ROL_BPOEObjective.hpp

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#ifndef ROL_BPOEOBJECTIVE_HPP
#define ROL_BPOEOBJECTIVE_HPP

#include "ROL_RiskAverseObjective.hpp"
#include "ROL_BPOE.hpp"

namespace ROL {

template<class Real>
class BPOEObjective : public Objective<Real> {
private:
  Teuchos::RCP<RiskMeasure<Real> > bpoe_;
  Teuchos::RCP<Objective<Real> > riskObj_;

public:
  BPOEObjective( const Teuchos::RCP<Objective<Real> > &pObj,
                 const Real order, const Real threshold,
                 const Teuchos::RCP<SampleGenerator<Real> > &vsampler, 
                 const Teuchos::RCP<SampleGenerator<Real> > &gsampler,
                 const Teuchos::RCP<SampleGenerator<Real> > &hsampler,
                 const bool storage = true ) {
    bpoe_    = Teuchos::rcp(new BPOE<Real>(threshold,order));
    riskObj_ = Teuchos::rcp(new RiskAverseObjective<Real>(pObj,bpoe_,vsampler,gsampler,hsampler,storage));
  }

  BPOEObjective( const Teuchos::RCP<Objective<Real> > &pObj,
                 const Real order, const Real threshold,
                 const Teuchos::RCP<SampleGenerator<Real> > &vsampler, 
                 const Teuchos::RCP<SampleGenerator<Real> > &gsampler,
                 const bool storage = true ) {
    bpoe_    = Teuchos::rcp(new BPOE<Real>(threshold,order));
    riskObj_ = Teuchos::rcp(new RiskAverseObjective<Real>(pObj,bpoe_,vsampler,gsampler,storage));
  }

  BPOEObjective( const Teuchos::RCP<Objective<Real> > &pObj,
                 const Real order, const Real threshold,
                 const Teuchos::RCP<SampleGenerator<Real> > &sampler,
                 const bool storage = true ) {
    bpoe_    = Teuchos::rcp(new BPOE<Real>(threshold,order));
    riskObj_ = Teuchos::rcp(new RiskAverseObjective<Real>(pObj,bpoe_,sampler,storage));
  }

  void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) {
    riskObj_->update(x,flag,iter);
  }

  Real value( const Vector<Real> &x, Real &tol ) {
    return riskObj_->value(x,tol);
  }

  void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
    riskObj_->gradient(g,x,tol);
  }

  void hessVec( Vector<Real> &hv, const Vector<Real> &v,
                        const Vector<Real> &x, Real &tol ) {
    riskObj_->hessVec(hv,v,x,tol);
  }

  virtual void precond( Vector<Real> &Pv, const Vector<Real> &v,
                        const Vector<Real> &x, Real &tol ) {
    riskObj_->precond(Pv,v,x,tol);
  }
};

}

#endif