/usr/include/trilinos/ROL_LogBarrierObjective.hpp is in libtrilinos-rol-dev 12.12.1-5.
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#ifndef ROL_LOG_BARRIER_OBJECTIVE_H
#define ROL_LOG_BARRIER_OBJECTIVE_H
#include "ROL_Objective.hpp"
/** @ingroup func_group
\class ROL::LogBarrierObjective
\brief Log barrier objective for interior point methods
*/
namespace ROL {
template <class Real>
class LogBarrierObjective : public Objective<Real> {
public:
/* \brief Objective value J(x) = \f$-\sum_i \log(x_i) \f$ */
Real value( const Vector<Real> &x, Real &tol ) {
Teuchos::RCP<Vector<Real> > logx = x.clone();
logx->set(x);
Elementwise::Logarithm<Real> log;
logx->applyUnary(log);
Elementwise::ReductionSum<Real> sum;
Real result = -(logx->reduce(sum));
return result;
}
/* \brief gradient g_i = \f$ 1/x_i \f$ */
void gradient( Vector<Real> &g, const Vector<Real> &x, Real &tol ) {
g.set(x);
Elementwise::Reciprocal<Real> reciprocal;
g.applyUnary(reciprocal);
g.scale(-1.0);
}
Real dirDeriv( const Vector<Real> &x, const Vector<Real> &d, Real &tol ) {
Teuchos::RCP<Vector<Real> > dbyx = d.clone();
dbyx->set(x);
struct Division : public Elementwise::BinaryFunction<Real> {
Real apply( const Real &xc, const Real &dc ) const {
return dc/xc;
}
} division;
dbyx->applyBinary( division, d );
Elementwise::ReductionSum<Real> sum;
return -dbyx->reduce(sum);
}
void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
hv.set(v);
struct HessianApply : public Elementwise::BinaryFunction<Real> {
Real apply( const Real &vc, const Real &xc ) const {
return vc/(xc*xc);
}
} hessian;
hv.applyBinary(hessian,x);
}
};
} // namespace ROL
#endif // ROL_LOG_BARRIER_OBJECTIVE_H
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