ROL
ROL_SimulatedObjective.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_SIMULATED_OBJECTIVE_H
45 #define ROL_SIMULATED_OBJECTIVE_H
46 
47 #include "ROL_SimulatedVector.hpp"
48 #include "ROL_Objective_SimOpt.hpp"
49 
50 namespace ROL {
51 
52 template <class Real>
53 class SimulatedObjective : public Objective<Real> {
54 private:
55  const Teuchos::RCP<SampleGenerator<Real> > sampler_;
56  const Teuchos::RCP<Objective_SimOpt<Real> > pobj_;
57 
58 public:
59 
60  virtual ~SimulatedObjective() {}
61 
62  SimulatedObjective(const Teuchos::RCP<SampleGenerator<Real> > & sampler,
63  const Teuchos::RCP<Objective_SimOpt<Real> > & pobj)
64  : sampler_(sampler), pobj_(pobj) {}
65 
66  Real value(const Vector<Real> &x,
67  Real &tol) {
68  const Vector_SimOpt<Real> &uz = Teuchos::dyn_cast<const Vector_SimOpt<Real> >(x);
69  Teuchos::RCP<const Vector<Real> > uptr = uz.get_1();
70  Teuchos::RCP<const Vector<Real> > zptr = uz.get_2();
71  const SimulatedVector<Real> &pu = Teuchos::dyn_cast<const SimulatedVector<Real> >(*uptr);
72 
73  std::vector<Real> param;
74  Real weight(0);
75  Real val = 0;
76  Real tmpval = 0;
77  Real tmpsum = 0;
78  for (typename std::vector<SimulatedVector<Real> >::size_type i=0; i<pu.numVectors(); ++i) {
79  param = sampler_->getMyPoint(static_cast<int>(i));
80  weight = sampler_->getMyWeight(static_cast<int>(i));
81  pobj_->setParameter(param);
82  tmpval = pobj_->value(*(pu.get(i)), *zptr, tol);
83  tmpsum += tmpval*weight;
84  }
85  sampler_->sumAll(&tmpsum, &val, 1);
86  return val;
87  }
88 
89  virtual void gradient(Vector<Real> &g,
90  const Vector<Real> &x,
91  Real &tol) {
92  g.zero();
93  // split x
94  const Vector_SimOpt<Real> &xuz = Teuchos::dyn_cast<const Vector_SimOpt<Real> >(x);
95  Teuchos::RCP<const Vector<Real> > xuptr = xuz.get_1();
96  Teuchos::RCP<const Vector<Real> > xzptr = xuz.get_2();
97  const SimulatedVector<Real> &pxu = Teuchos::dyn_cast<const SimulatedVector<Real> >(*xuptr);
98  // split g
99  Vector_SimOpt<Real> &guz = Teuchos::dyn_cast<Vector_SimOpt<Real> >(g);
100  Teuchos::RCP<Vector<Real> > guptr = guz.get_1();
101  Teuchos::RCP<Vector<Real> > gzptr = guz.get_2();
102  SimulatedVector<Real> &pgu = Teuchos::dyn_cast<SimulatedVector<Real> >(*guptr);
103 
104  std::vector<Real> param;
105  Real weight(0);
106  Teuchos::RCP<Vector<Real> > tmp1 = gzptr->clone();
107  Teuchos::RCP<Vector<Real> > tmp2 = gzptr->clone();
108  for (typename std::vector<SimulatedVector<Real> >::size_type i=0; i<pgu.numVectors(); ++i) {
109  param = sampler_->getMyPoint(static_cast<int>(i));
110  weight = sampler_->getMyWeight(static_cast<int>(i));
111  pobj_->setParameter(param);
112  Vector_SimOpt<Real> xi(Teuchos::rcp_const_cast<Vector<Real> >(pxu.get(i)), Teuchos::rcp_const_cast<Vector<Real> >(xzptr));
113  Vector_SimOpt<Real> gi(pgu.get(i), tmp1);
114  pobj_->gradient(gi, xi, tol);
115  gi.scale(weight);
116  tmp2->plus(*tmp1);
117  }
118  sampler_->sumAll(*tmp2, *gzptr);
119 
120  }
121 
122 
123  virtual void hessVec(Vector<Real> &hv,
124  const Vector<Real> &v,
125  const Vector<Real> &x,
126  Real &tol) {
127  hv.zero();
128  // split x
129  const Vector_SimOpt<Real> &xuz = Teuchos::dyn_cast<const Vector_SimOpt<Real> >(x);
130  Teuchos::RCP<const Vector<Real> > xuptr = xuz.get_1();
131  Teuchos::RCP<const Vector<Real> > xzptr = xuz.get_2();
132  const SimulatedVector<Real> &pxu = Teuchos::dyn_cast<const SimulatedVector<Real> >(*xuptr);
133  // split v
134  const Vector_SimOpt<Real> &vuz = Teuchos::dyn_cast<const Vector_SimOpt<Real> >(v);
135  Teuchos::RCP<const Vector<Real> > vuptr = vuz.get_1();
136  Teuchos::RCP<const Vector<Real> > vzptr = vuz.get_2();
137  const SimulatedVector<Real> &pvu = Teuchos::dyn_cast<const SimulatedVector<Real> >(*vuptr);
138  // split hv
139  Vector_SimOpt<Real> &hvuz = Teuchos::dyn_cast<Vector_SimOpt<Real> >(hv);
140  Teuchos::RCP<Vector<Real> > hvuptr = hvuz.get_1();
141  Teuchos::RCP<Vector<Real> > hvzptr = hvuz.get_2();
142  SimulatedVector<Real> &phvu = Teuchos::dyn_cast<SimulatedVector<Real> >(*hvuptr);
143 
144  std::vector<Real> param;
145  Real weight(0);
146  Teuchos::RCP<Vector<Real> > tmp1 = hvzptr->clone();
147  Teuchos::RCP<Vector<Real> > tmp2 = hvzptr->clone();
148  for (typename std::vector<SimulatedVector<Real> >::size_type i=0; i<phvu.numVectors(); ++i) {
149  param = sampler_->getMyPoint(static_cast<int>(i));
150  weight = sampler_->getMyWeight(static_cast<int>(i));
151  pobj_->setParameter(param);
152  Vector_SimOpt<Real> xi(Teuchos::rcp_const_cast<Vector<Real> >(pxu.get(i)), Teuchos::rcp_const_cast<Vector<Real> >(xzptr));
153  Vector_SimOpt<Real> vi(Teuchos::rcp_const_cast<Vector<Real> >(pvu.get(i)), Teuchos::rcp_const_cast<Vector<Real> >(vzptr));
154  Vector_SimOpt<Real> hvi(phvu.get(i), tmp1);
155  pobj_->hessVec(hvi, vi, xi, tol);
156  hvi.scale(weight);
157  tmp2->plus(*tmp1);
158  }
159  sampler_->sumAll(*tmp2, *hvzptr);
160  }
161 
162 }; // class SimulatedObjective
163 
164 } // namespace ROL
165 
166 #endif
Provides the interface to evaluate objective functions.
Provides the interface to evaluate simulation-based objective functions.
const Teuchos::RCP< SampleGenerator< Real > > sampler_
Defines the linear algebra or vector space interface for simulation-based optimization.
size_type numVectors() const
Teuchos::RCP< const Vector< Real > > get_2() const
virtual void zero()
Set to zero vector.
Definition: ROL_Vector.hpp:157
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:74
Defines the linear algebra of a vector space on a generic partitioned vector where the individual vec...
virtual void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply Hessian approximation to vector.
const Teuchos::RCP< Objective_SimOpt< Real > > pobj_
virtual void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Compute gradient.
Teuchos::RCP< const Vector< Real > > get_1() const
Real value(const Vector< Real > &x, Real &tol)
Compute value.
SimulatedObjective(const Teuchos::RCP< SampleGenerator< Real > > &sampler, const Teuchos::RCP< Objective_SimOpt< Real > > &pobj)
Teuchos::RCP< const Vector< Real > > get(size_type i) const