ROL
ROL_TrustRegionModel_U.hpp
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43 
44 #ifndef ROL_TRUSTREGIONMODEL_U_H
45 #define ROL_TRUSTREGIONMODEL_U_H
46 
47 #include "ROL_Objective.hpp"
48 #include "ROL_SecantFactory.hpp"
50 
63 namespace ROL {
64 
65 template<typename Real>
66 class TrustRegionModel_U : public Objective<Real> {
67 private:
68  Ptr<Objective<Real>> obj_;
69  Ptr<const Vector<Real>> x_, g_;
70  Ptr<Vector<Real>> dual_;
71 
72  Ptr<Secant<Real>> secant_;
75 
76 protected:
77  /***************************************************************************/
78  /********* BEGIN WRAPPERS FOR HESSIAN/PRECOND APPLICATION ****************/
79  /***************************************************************************/
80  void applyHessian(Vector<Real> &hv, const Vector<Real> &v, Real &tol) {
81  if ( useSecantHessVec_ && secant_ != nullPtr ) {
82  secant_->applyB(hv,v);
83  }
84  else {
85  obj_->hessVec(hv,v,*x_,tol);
86  }
87  }
88 
89  void applyInvHessian(Vector<Real> &hv, const Vector<Real> &v, Real &tol) {
90  if ( useSecantHessVec_ && secant_ != nullPtr ) {
91  secant_->applyH(hv,v);
92  }
93  else {
94  obj_->invHessVec(hv,v,*x_,tol);
95  }
96  }
97 
98  void applyPrecond(Vector<Real> &Pv, const Vector<Real> &v, Real &tol) {
99  if ( useSecantPrecond_ && secant_ != nullPtr ) {
100  secant_->applyH(Pv,v);
101  }
102  else {
103  obj_->precond(Pv,v,*x_,tol);
104  }
105  }
106  /***************************************************************************/
107  /********* END WRAPPERS FOR HESSIAN/PRECOND APPLICATION ******************/
108  /***************************************************************************/
109 
110 public:
111 
112  virtual ~TrustRegionModel_U() {}
113 
114  TrustRegionModel_U(ParameterList &list,
115  const Ptr<Secant<Real>> &secant = nullPtr,
117  : obj_(nullPtr), x_(nullPtr), g_(nullPtr), secant_(secant) {
118  ParameterList &slist = list.sublist("General").sublist("Secant");
119  useSecantPrecond_ = slist.get("Use as Preconditioner", false);
120  useSecantHessVec_ = slist.get("Use as Hessian", false);
121  if (secant_ == nullPtr) {
122  secant_ = SecantFactory<Real>(list,mode);
123  }
124  }
125 
126  void initialize(const Vector<Real> &x, const Vector<Real> &g) {
127  dual_ = g.clone();
128  }
129 
130  // Some versions of Clang will issue a warning that update hides and
131  // overloaded virtual function without this using declaration
133 
135  const Vector<Real> &x,
136  const Vector<Real> &g,
137  ETrustRegionU etr) {
138  if ( !useSecantHessVec_ &&
139  (etr == TRUSTREGION_U_DOGLEG || etr == TRUSTREGION_U_DOUBLEDOGLEG) ) {
140  try {
141  Real htol = std::sqrt(ROL_EPSILON<Real>());
142  Ptr<Vector<Real>> v = g.clone();
143  Ptr<Vector<Real>> hv = x.clone();
144  obj.invHessVec(*hv,*v,x,htol);
145  }
146  catch (std::exception &e) {
147  useSecantHessVec_ = true;
148  }
149  }
150  }
151 
152  virtual void setData(Objective<Real> &obj,
153  const Vector<Real> &x,
154  const Vector<Real> &g) {
155  obj_ = makePtrFromRef(obj);
156  x_ = makePtrFromRef(x);
157  g_ = makePtrFromRef(g);
158  }
159 
160  void update(const Vector<Real> &x, const Vector<Real> &s,
161  const Vector<Real> &gold, const Vector<Real> &gnew,
162  const Real snorm, const int iter) {
163  // Update Secant Information
165  secant_->updateStorage(x,gnew,gold,s,snorm,iter);
166  }
167  }
168 
169  /***************************************************************************/
170  /********* BEGIN OBJECTIVE FUNCTION DEFINITIONS **************************/
171  /***************************************************************************/
172  virtual Real value( const Vector<Real> &s, Real &tol ) override {
173  applyHessian(*dual_,s,tol);
174  dual_->scale(static_cast<Real>(0.5));
175  dual_->plus(*g_);
176  //return dual_->dot(s.dual());
177  return dual_->apply(s);
178  }
179 
180  virtual void gradient( Vector<Real> &g, const Vector<Real> &s, Real &tol ) override {
181  applyHessian(g,s,tol);
182  g.plus(*g_);
183  }
184 
185  virtual void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &s, Real &tol ) override {
186  applyHessian(hv,v,tol);
187  }
188 
189  virtual void invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &s, Real &tol ) override {
190  applyInvHessian(hv,v,tol);
191  }
192 
193  virtual void precond( Vector<Real> &Pv, const Vector<Real> &v, const Vector<Real> &s, Real &tol ) override {
194  applyPrecond(Pv,v,tol);
195  }
196  /***************************************************************************/
197  /********* END OBJECTIVE FUNCTION DEFINITIONS ****************************/
198  /***************************************************************************/
199 
200  /***************************************************************************/
201  /********* BEGIN ACCESSOR FUNCTIONS **************************************/
202  /***************************************************************************/
203  virtual const Ptr<const Vector<Real>> getGradient(void) const {
204  return g_;
205  }
206 
207  virtual const Ptr<const Vector<Real>> getIterate(void) const {
208  return x_;
209  }
210 
211  virtual const Ptr<Objective<Real>> getObjective(void) const {
212  return obj_;
213  }
214  /***************************************************************************/
215  /********* END ACCESSOR FUNCTIONS ****************************************/
216  /***************************************************************************/
217 
218 }; // class TrustRegionModel_U
219 
220 } // namespace ROL
221 
222 
223 #endif
Provides the interface to evaluate objective functions.
Ptr< Objective< Real > > obj_
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
virtual void setData(Objective< Real > &obj, const Vector< Real > &x, const Vector< Real > &g)
virtual Real value(const Vector< Real > &s, Real &tol) override
Compute value.
virtual void plus(const Vector &x)=0
Compute , where .
virtual void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &s, Real &tol) override
Apply inverse Hessian approximation to vector.
Ptr< Secant< Real > > secant_
virtual void gradient(Vector< Real > &g, const Vector< Real > &s, Real &tol) override
Compute gradient.
Ptr< const Vector< Real > > x_
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
void validate(Objective< Real > &obj, const Vector< Real > &x, const Vector< Real > &g, ETrustRegionU etr)
void initialize(const Vector< Real > &x, const Vector< Real > &g)
virtual const Ptr< Objective< Real > > getObjective(void) const
virtual void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &s, Real &tol) override
Apply Hessian approximation to vector.
Provides the interface to evaluate trust-region model functions.
Contains definitions of enums for trust region algorithms.
ESecantMode
Definition: ROL_Secant.hpp:57
Provides interface for and implements limited-memory secant operators.
Definition: ROL_Secant.hpp:79
virtual void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply inverse Hessian approximation to vector.
Ptr< const Vector< Real > > g_
void applyPrecond(Vector< Real > &Pv, const Vector< Real > &v, Real &tol)
virtual const Ptr< const Vector< Real > > getGradient(void) const
void update(const Vector< Real > &x, const Vector< Real > &s, const Vector< Real > &gold, const Vector< Real > &gnew, const Real snorm, const int iter)
ETrustRegionU
Enumeration of trust-region solver types.
void applyHessian(Vector< Real > &hv, const Vector< Real > &v, Real &tol)
TrustRegionModel_U(ParameterList &list, const Ptr< Secant< Real >> &secant=nullPtr, ESecantMode mode=SECANTMODE_BOTH)
virtual const Ptr< const Vector< Real > > getIterate(void) const
void applyInvHessian(Vector< Real > &hv, const Vector< Real > &v, Real &tol)
virtual void precond(Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &s, Real &tol) override
Apply preconditioner to vector.