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42
43 #pragma once
44 #ifndef ROL_SERIALOBJECTIVE_HPP
45 #define ROL_SERIALOBJECTIVE_HPP
46
47 #include <type_traits>
48
49 #include "ROL_Objective_SimOpt.hpp"
50 #include "ROL_DynamicObjective.hpp"
51 #include "ROL_SerialFunction.hpp"
52
53 /** @ingroup func_group
54 \class ROL::SerialObjective
55 \brief Evaluates ROL::DynamicObjective over a sequential set of time intervals
56
57
58 \f[ f(u,z) = \sum\limits_{k=1}^n f_k(u_{k-1},u_k,z_k) \f]
59
60 \f[ \frac{\partial f}{\partial u_j} = \frac{\partial f_j(u_{j-1},u_j,z_j}{\partial u_j} +
61 \frac{\partial f_{j+1}(u_j,u_{j+1},z_{j+1}}{\partial u_j} \f]
62
63
64 ---
65 */
66
67 namespace ROL {
68
69 template<typename Real>
70 class SerialObjective : public Objective_SimOpt<Real>,
71 public SerialFunction<Real> {
72 private:
73 using PV = PartitionedVector<Real>;
74 using SerialFunction<Real>::ts;
75 using SerialFunction<Real>::clone;
76
77 Ptr<DynamicObjective<Real>> obj_; // Objective over a single time step
78
79 public:
80
81 using size_type = typename std::vector<Real>::size_type;
82 using SerialFunction<Real>::numTimeSteps;
83 using SerialFunction<Real>::getZeroState;
84 using SerialFunction<Real>::getInitialCondition;
85 using SerialFunction<Real>::getSkipInitialCondition;
86
SerialObjective(const Ptr<DynamicObjective<Real>> & obj,const Vector<Real> & u_initial,const TimeStampsPtr<Real> timeStampsPtr)87 SerialObjective( const Ptr<DynamicObjective<Real>>& obj,
88 const Vector<Real>& u_initial,
89 const TimeStampsPtr<Real> timeStampsPtr ) :
90 SerialFunction<Real>::SerialFunction( u_initial, timeStampsPtr ),
91 obj_(obj) {}
92
93 using Objective_SimOpt<Real>::value;
value(const Vector<Real> & u,const Vector<Real> & z,Real & tol)94 virtual Real value( const Vector<Real>& u,
95 const Vector<Real>& z,
96 Real& tol ) override {
97
98 auto& up = partition(u);
99 auto& zp = partition(z);
100 Real result = 0;
101
102 if( !getSkipInitialCondition() )
103 result += obj_->value( getInitialCondition(), up[0], zp[0], ts(0) );
104
105 for( size_type k=1; k<numTimeSteps(); ++k )
106 result += obj_->value( up[k-1], up[k], zp[k], ts(k) );
107
108 return result;
109 } // value
110
gradient_1(Vector<Real> & g,const Vector<Real> & u,const Vector<Real> & z,Real & tol)111 virtual void gradient_1( Vector<Real>& g,
112 const Vector<Real>& u,
113 const Vector<Real>& z,
114 Real& tol ) override {
115
116 auto& gp = partition(g);
117 auto& up = partition(u);
118 auto& zp = partition(z);
119
120 auto tmp = clone(gp[0]);
121 auto& x = *tmp;
122
123 // TODO: Implement skip initial condition
124
125 obj_->gradient_un( gp[0], getInitialCondition(), up[0], zp[0], ts(0) );
126 obj_->gradient_uo( x, up[0], up[1], zp[1], ts(1) );
127 gp[0].plus(x);
128
129 for( size_type k=1; k<numTimeSteps()-1; ++k ) {
130 obj_->gradient_un( gp[k], up[k-1], up[k], zp[k], ts(k) );
131 obj_->gradient_uo( x, up[k], up[k+1], zp[k+1], ts(k+1) );
132 gp[k].plus(x);
133 }
134
135 size_t N = numTimeSteps()-1;
136
137 obj_->gradient_un( gp[N], up[N-1], up[N], zp[N], ts(N) );
138
139 } // gradient_1
140
gradient_2(Vector<Real> & g,const Vector<Real> & u,const Vector<Real> & z,Real & tol)141 virtual void gradient_2( Vector<Real>& g,
142 const Vector<Real>& u,
143 const Vector<Real>& z,
144 Real& tol ) override {
145
146 auto& gp = partition(g);
147 auto& up = partition(u);
148 auto& zp = partition(z);
149
150 if( !getSkipInitialCondition() )
151 obj_->gradient_z( gp[0], getInitialCondition(), up[0], zp[0], ts(0) );
152
153 for( size_type k=1; k<numTimeSteps(); ++k )
154 obj_->gradient_z( gp[k], up[k-1], up[k], zp[k], ts(k) ); // df[k]/dz[k]
155
156 } // gradient_2
157
hessVec_11(Vector<Real> & hv,const Vector<Real> & v,const Vector<Real> & u,const Vector<Real> & z,Real & tol)158 virtual void hessVec_11( Vector<Real>& hv,
159 const Vector<Real>& v,
160 const Vector<Real>& u,
161 const Vector<Real>& z,
162 Real& tol ) override {
163
164 auto& hvp = partition(hv); auto& vp = partition(v);
165 auto& up = partition(u); auto& zp = partition(z);
166
167 auto tmp = clone(hvp[0]);
168 auto& x = *tmp;
169
170 // TODO: Implement skip initial condition
171
172 obj_->hessVec_un_un( hvp[0], vp[0], getInitialCondition(), up[0], zp[0], ts(0) );
173 obj_->hessVec_uo_uo( x, vp[0], up[0], up[1], zp[1], ts(1) );
174 hvp[0].plus(x);
175
176 for( size_type k=1; k<numTimeSteps()-1; ++k ) {
177 obj_->hessVec_un_un( hvp[k], vp[k], up[k-1], up[k], zp[k], ts(k) );
178 obj_->hessVec_uo_uo( x, vp[k], up[k], up[k+1], zp[k+1], ts(k+1) );
179 hvp[k].plus(x);
180 }
181
182 size_t N = numTimeSteps()-1;
183
184 obj_->hessVec_un_un( hvp[N], vp[N], up[N-1], up[N], zp[N], ts(N) );
185
186 } // hessVec_11
187
hessVec_12(Vector<Real> & hv,const Vector<Real> & v,const Vector<Real> & u,const Vector<Real> & z,Real & tol)188 virtual void hessVec_12( Vector<Real>& hv,
189 const Vector<Real>& v,
190 const Vector<Real>& u,
191 const Vector<Real>& z,
192 Real& tol ) override {
193
194 auto& hvp = partition(hv); auto& vp = partition(v);
195 auto& up = partition(u); auto& zp = partition(z);
196
197 auto tmp = clone(hvp[0]);
198 auto& x = *tmp;
199
200 // TODO: Implement skip initial condition
201
202 obj_->hessVec_un_z( hvp[0], vp[0], getInitialCondition(), up[0], zp[0], ts(0) );
203 obj_->hessVec_uo_z( x, vp[0], up[0], up[1], zp[1], ts(1) );
204 hvp[0].plus(x);
205
206 for( size_type k=1; k<numTimeSteps()-1; ++k ) {
207 obj_->hessVec_un_z( hvp[k], vp[k], up[k-1], up[k], zp[k], ts(k) );
208 obj_->hessVec_uo_z( x, vp[k], up[k], up[k+1], zp[k+1], ts(k+1) );
209 hvp[k].plus(x);
210 }
211
212 size_t N = numTimeSteps()-1;
213
214 obj_->hessVec_un_z( hvp[N], vp[N], up[N-1], up[N], zp[N], ts(N) );
215
216
217 } // hessVec_22
218
hessVec_21(Vector<Real> & hv,const Vector<Real> & v,const Vector<Real> & u,const Vector<Real> & z,Real & tol)219 virtual void hessVec_21( Vector<Real>& hv,
220 const Vector<Real>& v,
221 const Vector<Real>& u,
222 const Vector<Real>& z,
223 Real& tol ) override {
224
225 auto& hvp = partition(hv); auto& vp = partition(v);
226 auto& up = partition(u); auto& zp = partition(z);
227
228 auto tmp = clone(hvp[0]);
229 auto& x = *tmp;
230
231 // TODO: Implement skip initial condition
232
233 obj_->hessVec_z_un( hvp[0], vp[0], getInitialCondition(), up[0], zp[0], ts(0) );
234
235 for( size_type k=1; k<numTimeSteps(); ++k ) {
236 obj_->hessVec_z_un( hvp[k], vp[k], up[k-1], up[k], zp[k], ts(k) );
237 obj_->hessVec_z_uo( x, vp[k-1], up[k-1], up[k], zp[k], ts(k) );
238 hvp[k].plus(x);
239 }
240
241 } // hessVec_21
242
hessVec_22(Vector<Real> & hv,const Vector<Real> & v,const Vector<Real> & u,const Vector<Real> & z,Real & tol)243 virtual void hessVec_22( Vector<Real>& hv,
244 const Vector<Real>& v,
245 const Vector<Real>& u,
246 const Vector<Real>& z,
247 Real& tol ) override {
248
249 auto& hvp = partition(hv); auto& vp = partition(v);
250 auto& up = partition(u); auto& zp = partition(z);
251
252 if( !getSkipInitialCondition() )
253 obj_->hessVec_z_z( hvp[0], vp[0], getInitialCondition(), up[0], zp[0], ts(0) );
254
255 for( size_type k=1; k<numTimeSteps(); ++k )
256 obj_->hessVec_z_z( hvp[k], vp[k], up[k-1], up[k], zp[k], ts(k) );
257
258
259 } // hessVec_22
260
261 }; // SerialObjective
262
263
264 // Helper function to create a new SerialObjective
265
266 template<typename DynObj, typename Real, typename P = Ptr<SerialObjective<Real>> >
267 inline typename std::enable_if<std::is_base_of<DynamicObjective<Real>,DynObj>::value,P>::type
make_SerialObjective(const Ptr<DynObj> & obj,const Vector<Real> & u_initial,const TimeStampsPtr<Real> timeStampsPtr)268 make_SerialObjective( const Ptr<DynObj>& obj,
269 const Vector<Real>& u_initial,
270 const TimeStampsPtr<Real> timeStampsPtr ) {
271 return makePtr<SerialObjective<Real>>(obj,u_initial,timeStampsPtr);
272 }
273
274 } // namespace ROL
275
276
277 #endif // ROL_SERIALOBJECTIVE_HPP
278