eps_);
101  if ( useSecant_ && secant_ != Teuchos::null ) {
102  secant_->applyH(Hv,*v_,*x_);
103  }
104  else {
105  obj_->precond(Hv,*v_,*x_,tol);
106  }
107  con_->pruneActive(Hv,*xlam_,eps_);
108  }
109 
110 }; // class Preconditioner
111 
112 } // namespace ROL
113 
114 #endif
Provides the interface to evaluate objective functions.
void apply(Vector< Real > &Hv, const Vector< Real > &v, Real &tol) const
Apply preconditioner.
const Teuchos::RCP< Objective< Real > > obj_
const Teuchos::RCP< BoundConstraint< Real > > con_
PrimalDualPreconditioner(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 > > &xlam, bool useSecant=true)
Contains definitions of custom data types in ROL.
const Teuchos::RCP< Secant< Real > > secant_
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:74
Provides interface for and implements limited-memory secant operators.
Definition: ROL_Secant.hpp:68
PrimalDualPreconditioner(const Teuchos::RCP< Objective< Real > > &obj, const Teuchos::RCP< BoundConstraint< Real > > &con, const Teuchos::RCP< Vector< Real > > &x, const Teuchos::RCP< Vector< Real > > &xlam)
Provides the interface to apply a linear operator.
Provides the interface to apply upper and lower bound constraints.
const Teuchos::RCP< Vector< Real > > xlam_
const Teuchos::RCP< Vector< Real > > x_