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ROL
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#include <ROL_Problem.hpp>
Inheritance diagram for ROL::Problem< Real >:Public Member Functions | |
| virtual | ~Problem () |
| Problem (const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x, const Ptr< Vector< Real >> &g=nullPtr) | |
| Default constructor for OptimizationProblem. More... | |
| void | addBoundConstraint (const Ptr< BoundConstraint< Real >> &bnd) |
| Add a bound constraint. More... | |
| void | removeBoundConstraint () |
| Remove an existing bound constraint. More... | |
| void | addConstraint (std::string name, const Ptr< Constraint< Real >> &econ, const Ptr< Vector< Real >> &emul, const Ptr< Vector< Real >> &eres=nullPtr, bool reset=false) |
| Add an equality constraint. More... | |
| void | addConstraint (std::string name, const Ptr< Constraint< Real >> &icon, const Ptr< Vector< Real >> &imul, const Ptr< BoundConstraint< Real >> &ibnd, const Ptr< Vector< Real >> &ires=nullPtr, bool reset=false) |
| Add an inequality constraint. More... | |
| void | removeConstraint (std::string name) |
| Remove an existing constraint. More... | |
| void | addLinearConstraint (std::string name, const Ptr< Constraint< Real >> &linear_econ, const Ptr< Vector< Real >> &linear_emul, const Ptr< Vector< Real >> &linear_eres=nullPtr, bool reset=false) |
| Add a linear equality constraint. More... | |
| void | addLinearConstraint (std::string name, const Ptr< Constraint< Real >> &linear_icon, const Ptr< Vector< Real >> &linear_imul, const Ptr< BoundConstraint< Real >> &linear_ibnd, const Ptr< Vector< Real >> &linear_ires=nullPtr, bool reset=false) |
| Add a linear inequality constraint. More... | |
| void | removeLinearConstraint (std::string name) |
| Remove an existing linear constraint. More... | |
| void | setProjectionAlgorithm (ParameterList &parlist) |
| Set polyhedral projection algorithm. More... | |
| const Ptr< Objective< Real > > & | getObjective () |
| Get the objective function. More... | |
| const Ptr< Vector< Real > > & | getPrimalOptimizationVector () |
| Get the primal optimization space vector. More... | |
| const Ptr< Vector< Real > > & | getDualOptimizationVector () |
| Get the dual optimization space vector. More... | |
| const Ptr< BoundConstraint< Real > > & | getBoundConstraint () |
| Get the bound constraint. More... | |
| const Ptr< Constraint< Real > > & | getConstraint () |
| Get the equality constraint. More... | |
| const Ptr< Vector< Real > > & | getMultiplierVector () |
| Get the dual constraint space vector. More... | |
| const Ptr< Vector< Real > > & | getResidualVector () |
| Get the primal constraint space vector. More... | |
| const Ptr< PolyhedralProjection< Real > > & | getPolyhedralProjection () |
| Get the polyhedral projection object. This is a null pointer if no linear constraints and/or bounds are present. More... | |
| EProblem | getProblemType () |
| Get the optimization problem type (U, B, E, or G). More... | |
| Real | checkLinearity (bool printToStream=false, std::ostream &outStream=std::cout) const |
| Check if user-supplied linear constraints are affine. More... | |
| void | checkVectors (bool printToStream=false, std::ostream &outStream=std::cout) const |
| Run vector checks for user-supplied vectors. More... | |
| void | checkDerivatives (bool printToStream=false, std::ostream &outStream=std::cout) const |
| Run derivative checks for user-supplied objective function and constraints. More... | |
| void | check (bool printToStream=false, std::ostream &outStream=std::cout) const |
| Run vector, linearity and derivative checks for user-supplied vectors, objective function and constraints. More... | |
| virtual void | finalize (bool lumpConstraints=false, bool printToStream=false, std::ostream &outStream=std::cout) |
| Tranform user-supplied constraints to consist of only bounds and equalities. Optimization problem cannot be modified after finalize has been called without calling the edit function. More... | |
| bool | isFinalized () const |
| Indicate whether or no finalize has been called. More... | |
| virtual void | edit () |
| Resume editting optimization problem after finalize has been called. More... | |
| void | finalizeIteration () |
| Transform the optimization variables to the native parameterization after an optimization algorithm has finished. More... | |
Protected Attributes | |
| Ptr< Objective< Real > > | INPUT_obj_ |
| Ptr< Vector< Real > > | INPUT_xprim_ |
| Ptr< Vector< Real > > | INPUT_xdual_ |
| Ptr< BoundConstraint< Real > > | INPUT_bnd_ |
| std::unordered_map< std::string, ConstraintData< Real > > | INPUT_con_ |
| std::unordered_map< std::string, ConstraintData< Real > > | INPUT_linear_con_ |
Private Attributes | |
| bool | isFinalized_ |
| bool | hasBounds_ |
| bool | hasEquality_ |
| bool | hasInequality_ |
| bool | hasLinearEquality_ |
| bool | hasLinearInequality_ |
| unsigned | cnt_econ_ |
| unsigned | cnt_icon_ |
| unsigned | cnt_linear_econ_ |
| unsigned | cnt_linear_icon_ |
| ParameterList | ppa_list_ |
| Ptr< Objective< Real > > | obj_ |
| Ptr< Vector< Real > > | xprim_ |
| Ptr< Vector< Real > > | xdual_ |
| Ptr< BoundConstraint< Real > > | bnd_ |
| Ptr< Constraint< Real > > | con_ |
| Ptr< Vector< Real > > | mul_ |
| Ptr< Vector< Real > > | res_ |
| Ptr< PolyhedralProjection< Real > > | proj_ |
| Ptr< Vector< Real > > | xfeas_ |
| Ptr< ReduceLinearConstraint< Real > > | rlc_ |
| EProblem | problemType_ |
Definition at line 60 of file ROL_Problem.hpp.
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Definition at line 99 of file ROL_Problem.hpp.
| ROL::Problem< Real >::Problem | ( | const Ptr< Objective< Real >> & | obj, |
| const Ptr< Vector< Real >> & | x, | ||
| const Ptr< Vector< Real >> & | g = nullPtr |
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| ) |
Default constructor for OptimizationProblem.
| [in] | obj | objective function object |
| [in] | x | primal optimization space vector |
| [in] | g | dual optimization space vector |
Definition at line 52 of file ROL_Problem_Def.hpp.
References ROL::Problem< Real >::INPUT_bnd_, ROL::Problem< Real >::INPUT_con_, ROL::Problem< Real >::INPUT_linear_con_, ROL::Problem< Real >::INPUT_obj_, ROL::Problem< Real >::INPUT_xdual_, and ROL::Problem< Real >::INPUT_xprim_.
| void ROL::Problem< Real >::addBoundConstraint | ( | const Ptr< BoundConstraint< Real >> & | bnd | ) |
Add a bound constraint.
| [in] | bnd | bound constraint object |
Definition at line 72 of file ROL_Problem_Def.hpp.
Referenced by ROL::TypeG::StabilizedLCLAlgorithm< Real >::run(), ROL::TypeB::Algorithm< Real >::run(), ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeG::Algorithm< Real >::run().
| void ROL::Problem< Real >::removeBoundConstraint |
Remove an existing bound constraint.
Definition at line 81 of file ROL_Problem_Def.hpp.
| void ROL::Problem< Real >::addConstraint | ( | std::string | name, |
| const Ptr< Constraint< Real >> & | econ, | ||
| const Ptr< Vector< Real >> & | emul, | ||
| const Ptr< Vector< Real >> & | eres = nullPtr, |
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| bool | reset = false |
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Add an equality constraint.
| [in] | name | the unique constraint identifier |
| [in] | econ | constraint object |
| [in] | emul | dual constraint space vector |
| [in] | eres | primal constraint space vector |
| [in] | reset | whether or not to clear constraint container |
Definition at line 90 of file ROL_Problem_Def.hpp.
Referenced by ROL::StochasticProblem< Real >::finalize(), ROL::StochasticProblem< Real >::makeConstraintStochastic(), ROL::StochasticProblem< Real >::resetStochasticConstraint(), ROL::TypeG::Algorithm< Real >::run(), and ROL::TypeE::Algorithm< Real >::run().
| void ROL::Problem< Real >::addConstraint | ( | std::string | name, |
| const Ptr< Constraint< Real >> & | icon, | ||
| const Ptr< Vector< Real >> & | imul, | ||
| const Ptr< BoundConstraint< Real >> & | ibnd, | ||
| const Ptr< Vector< Real >> & | ires = nullPtr, |
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| bool | reset = false |
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| ) |
Add an inequality constraint.
| [in] | name | the unique constraint identifier |
| [in] | icon | constraint object |
| [in] | imul | dual constraint space vector |
| [in] | ibnd | bound constraint |
| [in] | ires | primal constraint space vector |
| [in] | reset | whether or not to clear constraint container |
Definition at line 110 of file ROL_Problem_Def.hpp.
| void ROL::Problem< Real >::removeConstraint | ( | std::string | name | ) |
Remove an existing constraint.
| [in] | name | the unique constraint identifier |
Definition at line 131 of file ROL_Problem_Def.hpp.
Referenced by ROL::StochasticProblem< Real >::finalize(), ROL::StochasticProblem< Real >::makeConstraintStochastic(), and ROL::StochasticProblem< Real >::resetStochasticConstraint().
| void ROL::Problem< Real >::addLinearConstraint | ( | std::string | name, |
| const Ptr< Constraint< Real >> & | linear_econ, | ||
| const Ptr< Vector< Real >> & | linear_emul, | ||
| const Ptr< Vector< Real >> & | linear_eres = nullPtr, |
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| bool | reset = false |
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| ) |
Add a linear equality constraint.
| [in] | name | the unique constraint identifier |
| [in] | linear_econ | constraint object |
| [in] | linear_emul | dual constraint space vector |
| [in] | linear_eres | primal constraint space vector |
| [in] | reset | whether or not to clear linear constraint container |
Definition at line 146 of file ROL_Problem_Def.hpp.
Referenced by ROL::StochasticProblem< Real >::finalize(), ROL::StochasticProblem< Real >::makeLinearConstraintStochastic(), ROL::StochasticProblem< Real >::resetStochasticLinearConstraint(), ROL::TypeG::StabilizedLCLAlgorithm< Real >::run(), ROL::TypeB::Algorithm< Real >::run(), ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), ROL::TypeG::Algorithm< Real >::run(), and ROL::TypeE::Algorithm< Real >::run().
| void ROL::Problem< Real >::addLinearConstraint | ( | std::string | name, |
| const Ptr< Constraint< Real >> & | linear_icon, | ||
| const Ptr< Vector< Real >> & | linear_imul, | ||
| const Ptr< BoundConstraint< Real >> & | linear_ibnd, | ||
| const Ptr< Vector< Real >> & | linear_ires = nullPtr, |
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| bool | reset = false |
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Add a linear inequality constraint.
| [in] | name | the unique constraint identifier |
| [in] | linear_icon | constraint object |
| [in] | linear_imul | dual constraint space vector |
| [in] | linear_ibnd | bound constraint |
| [in] | linear_ires | primal constraint space vector |
| [in] | reset | whether or not to clear linear constraint container |
Definition at line 166 of file ROL_Problem_Def.hpp.
| void ROL::Problem< Real >::removeLinearConstraint | ( | std::string | name | ) |
Remove an existing linear constraint.
| [in] | name | the unique constraint identifier |
Definition at line 187 of file ROL_Problem_Def.hpp.
Referenced by ROL::StochasticProblem< Real >::finalize(), ROL::StochasticProblem< Real >::makeLinearConstraintStochastic(), and ROL::StochasticProblem< Real >::resetStochasticLinearConstraint().
| void ROL::Problem< Real >::setProjectionAlgorithm | ( | ParameterList & | parlist | ) |
Set polyhedral projection algorithm.
| [in] | ppa | polyhedral projection algorithm |
Definition at line 202 of file ROL_Problem_Def.hpp.
Referenced by ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().
| const Ptr< Objective< Real > > & ROL::Problem< Real >::getObjective | ( | void | ) |
Get the objective function.
Definition at line 443 of file ROL_Problem_Def.hpp.
References obj_.
Referenced by ROL::TypeB::Algorithm< Real >::run(), ROL::TypeE::Algorithm< Real >::run(), ROL::TypeG::Algorithm< Real >::run(), ROL::TypeU::Algorithm< Real >::run(), ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().
| const Ptr< Vector< Real > > & ROL::Problem< Real >::getPrimalOptimizationVector |
Get the primal optimization space vector.
Definition at line 449 of file ROL_Problem_Def.hpp.
Referenced by ROL::TypeB::Algorithm< Real >::run(), ROL::TypeE::Algorithm< Real >::run(), ROL::TypeG::Algorithm< Real >::run(), ROL::TypeU::Algorithm< Real >::run(), ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().
| const Ptr< Vector< Real > > & ROL::Problem< Real >::getDualOptimizationVector |
Get the dual optimization space vector.
Definition at line 455 of file ROL_Problem_Def.hpp.
Referenced by ROL::TypeB::Algorithm< Real >::run(), ROL::TypeE::Algorithm< Real >::run(), ROL::TypeG::Algorithm< Real >::run(), ROL::TypeU::Algorithm< Real >::run(), ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().
| const Ptr< BoundConstraint< Real > > & ROL::Problem< Real >::getBoundConstraint | ( | void | ) |
Get the bound constraint.
Definition at line 461 of file ROL_Problem_Def.hpp.
Referenced by ROL::TypeB::Algorithm< Real >::run(), ROL::TypeG::Algorithm< Real >::run(), and ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().
| const Ptr< Constraint< Real > > & ROL::Problem< Real >::getConstraint | ( | void | ) |
Get the equality constraint.
Definition at line 467 of file ROL_Problem_Def.hpp.
Referenced by ROL::TypeE::Algorithm< Real >::run(), ROL::TypeG::Algorithm< Real >::run(), ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().
| const Ptr< Vector< Real > > & ROL::Problem< Real >::getMultiplierVector | ( | void | ) |
Get the dual constraint space vector.
Definition at line 473 of file ROL_Problem_Def.hpp.
Referenced by ROL::TypeE::Algorithm< Real >::run(), ROL::TypeG::Algorithm< Real >::run(), ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().
| const Ptr< Vector< Real > > & ROL::Problem< Real >::getResidualVector |
Get the primal constraint space vector.
Definition at line 479 of file ROL_Problem_Def.hpp.
Referenced by ROL::TypeE::Algorithm< Real >::run(), ROL::TypeG::Algorithm< Real >::run(), ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().
| const Ptr< PolyhedralProjection< Real > > & ROL::Problem< Real >::getPolyhedralProjection |
Get the polyhedral projection object. This is a null pointer if no linear constraints and/or bounds are present.
Definition at line 485 of file ROL_Problem_Def.hpp.
Referenced by ROL::TypeB::Algorithm< Real >::run(), ROL::TypeG::Algorithm< Real >::run(), ROL::TypeB::KelleySachsAlgorithm< Real >::run(), ROL::TypeB::NewtonKrylovAlgorithm< Real >::run(), ROL::TypeG::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeE::StabilizedLCLAlgorithm< Real >::run().
| EProblem ROL::Problem< Real >::getProblemType | ( | void | ) |
Get the optimization problem type (U, B, E, or G).
Definition at line 491 of file ROL_Problem_Def.hpp.
Referenced by ROL::TypeB::Algorithm< Real >::run(), ROL::TypeE::Algorithm< Real >::run(), ROL::TypeG::Algorithm< Real >::run(), ROL::TypeU::Algorithm< Real >::run(), ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().
| Real ROL::Problem< Real >::checkLinearity | ( | bool | printToStream = false, |
| std::ostream & | outStream = std::cout |
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Check if user-supplied linear constraints are affine.
This function computes the error
\[ \|c(x+\alpha y) - (c(x)+\alpha (c(y)-c(0)))\| \]
for each user-supplied linear constraint and returns the maximum.
| [in] | printToStream | determines whether to print to the supplied std::ostream |
| [in,out] | outStream | user supplied std::ostream |
Definition at line 497 of file ROL_Problem_Def.hpp.
References ROL::Temp.
| void ROL::Problem< Real >::checkVectors | ( | bool | printToStream = false, |
| std::ostream & | outStream = std::cout |
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Run vector checks for user-supplied vectors.
| [in] | printToStream | determines whether to print to the supplied std::ostream |
| [in,out] | outStream | user supplied std::ostream |
Definition at line 546 of file ROL_Problem_Def.hpp.
| void ROL::Problem< Real >::checkDerivatives | ( | bool | printToStream = false, |
| std::ostream & | outStream = std::cout |
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| ) | const |
Run derivative checks for user-supplied objective function and constraints.
| [in] | printToStream | determines whether to print to the supplied std::ostream |
| [in,out] | outStream | user supplied std::ostream |
Definition at line 605 of file ROL_Problem_Def.hpp.
| void ROL::Problem< Real >::check | ( | bool | printToStream = false, |
| std::ostream & | outStream = std::cout |
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Run vector, linearity and derivative checks for user-supplied vectors, objective function and constraints.
| [in] | printToStream | determines whether to print to the supplied std::ostream |
| [in,out] | outStream | user supplied std::ostream |
Definition at line 646 of file ROL_Problem_Def.hpp.
Referenced by ROL::TypeG::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeE::StabilizedLCLAlgorithm< Real >::run().
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Tranform user-supplied constraints to consist of only bounds and equalities. Optimization problem cannot be modified after finalize has been called without calling the edit function.
| [in] | lumpConstraints | combine both linear and nonlinear constraints |
| [in] | printToStream | determines whether to print to the supplied std::ostream |
| [in,out] | outStream | user supplied std::ostream |
Reimplemented in ROL::StochasticProblem< Real >.
Definition at line 210 of file ROL_Problem_Def.hpp.
References ROL::ConstraintAssembler< Real >::getBoundConstraint(), ROL::ConstraintAssembler< Real >::getConstraint(), ROL::ConstraintAssembler< Real >::getDualOptVector(), ROL::ConstraintAssembler< Real >::getLinearConstraint(), ROL::ConstraintAssembler< Real >::getLinearMultiplier(), ROL::ConstraintAssembler< Real >::getLinearResidual(), ROL::ConstraintAssembler< Real >::getMultiplier(), ROL::ConstraintAssembler< Real >::getOptVector(), ROL::ConstraintAssembler< Real >::getResidual(), ROL::ConstraintAssembler< Real >::hasInequality(), obj_, ROL::TYPE_B, ROL::TYPE_E, ROL::TYPE_EB, and ROL::TYPE_U.
Referenced by ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), ROL::TypeG::StabilizedLCLAlgorithm< Real >::run(), ROL::TypeB::Algorithm< Real >::run(), ROL::TypeG::Algorithm< Real >::run(), and ROL::TypeE::Algorithm< Real >::run().
| bool ROL::Problem< Real >::isFinalized |
Indicate whether or no finalize has been called.
Definition at line 655 of file ROL_Problem_Def.hpp.
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Resume editting optimization problem after finalize has been called.
Reimplemented in ROL::StochasticProblem< Real >.
Definition at line 660 of file ROL_Problem_Def.hpp.
Referenced by ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().
| void ROL::Problem< Real >::finalizeIteration |
Transform the optimization variables to the native parameterization after an optimization algorithm has finished.
Definition at line 667 of file ROL_Problem_Def.hpp.
References ROL::PartitionedVector< Real >::get().
Referenced by ROL::TypeB::Algorithm< Real >::run(), ROL::TypeE::Algorithm< Real >::run(), ROL::TypeG::Algorithm< Real >::run(), ROL::TypeU::Algorithm< Real >::run(), ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().
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Definition at line 62 of file ROL_Problem.hpp.
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Definition at line 63 of file ROL_Problem.hpp.
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Definition at line 64 of file ROL_Problem.hpp.
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Definition at line 65 of file ROL_Problem.hpp.
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Definition at line 69 of file ROL_Problem.hpp.
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Definition at line 73 of file ROL_Problem.hpp.
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Definition at line 87 of file ROL_Problem.hpp.
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Definition at line 91 of file ROL_Problem.hpp.
Referenced by ROL::Problem< Real >::Problem().
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Definition at line 92 of file ROL_Problem.hpp.
Referenced by ROL::Problem< Real >::Problem().
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Definition at line 93 of file ROL_Problem.hpp.
Referenced by ROL::Problem< Real >::Problem().
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Definition at line 94 of file ROL_Problem.hpp.
Referenced by ROL::Problem< Real >::Problem().
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Definition at line 95 of file ROL_Problem.hpp.
Referenced by ROL::Problem< Real >::Problem().
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Definition at line 96 of file ROL_Problem.hpp.
Referenced by ROL::Problem< Real >::Problem().