Has both inequality and equality constraints. Treat inequality constraint as equality with slack variable. More...

#include <ROL_Constraint_Partitioned.hpp>

Inheritance diagram for ROL::Constraint_Partitioned< Real >:

Public Member Functions
	Constraint_Partitioned (const std::vector< Ptr< Constraint< Real >>> &cvec, bool isInequality=false, int offset=0)

	Constraint_Partitioned (const std::vector< Ptr< Constraint< Real >>> &cvec, std::vector< bool > isInequality, int offset=0)

int	getNumberConstraintEvaluations (void) const

Ptr< Constraint< Real > >	get (int ind=0) const

void	update (const Vector< Real > &x, UpdateType type, int iter=-1) override
	Update constraint function. More...

void	update (const Vector< Real > &x, bool flag=true, int iter=-1) override
	Update constraint functions. x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count. More...

void	value (Vector< Real > &c, const Vector< Real > &x, Real &tol) override
	Evaluate the constraint operator \(c:\mathcal{X} \rightarrow \mathcal{C}\) at \(x\). More...

void	applyJacobian (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
	Apply the constraint Jacobian at \(x\), \(c'(x) \in L(\mathcal{X}, \mathcal{C})\), to vector \(v\). More...

void	applyAdjointJacobian (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
	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 > &ahuv, const Vector< Real > &u, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
	Apply the derivative of the adjoint of the constraint Jacobian at \(x\) to vector \(u\) in direction \(v\), according to \( v \mapsto c''(x)(v,\cdot)^*u \). More...

virtual void	applyPreconditioner (Vector< Real > &pv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g, Real &tol) override
	Apply a constraint preconditioner at \(x\), \(P(x) \in L(\mathcal{C}, \mathcal{C}^*)\), to vector \(v\). Ideally, this preconditioner satisfies the following relationship: More...

void	setParameter (const std::vector< Real > &param) override

Public Member Functions inherited from ROL::Constraint< Real >
virtual	~Constraint (void)

	Constraint (void)

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 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
Vector< Real > &	getOpt (Vector< Real > &xs) const

const Vector< Real > &	getOpt (const Vector< Real > &xs) const

Vector< Real > &	getSlack (Vector< Real > &xs, int ind) const

const Vector< Real > &	getSlack (const Vector< Real > &xs, int ind) const

Private Attributes
std::vector< Ptr< Constraint< Real > > >	cvec_

std::vector< bool >	isInequality_

const int	offset_

Ptr< Vector< Real > >	scratch_

int	ncval_

bool	initialized_

Additional Inherited Members
Protected Member Functions inherited from ROL::Constraint< Real >
const std::vector< Real >	getParameter (void) const

Detailed Description

template<typename Real>
class ROL::Constraint_Partitioned< Real >

Has both inequality and equality constraints. Treat inequality constraint as equality with slack variable.

Definition at line 56 of file ROL_Constraint_Partitioned.hpp.

Constructor & Destructor Documentation

◆ Constraint_Partitioned() [1/2]

template<typename Real >

ROL::Constraint_Partitioned< Real >::Constraint_Partitioned	(	const std::vector< Ptr< Constraint< Real >>> &	cvec,
		bool	isInequality = `false`,
		int	offset = `0`
	)

Definition at line 47 of file ROL_Constraint_Partitioned_Def.hpp.

References ROL::Constraint_Partitioned< Real >::isInequality_.

◆ Constraint_Partitioned() [2/2]

template<typename Real >

ROL::Constraint_Partitioned< Real >::Constraint_Partitioned	(	const std::vector< Ptr< Constraint< Real >>> &	cvec,
		std::vector< bool >	isInequality,
		int	offset = `0`
	)

Definition at line 56 of file ROL_Constraint_Partitioned_Def.hpp.

Member Function Documentation

◆ getNumberConstraintEvaluations()

template<typename Real >

int ROL::Constraint_Partitioned< Real >::getNumberConstraintEvaluations ( void ) const

Definition at line 63 of file ROL_Constraint_Partitioned_Def.hpp.

◆ get()

template<typename Real >

Ptr< Constraint< Real > > ROL::Constraint_Partitioned< Real >::get ( int ind = 0 ) const

Definition at line 68 of file ROL_Constraint_Partitioned_Def.hpp.

◆ update() [1/2]

template<typename Real >

void ROL::Constraint_Partitioned< Real >::update	(	const Vector< Real > &	x,
		UpdateType	type,
		int	iter = `-1`
	)

overridevirtual

Update constraint function.

This function updates the constraint function at new iterations.

Parameters

[in]	x	is the new iterate.
[in]	type	is the type of update requested.
[in]	iter	is the outer algorithm iterations count.

Reimplemented from ROL::Constraint< Real >.

Definition at line 76 of file ROL_Constraint_Partitioned_Def.hpp.

◆ update() [2/2]

template<typename Real >

void ROL::Constraint_Partitioned< Real >::update	(	const Vector< Real > &	x,
		bool	flag = `true`,
		int	iter = `-1`
	)

overridevirtual

Update constraint functions.
x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count.

Reimplemented from ROL::Constraint< Real >.

Definition at line 84 of file ROL_Constraint_Partitioned_Def.hpp.

◆ value()

template<typename Real >

void ROL::Constraint_Partitioned< Real >::value	(	Vector< Real > &	c,
		const Vector< Real > &	x,
		Real &	tol
	)

overridevirtual

Evaluate the constraint operator \(c:\mathcal{X} \rightarrow \mathcal{C}\) at \(x\).

Parameters

[out]	c	is the result of evaluating the constraint operator at x; a 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, \(\mathsf{c} = c(x)\), where \(\mathsf{c} \in \mathcal{C}\), \(\mathsf{x} \in \mathcal{X}\).

Implements ROL::Constraint< Real >.

Definition at line 92 of file ROL_Constraint_Partitioned_Def.hpp.

References ROL::PartitionedVector< Real >::get().

◆ applyJacobian()

template<typename Real >

void ROL::Constraint_Partitioned< Real >::applyJacobian	(	Vector< Real > &	jv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol
	)

overridevirtual

Apply the constraint Jacobian at \(x\), \(c'(x) \in L(\mathcal{X}, \mathcal{C})\), to vector \(v\).

Parameters

[out]	jv	is the result of applying the constraint Jacobian to v at x; a constraint-space vector
[in]	v	is an optimization-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, \(\mathsf{jv} = c'(x)v\), where \(v \in \mathcal{X}\), \(\mathsf{jv} \in \mathcal{C}\).

The default implementation is a finite-difference approximation.

Reimplemented from ROL::Constraint< Real >.

Definition at line 109 of file ROL_Constraint_Partitioned_Def.hpp.

References ROL::PartitionedVector< Real >::get().

◆ applyAdjointJacobian()

template<typename Real >

void ROL::Constraint_Partitioned< Real >::applyAdjointJacobian	(	Vector< Real > &	ajv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol
	)

overridevirtual

Apply the adjoint of the the constraint Jacobian at \(x\), \(c'(x)^* \in L(\mathcal{C}^*, \mathcal{X}^*)\), to vector \(v\).

Parameters

[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::Constraint< Real >.

Definition at line 128 of file ROL_Constraint_Partitioned_Def.hpp.

References ROL::PartitionedVector< Real >::get(), and ROL::PartitionedVector< Real >::zero().

◆ applyAdjointHessian()

template<typename Real >

void ROL::Constraint_Partitioned< Real >::applyAdjointHessian	(	Vector< Real > &	ahuv,
		const Vector< Real > &	u,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol
	)

overridevirtual

Apply the derivative of the adjoint of the constraint Jacobian at \(x\) to vector \(u\) in direction \(v\), according to \( v \mapsto c''(x)(v,\cdot)^*u \).

Parameters

[out]	ahuv	is the result of applying the derivative of the adjoint of the constraint Jacobian at x to vector u in direction v; a dual optimization-space vector
[in]	u	is the direction vector; a dual constraint-space vector
[in]	v	is an optimization-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, \( \mathsf{ahuv} = c''(x)(v,\cdot)^*u \), where \(u \in \mathcal{C}^*\), \(v \in \mathcal{X}\), and \(\mathsf{ahuv} \in \mathcal{X}^*\).

The default implementation is a finite-difference approximation based on the adjoint Jacobian.

Reimplemented from ROL::Constraint< Real >.

Definition at line 156 of file ROL_Constraint_Partitioned_Def.hpp.

References ROL::PartitionedVector< Real >::get(), and ROL::PartitionedVector< Real >::zero().

◆ applyPreconditioner()

template<typename Real >

void ROL::Constraint_Partitioned< Real >::applyPreconditioner	(	Vector< Real > &	pv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		const Vector< Real > &	g,
		Real &	tol
	)

overridevirtual

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.

Parameters

[out]	pv	is the result of applying the constraint preconditioner to v at x; a dual constraint-space vector
[in]	v	is a constraint-space vector
[in]	x	is the preconditioner argument; an optimization-space vector
[in]	g	is the preconditioner argument; a dual optimization-space vector, unused
[in,out]	tol	is a tolerance for inexact evaluations

On return, \(\mathsf{pv} = P(x)v\), where \(v \in \mathcal{C}\), \(\mathsf{pv} \in \mathcal{C}^*\).

The default implementation is the Riesz map in \(L(\mathcal{C}, \mathcal{C}^*)\).

Reimplemented from ROL::Constraint< Real >.

Definition at line 185 of file ROL_Constraint_Partitioned_Def.hpp.

References ROL::PartitionedVector< Real >::get().