Defines a composite equality constraint operator interface for simulation-based optimization. More...

#include <ROL_CompositeConstraint_SimOpt.hpp>

Inheritance diagram for ROL::CompositeConstraint_SimOpt< Real >:

Public Member Functions
	CompositeConstraint_SimOpt (const ROL::Ptr< Constraint_SimOpt< Real >> &conVal, const ROL::Ptr< Constraint_SimOpt< Real >> &conRed, const Vector< Real > &cVal, const Vector< Real > &cRed, const Vector< Real > &u, const Vector< Real > &Sz, const Vector< Real > &z, bool storage=true, bool isConRedParametrized=false)

void	update (const Vector< Real > &u, const Vector< Real > &z, bool flag=true, int iter=-1) override
	Update constraint functions. x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count. More...

void	update_1 (const Vector< Real > &u, bool flag=true, int iter=-1) override
	Update constraint functions with respect to Sim variable. x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count. More...

void	update_2 (const Vector< Real > &z, bool flag=true, int iter=-1) override
	Update constraint functions with respect to Opt variable. x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count. More...

void	update (const Vector< Real > &u, const Vector< Real > &z, UpdateType type, int iter=-1) override

void	update_1 (const Vector< Real > &u, UpdateType type, int iter=-1) override

void	update_2 (const Vector< Real > &z, UpdateType type, int iter=-1) override

void	solve_update (const Vector< Real > &u, const Vector< Real > &z, UpdateType type, int iter=-1) override
	Update SimOpt constraint during solve (disconnected from optimization updates). More...

void	value (Vector< Real > &c, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Evaluate the constraint operator $c:\mathcal{U}\times\mathcal{Z} \rightarrow \mathcal{C}$ at $(u,z)$. More...

void	solve (Vector< Real > &c, Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Given $z$, solve $c(u,z)=0$ for $u$. More...

void	applyJacobian_1 (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Apply the partial constraint Jacobian at $(u,z)$, $c_u(u,z) \in L(\mathcal{U}, \mathcal{C})$, to the vector $v$. More...

void	applyJacobian_2 (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Apply the partial constraint Jacobian at $(u,z)$, $c_z(u,z) \in L(\mathcal{Z}, \mathcal{C})$, to the vector $v$. More...

void	applyInverseJacobian_1 (Vector< Real > &ijv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Apply the inverse partial constraint Jacobian at $(u,z)$, $c_u(u,z)^{-1} \in L(\mathcal{C}, \mathcal{U})$, to the vector $v$. More...

void	applyAdjointJacobian_1 (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Apply the adjoint of the partial constraint Jacobian at $(u,z)$, $c_u(u,z)^* \in L(\mathcal{C}^, \mathcal{U}^)$, to the vector $v$. This is the primary interface. More...

void	applyAdjointJacobian_2 (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Apply the adjoint of the partial constraint Jacobian at $(u,z)$, $c_z(u,z)^* \in L(\mathcal{C}^, \mathcal{Z}^)$, to vector $v$. This is the primary interface. More...

void	applyInverseAdjointJacobian_1 (Vector< Real > &ijv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Apply the inverse of the adjoint of the partial constraint Jacobian at $(u,z)$, $c_u(u,z)^{-} \in L(\mathcal{U}^, \mathcal{C}^*)$, to the vector $v$. More...

void	applyAdjointHessian_11 (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Apply the simulation-space derivative of the adjoint of the constraint simulation-space Jacobian at $(u,z)$ to the vector $w$ in the direction $v$, according to $v\mapsto c_{uu}(u,z)(v,\cdot)^*w$. More...

void	applyAdjointHessian_12 (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Apply the optimization-space derivative of the adjoint of the constraint simulation-space Jacobian at $(u,z)$ to the vector $w$ in the direction $v$, according to $v\mapsto c_{uz}(u,z)(v,\cdot)^*w$. More...

void	applyAdjointHessian_21 (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Apply the simulation-space derivative of the adjoint of the constraint optimization-space Jacobian at $(u,z)$ to the vector $w$ in the direction $v$, according to $v\mapsto c_{zu}(u,z)(v,\cdot)^*w$. More...

void	applyAdjointHessian_22 (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Apply the optimization-space derivative of the adjoint of the constraint optimization-space Jacobian at $(u,z)$ to the vector $w$ in the direction $v$, according to $v\mapsto c_{zz}(u,z)(v,\cdot)^*w$. More...

void	setParameter (const std::vector< Real > &param) override

Public Member Functions inherited from ROL::ROL::Constraint_SimOpt< Real >
	Constraint_SimOpt ()

virtual void	setSolveParameters (ParameterList &parlist)
	Set solve parameters. More...

virtual void	applyAdjointJacobian_1 (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &dualv, Real &tol)
	Apply the adjoint of the partial constraint Jacobian at $(u,z)$, $c_u(u,z)^* \in L(\mathcal{C}^, \mathcal{U}^)$, to the vector $v$. This is the secondary interface, for use with dual spaces where the user does not define the dual() operation. More...

virtual void	applyAdjointJacobian_2 (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &dualv, Real &tol)
	Apply the adjoint of the partial constraint Jacobian at $(u,z)$, $c_z(u,z)^* \in L(\mathcal{C}^, \mathcal{Z}^)$, to vector $v$. This is the secondary interface, for use with dual spaces where the user does not define the dual() operation. More...

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)
	Approximately solves the augmented system \[ \begin{pmatrix} I & c'(x)^* \\ c'(x) & 0 \end{pmatrix} \begin{pmatrix} v_{1} \\ v_{2} \end{pmatrix} = \begin{pmatrix} b_{1} \\ b_{2} \end{pmatrix} \] where $v_{1} \in \mathcal{X}$, $v_{2} \in \mathcal{C}^$, $b_{1} \in \mathcal{X}^$, $b_{2} \in \mathcal{C}$, $I : \mathcal{X} \rightarrow \mathcal{X}^$ is an identity operator, and $0 : \mathcal{C}^ \rightarrow \mathcal{C}$ is a zero operator. More...

virtual void	applyPreconditioner (Vector< Real > &pv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g, Real &tol)
	Apply a constraint preconditioner at $x$, $P(x) \in L(\mathcal{C}, \mathcal{C})$, to vector $v$. In general, this preconditioner satisfies the following relationship: \[ c'(x) c'(x)^* P(x) v \approx v \,. \] It is used by the solveAugmentedSystem method. More...

virtual void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
	Update constraint functions. x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count. More...

virtual void	update (const Vector< Real > &x, UpdateType type, int iter=-1)
	Update constraint function. More...

virtual void	value (Vector< Real > &c, const Vector< Real > &x, Real &tol)
	Evaluate the constraint operator $c:\mathcal{X} \rightarrow \mathcal{C}$ at $x$. More...

virtual void	applyJacobian (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply the constraint Jacobian at $x$, $c'(x) \in L(\mathcal{X}, \mathcal{C})$, to vector $v$. More...

virtual void	applyAdjointJacobian (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply the adjoint of the the constraint Jacobian at $x$, $c'(x)^* \in L(\mathcal{C}^, \mathcal{X}^)$, to vector $v$. More...

virtual void	applyAdjointHessian (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply the derivative of the adjoint of the constraint Jacobian at $x$ to vector $u$ in direction $v$, according to $ v \mapsto c''(x)(v,\cdot)^*u $. More...

virtual Real	checkSolve (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &c, const bool printToStream=true, std::ostream &outStream=std::cout)

virtual Real	checkAdjointConsistencyJacobian_1 (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout)
	Check the consistency of the Jacobian and its adjoint. This is the primary interface. More...

virtual Real	checkAdjointConsistencyJacobian_1 (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &dualw, const Vector< Real > &dualv, const bool printToStream=true, std::ostream &outStream=std::cout)
	Check the consistency of the Jacobian and its adjoint. This is the secondary interface, for use with dual spaces where the user does not define the dual() operation. More...

virtual Real	checkAdjointConsistencyJacobian_2 (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout)
	Check the consistency of the Jacobian and its adjoint. This is the primary interface. More...

virtual Real	checkAdjointConsistencyJacobian_2 (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &dualw, const Vector< Real > &dualv, const bool printToStream=true, std::ostream &outStream=std::cout)
	Check the consistency of the Jacobian and its adjoint. This is the secondary interface, for use with dual spaces where the user does not define the dual() operation. More...

virtual Real	checkInverseJacobian_1 (const Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout)

virtual Real	checkInverseAdjointJacobian_1 (const Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout)

std::vector< std::vector< Real > >	checkApplyJacobian_1 (const Vector< Real > &u, const Vector< Real > &z, 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)

std::vector< std::vector< Real > >	checkApplyJacobian_1 (const Vector< Real > &u, const Vector< Real > &z, 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)

std::vector< std::vector< Real > >	checkApplyJacobian_2 (const Vector< Real > &u, const Vector< Real > &z, 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)

std::vector< std::vector< Real > >	checkApplyJacobian_2 (const Vector< Real > &u, const Vector< Real > &z, 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)

std::vector< std::vector< Real > >	checkApplyAdjointHessian_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)

std::vector< std::vector< Real > >	checkApplyAdjointHessian_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)

std::vector< std::vector< Real > >	checkApplyAdjointHessian_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
	$ u\in U $, $ z\in Z $, $ p\in C^\ast $, $ v \in U $, $ hv \in U^\ast $ More...

std::vector< std::vector< Real > >	checkApplyAdjointHessian_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
	$ u\in U $, $ z\in Z $, $ p\in C^\ast $, $ v \in U $, $ hv \in U^\ast $ More...

std::vector< std::vector< Real > >	checkApplyAdjointHessian_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
	$ u\in U $, $ z\in Z $, $ p\in C^\ast $, $ v \in U $, $ hv \in U^\ast $ More...

std::vector< std::vector< Real > >	checkApplyAdjointHessian_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)

std::vector< std::vector< Real > >	checkApplyAdjointHessian_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)

std::vector< std::vector< Real > >	checkApplyAdjointHessian_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)

Public Member Functions inherited from ROL::Constraint< Real >
virtual	~Constraint (void)

	Constraint (void)

virtual void	applyAdjointJacobian (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &dualv, Real &tol)
	Apply the adjoint of the the constraint Jacobian at $x$, $c'(x)^* \in L(\mathcal{C}^, \mathcal{X}^)$, to vector $v$. More...

void	activate (void)
	Turn on constraints. More...

void	deactivate (void)
	Turn off constraints. More...

bool	isActivated (void)
	Check if constraints are on. More...

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)
	Finite-difference check for the constraint Jacobian application. More...

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)
	Finite-difference check for the constraint Jacobian application. More...

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)
	Finite-difference check for the application of the adjoint of constraint Jacobian. More...

virtual Real	checkAdjointConsistencyJacobian (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &x, const bool printToStream=true, std::ostream &outStream=std::cout)

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)
	Finite-difference check for the application of the adjoint of constraint Hessian. More...

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)
	Finite-difference check for the application of the adjoint of constraint Hessian. More...

Private Member Functions
void	solveConRed (Vector< Real > &Sz, const Vector< Real > &z, Real &tol)

void	applySens (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &Sz, const Vector< Real > &z, Real &tol)

void	applyAdjointSens (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &Sz, const Vector< Real > &z, Real &tol)

Private Attributes
const ROL::Ptr < Constraint_SimOpt< Real > >	conVal_

const ROL::Ptr < Constraint_SimOpt< Real > >	conRed_

ROL::Ptr< Vector< Real > >	Sz_

ROL::Ptr< Vector< Real > >	primRed_

ROL::Ptr< Vector< Real > >	dualRed_

ROL::Ptr< Vector< Real > >	primZ_

ROL::Ptr< Vector< Real > >	dualZ_

ROL::Ptr< Vector< Real > >	dualZ1_

ROL::Ptr< Vector< Real > >	primU_

ROL::Ptr< VectorController < Real > >	stateStore_

bool	updateFlag_

bool	newUpdate_

int	updateIter_

UpdateType	updateType_

const bool	storage_

const bool	isConRedParametrized_

Additional Inherited Members
Protected Member Functions inherited from ROL::Constraint< Real >
const std::vector< Real >	getParameter (void) const

Protected Attributes inherited from ROL::ROL::Constraint_SimOpt< Real >
Real	atol_

Real	rtol_

Real	stol_

Real	factor_

Real	decr_

int	maxit_

bool	print_

bool	zero_

int	solverType_

bool	firstSolve_

Detailed Description

template<typename Real>
class ROL::CompositeConstraint_SimOpt< Real >

Defines a composite equality constraint operator interface for simulation-based optimization.

This equality constraint interface inherits from ROL_Constraint_SimOpt, for the use case when $\mathcal{X}=\mathcal{U}\times\mathcal{Z}$ where $\mathcal{U}$ and $\mathcal{Z}$ are Banach spaces. $\mathcal{U}$ denotes the "simulation space" and $\mathcal{Z}$ denotes the "optimization space" (of designs, controls, parameters). The simulation-based constraints are of the form

\[ c(u,S(z)) = 0 \]

where $S(z)$ solves the reducible constraint

\[ c_0(S(z),z) = 0. \]

Definition at line 40 of file ROL_CompositeConstraint_SimOpt.hpp.

Constructor & Destructor Documentation

template<typename Real >

ROL::CompositeConstraint_SimOpt< Real >::CompositeConstraint_SimOpt	(	const ROL::Ptr< Constraint_SimOpt< Real >> &	conVal,
		const ROL::Ptr< Constraint_SimOpt< Real >> &	conRed,
		const Vector< Real > &	cVal,
		const Vector< Real > &	cRed,
		const Vector< Real > &	u,
		const Vector< Real > &	Sz,
		const Vector< Real > &	z,
		bool	storage = `true`,
		bool	isConRedParametrized = `false`
	)

Definition at line 16 of file ROL_CompositeConstraint_SimOpt_Def.hpp.

References ROL::Vector< Real >::clone(), ROL::Vector< Real >::dual(), ROL::CompositeConstraint_SimOpt< Real >::dualRed_, ROL::CompositeConstraint_SimOpt< Real >::dualZ1_, ROL::CompositeConstraint_SimOpt< Real >::dualZ_, ROL::Initial, ROL::CompositeConstraint_SimOpt< Real >::primRed_, ROL::CompositeConstraint_SimOpt< Real >::primU_, ROL::CompositeConstraint_SimOpt< Real >::primZ_, ROL::CompositeConstraint_SimOpt< Real >::stateStore_, and ROL::CompositeConstraint_SimOpt< Real >::Sz_.

Member Function Documentation

template<typename Real >

void ROL::CompositeConstraint_SimOpt< Real >::update	(	const Vector< Real > &	u,
		const Vector< Real > &	z,
		bool	flag = `true`,
		int	iter = `-1`
	)

overridevirtual

Update constraint functions. x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 40 of file ROL_CompositeConstraint_SimOpt_Def.hpp.

References ROL::update_2().

template<typename Real >

void ROL::CompositeConstraint_SimOpt< Real >::update_1	(	const Vector< Real > &	u,
		bool	flag = `true`,
		int	iter = `-1`
	)

overridevirtual

Update constraint functions with respect to Sim variable. x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 48 of file ROL_CompositeConstraint_SimOpt_Def.hpp.

template<typename Real >

void ROL::CompositeConstraint_SimOpt< Real >::update_2	(	const Vector< Real > &	z,
		bool	flag = `true`,
		int	iter = `-1`
	)

overridevirtual

Update constraint functions with respect to Opt variable. x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 55 of file ROL_CompositeConstraint_SimOpt_Def.hpp.

template<typename Real >

void ROL::CompositeConstraint_SimOpt< Real >::update	(	const Vector< Real > &	u,
		const Vector< Real > &	z,
		UpdateType	type,
		int	iter = `-1`
	)

overridevirtual

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 64 of file ROL_CompositeConstraint_SimOpt_Def.hpp.

References ROL::update_2().

template<typename Real >

void ROL::CompositeConstraint_SimOpt< Real >::update_1	(	const Vector< Real > &	u,
		UpdateType	type,
		int	iter = `-1`
	)

overridevirtual

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 72 of file ROL_CompositeConstraint_SimOpt_Def.hpp.

template<typename Real >

void ROL::CompositeConstraint_SimOpt< Real >::update_2	(	const Vector< Real > &	z,
		UpdateType	type,
		int	iter = `-1`
	)

overridevirtual

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 79 of file ROL_CompositeConstraint_SimOpt_Def.hpp.

template<typename Real >

void ROL::CompositeConstraint_SimOpt< Real >::solve_update	(	const Vector< Real > &	u,
		const Vector< Real > &	z,
		UpdateType	type,
		int	iter = `-1`
	)

overridevirtual

Update SimOpt constraint during solve (disconnected from optimization updates).

Parameters

[in]	x	is the optimization variable
[in]	type	is the update type
[in]	iter	is the solver iteration count

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 88 of file ROL_CompositeConstraint_SimOpt_Def.hpp.

template<typename Real >

void ROL::CompositeConstraint_SimOpt< Real >::value	(	Vector< Real > &	c,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

overridevirtual

Evaluate the constraint operator $c:\mathcal{U}\times\mathcal{Z} \rightarrow \mathcal{C}$ at $(u,z)$.

Parameters

[out]	c	is the result of evaluating the constraint operator at $(u,z)$; a constraint-space vector
[in]	u	is the constraint argument; a simulation-space vector
[in]	z	is the constraint argument; an optimization-space vector
[in,out]	tol	is a tolerance for inexact evaluations; currently unused

On return, $\mathsf{c} = c(u,z)$, where $\mathsf{c} \in \mathcal{C}$, $\mathsf{u} \in \mathcal{U}$, and $ $\mathsf{z} \in\mathcal{Z}$.

Implements ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 97 of file ROL_CompositeConstraint_SimOpt_Def.hpp.

template<typename Real >

void ROL::CompositeConstraint_SimOpt< Real >::solve	(	Vector< Real > &	c,
		Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

overridevirtual

Given $z$, solve $c(u,z)=0$ for $u$.

Parameters

[out]	c	is the result of evaluating the constraint operator at $(u,z)$; a constraint-space vector
[in,out]	u	is the solution vector; a simulation-space vector
[in]	z	is the constraint argument; an optimization-space vector
[in,out]	tol	is a tolerance for inexact evaluations; currently unused

The defualt implementation is Newton's method globalized with a backtracking line search.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 106 of file ROL_CompositeConstraint_SimOpt_Def.hpp.

template<typename Real >

void ROL::CompositeConstraint_SimOpt< Real >::applyJacobian_1	(	Vector< Real > &	jv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

overridevirtual

Apply the partial constraint Jacobian at $(u,z)$, $c_u(u,z) \in L(\mathcal{U}, \mathcal{C})$, to the vector $v$.

  @param[out]      jv  is the result of applying the constraint Jacobian to @b v at @b  \form#218; a constraint-space vector
  @param[in]       v   is a simulation-space vector
  @param[in]       u   is the constraint argument; an simulation-space vector
  @param[in]       z   is the constraint argument; an optimization-space vector
  @param[in,out]   tol is a tolerance for inexact evaluations; currently unused

  On return, \form#224, where

$v \in \mathcal{U}$, $\mathsf{jv} \in \mathcal{C}$.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 115 of file ROL_CompositeConstraint_SimOpt_Def.hpp.

template<typename Real >

void ROL::CompositeConstraint_SimOpt< Real >::applyJacobian_2	(	Vector< Real > &	jv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

overridevirtual

Apply the partial constraint Jacobian at $(u,z)$, $c_z(u,z) \in L(\mathcal{Z}, \mathcal{C})$, to the vector $v$.

  @param[out]      jv  is the result of applying the constraint Jacobian to @b v at @b  \form#218; a constraint-space vector
  @param[in]       v   is an optimization-space vector
  @param[in]       u   is the constraint argument; a simulation-space vector
  @param[in]       z   is the constraint argument; an optimization-space vector
  @param[in,out]   tol is a tolerance for inexact evaluations; currently unused

  On return, \form#227, where

$v \in \mathcal{Z}$, $\mathsf{jv} \in \mathcal{C}$.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 125 of file ROL_CompositeConstraint_SimOpt_Def.hpp.

template<typename Real >

void ROL::CompositeConstraint_SimOpt< Real >::applyInverseJacobian_1	(	Vector< Real > &	ijv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

overridevirtual

Apply the inverse partial constraint Jacobian at $(u,z)$, $c_u(u,z)^{-1} \in L(\mathcal{C}, \mathcal{U})$, to the vector $v$.

  @param[out]      ijv is the result of applying the inverse constraint Jacobian to @b v at @b  \form#218; a simulation-space vector
  @param[in]       v   is a constraint-space vector
  @param[in]       u   is the constraint argument; a simulation-space vector
  @param[in]       z   is the constraint argument; an optimization-space vector
  @param[in,out]   tol is a tolerance for inexact evaluations; currently unused

  On return, \form#230, where

$v \in \mathcal{C}$, $\mathsf{ijv} \in \mathcal{U}$.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 136 of file ROL_CompositeConstraint_SimOpt_Def.hpp.

template<typename Real >

void ROL::CompositeConstraint_SimOpt< Real >::applyAdjointJacobian_1	(	Vector< Real > &	ajv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

overridevirtual

Apply the adjoint of the partial constraint Jacobian at $(u,z)$, $c_u(u,z)^* \in L(\mathcal{C}^*, \mathcal{U}^*)$, to the vector $v$. This is the primary interface.

  @param[out]      ajv    is the result of applying the adjoint of the constraint Jacobian to @b v at @b (u,z); a dual simulation-space vector
  @param[in]       v      is a dual constraint-space vector
  @param[in]       u      is the constraint argument; a simulation-space vector
  @param[in]       z      is the constraint argument; an optimization-space vector
  @param[in,out]   tol    is a tolerance for inexact evaluations; currently unused

  On return, \form#233, where

$v \in \mathcal{C}^*$, $\mathsf{ajv} \in \mathcal{U}^*$.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 146 of file ROL_CompositeConstraint_SimOpt_Def.hpp.

template<typename Real >

void ROL::CompositeConstraint_SimOpt< Real >::applyAdjointJacobian_2	(	Vector< Real > &	ajv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

overridevirtual

Apply the adjoint of the partial constraint Jacobian at $(u,z)$, $c_z(u,z)^* \in L(\mathcal{C}^*, \mathcal{Z}^*)$, to vector $v$. This is the primary interface.

  @param[out]      ajv    is the result of applying the adjoint of the constraint Jacobian to @b v at @b  \form#218; a dual optimization-space vector
  @param[in]       v      is a dual constraint-space vector
  @param[in]       u      is the constraint argument; a simulation-space vector
  @param[in]       z      is the constraint argument; an optimization-space vector
  @param[in,out]   tol    is a tolerance for inexact evaluations; currently unused

  On return, \form#236, where

$v \in \mathcal{C}^*$, $\mathsf{ajv} \in \mathcal{Z}^*$.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 156 of file ROL_CompositeConstraint_SimOpt_Def.hpp.

template<typename Real >

void ROL::CompositeConstraint_SimOpt< Real >::applyInverseAdjointJacobian_1	(	Vector< Real > &	iajv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

overridevirtual

Apply the inverse of the adjoint of the partial constraint Jacobian at $(u,z)$, $c_u(u,z)^{-*} \in L(\mathcal{U}^*, \mathcal{C}^*)$, to the vector $v$.

  @param[out]      iajv is the result of applying the inverse adjoint of the constraint Jacobian to @b v at @b (u,z); a dual constraint-space vector
  @param[in]       v   is a dual simulation-space vector
  @param[in]       u   is the constraint argument; a simulation-space vector
  @param[in]       z   is the constraint argument; an optimization-space vector
  @param[in,out]   tol is a tolerance for inexact evaluations; currently unused

  On return, \form#239, where

$v \in \mathcal{U}^*$, $\mathsf{iajv} \in \mathcal{C}^*$.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 167 of file ROL_CompositeConstraint_SimOpt_Def.hpp.

template<typename Real >

void ROL::CompositeConstraint_SimOpt< Real >::applyAdjointHessian_11	(	Vector< Real > &	ahwv,
		const Vector< Real > &	w,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

overridevirtual

Apply the simulation-space derivative of the adjoint of the constraint simulation-space Jacobian at $(u,z)$ to the vector $w$ in the direction $v$, according to $v\mapsto c_{uu}(u,z)(v,\cdot)^*w$.

  @param[out]      ahwv is the result of applying the simulation-space derivative of the adjoint of the constraint simulation-space Jacobian at @b  \form#218 to the vector @b  \form#242 in direction @b  \form#242; a dual simulation-space vector
  @param[in]       w    is the direction vector; a dual constraint-space vector
  @param[in]       v    is a simulation-space vector
  @param[in]       u    is the constraint argument; a simulation-space vector
  @param[in]       z    is the constraint argument; an optimization-space vector
  @param[in,out]   tol  is a tolerance for inexact evaluations; currently unused

  On return, \form#244, where

$w \in \mathcal{C}^*$, $v \in \mathcal{U}$, and $\mathsf{ahwv} \in \mathcal{U}^*$.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 177 of file ROL_CompositeConstraint_SimOpt_Def.hpp.

template<typename Real >

void ROL::CompositeConstraint_SimOpt< Real >::applyAdjointHessian_12	(	Vector< Real > &	ahwv,
		const Vector< Real > &	w,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

overridevirtual

Apply the optimization-space derivative of the adjoint of the constraint simulation-space Jacobian at $(u,z)$ to the vector $w$ in the direction $v$, according to $v\mapsto c_{uz}(u,z)(v,\cdot)^*w$.

  @param[out]      ahwv is the result of applying the optimization-space derivative of the adjoint of the constraint simulation-space Jacobian at @b  \form#218 to the vector @b  \form#242 in direction @b  \form#242; a dual optimization-space vector
  @param[in]       w    is the direction vector; a dual constraint-space vector
  @param[in]       v    is a simulation-space vector
  @param[in]       u    is the constraint argument; a simulation-space vector
  @param[in]       z    is the constraint argument; an optimization-space vector
  @param[in,out]   tol  is a tolerance for inexact evaluations; currently unused

  On return, \form#248, where

$w \in \mathcal{C}^*$, $v \in \mathcal{U}$, and $\mathsf{ahwv} \in \mathcal{Z}^*$.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 188 of file ROL_CompositeConstraint_SimOpt_Def.hpp.

template<typename Real >

void ROL::CompositeConstraint_SimOpt< Real >::applyAdjointHessian_21	(	Vector< Real > &	ahwv,
		const Vector< Real > &	w,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

overridevirtual

Apply the simulation-space derivative of the adjoint of the constraint optimization-space Jacobian at $(u,z)$ to the vector $w$ in the direction $v$, according to $v\mapsto c_{zu}(u,z)(v,\cdot)^*w$.

  @param[out]      ahwv is the result of applying the simulation-space derivative of the adjoint of the constraint optimization-space Jacobian at @b  \form#218 to the vector @b  \form#242 in direction @b  \form#242; a dual simulation-space vector
  @param[in]       w    is the direction vector; a dual constraint-space vector
  @param[in]       v    is a optimization-space vector
  @param[in]       u    is the constraint argument; a simulation-space vector
  @param[in]       z    is the constraint argument; an optimization-space vector
  @param[in,out]   tol  is a tolerance for inexact evaluations; currently unused

  On return, \form#251, where

$w \in \mathcal{C}^*$, $v \in \mathcal{Z}$, and $\mathsf{ahwv} \in \mathcal{U}^*$.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 200 of file ROL_CompositeConstraint_SimOpt_Def.hpp.

template<typename Real >

void ROL::CompositeConstraint_SimOpt< Real >::applyAdjointHessian_22	(	Vector< Real > &	ahwv,
		const Vector< Real > &	w,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

overridevirtual

Apply the optimization-space derivative of the adjoint of the constraint optimization-space Jacobian at $(u,z)$ to the vector $w$ in the direction $v$, according to $v\mapsto c_{zz}(u,z)(v,\cdot)^*w$.

  @param[out]      ahwv is the result of applying the optimization-space derivative of the adjoint of the constraint optimization-space Jacobian at @b  \form#218 to the vector @b  \form#242 in direction @b  \form#242; a dual optimization-space vector
  @param[in]       w    is the direction vector; a dual constraint-space vector
  @param[in]       v    is a optimization-space vector
  @param[in]       u    is the constraint argument; a simulation-space vector
  @param[in]       z    is the constraint argument; an optimization-space vector
  @param[in,out]   tol  is a tolerance for inexact evaluations; currently unused

  On return, \form#253, where

$w \in \mathcal{C}^*$, $v \in \mathcal{Z}$, and $\mathsf{ahwv} \in \mathcal{Z}^*$.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 212 of file ROL_CompositeConstraint_SimOpt_Def.hpp.

References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::plus(), and ROL::Vector< Real >::zero().

template<typename Real >

void ROL::CompositeConstraint_SimOpt< Real >::setParameter ( const std::vector< Real > & param )

overridevirtual

Reimplemented from ROL::Constraint< Real >.

Definition at line 242 of file ROL_CompositeConstraint_SimOpt_Def.hpp.

References ROL::Constraint< Real >::setParameter().

template<typename Real >

void ROL::CompositeConstraint_SimOpt< Real >::solveConRed	(	Vector< Real > &	Sz,
		const Vector< Real > &	z,
		Real &	tol
	)

private

Definition at line 251 of file ROL_CompositeConstraint_SimOpt_Def.hpp.

References ROL::Constraint< Real >::getParameter().

template<typename Real >

void ROL::CompositeConstraint_SimOpt< Real >::applySens	(	Vector< Real > &	jv,
		const Vector< Real > &	v,
		const Vector< Real > &	Sz,
		const Vector< Real > &	z,
		Real &	tol
	)

private

Definition at line 276 of file ROL_CompositeConstraint_SimOpt_Def.hpp.

References ROL::Vector< Real >::scale().

template<typename Real >

void ROL::CompositeConstraint_SimOpt< Real >::applyAdjointSens	(	Vector< Real > &	ajv,
		const Vector< Real > &	v,
		const Vector< Real > &	Sz,
		const Vector< Real > &	z,
		Real &	tol
	)