46 #ifndef ROL_DYNAMICCONSTRAINT_HPP
47 #define ROL_DYNAMICCONSTRAINT_HPP
58 template<
typename Real>
61 template<
typename Real>
87 template<
typename Real>
92 Ptr<Vector<Real>>
jv_;
153 virtual void update(
const V& uo,
const V& un,
const V& z,
const TS& ts ) {
163 virtual void value(
V& c,
const V& uo,
const V& un,
164 const V& z,
const TS& ts )
const = 0;
167 const V& z,
const TS& ts ) {
172 Real cnorm = c.
norm();
173 const Real ctol = std::min(
atol_,
rtol_*cnorm);
180 Real alpha(1), tmp(0);
183 *stream <<
" Default DynamicConstraint::solve" << std::endl;
185 *stream << std::setw(6) << std::left <<
"iter";
186 *stream << std::setw(15) << std::left <<
"rnorm";
187 *stream << std::setw(15) << std::left <<
"alpha";
188 *stream << std::endl;
190 for (cnt = 0; cnt <
maxit_; ++cnt) {
200 while ( tmp > (1.0-
decr_*alpha)*cnorm &&
212 *stream << std::setw(6) << std::left << cnt;
213 *stream << std::scientific << std::setprecision(6);
214 *stream << std::setw(15) << std::left << tmp;
215 *stream << std::scientific << std::setprecision(6);
216 *stream << std::setw(15) << std::left << alpha;
217 *stream << std::endl;
230 Ptr<DynamicConstraint<Real>> con = makePtrFromRef(*
this);
231 Ptr<Objective<Real>> obj
232 = makePtr<NonlinearLeastSquaresObjective_Dynamic<Real>>(con,c,makePtrFromRef(uo),makePtrFromRef(z),makePtrFromRef(ts),
true);
233 ParameterList parlist;
234 parlist.sublist(
"General").set(
"Output Level",1);
235 parlist.sublist(
"General").sublist(
"Krylov").set(
"Iteration Limit",100);
236 parlist.sublist(
"Step").sublist(
"Trust Region").set(
"Subproblem Solver",
"Truncated CG");
237 parlist.sublist(
"Status Test").set(
"Gradient Tolerance",ctol);
238 parlist.sublist(
"Status Test").set(
"Step Tolerance",
stol_);
239 parlist.sublist(
"Status Test").set(
"Iteration Limit",
maxit_);
240 Ptr<TypeU::Algorithm<Real>> algo = makePtr<TypeU::TrustRegionAlgorithm<Real>>(parlist);
241 algo->run(un,*obj,*stream);
245 Ptr<Constraint<Real>> con
246 = makePtr<Constraint_DynamicState<Real>>(makePtrFromRef(*
this),makePtrFromRef(uo),makePtrFromRef(z),makePtrFromRef(ts));
247 Ptr<Objective<Real>> obj = makePtr<Objective_FSsolver<Real>>();
249 ParameterList parlist;
250 parlist.sublist(
"General").set(
"Output Level",1);
251 parlist.sublist(
"Status Test").set(
"Constraint Tolerance",ctol);
252 parlist.sublist(
"Status Test").set(
"Step Tolerance",
stol_);
253 parlist.sublist(
"Status Test").set(
"Iteration Limit",
maxit_);
254 Ptr<TypeE::Algorithm<Real>> algo = makePtr<TypeE::AugmentedLagrangianAlgorithm<Real>>(parlist);
255 algo->run(un,*obj,*con,*l,*stream);
259 ROL_TEST_FOR_EXCEPTION(
true, std::invalid_argument,
260 ">>> ERROR (ROL:DynamicConstraint:solve): Invalid solver type!");
285 ParameterList & list = parlist.sublist(
"Dynamic Constraint").sublist(
"Solve");
300 const V& un,
const V& z,
301 const TS& ts )
const {}
304 const V& un,
const V& z,
305 const TS& ts )
const {}
308 const V& un,
const V& z,
309 const TS& ts )
const {}
314 const V& un,
const V& z,
315 const TS& ts )
const {}
318 const V& un,
const V& z,
319 const TS& ts )
const {}
322 const V& un,
const V& z,
323 const TS& ts )
const {}
328 const V& un,
const V& z,
329 const TS& ts )
const {}
332 const V& un,
const V& z,
333 const TS& ts )
const {}
338 const V& uo,
const V& un,
339 const V& z,
const TS& ts )
const {
344 const V& uo,
const V& un,
345 const V& z,
const TS& ts )
const {
350 const V& uo,
const V& un,
351 const V& z,
const TS& ts )
const {
356 const V& uo,
const V& un,
357 const V& z,
const TS& ts )
const {
362 const V& uo,
const V& un,
363 const V& z,
const TS& ts )
const {
368 const V& uo,
const V& un,
369 const V& z,
const TS& ts )
const {
374 const V& uo,
const V& un,
375 const V& z,
const TS& ts )
const {
380 const V& uo,
const V& un,
381 const V& z,
const TS& ts )
const {
386 const V& uo,
const V& un,
387 const V& z,
const TS& ts )
const {
397 #endif // ROL_DYNAMICCONSTRAINT_HPP
Ptr< Vector< Real > > jv_
virtual const Vector & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis...
virtual void applyAdjointHessian_un_z(V &ahwv, const V &w, const V &vn, const V &uo, const V &un, const V &z, const TS &ts) const
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
virtual void solve(V &c, const V &uo, V &un, const V &z, const TS &ts)
Defines the time-dependent constraint operator interface for simulation-based optimization.
virtual void applyAdjointHessian_uo_un(V &ahwv, const V &w, const V &vo, const V &uo, const V &un, const V &z, const TS &ts) const
Defines the linear algebra of vector space on a generic partitioned vector.
virtual void applyAdjointHessian_z_z(V &ahwv, const V &w, const V &vz, const V &uo, const V &un, const V &z, const TS &ts) const
Provides update interface, casting and vector management to DynamicConstraint and DynamicObjective...
Ptr< Vector< Real > > unew_
Contains definitions of custom data types in ROL.
virtual void applyAdjointHessian_z_un(V &ahwv, const V &w, const V &vz, const V &uo, const V &un, const V &z, const TS &ts) const
virtual void applyAdjointJacobian_un(V &ajv, const V &dualv, const V &uo, const V &un, const V &z, const TS &ts) const
virtual void applyJacobian_uo(V &jv, const V &vo, const V &uo, const V &un, const V &z, const TS &ts) const
virtual void update(const V &uo, const V &un, const V &z, const TS &ts)
virtual void applyInverseAdjointJacobian_un(V &iajv, const V &vn, const V &uo, const V &un, const V &z, const TS &ts) const
virtual void zero()
Set to zero vector.
Defines the linear algebra or vector space interface.
Ptr< ostream > makeStreamPtr(ostream &os, bool noSuppressOutput=true)
const int DEFAULT_solverType_
virtual void applyAdjointJacobian_z(V &ajv, const V &dualv, const V &uo, const V &un, const V &z, const TS &ts) const
virtual void setSolveParameters(ParameterList &parlist)
Set solve parameters.
virtual void applyInverseJacobian_un(V &ijv, const V &vn, const V &uo, const V &un, const V &z, const TS &ts) const
virtual void update_z(const V &x, const TS &ts)
virtual void value(V &c, const V &uo, const V &un, const V &z, const TS &ts) const =0
virtual void update_uo(const V &x, const TS &ts)
DynamicConstraint(std::initializer_list< std::string > zero_deriv_terms={})
virtual void applyAdjointJacobian_uo(V &ajv, const V &dualv, const V &uo, const V &un, const V &z, const TS &ts) const
virtual void applyJacobian_un(V &jv, const V &vn, const V &uo, const V &un, const V &z, const TS &ts) const
virtual void applyJacobian_z(V &jv, const V &vz, const V &uo, const V &un, const V &z, const TS &ts) const
virtual void applyAdjointHessian_un_uo(V &ahwv, const V &w, const V &vn, const V &uo, const V &un, const V &z, const TS &ts) const
const bool DEFAULT_print_
const Real DEFAULT_factor_
virtual void applyAdjointHessian_z_uo(V &ahwv, const V &w, const V &vz, const V &uo, const V &un, const V &z, const TS &ts) const
virtual void applyAdjointHessian_uo_uo(V &ahwv, const V &w, const V &v, const V &uo, const V &un, const V &z, const TS &ts) const
virtual void set(const Vector &x)
Set where .
virtual ~DynamicConstraint()
virtual Real norm() const =0
Returns where .
virtual void applyAdjointHessian_un_un(V &ahwv, const V &wn, const V &vn, const V &uo, const V &un, const V &z, const TS &ts) const
virtual void applyAdjointHessian_uo_z(V &ahwv, const V &w, const V &vo, const V &uo, const V &un, const V &z, const TS &ts) const
virtual void update_un(const V &x, const TS &ts)