ROL_Constraint.hpp

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// @HEADER
// *****************************************************************************
//               Rapid Optimization Library (ROL) Package
//
// Copyright 2014 NTESS and the ROL contributors.
// SPDX-License-Identifier: BSD-3-Clause
// *****************************************************************************
// @HEADER

#ifndef ROL_CONSTRAINT_H
#define ROL_CONSTRAINT_H

#include "ROL_Vector.hpp"
#include "ROL_UpdateType.hpp"
#include "ROL_Types.hpp"
#include <iostream>

namespace ROL {

template <class Real>
class Constraint {
private:
  bool activated_;

public:
  virtual ~Constraint(void) {}

  Constraint(void) : activated_(true) {}

  virtual void update( const Vector<Real> &x, UpdateType type, int iter = -1 ) {
    ROL_UNUSED(x);
    ROL_UNUSED(type);
    ROL_UNUSED(iter);
  }

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

  virtual void value(Vector<Real> &c,
                     const Vector<Real> &x,
                     Real &tol) = 0;

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


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


  virtual void applyAdjointJacobian(Vector<Real> &ajv,
                                    const Vector<Real> &v,
                                    const Vector<Real> &x,
                                    const Vector<Real> &dualv,
                                    Real &tol);


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


  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);


  virtual void applyPreconditioner(Vector<Real> &pv,
                                   const Vector<Real> &v,
                                   const Vector<Real> &x,
                                   const Vector<Real> &g,
                                   Real &tol) {
    pv.set(v.dual());
  }

  void activate(void)    { activated_ = true;  }

  void deactivate(void)  { activated_ = false; }

  bool isActivated(void) { return activated_;  }

  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 ) ;


  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 ) ;

  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 ) ;

  /* \brief Check the consistency of the Jacobian and its adjoint. Verify that the deviation 
     \f$|\langle w^\top,Jv\rangle-\langle adj(J)w,v|\f$ is sufficiently small. 

     @param[in]      w              is a dual constraint-space vector \f$w\in \mathcal{C}^\ast\f$
     @param[in]      v              is an optimization space vector \f$v\in \mathcal{X}\f$
     @param[in]      x              is the constraint argument \f$x\in\mathcal{X}\f$
     @param[in]      printToStream  is is a flag that turns on/off output
     @param[in]      outStream      is the output stream

     Returns the deviation.
 */

  virtual Real checkAdjointConsistencyJacobian(const Vector<Real> &w,
                                               const Vector<Real> &v,
                                               const Vector<Real> &x,
                                               const bool printToStream = true,
                                               std::ostream & outStream = std::cout) {
    return checkAdjointConsistencyJacobian(w, v, x, w.dual(), v.dual(), printToStream, outStream);
  }

  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 ) ;
  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 ) ;

// Definitions for parametrized (stochastic) constraints
private:
  std::vector<Real> param_;

protected:
  const std::vector<Real> getParameter(void) const {
    return param_;
  }

public:
  virtual void setParameter(const std::vector<Real> &param) {
    param_.assign(param.begin(),param.end());
  }

}; // class Constraint

} // namespace ROL

#include "ROL_ConstraintDef.hpp"

#endif