Implements the base NLP interface using a Thyra::ModelEvaluator object. More...

#include <NLPInterfacePack_NLPThyraModelEvaluatorBase.hpp>

Inheritance diagram for NLPInterfacePack::NLPThyraModelEvaluatorBase:

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

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

virtual bool	supports_Gf () const
	Determine if the objective gradient is supported or not. More...

virtual bool	supports_Gf_prod () const
	Determine if the objective gradient product is supported or not. 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 value_type	calc_Gf_prod (const Vector &x, const Vector &d, bool newx=true) const
	Calculate the inner product `Gf(x)'*d` 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

Protected Types
typedef Teuchos::RCP< const AbstractLinAlgPack::VectorSpaceThyra >	VectorSpaceThyra_ptr_t

Protected Member Functions
void	evalModel (const Vector &x, bool newx, const ZeroOrderInfo zero_order_info, const ObjGradInfo obj_grad_info) const

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 Attributes
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_

Overridden public members from NLP
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)

Overridden public members from NLPObjGrad
void	set_Gf (VectorMutable *Gf)

Overridden protected members from NLP
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

Overridden protected members from NLPObjGrad
void	imp_calc_Gf (const Vector &x, bool newx, const ObjGradInfo &obj_grad_info) const

Protected functions to be used by subclasses
	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

Additional Inherited Members
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 ()

Detailed Description

Implements the base NLP interface using a Thyra::ModelEvaluator object.

The nonlinear program is mapped as follows:

   min     f(x)
   s.t.    c(x) = 0
           xL <= x <= xu

   where:

       x = [ model.x        ]
           [ model.p(p_idx) ]

       f(x) = model.g(g_idx)

       c(x) = model.f()

where p_idx > 0 and g_idx > 0 are some indexes that specificy the indepenent variables and the objective function.

In addition, the client can also override the bounds on model.x and model.p(p_idx) defined in the object model.

The current implementation of this class does not allow the use of any of the auxiliary functions model.g() as undecomposed equality constraints or extra general inequality constraints. This type of functionality can be added when it is needed (just ask for it).

ToDo: Finish documentation!

Definition at line 92 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.hpp.

Member Typedef Documentation

typedef Teuchos::RCP<const AbstractLinAlgPack::VectorSpaceThyra> NLPInterfacePack::NLPThyraModelEvaluatorBase::VectorSpaceThyra_ptr_t

protected

Definition at line 254 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.hpp.

Constructor & Destructor Documentation

NLPInterfacePack::NLPThyraModelEvaluatorBase::NLPThyraModelEvaluatorBase ( )

protected

Initialize to uninitialized

Definition at line 233 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

Member Function Documentation

NLPInterfacePack::NLPThyraModelEvaluatorBase::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	bool	,
		showModelEvaluatorTrace
	)

Set if a trace of the model evaluations is shown or not.

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

virtual

Reimplemented from NLPInterfacePack::NLPObjGrad.

Definition at line 68 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

bool NLPInterfacePack::NLPThyraModelEvaluatorBase::is_initialized ( ) const

virtual

Implements NLPInterfacePack::NLP.

Definition at line 82 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

NLP::vec_space_ptr_t NLPInterfacePack::NLPThyraModelEvaluatorBase::space_x ( ) const

virtual

Implements NLPInterfacePack::NLP.

Definition at line 88 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

NLP::vec_space_ptr_t NLPInterfacePack::NLPThyraModelEvaluatorBase::space_c ( ) const

virtual

Implements NLPInterfacePack::NLP.

Definition at line 94 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

size_type NLPInterfacePack::NLPThyraModelEvaluatorBase::num_bounded_x ( ) const

virtual

Implements NLPInterfacePack::NLP.

Definition at line 99 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

void NLPInterfacePack::NLPThyraModelEvaluatorBase::force_xinit_in_bounds ( bool force_xinit_in_bounds )

virtual

Implements NLPInterfacePack::NLP.

Definition at line 104 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

bool NLPInterfacePack::NLPThyraModelEvaluatorBase::force_xinit_in_bounds ( ) const

virtual

Implements NLPInterfacePack::NLP.

Definition at line 109 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

const Vector & NLPInterfacePack::NLPThyraModelEvaluatorBase::xinit ( ) const

virtual

Implements NLPInterfacePack::NLP.

Definition at line 114 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

const Vector & NLPInterfacePack::NLPThyraModelEvaluatorBase::xl ( ) const

virtual

Implements NLPInterfacePack::NLP.

Definition at line 120 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

const Vector & NLPInterfacePack::NLPThyraModelEvaluatorBase::xu ( ) const

virtual

Implements NLPInterfacePack::NLP.

Definition at line 126 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

value_type NLPInterfacePack::NLPThyraModelEvaluatorBase::max_var_bounds_viol ( ) const

virtual

Implements NLPInterfacePack::NLP.

Definition at line 132 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

void NLPInterfacePack::NLPThyraModelEvaluatorBase::set_f ( value_type * f )

virtual

Reimplemented from NLPInterfacePack::NLP.

Definition at line 137 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

void NLPInterfacePack::NLPThyraModelEvaluatorBase::set_c ( VectorMutable * c )

virtual

Reimplemented from NLPInterfacePack::NLP.

Definition at line 143 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

void NLPInterfacePack::NLPThyraModelEvaluatorBase::unset_quantities ( )

virtual

Reimplemented from NLPInterfacePack::NLPObjGrad.

Definition at line 149 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

void NLPInterfacePack::NLPThyraModelEvaluatorBase::scale_f ( value_type scale_f )

virtual

Implements NLPInterfacePack::NLP.

Definition at line 154 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

value_type NLPInterfacePack::NLPThyraModelEvaluatorBase::scale_f ( ) const

virtual

Implements NLPInterfacePack::NLP.

Definition at line 159 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

void NLPInterfacePack::NLPThyraModelEvaluatorBase::report_final_solution	(	const Vector &	x,
		const Vector *	lambda,
		const Vector *	nu,
		bool	optimal
	)

virtual

Reimplemented from NLPInterfacePack::NLP.

Definition at line 164 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

void NLPInterfacePack::NLPThyraModelEvaluatorBase::set_Gf ( VectorMutable * Gf )

virtual

Reimplemented from NLPInterfacePack::NLPObjGrad.

Definition at line 197 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

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

protectedvirtual

Implements NLPInterfacePack::NLP.

Definition at line 205 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

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

protectedvirtual

Implements NLPInterfacePack::NLP.

Definition at line 213 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

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

protectedvirtual

Implements NLPInterfacePack::NLPObjGrad.

Definition at line 223 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

void NLPInterfacePack::NLPThyraModelEvaluatorBase::initializeBase	(	const Teuchos::RCP< Thyra::ModelEvaluator< value_type > > &	model,
		const int	p_idx,
		const int	g_idx
	)

protected

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

Parameters

model	[in] NonlinearProblem that defines all of the functions and variables.
p_idx	[in] Index of the subset of parameter vectors to use as the independent variables. If `p_idx < 0`, then no extra parameters are added.
g_idx	[in] Index of the subset of auxiliary response functions to use as the objective function. Note, only the first element `model.g(g_idx)(1)` will be used as the objective function value.
model_xL	[in] Pointer to upper bounds for the state variables `model.x`. If NULL then the default supplied in `model->get_x_lower_bounds()` will be used.
model_xU	[in] Pointer to upper bounds for the state variables `x`. If NULL then the default supplied in `model->get_x_upper_bounds()` will be used.
model_x0	[in] Pointer to initial guess for the state variables `x`. If NULL the the default supplied in `model->get_x_init()` will be used.

ToDo: Finish documentation!

Todo: Add arguments for auxiliary inequalites and equalities

Definition at line 240 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

void NLPInterfacePack::NLPThyraModelEvaluatorBase::updateInitialGuessAndBounds ( ) const

protected

Update the initial guess and bounds .

Definition at line 357 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

void NLPInterfacePack::NLPThyraModelEvaluatorBase::assert_is_initialized ( ) const

protected

Definition at line 408 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

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

protected

Definition at line 417 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

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

protected

Definition at line 423 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

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

protected

Definition at line 429 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

void NLPInterfacePack::NLPThyraModelEvaluatorBase::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

protected

Definition at line 460 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

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

protected

Definition at line 562 of file NLPInterfacePack_NLPThyraModelEvaluatorBase.cpp.

void NLPInterfacePack::NLPThyraModelEvaluatorBase::evalModel	(	const Vector &	x,
		bool	newx,
		const ZeroOrderInfo *	zero_order_info,
		const ObjGradInfo *	obj_grad_info
	)		const