ROL_Reduced_Constraint_SimOpt.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_REDUCED_CONSTRAINT_SIMOPT_H
#define ROL_REDUCED_CONSTRAINT_SIMOPT_H

#include "ROL_Constraint_SimOpt.hpp"
#include "ROL_VectorController.hpp"
#include "ROL_BatchManager.hpp"

namespace ROL {

template <class Real>
class Reduced_Constraint_SimOpt : public Constraint<Real> {
private:
  const ROL::Ptr<Constraint_SimOpt<Real>> conVal_, conRed_;
  const ROL::Ptr<VectorController<Real>>  stateStore_, adjointStore_;

  // Primal vectors
  const ROL::Ptr<Vector<Real>> state_, adjoint_, residual_;
  const ROL::Ptr<Vector<Real>> state_sens_, adjoint_sens_;

  // Dual vectors
  const ROL::Ptr<Vector<Real>> dualstate_, dualstate1_, dualadjoint_;
  const ROL::Ptr<Vector<Real>> dualcontrol_, dualresidual_;

  const bool storage_;
  const bool useFDhessVec_;

  unsigned nupda_, nvalu_, njaco_, najac_, nhess_;
  unsigned nstat_, nadjo_, nssen_, nasen_;

  bool updateFlag_;
  int  updateIter_;
  UpdateType updateType_;
  bool newUpdate_;
  bool isUpdated_;

  void solve_state_equation(const Vector<Real> &z, Real &tol);

  void solve_adjoint_equation(const Vector<Real> &w, const Vector<Real> &z, Real &tol);

  void solve_state_sensitivity(const Vector<Real> &v, const Vector<Real> &z, Real &tol);

  void solve_adjoint_sensitivity(const Vector<Real> &w, const Vector<Real> &v, const Vector<Real> &z, Real &tol);

public:
  Reduced_Constraint_SimOpt(
      const ROL::Ptr<Constraint_SimOpt<Real>> &conVal,
      const ROL::Ptr<Constraint_SimOpt<Real>> &conRed,
      const ROL::Ptr<VectorController<Real>> &stateStore,
      const ROL::Ptr<Vector<Real>> &state,
      const ROL::Ptr<Vector<Real>> &control,
      const ROL::Ptr<Vector<Real>> &adjoint,
      const ROL::Ptr<Vector<Real>> &residual,
      bool storage = true,
      bool useFDhessVec = false);

  Reduced_Constraint_SimOpt(
      const ROL::Ptr<Constraint_SimOpt<Real>> &conVal,
      const ROL::Ptr<Constraint_SimOpt<Real>> &conRed,
      const ROL::Ptr<VectorController<Real>> &stateStore,
      const ROL::Ptr<Vector<Real>> &state,
      const ROL::Ptr<Vector<Real>> &control,
      const ROL::Ptr<Vector<Real>> &adjoint,
      const ROL::Ptr<Vector<Real>> &residual,
      const ROL::Ptr<Vector<Real>> &dualstate,
      const ROL::Ptr<Vector<Real>> &dualcontrol,
      const ROL::Ptr<Vector<Real>> &dualadjoint,
      const ROL::Ptr<Vector<Real>> &dualresidual,
      bool storage = true,
      bool useFDhessVec = false);

  void summarize(std::ostream &stream, const Ptr<BatchManager<Real>> &bman = nullPtr) const;

  void reset();

  void update( const Vector<Real> &z, bool flag = true, int iter = -1 );
  void update( const Vector<Real> &z, UpdateType type, int iter = -1 );

  void value( Vector<Real> &c, const Vector<Real> &z, Real &tol );

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

  void applyAdjointJacobian( Vector<Real> &ajw, const Vector<Real> &w,
                             const Vector<Real> &z, Real &tol );

  void applyAdjointHessian( Vector<Real> &ahwv, const Vector<Real> &w,
                            const Vector<Real> &v, const Vector<Real> &z,
                            Real &tol );

// For parametrized (stochastic) objective functions and constraints
public:
  void setParameter(const std::vector<Real> &param) {
    Constraint<Real>::setParameter(param);
    conVal_->setParameter(param);
    conRed_->setParameter(param);
  }
}; // class Reduced_Constraint_SimOpt

} // namespace ROL

#include "ROL_Reduced_Constraint_SimOpt_Def.hpp"

#endif