ROL
Public Member Functions | Private Attributes | List of all members
ROL::SimConstraint< Real > Class Template Reference

#include <ROL_SimConstraint.hpp>

+ Inheritance diagram for ROL::SimConstraint< Real >:

Public Member Functions

 SimConstraint (const Ptr< Constraint_SimOpt< Real >> &con, const Ptr< const Vector< Real >> &z, bool inSolve=false)
 
void update (const Vector< Real > &u, 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 update (const Vector< Real > &u, UpdateType type, int iter=-1) override
 Update constraint function. More...
 
void value (Vector< Real > &c, const Vector< Real > &u, 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 > &u, 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 > &u, 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 > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, 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...
 
void applyPreconditioner (Vector< Real > &pv, const Vector< Real > &v, const Vector< Real > &u, 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 Attributes

const Ptr< Constraint_SimOpt< Real > > con_
 
const Ptr< const Vector< Real > > z_
 
const bool inSolve_
 
Ptr< Vector< Real > > ijv_
 
bool init_
 

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::SimConstraint< Real >

Definition at line 52 of file ROL_SimConstraint.hpp.

Constructor & Destructor Documentation

◆ SimConstraint()

template<typename Real >
ROL::SimConstraint< Real >::SimConstraint ( const Ptr< Constraint_SimOpt< Real >> &  con,
const Ptr< const Vector< Real >> &  z,
bool  inSolve = false 
)

Definition at line 50 of file ROL_SimConstraint_Def.hpp.

Member Function Documentation

◆ update() [1/2]

template<typename Real >
void ROL::SimConstraint< 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 55 of file ROL_SimConstraint_Def.hpp.

◆ update() [2/2]

template<typename Real >
void ROL::SimConstraint< 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]xis the new iterate.
[in]typeis the type of update requested.
[in]iteris the outer algorithm iterations count.

Reimplemented from ROL::Constraint< Real >.

Definition at line 61 of file ROL_SimConstraint_Def.hpp.

◆ value()

template<typename Real >
void ROL::SimConstraint< 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]cis the result of evaluating the constraint operator at x; a constraint-space vector
[in]xis the constraint argument; an optimization-space vector
[in,out]tolis 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 67 of file ROL_SimConstraint_Def.hpp.

◆ applyJacobian()

template<typename Real >
void ROL::SimConstraint< 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]jvis the result of applying the constraint Jacobian to v at x; a constraint-space vector
[in]vis an optimization-space vector
[in]xis the constraint argument; an optimization-space vector
[in,out]tolis 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 72 of file ROL_SimConstraint_Def.hpp.

◆ applyAdjointJacobian()

template<typename Real >
void ROL::SimConstraint< 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]ajvis the result of applying the adjoint of the constraint Jacobian to v at x; a dual optimization-space vector
[in]vis a dual constraint-space vector
[in]xis the constraint argument; an optimization-space vector
[in,out]tolis 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 77 of file ROL_SimConstraint_Def.hpp.

◆ applyAdjointHessian()

template<typename Real >
void ROL::SimConstraint< 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]ahuvis 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]uis the direction vector; a dual constraint-space vector
[in]vis an optimization-space vector
[in]xis the constraint argument; an optimization-space vector
[in,out]tolis 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 82 of file ROL_SimConstraint_Def.hpp.

◆ applyPreconditioner()

template<typename Real >
void ROL::SimConstraint< 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]pvis the result of applying the constraint preconditioner to v at x; a dual constraint-space vector
[in]vis a constraint-space vector
[in]xis the preconditioner argument; an optimization-space vector
[in]gis the preconditioner argument; a dual optimization-space vector, unused
[in,out]tolis 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 87 of file ROL_SimConstraint_Def.hpp.

References ROL::Vector< Real >::clone(), and ROL::Vector< Real >::dual().

◆ setParameter()

template<typename Real >
void ROL::SimConstraint< Real >::setParameter ( const std::vector< Real > &  param)
overridevirtual

Reimplemented from ROL::Constraint< Real >.

Definition at line 97 of file ROL_SimConstraint_Def.hpp.

References ROL::Constraint< Real >::setParameter().

Member Data Documentation

◆ con_

template<typename Real >
const Ptr<Constraint_SimOpt<Real> > ROL::SimConstraint< Real >::con_
private

Definition at line 54 of file ROL_SimConstraint.hpp.

◆ z_

template<typename Real >
const Ptr<const Vector<Real> > ROL::SimConstraint< Real >::z_
private

Definition at line 55 of file ROL_SimConstraint.hpp.

◆ inSolve_

template<typename Real >
const bool ROL::SimConstraint< Real >::inSolve_
private

Definition at line 56 of file ROL_SimConstraint.hpp.

◆ ijv_

template<typename Real >
Ptr<Vector<Real> > ROL::SimConstraint< Real >::ijv_
private

Definition at line 57 of file ROL_SimConstraint.hpp.

◆ init_

template<typename Real >
bool ROL::SimConstraint< Real >::init_
private

Definition at line 58 of file ROL_SimConstraint.hpp.

The documentation for this class was generated from the following files:
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