optiCase.h

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/*  This file is part of the OpenLB library
 *
 *  Copyright (C) 2012, 2021 Mathias J. Krause, Julius Jeßberger
 *  E-mail contact: info@openlb.net
 *  The most recent release of OpenLB can be downloaded at
 *  <http://www.openlb.net/>
 *
 *  This program is free software; you can redistribute it and/or
 *  modify it under the terms of the GNU General Public License
 *  as published by the Free Software Foundation; either version 2
 *  of the License, or (at your option) any later version.
 *
 *  This program is distributed in the hope that it will be useful,
 *  but WITHOUT ANY WARRANTY; without even the implied warranty of
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 *  GNU General Public License for more details.
 *
 *  You should have received a copy of the GNU General Public
 *  License along with this program; if not, write to the Free
 *  Software Foundation, Inc., 51 Franklin Street, Fifth Floor,
 *  Boston, MA  02110-1301, USA.
*/
 
 
#ifndef OPTI_CASE_H
#define OPTI_CASE_H
 
#include <functional>
 
#include "io/xmlReader.h"
 
namespace olb {
 
namespace opti {
 
 
// provides function evaluation and gradient computation
template <typename S, typename C>
class OptiCase{
 
protected:
  std::function<void (void)>         _postEvaluation { [](){} };
 
public:
  OptiCase() = default;
 
  explicit OptiCase(std::function<void (void)> postEvaluation)
   : _postEvaluation(postEvaluation)
  { }
 
  virtual S evaluateObjective(const C& control, unsigned optiStep=0) = 0;
  virtual void computeDerivatives (
    const C& control, C& derivatives, unsigned optiStep=0) = 0;
 
  void postEvaluation() {
    _postEvaluation();
  }
};
 
 
template <typename S, typename C>
class OptiCaseAnalytical : public OptiCase<S,C> {
 
protected:
  std::function<S (const C&)>         _function;
  std::function<void (const C&, C&)>  _derivative;
 
public:
  OptiCaseAnalytical(std::function<S (const C&)> function,
    std::function<void (const C&, C&)> derivative,
    std::function<void (void)> postEvaluation = [](){})
   : OptiCase<S,C>(postEvaluation), _function(function), _derivative(derivative)
  { }
 
  // Empty constructor where objective and derivative computation is set afterwards
  OptiCaseAnalytical() {}
 
  void setObjective(std::function<S (const C&)> f) {
    _function = f;
  }
 
  void setDerivative(std::function<void (const C&, C&)> d) {
    _derivative = d;
  }
 
  S evaluateObjective(
    const C& control, unsigned optiStep=0) override {
    return _function(control);
  }
 
  void computeDerivatives(
    const C& control, C& derivatives, unsigned optiStep=0) override {
    _derivative(control, derivatives);
  }
};
 
template <typename S, typename C>
OptiCaseAnalytical(std::function<S (const C&)>,
                   std::function<void (const C&, C&)>)
  -> OptiCaseAnalytical<S,C>;
 
template <typename S, typename C>
OptiCaseAnalytical(std::function<S (const C&)>,
                   std::function<void (const C&, C&)>,
                   std::function<void (void)>)
  -> OptiCaseAnalytical<S,C>;
 
 
// Abstract base class for gradient computation with difference quotients
template <typename S, typename C>
class OptiCaseDQ : public OptiCase<S,C> {
 
protected:
  std::function<S (const C&)>           _functionHelp   { [](const C&){ return S{}; } };
  std::function<S (const C&, unsigned)> _function;
  S                                     _stepWidth {1.e-8};
 
  bool                                  _objectiveComputed {false};
  S                                     _objective;
 
public:
  explicit OptiCaseDQ(std::function<S (const C&, unsigned)> function,
    std::function<void (void)> postEvaluation)
   : OptiCase<S,C>(postEvaluation), _function(function)
  { }
 
  // If function with (only) one argument is passed, use plain wrapper
  explicit OptiCaseDQ(std::function<S (const C&)> function,
    std::function<void (void)> postEvaluation)
   : OptiCase<S,C>(postEvaluation),
     _functionHelp(function),
     _function([&](const C& arg, unsigned){ return _functionHelp(arg); })
  { }
 
  template <typename F>
  OptiCaseDQ(F function, S stepWidth,
    std::function<void (void)> postEvaluation)
   : OptiCaseDQ(function, postEvaluation) {
    _stepWidth = stepWidth;
  }
 
  S evaluateObjective(
    const C& control, unsigned optiStep=0) override {
    _objective = _function(control, optiStep);
    _objectiveComputed = true;
    return _objective;
  }
};
 
 
template <typename S, typename C>
class OptiCaseFDQ : public OptiCaseDQ<S,C> {
private:
  OstreamManager                                  clout {std::cout, "OptiCaseFDQ"};
 
public:
  template <typename F>
  explicit OptiCaseFDQ(F function,
    std::function<void (void)> postEvaluation = [](){})
   : OptiCaseFDQ::OptiCaseDQ(function, postEvaluation)
  { }
 
  template <typename F>
  OptiCaseFDQ(F function, S stepWidth,
    std::function<void (void)> postEvaluation = [](){})
   : OptiCaseFDQ::OptiCaseDQ(function, stepWidth, postEvaluation)
  { }
 
  void computeDerivatives(const C& control,
    C& derivatives, unsigned optiStep=0) override
  {
    assert((control.size() == derivatives.size()));
 
    if (!(this->_objectiveComputed)) {
      this->evaluateObjective(control, optiStep);
    }
    const S objective(this->_objective);
 
    for (std::size_t it = 0; it < control.size(); ++it)
    {
      C shiftedControl(control);
      shiftedControl[it] += this->_stepWidth;
      S shiftedObjective = this->evaluateObjective(shiftedControl, optiStep);
      derivatives[it] = (shiftedObjective - objective) / this->_stepWidth;
    }
    this->_objectiveComputed = false;
  }
};
 
template <typename S, typename C>
OptiCaseFDQ(std::function<S (const C&)>, std::function<void (void)>)
  -> OptiCaseFDQ<S,C>;
 
template <typename S, typename C>
OptiCaseFDQ(std::function<S (const C&)>, S, std::function<void (void)>)
  -> OptiCaseFDQ<S,C>;
 
template <typename S, typename C>
OptiCaseFDQ(std::function<S (const C&, unsigned)>, std::function<void (void)>)
  -> OptiCaseFDQ<S,C>;
 
template <typename S, typename C>
OptiCaseFDQ(std::function<S (const C&, unsigned)>, S, std::function<void (void)>)
  -> OptiCaseFDQ<S,C>;
 
template <typename S, typename C>
OptiCaseFDQ(std::function<S (const C&)>)
  -> OptiCaseFDQ<S,C>;
 
template <typename S, typename C>
OptiCaseFDQ(std::function<S (const C&)>, S)
  -> OptiCaseFDQ<S,C>;
 
template <typename S, typename C>
OptiCaseFDQ(std::function<S (const C&, unsigned)>)
  -> OptiCaseFDQ<S,C>;
 
template <typename S, typename C>
OptiCaseFDQ(std::function<S (const C&, unsigned)>, S)
  -> OptiCaseFDQ<S,C>;
 
template <typename S, typename C>
class OptiCaseCDQ : public OptiCaseDQ<S,C> {
private:
  OstreamManager                                  clout {std::cout, "OptiCaseCDQ"};
 
public:
  template <typename F>
  explicit OptiCaseCDQ(F function,
    std::function<void (void)> postEvaluation = [](){})
   : OptiCaseCDQ::OptiCaseDQ(function, postEvaluation)
  { }
 
  template <typename F>
  OptiCaseCDQ(F function, S stepWidth,
    std::function<void (void)> postEvaluation = [](){})
   : OptiCaseCDQ::OptiCaseDQ(function, stepWidth, postEvaluation)
  { }
 
  void computeDerivatives(const C& control,
    C& derivatives, unsigned optiStep=0) override
  {
    assert((control.size() == derivatives.size()));
 
    for (std::size_t it = 0; it < control.size(); ++it)
    {
      C shiftedControl(control);
      shiftedControl[it] += this->_stepWidth;
      S shiftedObjective_plus = this->evaluateObjective(shiftedControl, optiStep);
 
      shiftedControl[it] = control[it] - this->_stepWidth;
      S shiftedObjective_minus = this->evaluateObjective(shiftedControl, optiStep);
 
      derivatives[it] = 0.5 * (shiftedObjective_plus - shiftedObjective_minus) / this->_stepWidth;
    }
  }
};
 
template <typename S, typename C>
OptiCaseCDQ(std::function<S (const C&)>, std::function<void (void)>)
  -> OptiCaseCDQ<S,C>;
 
template <typename S, typename C>
OptiCaseCDQ(std::function<S (const C&)>, S, std::function<void (void)>)
  -> OptiCaseCDQ<S,C>;
 
template <typename S, typename C>
OptiCaseCDQ(std::function<S (const C&, unsigned)>, std::function<void (void)>)
  -> OptiCaseCDQ<S,C>;
 
template <typename S, typename C>
OptiCaseCDQ(std::function<S (const C&, unsigned)>, S, std::function<void (void)>)
  -> OptiCaseCDQ<S,C>;
 
template <typename S, typename C>
OptiCaseCDQ(std::function<S (const C&)>)
  -> OptiCaseCDQ<S,C>;
 
template <typename S, typename C>
OptiCaseCDQ(std::function<S (const C&)>, S)
  -> OptiCaseCDQ<S,C>;
 
template <typename S, typename C>
OptiCaseCDQ(std::function<S (const C&, unsigned)>)
  -> OptiCaseCDQ<S,C>;
 
template <typename S, typename C>
OptiCaseCDQ(std::function<S (const C&, unsigned)>, S)
  -> OptiCaseCDQ<S,C>;
 
} // namespace opti
 
} // namespace olb
 
#endif