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  return x.dot(x);
69  }
70 
71  void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
72  g.set(x);
73  g.scale(2.0);
74  }
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 
83  void invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
84  hv.set(v);
85  hv.scale(0.5);
86  }
87 };
88 
89 template<class Real>
90 void getSumOfSquares( Teuchos::RCP<Objective<Real> > &obj,
91  Teuchos::RCP<Vector<Real> > &x0,
92  Teuchos::RCP<Vector<Real> > &x ) {
93  // Problem dimension
94  int n = 100;
95 
96  // Get Initial Guess
97  Teuchos::RCP<std::vector<Real> > x0p = Teuchos::rcp(new std::vector<Real>(n,1.0));
98  x0 = Teuchos::rcp(new StdVector<Real>(x0p));
99 
100  // Get Solution
101  Teuchos::RCP<std::vector<Real> > xp = Teuchos::rcp(new std::vector<Real>(n,0.0));
102  x = Teuchos::rcp(new StdVector<Real>(xp));
103 
104  // Instantiate Objective Function
105  obj = Teuchos::rcp(new Objective_SumOfSquares<Real>);
106 }
107 
108 } // End ZOO Namespace
109 } // End ROL Namespace
110 
111 #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.
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.
void getSumOfSquares(Teuchos::RCP< Objective< Real > > &obj, Teuchos::RCP< Vector< Real > > &x0, Teuchos::RCP< Vector< Real > > &x)
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.