ROL
ROL_MeanValueConstraint.hpp
Go to the documentation of this file.
1 // @HEADER
2 // ************************************************************************
3 //
4 // Rapid Optimization Library (ROL) Package
5 // Copyright (2014) Sandia Corporation
6 //
7 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
8 // license for use of this work by or on behalf of the U.S. Government.
9 //
10 // Redistribution and use in source and binary forms, with or without
11 // modification, are permitted provided that the following conditions are
12 // met:
13 //
14 // 1. Redistributions of source code must retain the above copyright
15 // notice, this list of conditions and the following disclaimer.
16 //
17 // 2. Redistributions in binary form must reproduce the above copyright
18 // notice, this list of conditions and the following disclaimer in the
19 // documentation and/or other materials provided with the distribution.
20 //
21 // 3. Neither the name of the Corporation nor the names of the
22 // contributors may be used to endorse or promote products derived from
23 // this software without specific prior written permission.
24 //
25 // THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
26 // EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
27 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
28 // PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
29 // CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
30 // EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
31 // PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
32 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
33 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
34 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
35 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
36 //
37 // Questions? Contact lead developers:
38 // Drew Kouri (dpkouri@sandia.gov) and
39 // Denis Ridzal (dridzal@sandia.gov)
40 //
41 // ************************************************************************
42 // @HEADER
43 
44 #ifndef ROL_MEANVALUECONSTRAINT_HPP
45 #define ROL_MEANVALUECONSTRAINT_HPP
46 
47 #include "ROL_Constraint.hpp"
48 #include "ROL_SampleGenerator.hpp"
49 
50 namespace ROL {
51 
52 template<class Real>
53 class MeanValueConstraint : public Constraint<Real> {
54 private:
55  const Ptr<Constraint<Real>> con_;
56 
57 public:
58  MeanValueConstraint( const Ptr<Constraint<Real>> &con,
59  const Ptr<SampleGenerator<Real>> &sampler );
60 
61  void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) override;
62  void update( const Vector<Real> &x, UpdateType type, int iter = -1 ) override;
63  void value(Vector<Real> &c, const Vector<Real> &x, Real &tol ) override;
64  void applyJacobian(Vector<Real> &jv, const Vector<Real> &v, const Vector<Real> &x, Real &tol) override;
65  void applyAdjointJacobian(Vector<Real> &ajv, const Vector<Real> &v, const Vector<Real> &x, Real &tol) override;
66  void applyAdjointHessian(Vector<Real> &ahuv, const Vector<Real> &u, const Vector<Real> &v, const Vector<Real> &x, Real &tol) override;
67 
68 private:
69  std::vector<Real> computeSampleMean(const Ptr<SampleGenerator<Real>> &sampler) const;
70 };
71 
72 }
73 
75 
76 #endif
void applyAdjointHessian(Vector< Real > &ahuv, const Vector< Real > &u, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply the derivative of the adjoint of the constraint Jacobian at to vector in direction ...
MeanValueConstraint(const Ptr< Constraint< Real >> &con, const Ptr< SampleGenerator< Real >> &sampler)
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
std::vector< Real > computeSampleMean(const Ptr< SampleGenerator< Real >> &sampler) const
void update(const Vector< Real > &x, bool flag=true, int iter=-1) override
Update constraint functions. x is the optimization variable, flag = true if optimization variable is ...
void applyAdjointJacobian(Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply the adjoint of the the constraint Jacobian at , , to vector .
const Ptr< Constraint< Real > > con_
void value(Vector< Real > &c, const Vector< Real > &x, Real &tol) override
Evaluate the constraint operator at .
Defines the general constraint operator interface.
void applyJacobian(Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply the constraint Jacobian at , , to vector .