ROL
ROL_QuadraticObjective.hpp
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43
44#ifndef ROL_QUADRATIC_OBJECTIVE_H
45#define ROL_QUADRATIC_OBJECTIVE_H
46
47#include "ROL_Objective.hpp"
48#include "ROL_Vector.hpp"
49#include "ROL_Ptr.hpp"
50
67namespace ROL {
68
69template<typename Real>
70class QuadraticObjective : public Objective<Real> {
71private:
72 const Ptr<const LinearOperator<Real>> H_;
73 const Ptr<const Vector<Real>> g_;
74 const Real c_;
75 Ptr<Vector<Real>> tmp_;
76
77public:
78 QuadraticObjective(const Ptr<const LinearOperator<Real>> &H,
79 const Ptr<const Vector<Real>> &g,
80 Real c = Real(0));
81
82 Real value( const Vector<Real> &x, Real &tol ) override;
83 void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) override;
84 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) override;
85 void invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) override;
86
87}; // class QuadraticObjective
88
89} // namespace ROL
90
92
93#endif
Provides the interface to apply a linear operator.
Provides the interface to evaluate objective functions.
Provides the interface to evaluate quadratic objective functions.
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol) override
Compute gradient.
const Ptr< const Vector< Real > > g_
const Ptr< const LinearOperator< Real > > H_
void invHessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply inverse Hessian approximation to vector.
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply Hessian approximation to vector.
Real value(const Vector< Real > &x, Real &tol) override
Compute value.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84