/usr/include/trilinos/ROL_ObjectiveFromBoundConstraint.hpp is in libtrilinos-rol-dev 12.10.1-3.
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#ifndef ROL_OBJECTIVE_FROM_BOUND_CONSTRAINT_H
#define ROL_OBJECTIVE_FROM_BOUND_CONSTRAINT_H
#include "ROL_Objective.hpp"
#include "ROL_BoundConstraint.hpp"
#include "Teuchos_ParameterList.hpp"
namespace ROL {
/** @ingroup func_group
\class ROL::ObjectiveFromBoundConstraint
\brief Create a penalty objective from upper and lower bound vectors
*/
template <class Real>
class ObjectiveFromBoundConstraint : public Objective<Real> {
typedef Vector<Real> V;
typedef Elementwise::Axpy<Real> Axpy;
typedef Elementwise::Aypx<Real> Aypx;
typedef Elementwise::Scale<Real> Scale;
typedef Elementwise::Reciprocal<Real> Reciprocal;
typedef Elementwise::Power<Real> Power;
typedef Elementwise::Logarithm<Real> Logarithm;
typedef Elementwise::Multiply<Real> Multiply;
typedef Elementwise::Heaviside<Real> Heaviside;
typedef Elementwise::ThresholdUpper<Real> ThresholdUpper;
typedef Elementwise::ThresholdLower<Real> ThresholdLower;
typedef Elementwise::ReductionSum<Real> Sum;
typedef Elementwise::UnaryFunction<Real> UnaryFunction;
enum EBarrierType {
BARRIER_LOGARITHM = 0,
BARRIER_QUADRATIC,
BARRIER_DOUBLEWELL,
BARRIER_LAST
} eBarrierType_;
inline std::string EBarrierToString( EBarrierType type ) {
std::string retString;
switch(type) {
case BARRIER_LOGARITHM:
retString = "Logarithmic";
break;
case BARRIER_QUADRATIC:
retString = "Quadratic";
break;
case BARRIER_DOUBLEWELL:
retString = "Double Well";
break;
case BARRIER_LAST:
retString = "Last Type (Dummy)";
break;
default:
retString = "Invalid EBarrierType";
break;
}
return retString;
}
inline EBarrierType StringToEBarrierType( std::string s ) {
s = removeStringFormat(s);
EBarrierType type = BARRIER_LOGARITHM;
for( int to = BARRIER_LOGARITHM; to != BARRIER_LAST; ++to ) {
type = static_cast<EBarrierType>(to);
if( !s.compare(removeStringFormat(EBarrierToString(type))) ) {
return type;
}
}
return type;
}
private:
const Teuchos::RCP<const V> lo_;
const Teuchos::RCP<const V> up_;
Teuchos::RCP<V> a_; // scratch vector
Teuchos::RCP<V> b_; // scratch vector
EBarrierType btype_;
public:
ObjectiveFromBoundConstraint( const BoundConstraint<Real> &bc,
Teuchos::ParameterList &parlist ) :
lo_( bc.getLowerVectorRCP() ),
up_( bc.getUpperVectorRCP() ) {
a_ = lo_->clone();
b_ = up_->clone();
std::string bfstring = parlist.sublist("Barrier Function").get("Type","Logarithmic");
btype_ = StringToEBarrierType(bfstring);
}
ObjectiveFromBoundConstraint( const BoundConstraint<Real> &bc ) :
lo_( bc.getLowerVectorRCP() ),
up_( bc.getUpperVectorRCP() )
{
a_ = lo_->clone();
b_ = up_->clone();
}
Real value( const Vector<Real> &x, Real &tol ) {
Teuchos::RCP<UnaryFunction> func;
switch(btype_) {
case BARRIER_LOGARITHM:
a_->set(*lo_); // a = l
a_->applyBinary(Aypx(-1.0),x); // a = x-l
a_->applyUnary(Logarithm()); // a = log(x-l)
a_->applyUnary(Scale(-1.0)); // a = -log(x-l)
b_->set(x); // b = x
b_->applyBinary(Aypx(-1.0),*up_); // b = u-x
b_->applyUnary(Logarithm()); // b = log(u-x)
b_->applyUnary(Scale(-1.0)); // b = -log(u-x)
b_->plus(*a_); // b = -log(x-l)-log(u-x)
break;
case BARRIER_QUADRATIC:
a_->set(*lo_); // a = l
a_->applyBinary(Aypx(-1.0),x); // a = x-l
a_->applyUnary(ThresholdLower(0.0)); // a = min(x-l,0)
a_->applyUnary(Power(2.0)); // a = min(x-l,0)^2
b_->set(*up_); // b = u
b_->applyBinary(Aypx(-1.0),x); // b = x-u
b_->applyUnary(ThresholdUpper(0.0)); // b = max(x-u,0)
b_->applyUnary(Power(2.0)); // b = max(x-u,0)^2
b_->plus(*a_); // b = min(x-l,0)^2 + max(x-u,0)^2
break;
case BARRIER_DOUBLEWELL:
a_->set(*lo_); // a = l
a_->applyBinary(Aypx(-1.0),x); // a = x-l
a_->applyUnary(Power(2.0)); // a = (x-l)^2
b_->set(x); // b = x
b_->applyBinary(Aypx(-1.0),*up_); // b = u-x
b_->applyUnary(Power(2.0)); // b = (u-x)^2
b_->applyBinary(Multiply(),*a_); // b = (x-l)^2*(u-x)^2
break;
default:
TEUCHOS_TEST_FOR_EXCEPTION(true,std::invalid_argument,
">>>(ObjectiveFromBoundConstraint::value): Undefined barrier function type!");
break;
}
Real result = b_->reduce(Sum());
return result;
}
void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
switch(btype_) {
case BARRIER_LOGARITHM:
a_->set(*lo_); // a = l
a_->applyBinary(Aypx(-1.0),x); // a = x-l
a_->applyUnary(Reciprocal()); // a = 1/(x-l)
a_->applyUnary(Scale(-1.0)); // a = -1/(x-l)
b_->set(x); // b = x
b_->applyBinary(Aypx(-1.0),*up_); // b = u-x
b_->applyUnary(Reciprocal()); // b = 1/(u-x)
b_->plus(*a_); // b = -1/(x-l)+1/(u-x)
break;
case BARRIER_QUADRATIC:
a_->set(*lo_); // a = l
a_->applyBinary(Aypx(-1.0),x); // a = x-l
a_->applyUnary(ThresholdLower(0.0)); // a = min(x-l,0)
b_->set(*up_); // b = u
b_->applyBinary(Aypx(-1.0),x); // b = x-u
b_->applyUnary(ThresholdUpper(0.0)); // b = max(x-u,0)
b_->plus(*a_); // b = max(x-u,0) + min(x-l,0)
b_->scale(2.0); // b = 2*max(x-u,0) + 2*min(x-l,0)
break;
case BARRIER_DOUBLEWELL:
a_->set(*lo_); // a = l
a_->applyBinary(Aypx(-1.0),x); // a = x-l
b_->set(x); // b = x
b_->applyBinary(Aypx(-1.0),*up_); // b = u-x
a_->applyBinary(Aypx(-1.0),*b_); // a = (u-x)-(x-l)
a_->applyUnary(Scale(2.0)); // a = 2*[(u-x)-(x-l)]
b_->set(x); // b = x
b_->applyBinary(Aypx(-1.0),*up_); // b = u-x
a_->applyBinary(Multiply(),*b_); // a = [(u-x)-(x-l)]*(u-x);
b_->set(*lo_); // b = l
b_->applyBinary(Aypx(-1.0),x); // b = x-l
b_->applyBinary(Multiply(),*a_); // b = [(u-x)-(x-l)]*(u-x)*(x-l)
break;
default:
TEUCHOS_TEST_FOR_EXCEPTION(true,std::invalid_argument,
">>>(ObjectiveFromBoundConstraint::gradient): Undefined barrier function type!");
break;
}
g.set(*b_);
}
void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
switch(btype_) {
case BARRIER_LOGARITHM:
a_->set(*lo_); // a = l
a_->applyBinary(Axpy(-1.0),x); // a = x-l
a_->applyUnary(Reciprocal()); // a = 1/(x-l)
a_->applyUnary(Power(2.0)); // a = 1/(x-l)^2
b_->set(x); // b = x
b_->applyBinary(Axpy(-1.0),*up_); // b = u-x
b_->applyUnary(Reciprocal()); // b = 1/(u-x)
b_->applyUnary(Power(2.0)); // b = 1/(u-x)^2
b_->plus(*a_); // b = 1/(x-l)^2 + 1/(u-x)^2
break;
case BARRIER_QUADRATIC:
a_->set(*lo_); // a = l
a_->applyBinary(Axpy(-1.0),x); // a = x-l
a_->scale(-1.0); // a = l-x
a_->applyUnary(Heaviside()); // a = theta(l-x)
b_->set(*up_); // b = u
b_->applyBinary(Axpy(-1.0),x); // b = x-u
b_->applyUnary(Heaviside()); // b = theta(x-u)
b_->plus(*a_); // b = theta(l-x) + theta(x-u)
b_->scale(2.0); // b = 2*theta(l-x) + 2*theta(x-u)
break;
case BARRIER_DOUBLEWELL:
a_->set(*lo_); // a = l
a_->applyBinary(Axpy(-1.0),x); // a = x-l
b_->set(x); // b = x
b_->applyBinary(Axpy(-1.0),*up_); // b = u-x
b_->applyBinary(Multiply(),*a_); // b = (u-x)*(x-l)
b_->applyUnary(Scale(-8.0)); // b = -8*(u-x)*(x-l)
a_->applyUnary(Power(2.0)); // a = (x-l)^2
a_->applyUnary(Scale(2.0)); // a = 2*(x-l)^2
b_->applyBinary(Axpy(1.0),*a_); // b = 2*(x-l)^2-8*(u-x)*(x-l)
a_->set(x); // a = x
a_->applyBinary(Axpy(-1.0),*up_); // a = u-x
a_->applyUnary(Power(2.0)); // a = (u-x)^2
a_->applyUnary(Scale(2.0)); // a = 2*(u-x)^2
b_->plus(*a_); // b = 2*(u-x)^2-8*(u-x)*(x-l)+2*(x-l)
break;
default:
TEUCHOS_TEST_FOR_EXCEPTION(true,std::invalid_argument,
">>>(ObjectiveFromBoundConstraint::hessVec): Undefined barrier function type!");
break;
}
hv.set(v);
hv.applyBinary(Multiply(),*b_);
}
// For testing purposes
Teuchos::RCP<Vector<Real> > getBarrierVector(void) {
return b_;
}
}; // class ObjectiveFromBoundConstraint
}
#endif // ROL_OBJECTIVE_FROM_BOUND_CONSTRAINT_H
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