ROL_FletcherBase.hpp

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// @HEADER
// *****************************************************************************
//               Rapid Optimization Library (ROL) Package
//
// Copyright 2014 NTESS and the ROL contributors.
// SPDX-License-Identifier: BSD-3-Clause
// *****************************************************************************
// @HEADER
 
#ifndef ROL_FLETCHERBASE_H
#define ROL_FLETCHERBASE_H
 
#include "ROL_Objective.hpp"
#include "ROL_Constraint.hpp"
#include "ROL_Vector.hpp"
#include "ROL_Types.hpp"
#include "ROL_Ptr.hpp"
#include "ROL_KrylovFactory.hpp"
#include "ROL_PartitionedVector.hpp"
#include <iostream>
 
namespace ROL {
 
template <class Real>
class FletcherBase : public Objective<Real> {
 
protected:
  const Ptr<Objective<Real> > obj_;
  const Ptr<Constraint<Real> > con_;
 
  Real penaltyParameter_;
  Real quadPenaltyParameter_;
 
  // Evaluation counters
  int nfval_;
  int ngval_;
  int ncval_;
 
  Real fPhi_;                   // value of penalty function
  Ptr<Vector<Real> > gPhi_;     // gradient of penalty function
 
  Ptr<Vector<Real> > y_;        // multiplier estimate
 
  Real fval_;                   // value of objective function
  Ptr<Vector<Real> > g_;        // gradient of objective value
  Ptr<Vector<Real> > c_;        // constraint value
  Ptr<Vector<Real> > scaledc_;  // penaltyParameter_ * c_
  Ptr<Vector<Real> > gL_;       // gradient of Lagrangian (g - A*y)
 
  Real cnorm_;                  // norm of constraint violation
 
  bool isValueComputed_;
  bool isGradientComputed_;
  bool isMultiplierComputed_;
  bool isObjValueComputed_;
  bool isObjGradComputed_;
  bool isConValueComputed_;
 
  Real multSolverError_;         // Error from augmented system solve in value()
  Real gradSolveError_;          // Error from augmented system solve in gradient()
 
  Real delta_;                  // regularization parameter
 
  bool useInexact_;
 
  // For Augmented system solves
  Ptr<Krylov<Real> > krylov_;
  int iterKrylov_;
  int flagKrylov_;
  Ptr<Vector<Real> > v1_;
  Ptr<Vector<Real> > v2_;
  Ptr<PartitionedVector<Real> > vv_;
  Ptr<Vector<Real> > b1_;
  Ptr<Vector<Real> > b2_;
  Ptr<PartitionedVector<Real> > bb_;
  Ptr<Vector<Real> > w1_;
  Ptr<Vector<Real> > w2_;
  Ptr<PartitionedVector<Real> > ww_;
 
  void objValue(const Vector<Real>& x, Real &tol) {
    if( !isObjValueComputed_ ) {
      fval_ = obj_->value(x,tol); nfval_++;
      isObjValueComputed_ = true;
    }
  }
 
  void objGrad(const Vector<Real>& x, Real &tol) {
    if( !isObjGradComputed_ ) {
      obj_->gradient(*g_, x, tol); ngval_++;
      isObjGradComputed_ = true;
    }    
  }
 
  void conValue(const Vector<Real>&x, Real &tol) {
    if( !isConValueComputed_ ) {
      con_->value(*c_,x,tol); ncval_++;
      scaledc_->set(*c_);
      scaledc_->scale(penaltyParameter_);
      isConValueComputed_ = true;
    }
  }
 
  virtual void computeMultipliers(const Vector<Real>& x, Real tol) {}
 
public:
  FletcherBase(const ROL::Ptr<Objective<Real> > &obj,
               const ROL::Ptr<Constraint<Real> > &con)
  : obj_(obj), con_(con), nfval_(0), ngval_(0), ncval_(0), fPhi_(0), 
    isValueComputed_(false), isGradientComputed_(false),
    isMultiplierComputed_(false), isObjValueComputed_(false),
    isObjGradComputed_(false), isConValueComputed_(false),
    multSolverError_(0), gradSolveError_(0),
    iterKrylov_(0), flagKrylov_(0) {}
 
  // Accessors
  const Ptr<Vector<Real>> getLagrangianGradient(const Vector<Real>& x) {
    // TODO: Figure out reasonable tolerance
    if( !isMultiplierComputed_ ) {
      Real tol = static_cast<Real>(1e-12);
      computeMultipliers(x, tol);
    }
    return gL_;
  }
 
  const Ptr<Vector<Real>> getConstraintVec(const Vector<Real>& x) {
    Real tol = std::sqrt(ROL_EPSILON<Real>());
    conValue(x, tol);  
    return c_;
  }
 
  const Ptr<Vector<Real>> getMultiplierVec(const Vector<Real>& x) {
    // TODO: Figure out reasonable tolerance
    if( !isMultiplierComputed_ ) {
      Real tol = static_cast<Real>(1e-12);
      computeMultipliers(x, tol);
    }
    return y_;
  }
 
  const Ptr<Vector<Real>> getGradient(const Vector<Real>& x) {
    if( !isGradientComputed_ ) {
      // TODO: Figure out reasonable tolerance
      Real tol = static_cast<Real>(1e-12);
      this->gradient(*gPhi_, x, tol);
    }
    return gPhi_;
  }
 
  Real getObjectiveValue(const Vector<Real>& x) {
    Real tol = std::sqrt(ROL_EPSILON<Real>());
    objValue(x, tol);
 
    return fval_;
  }
 
  int getNumberFunctionEvaluations() const {
    return nfval_;
  } 
 
  int getNumberGradientEvaluations() const {
    return ngval_;
  } 
 
  int getNumberConstraintEvaluations() const {
    return ncval_;
  }
 
  void setDelta(Real delta) {
    delta_ = delta;
    isValueComputed_ = false;
    isGradientComputed_ = false;
  }
 
  void setPenaltyParameter( Real sigma ) {
    penaltyParameter_ = sigma;
    isValueComputed_ = false;
    isGradientComputed_ = false;
  }
 
}; // class Fletcher
 
} // namespace ROL
 
#include "ROL_Fletcher.hpp"
#include "ROL_BoundFletcher.hpp"
 
#endif