#include <ROL_Reduced_EqualityConstraint_SimOpt.hpp>
Inheritance diagram for ROL::Reduced_EqualityConstraint_SimOpt< Real >:
Public Member Functions | |
| Reduced_EqualityConstraint_SimOpt (const Teuchos::RCP< EqualityConstraint_SimOpt< Real > > &conVal, const Teuchos::RCP< EqualityConstraint_SimOpt< Real > > &conRed, const Teuchos::RCP< SimController< Real > > &stateStore, const Teuchos::RCP< Vector< Real > > &state, const Teuchos::RCP< Vector< Real > > &control, const Teuchos::RCP< Vector< Real > > &adjoint, const Teuchos::RCP< Vector< Real > > &residual, const bool storage=true, const bool useFDhessVec=false) | |
| Constructor. More... | |
| Reduced_EqualityConstraint_SimOpt (const Teuchos::RCP< EqualityConstraint_SimOpt< Real > > &conVal, const Teuchos::RCP< EqualityConstraint_SimOpt< Real > > &conRed, const Teuchos::RCP< SimController< Real > > &stateStore, const Teuchos::RCP< Vector< Real > > &state, const Teuchos::RCP< Vector< Real > > &control, const Teuchos::RCP< Vector< Real > > &adjoint, const Teuchos::RCP< Vector< Real > > &residual, const Teuchos::RCP< Vector< Real > > &dualstate, const Teuchos::RCP< Vector< Real > > &dualcontrol, const Teuchos::RCP< Vector< Real > > &dualadjoint, const Teuchos::RCP< Vector< Real > > &dualresidual, const bool storage=true, const bool useFDhessVec=false) | |
| Secondary, general constructor for use with dual optimization vector spaces where the user does not define the dual() method. More... | |
| void | update (const Vector< Real > &z, bool flag=true, int iter=-1) |
| Update the SimOpt objective function and equality constraint. More... | |
| void | value (Vector< Real > &c, const Vector< Real > &z, Real &tol) |
| Given \(z\in\mathcal{Z}\), evaluate the equality constraint \(\widehat{c}(z) = c(u(z),z)\) where \(u=u(z)\in\mathcal{U}\) solves \(e(u,z) = 0\). More... | |
| void | applyJacobian (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &z, Real &tol) |
| Given \(z\in\mathcal{Z}\), apply the Jacobian to a vector \(\widehat{c}'(z)v = c_u(u,z)s + c_z(u,z)v\) where \(s=s(u,z,v)\in\mathcal{U}^*\) solves \(e_u(u,z)s+e_z(u,z)v = 0\). More... | |
| void | applyAdjointJacobian (Vector< Real > &ajw, const Vector< Real > &w, const Vector< Real > &z, Real &tol) |
| Apply the adjoint of the the constraint Jacobian at \(x\), \(c'(x)^* \in L(\mathcal{C}^*, \mathcal{X}^*)\), to vector \(v\). More... | |
| void | applyAdjointHessian (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &z, Real &tol) |
| Given \(z\in\mathcal{Z}\), evaluate the Hessian of the objective function \(\nabla^2\widehat{J}(z)\) in the direction \(v\in\mathcal{Z}\). More... | |
| void | setParameter (const std::vector< Real > ¶m) |
| Public Member Functions inherited from ROL::EqualityConstraint< Real > | |
| virtual | ~EqualityConstraint () |
| virtual void | applyAdjointJacobian (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &dualv, Real &tol) |
| Apply the adjoint of the the constraint Jacobian at \(x\), \(c'(x)^* \in L(\mathcal{C}^*, \mathcal{X}^*)\), to vector \(v\). More... | |
| virtual std::vector< Real > | solveAugmentedSystem (Vector< Real > &v1, Vector< Real > &v2, const Vector< Real > &b1, const Vector< Real > &b2, const Vector< Real > &x, Real &tol) |
| Approximately solves the augmented system \[ \begin{pmatrix} I & c'(x)^* \\ c'(x) & 0 \end{pmatrix} \begin{pmatrix} v_{1} \\ v_{2} \end{pmatrix} = \begin{pmatrix} b_{1} \\ b_{2} \end{pmatrix} \] where \(v_{1} \in \mathcal{X}\), \(v_{2} \in \mathcal{C}^*\), \(b_{1} \in \mathcal{X}^*\), \(b_{2} \in \mathcal{C}\), \(I : \mathcal{X} \rightarrow \mathcal{X}^*\) is an identity or Riesz operator, and \(0 : \mathcal{C}^* \rightarrow \mathcal{C}\) is a zero operator. More... | |
| virtual void | applyPreconditioner (Vector< Real > &pv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g, Real &tol) |
| Apply a constraint preconditioner at \(x\), \(P(x) \in L(\mathcal{C}, \mathcal{C}^*)\), to vector \(v\). Ideally, this preconditioner satisfies the following relationship: \[ \left[c'(x) \circ R \circ c'(x)^* \circ P(x)\right] v = v \,, \] where R is the appropriate Riesz map in \(L(\mathcal{X}^*, \mathcal{X})\). It is used by the solveAugmentedSystem method. More... | |
| EqualityConstraint (void) | |
| virtual bool | isFeasible (const Vector< Real > &v) |
| Check if the vector, v, is feasible. More... | |
| void | activate (void) |
| Turn on constraints. More... | |
| void | deactivate (void) |
| Turn off constraints. More... | |
| bool | isActivated (void) |
| Check if constraints are on. More... | |
| virtual std::vector< std::vector< Real > > | checkApplyJacobian (const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &jv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1) |
| Finite-difference check for the constraint Jacobian application. More... | |
| virtual std::vector< std::vector< Real > > | checkApplyJacobian (const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &jv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1) |
| Finite-difference check for the constraint Jacobian application. More... | |
| virtual std::vector< std::vector< Real > > | checkApplyAdjointJacobian (const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &c, const Vector< Real > &ajv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS) |
| Finite-difference check for the application of the adjoint of constraint Jacobian. More... | |
| virtual Real | checkAdjointConsistencyJacobian (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &x, const bool printToStream=true, std::ostream &outStream=std::cout) |
| virtual Real | checkAdjointConsistencyJacobian (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &dualw, const Vector< Real > &dualv, const bool printToStream=true, std::ostream &outStream=std::cout) |
| virtual std::vector< std::vector< Real > > | checkApplyAdjointHessian (const Vector< Real > &x, const Vector< Real > &u, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &step, const bool printToScreen=true, std::ostream &outStream=std::cout, const int order=1) |
| Finite-difference check for the application of the adjoint of constraint Hessian. More... | |
| virtual std::vector< std::vector< Real > > | checkApplyAdjointHessian (const Vector< Real > &x, const Vector< Real > &u, const Vector< Real > &v, const Vector< Real > &hv, const bool printToScreen=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1) |
| Finite-difference check for the application of the adjoint of constraint Hessian. More... | |
Private Member Functions | |
| void | solve_state_equation (const Vector< Real > &z, Real &tol) |
| void | solve_adjoint_equation (const Vector< Real > &w, const Vector< Real > &z, Real &tol) |
| Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\) which solves the state equation, solve the adjoint equation \(c_u(u,z)^*\lambda + c_u(u,z)^*w = 0\) for \(\lambda=\lambda(u,z)\in\mathcal{C}^*\). More... | |
| void | solve_state_sensitivity (const Vector< Real > &v, const Vector< Real > &z, Real &tol) |
| Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\) which solves the state equation and a direction \(v\in\mathcal{Z}\), solve the state senstivity equation \(c_u(u,z)s + c_z(u,z)v = 0\) for \(s=u_z(z)v\in\mathcal{U}\). More... | |
| void | solve_adjoint_sensitivity (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &z, Real &tol) |
| Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\), the adjoint variable \(\lambda\in\mathcal{C}^*\), and a direction \(v\in\mathcal{Z}\), solve the adjoint sensitvity equation \(c_u(u,z)^*p + J_{uu}(u,z)s + J_{uz}(u,z)v + c_{uu}(u,z)(\cdot,s)^*\lambda + c_{zu}(u,z)(\cdot,v)^*\lambda = 0\) for \(p = \lambda_z(u(z),z)v\in\mathcal{C}^*\). More... | |
Private Attributes | |
| const Teuchos::RCP< EqualityConstraint_SimOpt< Real > > | conVal_ |
| const Teuchos::RCP< EqualityConstraint_SimOpt< Real > > | conRed_ |
| const Teuchos::RCP< SimController< Real > > | stateStore_ |
| Teuchos::RCP< SimController< Real > > | adjointStore_ |
| Teuchos::RCP< Vector< Real > > | state_ |
| Teuchos::RCP< Vector< Real > > | adjoint_ |
| Teuchos::RCP< Vector< Real > > | residual_ |
| Teuchos::RCP< Vector< Real > > | state_sens_ |
| Teuchos::RCP< Vector< Real > > | adjoint_sens_ |
| Teuchos::RCP< Vector< Real > > | dualstate_ |
| Teuchos::RCP< Vector< Real > > | dualstate1_ |
| Teuchos::RCP< Vector< Real > > | dualadjoint_ |
| Teuchos::RCP< Vector< Real > > | dualcontrol_ |
| Teuchos::RCP< Vector< Real > > | dualresidual_ |
| const bool | storage_ |
| const bool | useFDhessVec_ |
| bool | updateFlag_ |
| int | updateIter_ |
Additional Inherited Members | |
| Protected Member Functions inherited from ROL::EqualityConstraint< Real > | |
| const std::vector< Real > | getParameter (void) const |
Detailed Description
template<class Real>
class ROL::Reduced_EqualityConstraint_SimOpt< Real >
Definition at line 54 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
Constructor & Destructor Documentation
◆ Reduced_EqualityConstraint_SimOpt() [1/2]
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Constructor.
- Parameters
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[in] obj is a pointer to a SimOpt objective function. [in] con is a pointer to a SimOpt equality constraint. [in] stateStore is a pointer to a SimController object. [in] state is a pointer to a state space vector, \(\mathcal{U}\). [in] control is a pointer to a optimization space vector, \(\mathcal{Z}\). [in] adjoint is a pointer to a dual constraint space vector, \(\mathcal{C}^*\). [in] storage is a flag whether or not to store computed states and adjoints. [in] useFDhessVec is a flag whether or not to use a finite-difference Hessian approximation.
Definition at line 173 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
◆ Reduced_EqualityConstraint_SimOpt() [2/2]
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Secondary, general constructor for use with dual optimization vector spaces where the user does not define the dual() method.
- Parameters
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[in] obj is a pointer to a SimOpt objective function. [in] con is a pointer to a SimOpt equality constraint. [in] stateStore is a pointer to a SimController object. [in] state is a pointer to a state space vector, \(\mathcal{U}\). [in] control is a pointer to a optimization space vector, \(\mathcal{Z}\). [in] adjoint is a pointer to a dual constraint space vector, \(\mathcal{C}^*\). [in] dualstate is a pointer to a dual state space vector, \(\mathcal{U}^*\). [in] dualadjoint is a pointer to a constraint space vector, \(\mathcal{C}\). [in] storage is a flag whether or not to store computed states and adjoints. [in] useFDhessVec is a flag whether or not to use a finite-difference Hessian approximation.
Definition at line 213 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
Member Function Documentation
◆ solve_state_equation()
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Definition at line 81 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
Referenced by ROL::Reduced_EqualityConstraint_SimOpt< Real >::applyAdjointHessian(), ROL::Reduced_EqualityConstraint_SimOpt< Real >::applyAdjointJacobian(), ROL::Reduced_EqualityConstraint_SimOpt< Real >::applyJacobian(), and ROL::Reduced_EqualityConstraint_SimOpt< Real >::value().
◆ solve_adjoint_equation()
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inlineprivate |
Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\) which solves the state equation, solve the adjoint equation \(c_u(u,z)^*\lambda + c_u(u,z)^*w = 0\) for \(\lambda=\lambda(u,z)\in\mathcal{C}^*\).
Definition at line 108 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
Referenced by ROL::Reduced_EqualityConstraint_SimOpt< Real >::applyAdjointHessian(), and ROL::Reduced_EqualityConstraint_SimOpt< Real >::applyAdjointJacobian().
◆ solve_state_sensitivity()
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inlineprivate |
Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\) which solves the state equation and a direction \(v\in\mathcal{Z}\), solve the state senstivity equation \(c_u(u,z)s + c_z(u,z)v = 0\) for \(s=u_z(z)v\in\mathcal{U}\).
Definition at line 132 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
Referenced by ROL::Reduced_EqualityConstraint_SimOpt< Real >::applyAdjointHessian(), and ROL::Reduced_EqualityConstraint_SimOpt< Real >::applyJacobian().
◆ solve_adjoint_sensitivity()
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Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\), the adjoint variable \(\lambda\in\mathcal{C}^*\), and a direction \(v\in\mathcal{Z}\), solve the adjoint sensitvity equation \(c_u(u,z)^*p + J_{uu}(u,z)s + J_{uz}(u,z)v + c_{uu}(u,z)(\cdot,s)^*\lambda + c_{zu}(u,z)(\cdot,v)^*\lambda = 0\) for \(p = \lambda_z(u(z),z)v\in\mathcal{C}^*\).
Definition at line 146 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
Referenced by ROL::Reduced_EqualityConstraint_SimOpt< Real >::applyAdjointHessian().
◆ update()
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inlinevirtual |
Update the SimOpt objective function and equality constraint.
Reimplemented from ROL::EqualityConstraint< Real >.
Definition at line 245 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
◆ value()
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inlinevirtual |
Given \(z\in\mathcal{Z}\), evaluate the equality constraint \(\widehat{c}(z) = c(u(z),z)\) where \(u=u(z)\in\mathcal{U}\) solves \(e(u,z) = 0\).
Implements ROL::EqualityConstraint< Real >.
Definition at line 256 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
References ROL::Reduced_EqualityConstraint_SimOpt< Real >::solve_state_equation().
◆ applyJacobian()
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inlinevirtual |
Given \(z\in\mathcal{Z}\), apply the Jacobian to a vector \(\widehat{c}'(z)v = c_u(u,z)s + c_z(u,z)v\) where \(s=s(u,z,v)\in\mathcal{U}^*\) solves \(e_u(u,z)s+e_z(u,z)v = 0\).
Reimplemented from ROL::EqualityConstraint< Real >.
Definition at line 268 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
References ROL::Vector< Real >::plus(), ROL::Reduced_EqualityConstraint_SimOpt< Real >::solve_state_equation(), and ROL::Reduced_EqualityConstraint_SimOpt< Real >::solve_state_sensitivity().
◆ applyAdjointJacobian()
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inlinevirtual |
Apply the adjoint of the the constraint Jacobian at \(x\), \(c'(x)^* \in L(\mathcal{C}^*, \mathcal{X}^*)\), to vector \(v\).
- Parameters
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[out] ajv is the result of applying the adjoint of the constraint Jacobian to v at x; a dual optimization-space vector [in] v is a dual constraint-space vector [in] x is the constraint argument; an optimization-space vector [in,out] tol is a tolerance for inexact evaluations; currently unused
On return, \(\mathsf{ajv} = c'(x)^*v\), where \(v \in \mathcal{C}^*\), \(\mathsf{ajv} \in \mathcal{X}^*\).
The default implementation is a finite-difference approximation.
Reimplemented from ROL::EqualityConstraint< Real >.
Definition at line 281 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
References ROL::Vector< Real >::plus(), ROL::Reduced_EqualityConstraint_SimOpt< Real >::solve_adjoint_equation(), and ROL::Reduced_EqualityConstraint_SimOpt< Real >::solve_state_equation().
◆ applyAdjointHessian()
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inlinevirtual |
Given \(z\in\mathcal{Z}\), evaluate the Hessian of the objective function \(\nabla^2\widehat{J}(z)\) in the direction \(v\in\mathcal{Z}\).
Reimplemented from ROL::EqualityConstraint< Real >.
Definition at line 297 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
References ROL::EqualityConstraint< Real >::applyAdjointHessian(), ROL::Vector< Real >::plus(), ROL::Reduced_EqualityConstraint_SimOpt< Real >::solve_adjoint_equation(), ROL::Reduced_EqualityConstraint_SimOpt< Real >::solve_adjoint_sensitivity(), ROL::Reduced_EqualityConstraint_SimOpt< Real >::solve_state_equation(), and ROL::Reduced_EqualityConstraint_SimOpt< Real >::solve_state_sensitivity().
◆ setParameter()
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Reimplemented from ROL::EqualityConstraint< Real >.
Definition at line 327 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
References ROL::EqualityConstraint< Real >::setParameter().
Member Data Documentation
◆ conVal_
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Definition at line 56 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
◆ conRed_
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Definition at line 57 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
◆ stateStore_
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Definition at line 58 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
◆ adjointStore_
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Definition at line 59 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
◆ state_
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Definition at line 62 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
◆ adjoint_
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Definition at line 63 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
◆ residual_
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Definition at line 64 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
◆ state_sens_
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Definition at line 65 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
◆ adjoint_sens_
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Definition at line 66 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
◆ dualstate_
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Definition at line 69 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
◆ dualstate1_
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Definition at line 70 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
◆ dualadjoint_
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Definition at line 71 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
◆ dualcontrol_
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Definition at line 72 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
◆ dualresidual_
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Definition at line 73 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
◆ storage_
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Definition at line 75 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
◆ useFDhessVec_
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Definition at line 76 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
◆ updateFlag_
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Definition at line 78 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
◆ updateIter_
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Definition at line 79 of file ROL_Reduced_EqualityConstraint_SimOpt.hpp.
The documentation for this class was generated from the following file:
