ROL_CompositeConstraint.hpp

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//               Rapid Optimization Library (ROL) Package
//                 Copyright (2014) Sandia Corporation
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#ifndef ROL_COMPOSITECONSTRAINT_H
#define ROL_COMPOSITECONSTRAINT_H

#include "ROL_PartitionedVector.hpp"
#include "ROL_Objective.hpp"
#include "ROL_InequalityConstraint.hpp"

namespace ROL {

template<class Real>
class CompositeConstraint : public EqualityConstraint<Real> {
private:

  typedef Vector<Real>            V;
  typedef PartitionedVector<Real> PV;
  typedef typename PV::size_type  size_type;

  const static size_type OPT   = 0;
  const static size_type SLACK = 1;

  const static size_type INEQ  = 0;
  const static size_type EQUAL = 1;

  Teuchos::RCP<InequalityConstraint<Real> > incon_;
  Teuchos::RCP<EqualityConstraint<Real> >   eqcon_;

  Teuchos::RCP<Vector<Real> > scratch_;

  bool hasEquality_;         // True if an equality constraint is present
  int  ncval_;               // Number of constraint evaluations


public:

  // Constructor with inequality and equality constraints
  CompositeConstraint( const Teuchos::RCP<InequalityConstraint<Real> > &incon,
                       const Teuchos::RCP<EqualityConstraint<Real> > &eqcon,
                       const Teuchos::RCP<Vector<Real> > &x = Teuchos::null ) :
                       incon_(incon), eqcon_(eqcon), scratch_(Teuchos::null),
                       hasEquality_(true), ncval_(0) {
    if( x != Teuchos::null ) {
      scratch_ = x->dual().clone();
    }
  }

  // Constructor with inequality constraint only
  CompositeConstraint( const Teuchos::RCP<InequalityConstraint<Real> > &incon,
                       const Teuchos::RCP<Vector<Real> > &x = Teuchos::null ) :
                       incon_(incon), eqcon_(Teuchos::null), scratch_(Teuchos::null),
                       hasEquality_(false), ncval_(0) { 
    if( x != Teuchos::null ) {
      scratch_ = x->dual().clone();
    }
  }


  int getNumberConstraintEvaluations(void) {
    return ncval_;
  }

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

    const PV &xpv = Teuchos::dyn_cast<const PV>(x);

    Teuchos::RCP<const V> xo = xpv.get(OPT);
    Teuchos::RCP<const V> xs = xpv.get(SLACK);

    incon_->update(*xo,flag,iter);

    if( hasEquality_ ) {
      eqcon_->update(*xo,flag,iter);
    }

  }

  void value( Vector<Real> &c, const Vector<Real> &x, Real &tol ) {

    PV &cpv = Teuchos::dyn_cast<PV>(c);
    const PV &xpv = Teuchos::dyn_cast<const PV>(x);

    Teuchos::RCP<const V> xo = xpv.get(OPT);
    Teuchos::RCP<const V> xs = xpv.get(SLACK);

    Teuchos::RCP<V> ci = cpv.get(INEQ);
    Teuchos::RCP<V> ce;

    incon_->value(*ci, *xo, tol);
    ci->axpy(-1.0,*xs);

    if(hasEquality_) {
      ce = cpv.get(EQUAL);
      eqcon_->value(*ce, *xo, tol);
    }

    ++ncval_;

  }

  void applyJacobian( Vector<Real> &jv,
                      const Vector<Real> &v,
                      const Vector<Real> &x,
                      Real &tol ) {

    using Teuchos::RCP;  using Teuchos::dyn_cast;

    // Partition vectors and extract subvectors
    const PV &xpv = dyn_cast<const PV>(x);
    const PV &vpv = dyn_cast<const PV>(v);

    RCP<const V> xo = xpv.get(OPT);
    RCP<const V> xs = xpv.get(SLACK);

    RCP<const V> vo = vpv.get(OPT);
    RCP<const V> vs = vpv.get(SLACK);

    PV &jvpv = dyn_cast<PV>(jv);

    RCP<V> jvi = jvpv.get(INEQ);
    incon_->applyJacobian(*jvi, *vo, *xo, tol);
    jvi->axpy(-1.0,*vs);

    if(hasEquality_) {
      RCP<V> jve = jvpv.get(EQUAL);
      eqcon_->applyJacobian(*jve, *vo, *xo, tol);
    }

  }

  void applyAdjointJacobian( Vector<Real> &ajv,
                             const Vector<Real> &v,
                             const Vector<Real> &x,
                             Real &tol ) {

    using Teuchos::RCP;  using Teuchos::dyn_cast;

    // Partition vectors and extract subvectors
    const PV &xpv = dyn_cast<const PV>(x);
    PV &ajvpv = dyn_cast<PV>(ajv);

    RCP<const V> xo = xpv.get(OPT);
    RCP<const V> xs = xpv.get(SLACK);

    RCP<V> ajvo = ajvpv.get(OPT);
    RCP<V> ajvs = ajvpv.get(SLACK);

    const PV &vpv = dyn_cast<const PV>(v);

    RCP<const V> vi = vpv.get(INEQ);

    incon_->applyAdjointJacobian(*ajvo,*vi,*xo,tol);

    ajvs->set(*vi);
    ajvs->scale(-1.0);

    if(hasEquality_) {

      RCP<const V> ve = vpv.get(EQUAL);

      if( scratch_ == Teuchos::null ) {
        scratch_ = ajvo->clone(); 
      }
      eqcon_->applyAdjointJacobian(*scratch_,*ve,*xo,tol);
      ajvo->plus(*scratch_);

    }

  }

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

    using Teuchos::RCP;  using Teuchos::dyn_cast;

    const PV &xpv = dyn_cast<const PV>(x);
    const PV &vpv = dyn_cast<const PV>(v);
    PV &ahuvpv = dyn_cast<PV>(ahuv);

    RCP<const V> xo = xpv.get(OPT);
    RCP<const V> xs = xpv.get(SLACK);

    RCP<const V> vo = vpv.get(OPT);

    RCP<V> ahuvo = ahuvpv.get(OPT);
    RCP<V> ahuvs = ahuvpv.get(SLACK);

    if( scratch_ == Teuchos::null ) {
      scratch_ = ahuvo->clone();
    }

    const PV &upv = dyn_cast<const PV>(u);

    RCP<const V> ui = upv.get(INEQ);

    incon_->applyAdjointHessian(*ahuvo,*ui,*vo,*xo,tol);
    ahuvs->zero();

    if(hasEquality_) {
      RCP<const V> ue   = upv.get(EQUAL);
      eqcon_->applyAdjointHessian(*scratch_,*ue,*vo,*xo,tol);
      ahuvo->plus(*scratch_);
    }

  }

  Teuchos::RCP<EqualityConstraint<Real> > getEqualityConstraint( void ) {
    return eqcon_;
  }

  Teuchos::RCP<InequalityConstraint<Real> > getInequalityConstraint( void ) {
    return incon_;
  }


// Definitions for parametrized (stochastic) equality constraints
public:
  void setParameter(const std::vector<Real> &param) {
    EqualityConstraint<Real>::setParameter(param);
    incon_->setParameter(param);
    if( hasEquality_ ) {
      eqcon_->setParameter(param);
    }
  }
}; // class CompositeConstraint

} // namespace ROL

#endif