PlayaObjectiveBase.hpp

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//                 Playa: Programmable Linear Algebra
//                 Copyright 2012 Sandia Corporation
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#ifndef PLAYA_OBJECTIVE_BASE_H
#define PLAYA_OBJECTIVE_BASE_H

#include "PlayaDefs.hpp"
#include "PlayaVectorDecl.hpp"
#include "PlayaObjectWithVerbosity.hpp"

#ifndef HAVE_TEUCHOS_EXPLICIT_INSTANTIATION
#include "PlayaVectorImpl.hpp"
#endif




namespace Playa
{
/**
 * Base class for differentiable objective functions.
 * @author Paul Boggs and Kevin Long
 *
 */
class ObjectiveBase : public ObjectWithVerbosity,
                      public Describable
{
public:
  /** */
  ObjectiveBase(int verb=0) : ObjectWithVerbosity(verb), contextString_() {;}

  /** virtual dtor */
  virtual ~ObjectiveBase(){;}

  /** evaluate objective function and gradient */
  virtual void  evalGrad(const Vector<double>& x, double& f, 
    Vector<double>& grad) const = 0;

  /** evaluate objective function without gradient. */
  virtual void  eval(const Vector<double>& x, double& f) const = 0 ;

  /** return an initial guess for the design vector  */
  virtual Vector<double> getInit() const = 0;

  /** return an initial approximation to the scale for the 
   * inverse of the Hessian */
  virtual double getInvHScale() const {return 1.0;}

  /** User-overrideable hook for any callbacks to be done at the 
   * end of each iteration. Default is a no-op.  */
  virtual void iterationCallback(const Vector<double>& x, int iter) const {;}

  /** User-overrideable hook for any callbacks to be done at the 
   * end of an optimization loop. Default is a no-op.  */
  virtual void finalCallback(const Vector<double>& x) const {;}

  /** 
   * Set a string describing the context in which the function is being called.
   * This is intended to aid in reading diagnostic output. 
   */
  void setContextString(const string& str) const {contextString_ = str;}

  /** 
   * Set a string describing the context in which the function is being called.
   * This is intended to aid in reading diagnostic output. 
   */
  const string& contextString() const {return contextString_;}

  /** 
   * Return the number of evaluations
   */
  virtual int numFuncEvals() const {return -1;}

  /** 
   *
   */
  virtual string description() const {return "ObjectiveBase";}

  /** Debugging utility to check the gradient 
   * by comparing to a finite difference 
   * gradient calculation. This is will be expensive. */
  bool fdCheck(const Vector<double>& x, double tol, int verbosity=0) const ;

protected:
  /** */
  virtual double fdStep() const {return 1.0e-4;}


private:
  mutable string contextString_;
};

}

#endif