ROL
ROL_SumOfSquares.hpp
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43 
49 #ifndef USE_HESSVEC
50 #define USE_HESSVEC 1
51 #endif
52 
53 #ifndef ROL_SUMOFSQUARES_HPP
54 #define ROL_SUMOFSQUARES_HPP
55 
56 #include "ROL_StdVector.hpp"
57 #include "ROL_Objective.hpp"
58 
59 namespace ROL {
60 namespace ZOO {
61 
64  template<class Real>
65  class Objective_SumOfSquares : public Objective<Real> {
66  public:
67  Real value( const Vector<Real> &x, Real &tol ) {
68 
69  return x.dot(x);
70  }
71 
72  void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
73  g.set(x);
74  g.scale(2.0);
75  }
76 #if USE_HESSVEC
77  void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
78  hv.set(v);
79  hv.scale(2.0);
80  }
81 #endif
82  void invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
83 
84  hv.set(v);
85  hv.scale(0.5);
86  }
87  };
88 
89  template<class Real>
90  void getSumOfSquares( Teuchos::RCP<Objective<Real> > &obj, Vector<Real> &x0, Vector<Real> &x ) {
91 
92  typedef std::vector<Real> vector;
93  typedef StdVector<Real> SV;
94 
95  typedef typename vector::size_type uint;
96 
97  using Teuchos::RCP;
98  using Teuchos::dyn_cast;
99 
100  // Cast Initial Guess and Solution Vectors
101  RCP<vector> x0p = dyn_cast<SV>(x0).getVector();
102  RCP<vector> xp = dyn_cast<SV>(x).getVector();
103 
104  uint n = xp->size();
105  // Resize Vectors
106  n = 100;
107  x0p->resize(n);
108  xp->resize(n);
109  // Instantiate Objective Function
110  obj = Teuchos::rcp( new Objective_SumOfSquares<Real> );
111  // Get Initial Guess
112  for ( uint i=0; i<n; i++) {
113  (*x0p)[i] = 1.0;
114  }
115  // Get Solution
116  for( uint i=0; i<n; i++ ) {
117  (*xp)[i] = 0.0;
118  }
119  }
120 
121 } // End ZOO Namespace
122 } // End ROL Namespace
123 
124 #endif
Provides the interface to evaluate objective functions.
virtual void scale(const Real alpha)=0
Compute where .
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
void getSumOfSquares(Teuchos::RCP< Objective< Real > > &obj, Vector< Real > &x0, Vector< Real > &x)
virtual void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply Hessian approximation to vector.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:74
virtual Real dot(const Vector &x) const =0
Compute where .
Sum of squares function.
Provides the std::vector implementation of the ROL::Vector interface.
Real value(const Vector< Real > &x, Real &tol)
Compute value.
virtual void set(const Vector &x)
Set where .
Definition: ROL_Vector.hpp:196
void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply inverse Hessian approximation to vector.