Implement the NLPFirstOrder interface using a Thyra::ModelEvaluator object. More...

#include <NLPInterfacePack_NLPDirectThyraModelEvaluator.hpp>

Inheritance diagram for NLPInterfacePack::NLPDirectThyraModelEvaluator:

Public Member Functions
	STANDARD_COMPOSITION_MEMBERS (Thyra::DirectionalFiniteDiffCalculator< value_type >, objDirecFiniteDiffCalculator)
	Utility object that computes directional finite differences for objective. More...

	STANDARD_COMPOSITION_MEMBERS (Thyra::DirectionalFiniteDiffCalculator< value_type >, conDirecFiniteDiffCalculator)
	Utility object that computes directional finite differences for constraints. More...

	STANDARD_MEMBER_COMPOSITION_MEMBERS (bool, DfDp_is_const)
	Set if model.DfDp is constant or not. More...

	NLPDirectThyraModelEvaluator ()
	Initialize to uninitialized. More...

	NLPDirectThyraModelEvaluator (const Teuchos::RCP< Thyra::ModelEvaluator< value_type > > &model, const int p_idx, const int g_idx, const objDirecFiniteDiffCalculator_ptr_t objDirecFiniteDiffCalculator=Teuchos::null, const conDirecFiniteDiffCalculator_ptr_t conDirecFiniteDiffCalculator=Teuchos::null)
	Calls `initialize()`. More...

void	initialize (const Teuchos::RCP< Thyra::ModelEvaluator< value_type > > &model, const int p_idx, const int g_idx, const objDirecFiniteDiffCalculator_ptr_t objDirecFiniteDiffCalculator=Teuchos::null, const conDirecFiniteDiffCalculator_ptr_t conDirecFiniteDiffCalculator=Teuchos::null)
	.Initialize given a `Thyra::ModelEvaluator` and a description of how to interpret it. More...

Public Member Functions inherited from NLPInterfacePack::NLPDirect
void	set_factories (const mat_sym_fcty_ptr_t &factory_transDtD, const mat_sym_nonsing_fcty_ptr_t &factory_S)
	Initialize the factory objects for the special matrices for `D'D` and `S = I + D'D`. More...

virtual size_type	r () const
	Returns the number of decomposed equality constraints (`r <= m`). More...

virtual Range1D	con_decomp () const
	Return the range of decomposed equality constraints. More...

virtual Range1D	con_undecomp () const
	Return the range of undecomposed equality constraints. More...

virtual const mat_fcty_ptr_t	factory_GcU () const
	Return a matrix factory object for creating `GcU`. More...

virtual const mat_fcty_ptr_t	factory_Uz () const
	Return a matrix factory object for `Uz = F + E * D`. More...

virtual const mat_fcty_ptr_t	factory_GcUD () const
	Return a matrix factory object for a mutable matrix compatible with `GcU(var_dep)`. More...

virtual const mat_sym_fcty_ptr_t	factory_transDtD () const
	Returns a matrix factory for the result of `J = D'*D` More...

Public Member Functions inherited from NLPInterfacePack::NLPObjGrad
	NLPObjGrad ()
	Initialize to no reference set to calculation quanities. More...

virtual VectorMutable *	get_Gf ()
	Return pointer passed to `this->set_Gf()`. More...

virtual VectorMutable &	Gf ()
	Returns non-`const` `*this->get_Gf()`. More...

virtual const Vector &	Gf () const
	Returns `const` `*this->get_Gf()`. More...

virtual void	calc_Gf (const Vector &x, bool newx=true) const
	Update the vector for `Gf` at the point `x` and put it in the stored reference. More...

virtual size_type	num_Gf_evals () const
	Objective gradient evaluations count. More...

Public Member Functions inherited from NLPInterfacePack::NLP
const ZeroOrderInfo	zero_order_info () const
	Return pointer to set quantities. More...

const ZeroOrderInfo	zero_order_info_breve () const
	Return pointer to set `hat` quantities. More...

	NLP ()
	Initialize to no reference set to calculation quanities. More...

virtual	~NLP ()
	Destructor that cleans all the memory it owns. More...

virtual void	set_options (const options_ptr_t &options)
	Set the options that `this` NLP may be interested in. More...

virtual const options_ptr_t &	get_options () const
	Get the `OptionsFromStream` object being used to extract the options from. More...

virtual size_type	n () const
	Return the number of variables. More...

virtual size_type	m () const
	Return the number of general equality constraints. More...

virtual void	get_init_lagrange_mult (VectorMutable lambda, VectorMutable nu) const
	Get the initial value of the Lagrange multipliers lambda. More...

virtual value_type *	get_f ()
	Return pointer passed to `this->set_f()`. More...

virtual value_type &	f ()
	Returns non-`const` `*this->get_f()`. More...

virtual const value_type &	f () const
	Returns `const` `*this->get_f()`. More...

virtual VectorMutable *	get_c ()
	Return pointer passed to `this->set_c()`. More...

virtual VectorMutable &	c ()
	Returns non-`const` `*this->get_c()`. More...

virtual const Vector &	c () const
	Returns `const` `*this->get_c()`. More...

virtual void	calc_f (const Vector &x, bool newx=true) const
	Update the value for the objective `f` at the point `x` and put it in the stored reference. More...

virtual void	calc_c (const Vector &x, bool newx=true) const
	Update the constraint residual vector for `c` at the point `x` and put it in the stored reference. More...

virtual size_type	num_f_evals () const
	Gives the number of object function f(x) evaluations called by the solver since initialize() was called. More...

virtual size_type	num_c_evals () const
	Gives the number of constraint function c(x) evaluations called by the solver since initialize() was called. Throws exception if `this->m() == 0`. More...

virtual size_type	ns () const
	Return the number of slack variables (i.e. number of general inequalities). More...

virtual vec_space_ptr_t	space_c_breve () const
	Vector space object for the original equalities `c_breve(x_breve)` More...

virtual vec_space_ptr_t	space_h_breve () const
	Vector space object for the original inequalities `h_breve(x_breve)` More...

virtual const Vector &	hl_breve () const
	Returns a reference to the vector of lower bounds on the general inequality constraints `h_breve(x_breve)`. More...

virtual const Vector &	hu_breve () const
	Returns a reference to the vector of upper bounds on the general inequality constraints `h_breve(x_breve)`. More...

virtual void	set_c_breve (VectorMutable *c_breve)
	Set a pointer to a vector to be updated when `this->calc_c_breve()` is called. More...

virtual VectorMutable *	get_c_breve ()
	Return pointer passed to `this->set_c_breve()`. More...

virtual VectorMutable &	c_breve ()
	Returns non-`const` `*this->get_c_breve()`. More...

virtual const Vector &	c_breve () const
	Returns `const` `*this->get_c_breve()`. More...

virtual void	set_h_breve (VectorMutable *h_breve)
	Set a pointer to a vector to be updated when `this->calc_h_breve()` is called. More...

virtual VectorMutable *	get_h_breve ()
	Return pointer passed to `this->set_h_breve()`. More...

virtual VectorMutable &	h_breve ()
	Returns non-`const` `*this->get_h_breve()`. More...

virtual const Vector &	h_breve () const
	Returns `const` `*this->get_h_breve()`. More...

virtual const Permutation &	P_var () const
	Return the permutation object for the variables. More...

virtual const Permutation &	P_equ () const
	Return the permutation object for the constraints. More...

virtual void	calc_c_breve (const Vector &x, bool newx=true) const
	Update the constraint residual vector for `c_breve` at the point `x` and put it in the stored reference. More...

virtual void	calc_h_breve (const Vector &x, bool newx=true) const
	Update the constraint residual vector for `h_breve` at the point `x` and put it in the stored reference. More...

Public Member Functions inherited from Teuchos::VerboseObject< NLP >
TEUCHOSPARAMETERLIST_LIB_DLL_EXPORT RCP< const ParameterList >	getValidVerboseObjectSublist ()

TEUCHOSPARAMETERLIST_LIB_DLL_EXPORT void	setupVerboseObjectSublist (ParameterList *paramList)

TEUCHOSPARAMETERLIST_LIB_DLL_EXPORT void	readVerboseObjectSublist (ParameterList paramList, RCP< FancyOStream > oStream, EVerbosityLevel *verbLevel)

void	readVerboseObjectSublist (ParameterList paramList, VerboseObject< NLP > verboseObject)

	VerboseObject (const EVerbosityLevel verbLevel=VERB_DEFAULT, const RCP< FancyOStream > &oStream=Teuchos::null)

virtual void	initializeVerboseObject (const EVerbosityLevel verbLevel=VERB_DEFAULT, const RCP< FancyOStream > &oStream=Teuchos::null)

virtual const VerboseObject &	setVerbLevel (const EVerbosityLevel verbLevel) const

virtual const VerboseObject &	setOverridingVerbLevel (const EVerbosityLevel verbLevel) const

virtual EVerbosityLevel	getVerbLevel () const

Public Member Functions inherited from NLPInterfacePack::NLPThyraModelEvaluatorBase
	STANDARD_MEMBER_COMPOSITION_MEMBERS (bool, showModelEvaluatorTrace)
	Set if a trace of the model evaluations is shown or not. More...

void	initialize (bool test_setup)

bool	is_initialized () const

vec_space_ptr_t	space_x () const

vec_space_ptr_t	space_c () const

size_type	num_bounded_x () const

void	force_xinit_in_bounds (bool force_xinit_in_bounds)

bool	force_xinit_in_bounds () const

const Vector &	xinit () const

const Vector &	xl () const

const Vector &	xu () const

value_type	max_var_bounds_viol () const

void	set_f (value_type *f)

void	set_c (VectorMutable *c)

void	unset_quantities ()

void	scale_f (value_type scale_f)

value_type	scale_f () const

void	report_final_solution (const Vector &x, const Vector lambda, const Vector nu, bool optimal)

void	set_Gf (VectorMutable *Gf)

Private Attributes
Teuchos::RCP < Thyra::LinearOpWithSolveBase < value_type > >	thyra_C_

Teuchos::RCP < Thyra::MultiVectorBase < value_type > >	thyra_N_

Overridden public members from NLP
void	initialize (bool test_setup)

void	unset_quantities ()

Overridden public members from NLPObjGrad
bool	supports_Gf () const

bool	supports_Gf_prod () const

value_type	calc_Gf_prod (const Vector &x, const Vector &d, bool newx) const

Overridden public members from NLPDirect
Range1D	var_dep () const

Range1D	var_indep () const

const mat_fcty_ptr_t	factory_D () const

const mat_sym_nonsing_fcty_ptr_t	factory_S () const

void	calc_point (const Vector &x, value_type f, VectorMutable c, bool recalc_c, VectorMutable Gf, VectorMutable py, VectorMutable rGf, MatrixOp GcU, MatrixOp D, MatrixOp Uz) const

void	calc_semi_newton_step (const Vector &x, VectorMutable c, bool recalc_c, VectorMutable py) const

Additional Inherited Members
Public Types inherited from NLPInterfacePack::NLPDirect
typedef Teuchos::RCP< const Teuchos::AbstractFactory < MatrixOp > >	mat_fcty_ptr_t

typedef Teuchos::RCP< const Teuchos::AbstractFactory < MatrixSymOp > >	mat_sym_fcty_ptr_t

typedef Teuchos::RCP< const Teuchos::AbstractFactory < MatrixSymOpNonsing > >	mat_sym_nonsing_fcty_ptr_t

Public Types inherited from NLPInterfacePack::NLP
typedef AbstractLinAlgPack::Vector	Vector

typedef AbstractLinAlgPack::VectorMutable	VectorMutable

typedef Teuchos::RCP< const VectorSpace >	vec_space_ptr_t

typedef Teuchos::RCP< const OptionsFromStreamPack::OptionsFromStream >	options_ptr_t

Static Public Member Functions inherited from NLPInterfacePack::NLP
static value_type	infinite_bound ()
	Value for an infinite bound. More...

Static Public Member Functions inherited from Teuchos::VerboseObject< NLP >
static void	setDefaultVerbLevel (const EVerbosityLevel defaultVerbLevel)

static EVerbosityLevel	getDefaultVerbLevel ()

Protected Types inherited from NLPInterfacePack::NLPThyraModelEvaluatorBase
typedef Teuchos::RCP< const AbstractLinAlgPack::VectorSpaceThyra >	VectorSpaceThyra_ptr_t

Protected Member Functions inherited from NLPInterfacePack::NLPObjGrad
const ObjGradInfo	obj_grad_info () const
	Return objective gradient and zero order information. More...

Protected Member Functions inherited from NLPInterfacePack::NLP
template<class T >
void	assert_ref_set (T *p, std::string info) const
	Assert referece has been set for a quanity. More...

virtual void	imp_calc_c_breve (const Vector &x, bool newx, const ZeroOrderInfo &zero_order_info_breve) const
	Overridden to compute c_breve(x_breve) and perhaps f(x) and/or h_breve(x_breve) More...

virtual void	imp_calc_h_breve (const Vector &x, bool newx, const ZeroOrderInfo &zero_order_info_breve) const
	Overridden to compute h_breve(x_breve) and perhaps f(x) and/or c_breve(x_breve). More...

Protected Member Functions inherited from NLPInterfacePack::NLPThyraModelEvaluatorBase
void	evalModel (const Vector &x, bool newx, const ZeroOrderInfo zero_order_info, const ObjGradInfo obj_grad_info) const

void	imp_calc_f (const Vector &x, bool newx, const ZeroOrderInfo &zero_order_info) const

void	imp_calc_c (const Vector &x, bool newx, const ZeroOrderInfo &zero_order_info) const

void	imp_calc_Gf (const Vector &x, bool newx, const ObjGradInfo &obj_grad_info) const

	NLPThyraModelEvaluatorBase ()

void	initializeBase (const Teuchos::RCP< Thyra::ModelEvaluator< value_type > > &model, const int p_idx, const int g_idx)
	Initialize given a `Thyra::ModelEvaluator` and a description of how to interpret it. More...

void	updateInitialGuessAndBounds () const
	Update the initial guess and bounds . More...

void	assert_is_initialized () const

void	copy_from_model_x (const Thyra::VectorBase< value_type > model_x, VectorMutable x_D) const

void	copy_from_model_p (const Thyra::VectorBase< value_type > model_p, VectorMutable x_I) const

void	set_x (const Vector &x, Thyra::ModelEvaluatorBase::InArgs< value_type > *model_inArgs_inout) const

void	preprocessBaseInOutArgs (const Vector &x, bool newx, const ZeroOrderInfo zero_order_info, const ObjGradInfo obj_grad_info, const NLPFirstOrder::FirstOrderInfo first_order_info, Thyra::ModelEvaluatorBase::InArgs< value_type > model_inArgs_inout, Thyra::ModelEvaluatorBase::OutArgs< value_type > model_outArgs_inout, MatrixOp Gc_out, VectorMutable Gf_out, value_type f_out, VectorMutable *c_out) const

void	postprocessBaseOutArgs (Thyra::ModelEvaluatorBase::OutArgs< value_type > model_outArgs_inout, VectorMutable Gf, value_type f, VectorMutable c) const

Protected Attributes inherited from NLPInterfacePack::NLPThyraModelEvaluatorBase
bool	initialized_

value_type	obj_scale_

bool	has_bounds_

bool	force_xinit_in_bounds_

index_type	num_bounded_x_

Teuchos::RCP < Thyra::ModelEvaluator < value_type > >	model_

int	p_idx_

int	g_idx_

bool	DfDp_supports_op_

bool	DfDp_supports_mv_

VectorSpace::space_ptr_t	space_x_

VectorSpaceThyra_ptr_t	space_c_

NLPFirstOrder::mat_fcty_ptr_t	factory_Gc_

NLPFirstOrder::basis_sys_ptr_t	basis_sys_

bool	x_guess_bounds_updated_

VectorSpace::vec_mut_ptr_t	xinit_

VectorSpace::vec_mut_ptr_t	xl_

VectorSpace::vec_mut_ptr_t	xu_

Teuchos::RCP < Thyra::VectorBase < value_type > >	model_g_

bool	model_g_updated_

bool	model_Dg_updated_

bool	f_updated_

bool	c_updated_

bool	Gf_updated_

bool	Gc_updated_

Detailed Description

Implement the NLPFirstOrder interface using a Thyra::ModelEvaluator object.

ToDo: Finish documentation!

Definition at line 58 of file NLPInterfacePack_NLPDirectThyraModelEvaluator.hpp.

Constructor & Destructor Documentation

NLPInterfacePack::NLPDirectThyraModelEvaluator::NLPDirectThyraModelEvaluator ( )

Initialize to uninitialized.

Definition at line 65 of file NLPInterfacePack_NLPDirectThyraModelEvaluator.cpp.

NLPInterfacePack::NLPDirectThyraModelEvaluator::NLPDirectThyraModelEvaluator	(	const Teuchos::RCP< Thyra::ModelEvaluator< value_type > > &	model,
		const int	p_idx,
		const int	g_idx,
		const objDirecFiniteDiffCalculator_ptr_t	objDirecFiniteDiffCalculator = `Teuchos::null`,
		const conDirecFiniteDiffCalculator_ptr_t	conDirecFiniteDiffCalculator = `Teuchos::null`
	)

Calls initialize().

Definition at line 69 of file NLPInterfacePack_NLPDirectThyraModelEvaluator.cpp.

Member Function Documentation

NLPInterfacePack::NLPDirectThyraModelEvaluator::STANDARD_COMPOSITION_MEMBERS	(	Thyra::DirectionalFiniteDiffCalculator< value_type >	,
		objDirecFiniteDiffCalculator
	)

Utility object that computes directional finite differences for objective.

NLPInterfacePack::NLPDirectThyraModelEvaluator::STANDARD_COMPOSITION_MEMBERS	(	Thyra::DirectionalFiniteDiffCalculator< value_type >	,
		conDirecFiniteDiffCalculator
	)

Utility object that computes directional finite differences for constraints.

NLPInterfacePack::NLPDirectThyraModelEvaluator::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	bool	,
		DfDp_is_const
	)

Set if model.DfDp is constant or not.

void NLPInterfacePack::NLPDirectThyraModelEvaluator::initialize	(	const Teuchos::RCP< Thyra::ModelEvaluator< value_type > > &	model,
		const int	p_idx,
		const int	g_idx,
		const objDirecFiniteDiffCalculator_ptr_t	objDirecFiniteDiffCalculator = `Teuchos::null`,
		const conDirecFiniteDiffCalculator_ptr_t	conDirecFiniteDiffCalculator = `Teuchos::null`
	)

.Initialize given a Thyra::ModelEvaluator and a description of how to interpret it.

ToDo: Finish documentation!

Definition at line 84 of file NLPInterfacePack_NLPDirectThyraModelEvaluator.cpp.

void NLPInterfacePack::NLPDirectThyraModelEvaluator::initialize ( bool test_setup )

virtual

Reimplemented from NLPInterfacePack::NLPDirect.

Definition at line 113 of file NLPInterfacePack_NLPDirectThyraModelEvaluator.cpp.

void NLPInterfacePack::NLPDirectThyraModelEvaluator::unset_quantities ( )

virtual

Reimplemented from NLPInterfacePack::NLPObjGrad.

Definition at line 123 of file NLPInterfacePack_NLPDirectThyraModelEvaluator.cpp.

bool NLPInterfacePack::NLPDirectThyraModelEvaluator::supports_Gf ( ) const

virtual

Reimplemented from NLPInterfacePack::NLPObjGrad.

Definition at line 130 of file NLPInterfacePack_NLPDirectThyraModelEvaluator.cpp.

bool NLPInterfacePack::NLPDirectThyraModelEvaluator::supports_Gf_prod ( ) const

virtual

Reimplemented from NLPInterfacePack::NLPObjGrad.

Definition at line 139 of file NLPInterfacePack_NLPDirectThyraModelEvaluator.cpp.

value_type NLPInterfacePack::NLPDirectThyraModelEvaluator::calc_Gf_prod	(	const Vector &	x,
		const Vector &	d,
		bool	newx
	)		const

virtual

Reimplemented from NLPInterfacePack::NLPObjGrad.

Definition at line 144 of file NLPInterfacePack_NLPDirectThyraModelEvaluator.cpp.

Range1D NLPInterfacePack::NLPDirectThyraModelEvaluator::var_dep ( ) const

virtual

Reimplemented from NLPInterfacePack::NLPDirect.

Definition at line 165 of file NLPInterfacePack_NLPDirectThyraModelEvaluator.cpp.

Range1D NLPInterfacePack::NLPDirectThyraModelEvaluator::var_indep ( ) const

virtual

Reimplemented from NLPInterfacePack::NLPDirect.

Definition at line 170 of file NLPInterfacePack_NLPDirectThyraModelEvaluator.cpp.

const NLPDirect::mat_fcty_ptr_t NLPInterfacePack::NLPDirectThyraModelEvaluator::factory_D ( ) const

virtual

Implements NLPInterfacePack::NLPDirect.

Definition at line 176 of file NLPInterfacePack_NLPDirectThyraModelEvaluator.cpp.

const NLPDirect::mat_sym_nonsing_fcty_ptr_t NLPInterfacePack::NLPDirectThyraModelEvaluator::factory_S ( ) const

virtual

Reimplemented from NLPInterfacePack::NLPDirect.

Definition at line 182 of file NLPInterfacePack_NLPDirectThyraModelEvaluator.cpp.

void NLPInterfacePack::NLPDirectThyraModelEvaluator::calc_point	(	const Vector &	x,
		value_type *	f,
		VectorMutable *	c,
		bool	recalc_c,
		VectorMutable *	Gf,
		VectorMutable *	py,
		VectorMutable *	rGf,
		MatrixOp *	GcU,
		MatrixOp *	D,
		MatrixOp *	Uz
	)		const