/usr/include/trilinos/ROL_QuadraticObjective.hpp is in libtrilinos-rol-dev 12.10.1-3.
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// Rapid Optimization Library (ROL) Package
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#ifndef ROL_QUADRATIC_OBJECTIVE_H
#define ROL_QUADRATIC_OBJECTIVE_H
#include "ROL_Objective.hpp"
#include "ROL_Vector.hpp"
#include "Teuchos_RCP.hpp"
/** @ingroup func_group
\class ROL::QuadraticObjective
\brief Provides the interface to evaluate quadratic objective functions.
This class implements the quadratic objective function
\f[
f(x) = \langle Hx, x\rangle_{\mathcal{X}^*,\mathcal{X}}
+ \langle c, x\rangle_{\mathcal{X}^*,\mathcal{X}}
\f]
for fixed \f$H\in\mathcal{L}(\mathcal{X},\mathcal{X}^*)\f$ and
\f$c\in\mathcal{X}^*\f$.
---
*/
namespace ROL {
template <class Real>
class QuadraticObjective : public Objective<Real> {
private:
const Teuchos::RCP<const LinearOperator<Real> > op_;
const Teuchos::RCP<const Vector<Real> > vec_;
Teuchos::RCP<Vector<Real> > tmp_;
public:
QuadraticObjective(const Teuchos::RCP<const LinearOperator<Real> > &op,
const Teuchos::RCP<const Vector<Real> > &vec)
: op_(op), vec_(vec) {
tmp_ = vec_->dual().clone();
}
Real value( const Vector<Real> &x, Real &tol ) {
op_->apply(*tmp_,x,tol);
tmp_->scale(0.5); tmp_->plus(*vec_);
return x.dot(tmp_->dual());
}
void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
op_->apply(*tmp_,x,tol);
g.set(*tmp_); g.plus(*vec_);
}
void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
op_->apply(hv,v,tol);
}
void invHessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
op_->applyInverse(hv,v,tol);
}
}; // class QuadraticObjective
} // namespace ROL
#endif
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