10 #ifndef ROL_QUADRATICPENALTY_SIMOPT_H
11 #define ROL_QUADRATICPENALTY_SIMOPT_H
17 #include "ROL_Ptr.hpp"
60 const ROL::Ptr<Constraint_SimOpt<Real> >
con_;
94 const Real penaltyParameter,
98 const bool useScaling =
false,
99 const int HessianApprox = 0 )
112 con_->update(u,z,flag,iter);
124 const Real half(0.5);
291 Real tol = std::sqrt(ROL_EPSILON<Real>());
Provides the interface to evaluate simulation-based objective functions.
virtual const Vector & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis...
const ROL::Ptr< Constraint_SimOpt< Real > > con_
virtual void scale(const Real alpha)=0
Compute where .
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
virtual void hessVec_21(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
virtual void plus(const Vector &x)=0
Compute , where .
Contains definitions of custom data types in ROL.
virtual void hessVec_22(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
bool isConstraintComputed_
Provides the interface to evaluate the quadratic SimOpt constraint penalty.
virtual void zero()
Set to zero vector.
ROL::Ptr< Vector< Real > > multiplier_
Defines the linear algebra or vector space interface.
virtual int getNumberConstraintEvaluations(void) const
ROL::Ptr< Vector< Real > > primalConVector_
ROL::Ptr< Vector< Real > > primalMultiplierVector_
virtual void hessVec_11(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
Apply Hessian approximation to vector.
ROL::Ptr< Vector< Real > > dualOptVector_
virtual Real value(const Vector< Real > &u, const Vector< Real > &z, Real &tol)
Compute value.
void evaluateConstraint(const Vector< Real > &u, const Vector< Real > &z, Real &tol)
virtual void hessVec_12(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
ROL::Ptr< Vector< Real > > conValue_
virtual void getConstraintVec(Vector< Real > &c, const Vector< Real > &u, const Vector< Real > &z)
ROL::Ptr< Vector< Real > > dualSimVector_
virtual void reset(const Vector< Real > &multiplier, const Real penaltyParameter)
virtual void set(const Vector &x)
Set where .
virtual void update(const Vector< Real > &u, const Vector< Real > &z, bool flag=true, int iter=-1)
Update objective function. u is an iterate, z is an iterate, flag = true if the iterate has changed...
Defines the constraint operator interface for simulation-based optimization.
virtual void gradient_1(Vector< Real > &g, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
Compute gradient with respect to first component.
virtual void gradient_2(Vector< Real > &g, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
Compute gradient with respect to second component.
QuadraticPenalty_SimOpt(const ROL::Ptr< Constraint_SimOpt< Real > > &con, const Vector< Real > &multiplier, const Real penaltyParameter, const Vector< Real > &simVec, const Vector< Real > &optVec, const Vector< Real > &conVec, const bool useScaling=false, const int HessianApprox=0)