ROL_Reduced_AugmentedLagrangian_SimOpt.hpp

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#ifndef ROL_REDUCED_AUGMENTEDLAGRANGIAN_SIMOPT_H
#define ROL_REDUCED_AUGMENTEDLAGRANGIAN_SIMOPT_H

#include "ROL_Objective_SimOpt.hpp"
#include "ROL_Reduced_Objective_SimOpt.hpp"
#include "ROL_EqualityConstraint_SimOpt.hpp"
#include "ROL_AugmentedLagrangian_SimOpt.hpp"
#include "ROL_AugmentedLagrangian.hpp"
#include "ROL_Vector.hpp"
#include "ROL_Types.hpp"
#include "Teuchos_RCP.hpp"
#include <iostream>

namespace ROL {

template <class Real>
class Reduced_AugmentedLagrangian_SimOpt : public AugmentedLagrangian<Real> {
private:
  Teuchos::RCP<AugmentedLagrangian_SimOpt<Real> > augLagSimOpt_;
  Teuchos::RCP<Reduced_Objective_SimOpt<Real> > rAugLagSimOpt_;
  Teuchos::RCP<Vector<Real> > state_;

  // Evaluation counters
  int ngval_;

public:
  Reduced_AugmentedLagrangian_SimOpt(const Teuchos::RCP<Objective_SimOpt<Real> > &obj,
                                     const Teuchos::RCP<EqualityConstraint_SimOpt<Real> > &redCon,
                                     const Teuchos::RCP<EqualityConstraint_SimOpt<Real> > &augCon,
                                     const Teuchos::RCP<Vector<Real> > &state,
                                     const Teuchos::RCP<Vector<Real> > &control,
                                     const Teuchos::RCP<Vector<Real> > &adjoint,
                                     const Teuchos::RCP<Vector<Real> > &augConVec,
                                     const Teuchos::RCP<Vector<Real> > &multiplier,
                                     const Real penaltyParameter,
                                     Teuchos::ParameterList &parlist) : state_(state),
                                     ngval_(0) {

    augLagSimOpt_ = Teuchos::rcp(new AugmentedLagrangian_SimOpt<Real>(obj,
                                                                      augCon,
                                                                      *multiplier,
                                                                      penaltyParameter,
                                                                      *state,
                                                                      *control,
                                                                      *augConVec,
                                                                      parlist));
    rAugLagSimOpt_ = Teuchos::rcp(new Reduced_Objective_SimOpt<Real>(augLagSimOpt_,redCon,state,control,adjoint));
    rAugLagSimOpt_->update(*control);
    Real tol = 1e-8;
    rAugLagSimOpt_->value(*control,tol);
  }

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

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

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

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

  // Return objective function value
  Real getObjectiveValue(const Vector<Real> &x) {
    return augLagSimOpt_->getObjectiveValue(*state_,x);
  }

  // Return constraint value
  void getConstraintVec(Vector<Real> &c, const Vector<Real> &x) {
    augLagSimOpt_->getConstraintVec(c,*state_,x);
  }

  // Return total number of constraint evaluations
  int getNumberConstraintEvaluations(void) const {
    return augLagSimOpt_->getNumberConstraintEvaluations();
  }

  // Return total number of objective evaluations
  int getNumberFunctionEvaluations(void) const {
    return augLagSimOpt_->getNumberFunctionEvaluations();
  }

  // Return total number of gradient evaluations
  int getNumberGradientEvaluations(void) const {
    return ngval_;
    //return augLagSimOpt_->getNumberGradientEvaluations();
  }

  // Reset with upated penalty parameter
  void reset(const Vector<Real> &multiplier, const Real penaltyParameter) {
    ngval_ = 0;
    augLagSimOpt_->reset(multiplier,penaltyParameter);
  }

// For parametrized (stochastic) objective functions and constraints
public:
  void setParameter(const std::vector<Real> &param) {
    AugmentedLagrangian<Real>::setParameter(param);
    rAugLagSimOpt_->setParameter(param);
  }
}; // class AugmentedLagrangian

} // namespace ROL

#endif