Defines the time-dependent constraint operator interface for simulation-based optimization. More...

#include <ROL_DynamicConstraint.hpp>

Inheritance diagram for ROL::DynamicConstraint< Real >:

Public Types
using	V = Vector< Real >

using	PV = PartitionedVector< Real >

using	TS = TimeStamp< Real >

Public Types inherited from ROL::DynamicFunction< Real >
using	V = Vector< Real >

using	PV = PartitionedVector< Real >

using	TS = TimeStamp< Real >

Public Member Functions
virtual	~DynamicConstraint ()

	DynamicConstraint ()

	unew_ (nullPtr)

	jv_ (nullPtr)

	DEFAULT_atol_ (1e-4 *std::sqrt(ROL_EPSILON< Real >()))

	DEFAULT_rtol_ (1e0)

	DEFAULT_stol_ (std::sqrt(ROL_EPSILON< Real >()))

	DEFAULT_factor_ (0.5)

	DEFAULT_decr_ (1e-4)

	DEFAULT_maxit_ (500)

	DEFAULT_print_ (false)

	DEFAULT_zero_ (false)

	DEFAULT_solverType_ (0)

	atol_ (DEFAULT_atol_)

	rtol_ (DEFAULT_rtol_)

	stol_ (DEFAULT_stol_)

	factor_ (DEFAULT_factor_)

	decr_ (DEFAULT_decr_)

	maxit_ (DEFAULT_maxit_)

	print_ (DEFAULT_print_)

	zero_ (DEFAULT_zero_)

	solverType_ (DEFAULT_solverType_)

	firstSolve_ (true)

virtual void	update (const V &uo, const V &un, const V &z, const TS &ts)

virtual void	value (V &c, const V &uo, const V &un, const V &z, const TS &ts) const =0

virtual void	solve (V &c, const V &uo, V &un, const V &z, const TS &ts)

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

virtual void	applyJacobian_uo (V &jv, const V &vo, 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	applyAdjointJacobian_uo (V &ajv, const V &dualv, 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	applyAdjointJacobian_z (V &ajv, const V &dualv, const V &uo, const V &un, const V &z, const TS &ts) const

virtual void	applyInverseJacobian_un (V &ijv, const V &vn, const V &uo, const V &un, const V &z, const TS &ts) const

virtual void	applyInverseAdjointJacobian_un (V &iajv, const V &vn, const V &uo, const V &un, const V &z, const TS &ts) const

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_un_uo (V &ahwv, const V &w, const V &vn, const V &uo, const V &un, const V &z, const TS &ts) const

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 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

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	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	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	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_z_z (V &ahwv, const V &w, const V &vz, const V &uo, const V &un, const V &z, const TS &ts) const

Public Member Functions inherited from ROL::DynamicFunction< Real >
	DynamicFunction (std::initializer_list< std::string > zero_deriv_terms={})

virtual	~DynamicFunction ()

virtual void	update_uo (const V &x, const TS &ts)

virtual void	update_un (const V &x, const TS &ts)

virtual void	update_z (const V &x, const TS &ts)

bool	is_zero_derivative (const std::string &key)

Private Attributes
Ptr< Vector< Real > >	unew_

Ptr< Vector< Real > >	jv_

const Real	DEFAULT_atol_

const Real	DEFAULT_rtol_

const Real	DEFAULT_stol_

const Real	DEFAULT_factor_

const Real	DEFAULT_decr_

const int	DEFAULT_maxit_

const bool	DEFAULT_print_

const bool	DEFAULT_zero_

const int	DEFAULT_solverType_

Real	atol_

Real	rtol_

Real	stol_

Real	factor_

Real	decr_

int	maxit_

bool	print_

bool	zero_

int	solverType_

bool	firstSolve_

Additional Inherited Members
Protected Member Functions inherited from ROL::DynamicFunction< Real >
VectorWorkspace< Real > &	getVectorWorkspace () const

PV &	partition (V &x) const

const PV &	partition (const V &x) const

V &	getNew (V &x) const

const V &	getNew (const V &x) const

V &	getOld (V &x) const

const V &	getOld (const V &x) const

Detailed Description

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

Defines the time-dependent constraint operator interface for simulation-based optimization.

This constraint interface inherits from ROL_Constraint_SimOpt. Though the interface takes two simulation space vectors from spaces \(\mathcal{U_o}\times\mathcal{U_n}\). The space \(\mathcal{U_o}\) is old'' information that accounts for the initial condition on the time interval. The space \form#134 is thenew'' variables that can be determined by satisfying constraints in the form

\[ c(u_o,u_n,z,t_o,t_n) = 0 \,. \]

Definition at line 24 of file ROL_DynamicConstraint.hpp.

Member Typedef Documentation

template<typename Real>

using ROL::DynamicConstraint< Real >::V = Vector<Real>

Definition at line 86 of file ROL_DynamicConstraint.hpp.

template<typename Real>

using ROL::DynamicConstraint< Real >::PV = PartitionedVector<Real>

Definition at line 87 of file ROL_DynamicConstraint.hpp.

template<typename Real>

using ROL::DynamicConstraint< Real >::TS = TimeStamp<Real>

Definition at line 88 of file ROL_DynamicConstraint.hpp.

Constructor & Destructor Documentation

template<typename Real>

virtual ROL::DynamicConstraint< Real >::~DynamicConstraint ( )

inlinevirtual

Definition at line 90 of file ROL_DynamicConstraint.hpp.

template<typename Real>

ROL::DynamicConstraint< Real >::DynamicConstraint ( )

inline

Definition at line 92 of file ROL_DynamicConstraint.hpp.

Member Function Documentation

template<typename Real>

ROL::DynamicConstraint< Real >::unew_ ( nullPtr )

template<typename Real>

ROL::DynamicConstraint< Real >::jv_ ( nullPtr )

template<typename Real>

ROL::DynamicConstraint< Real >::DEFAULT_atol_ ( 1e-4 *std:: sqrtROL_EPSILON< Real >() )

template<typename Real>

ROL::DynamicConstraint< Real >::DEFAULT_rtol_ ( 1e0 )

template<typename Real>

ROL::DynamicConstraint< Real >::DEFAULT_stol_ ( std:: sqrtROL_EPSILON< Real >() )

template<typename Real>

ROL::DynamicConstraint< Real >::DEFAULT_factor_ ( 0. 5 )

template<typename Real>

ROL::DynamicConstraint< Real >::DEFAULT_decr_ ( 1e- 4 )

template<typename Real>

ROL::DynamicConstraint< Real >::DEFAULT_maxit_ ( 500 )

template<typename Real>

ROL::DynamicConstraint< Real >::DEFAULT_print_ ( false )

template<typename Real>

ROL::DynamicConstraint< Real >::DEFAULT_zero_ ( false )

template<typename Real>

ROL::DynamicConstraint< Real >::DEFAULT_solverType_ ( 0 )

template<typename Real>

ROL::DynamicConstraint< Real >::atol_ ( DEFAULT_atol_ )

template<typename Real>

ROL::DynamicConstraint< Real >::rtol_ ( DEFAULT_rtol_ )

template<typename Real>

ROL::DynamicConstraint< Real >::stol_ ( DEFAULT_stol_ )

template<typename Real>

ROL::DynamicConstraint< Real >::factor_ ( DEFAULT_factor_ )

template<typename Real>

ROL::DynamicConstraint< Real >::decr_ ( DEFAULT_decr_ )

template<typename Real>

ROL::DynamicConstraint< Real >::maxit_ ( DEFAULT_maxit_ )

template<typename Real>

ROL::DynamicConstraint< Real >::print_ ( DEFAULT_print_ )

template<typename Real>

ROL::DynamicConstraint< Real >::zero_ ( DEFAULT_zero_ )

template<typename Real>

ROL::DynamicConstraint< Real >::solverType_ ( DEFAULT_solverType_ )

template<typename Real>

ROL::DynamicConstraint< Real >::firstSolve_ ( true )

inline

Definition at line 116 of file ROL_DynamicConstraint.hpp.

template<typename Real>

virtual void ROL::DynamicConstraint< Real >::update	(	const V &	uo,
		const V &	un,
		const V &	z,
		const TS &	ts
	)

inlinevirtual

Definition at line 120 of file ROL_DynamicConstraint.hpp.

References ROL::DynamicFunction< Real >::update_un(), ROL::DynamicFunction< Real >::update_uo(), and ROL::DynamicFunction< Real >::update_z().

Referenced by ROL::DynamicConstraint< Real >::solve(), ROL::details::DynamicConstraint_CheckInterface< Real >::update_un(), ROL::details::DynamicConstraint_CheckInterface< Real >::update_uo(), and ROL::details::DynamicConstraint_CheckInterface< Real >::update_z().

template<typename Real>

virtual void ROL::DynamicConstraint< Real >::value	(	V &	c,
		const V &	uo,
		const V &	un,
		const V &	z,
		const TS &	ts
	)		const

pure virtual

Referenced by ROL::DynamicConstraint< Real >::solve(), ROL::details::DynamicConstraint_CheckInterface< Real >::value_un(), ROL::details::DynamicConstraint_CheckInterface< Real >::value_uo(), and ROL::details::DynamicConstraint_CheckInterface< Real >::value_z().

template<typename Real>

virtual void ROL::DynamicConstraint< Real >::solve	(	V &	c,
		const V &	uo,
		V &	un,
		const V &	z,
		const TS &	ts
	)

inlinevirtual

Definition at line 133 of file ROL_DynamicConstraint.hpp.

Referenced by ROL::details::DynamicConstraint_CheckInterface< Real >::solve_un().

template<typename Real>

virtual void ROL::DynamicConstraint< Real >::setSolveParameters ( ParameterList & parlist )

inlinevirtual

Set solve parameters.

Parameters

[in] parlist ParameterList containing solve parameters

For the default implementation, parlist has two sublist ("Dynamic Constraint" and "Solve") and the "Solve" sublist has six input parameters.

"Residual Tolerance": Absolute tolerance for the norm of the residual (Real)
"Iteration Limit": Maximum number of Newton iterations (int)
"Sufficient Decrease Tolerance": Tolerance signifying sufficient decrease in the residual norm, between 0 and 1 (Real)
"Step Tolerance": Absolute tolerance for the step size parameter (Real)
"Backtracking Factor": Rate for decreasing step size during backtracking, between 0 and 1 (Real)
"Output Iteration History": Set to true in order to print solve iteration history (bool)
"Zero Initial Guess": Use a vector of zeros as an initial guess for the solve (bool)
"Solver Type": Determine which solver to use (0: Newton with line search, 1: Levenberg-Marquardt, 2: SQP) (int)

These parameters are accessed as parlist.sublist("SimOpt").sublist("Solve").get(...).

Definition at line 251 of file ROL_DynamicConstraint.hpp.

template<typename Real>

virtual void ROL::DynamicConstraint< Real >::applyJacobian_uo	(	V &	jv,
		const V &	vo,
		const V &	uo,
		const V &	un,
		const V &	z,
		const TS &	ts
	)		const

inlinevirtual

Definition at line 266 of file ROL_DynamicConstraint.hpp.

Referenced by ROL::details::DynamicConstraint_CheckInterface< Real >::jacobian_uo().

template<typename Real>

virtual void ROL::DynamicConstraint< Real >::applyJacobian_un	(	V &	jv,
		const V &	vn,
		const V &	uo,
		const V &	un,
		const V &	z,
		const TS &	ts
	)		const

inlinevirtual

Definition at line 270 of file ROL_DynamicConstraint.hpp.

Referenced by ROL::details::DynamicConstraint_CheckInterface< Real >::jacobian_un().

template<typename Real>

virtual void ROL::DynamicConstraint< Real >::applyJacobian_z	(	V &	jv,
		const V &	vz,
		const V &	uo,
		const V &	un,
		const V &	z,
		const TS &	ts
	)		const

inlinevirtual

Definition at line 274 of file ROL_DynamicConstraint.hpp.

Referenced by ROL::details::DynamicConstraint_CheckInterface< Real >::jacobian_z().

template<typename Real>

virtual void ROL::DynamicConstraint< Real >::applyAdjointJacobian_uo	(	V &	ajv,
		const V &	dualv,
		const V &	uo,
		const V &	un,
		const V &	z,
		const TS &	ts
	)		const

inlinevirtual

Definition at line 280 of file ROL_DynamicConstraint.hpp.

Referenced by ROL::details::DynamicConstraint_CheckInterface< Real >::adjointJacobian_uo(), ROL::details::DynamicConstraint_CheckInterface< Real >::adjointJacobian_uo_un(), ROL::details::DynamicConstraint_CheckInterface< Real >::adjointJacobian_uo_uo(), and ROL::details::DynamicConstraint_CheckInterface< Real >::adjointJacobian_uo_z().

template<typename Real>

virtual void ROL::DynamicConstraint< Real >::applyAdjointJacobian_un	(	V &	ajv,
		const V &	dualv,
		const V &	uo,
		const V &	un,
		const V &	z,
		const TS &	ts
	)		const

inlinevirtual

Definition at line 284 of file ROL_DynamicConstraint.hpp.

Referenced by ROL::details::DynamicConstraint_CheckInterface< Real >::adjointJacobian_un(), ROL::details::DynamicConstraint_CheckInterface< Real >::adjointJacobian_un_un(), ROL::details::DynamicConstraint_CheckInterface< Real >::adjointJacobian_un_uo(), and ROL::details::DynamicConstraint_CheckInterface< Real >::adjointJacobian_un_z().

template<typename Real>

virtual void ROL::DynamicConstraint< Real >::applyAdjointJacobian_z	(	V &	ajv,
		const V &	dualv,
		const V &	uo,
		const V &	un,
		const V &	z,
		const TS &	ts
	)		const

inlinevirtual

Definition at line 288 of file ROL_DynamicConstraint.hpp.

Referenced by ROL::details::DynamicConstraint_CheckInterface< Real >::adjointJacobian_z(), ROL::details::DynamicConstraint_CheckInterface< Real >::adjointJacobian_z_un(), ROL::details::DynamicConstraint_CheckInterface< Real >::adjointJacobian_z_uo(), and ROL::details::DynamicConstraint_CheckInterface< Real >::adjointJacobian_z_z().

template<typename Real>

virtual void ROL::DynamicConstraint< Real >::applyInverseJacobian_un	(	V &	ijv,
		const V &	vn,
		const V &	uo,
		const V &	un,
		const V &	z,
		const TS &	ts
	)		const

inlinevirtual

Definition at line 294 of file ROL_DynamicConstraint.hpp.

Referenced by ROL::details::DynamicConstraint_CheckInterface< Real >::inverseJacobian_un(), and ROL::DynamicConstraint< Real >::solve().

template<typename Real>

virtual void ROL::DynamicConstraint< Real >::applyInverseAdjointJacobian_un	(	V &	iajv,
		const V &	vn,
		const V &	uo,
		const V &	un,
		const V &	z,
		const TS &	ts
	)		const

inlinevirtual

Definition at line 298 of file ROL_DynamicConstraint.hpp.

Referenced by ROL::details::DynamicConstraint_CheckInterface< Real >::inverseAdjointJacobian_un().

template<typename Real>

virtual void ROL::DynamicConstraint< Real >::applyAdjointHessian_un_un	(	V &	ahwv,
		const V &	wn,
		const V &	vn,
		const V &	uo,
		const V &	un,
		const V &	z,
		const TS &	ts
	)		const

inlinevirtual

Definition at line 304 of file ROL_DynamicConstraint.hpp.

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

Referenced by ROL::details::DynamicConstraint_CheckInterface< Real >::adjointHessian_un_un().

template<typename Real>

virtual void ROL::DynamicConstraint< Real >::applyAdjointHessian_un_uo	(	V &	ahwv,
		const V &	w,
		const V &	vn,
		const V &	uo,
		const V &	un,
		const V &	z,
		const TS &	ts
	)		const

inlinevirtual

Definition at line 310 of file ROL_DynamicConstraint.hpp.

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

Referenced by ROL::details::DynamicConstraint_CheckInterface< Real >::adjointHessian_un_uo().

template<typename Real>

virtual void ROL::DynamicConstraint< Real >::applyAdjointHessian_un_z	(	V &	ahwv,
		const V &	w,
		const V &	vn,
		const V &	uo,
		const V &	un,
		const V &	z,
		const TS &	ts
	)		const

inlinevirtual

Definition at line 316 of file ROL_DynamicConstraint.hpp.

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

Referenced by ROL::details::DynamicConstraint_CheckInterface< Real >::adjointHessian_un_z().

template<typename Real>

virtual void ROL::DynamicConstraint< Real >::applyAdjointHessian_uo_un	(	V &	ahwv,
		const V &	w,
		const V &	vo,
		const V &	uo,
		const V &	un,
		const V &	z,
		const TS &	ts
	)		const

inlinevirtual

Definition at line 322 of file ROL_DynamicConstraint.hpp.

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

Referenced by ROL::details::DynamicConstraint_CheckInterface< Real >::adjointHessian_uo_un().

template<typename Real>

virtual void ROL::DynamicConstraint< Real >::applyAdjointHessian_uo_uo	(	V &	ahwv,
		const V &	w,
		const V &	v,
		const V &	uo,
		const V &	un,
		const V &	z,
		const TS &	ts
	)		const

inlinevirtual

Definition at line 328 of file ROL_DynamicConstraint.hpp.

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

Referenced by ROL::details::DynamicConstraint_CheckInterface< Real >::adjointHessian_uo_uo().

template<typename Real>

virtual void ROL::DynamicConstraint< Real >::applyAdjointHessian_uo_z	(	V &	ahwv,
		const V &	w,
		const V &	vo,
		const V &	uo,
		const V &	un,
		const V &	z,
		const TS &	ts
	)		const

inlinevirtual

Definition at line 334 of file ROL_DynamicConstraint.hpp.

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

Referenced by ROL::details::DynamicConstraint_CheckInterface< Real >::adjointHessian_uo_z().

template<typename Real>

virtual void ROL::DynamicConstraint< Real >::applyAdjointHessian_z_un	(	V &	ahwv,
		const V &	w,
		const V &	vz,
		const V &	uo,
		const V &	un,
		const V &	z,
		const TS &	ts
	)		const

inlinevirtual

Definition at line 340 of file ROL_DynamicConstraint.hpp.

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

Referenced by ROL::details::DynamicConstraint_CheckInterface< Real >::adjointHessian_z_un().

template<typename Real>

virtual void ROL::DynamicConstraint< Real >::applyAdjointHessian_z_uo	(	V &	ahwv,
		const V &	w,
		const V &	vz,
		const V &	uo,
		const V &	un,
		const V &	z,
		const TS &	ts
	)		const

inlinevirtual

Definition at line 346 of file ROL_DynamicConstraint.hpp.

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

Referenced by ROL::details::DynamicConstraint_CheckInterface< Real >::adjointHessian_z_uo().

template<typename Real>

virtual void ROL::DynamicConstraint< Real >::applyAdjointHessian_z_z	(	V &	ahwv,
		const V &	w,
		const V &	vz,
		const V &	uo,
		const V &	un,
		const V &	z,
		const TS &	ts
	)		const