Has both inequality and equality constraints. Treat inequality constraint as equality with slack variable. More...

#include <ROL_InteriorPoint.hpp>

Inheritance diagram for ROL::InteriorPoint::CompositeConstraint< Real >:

Public Member Functions
	CompositeConstraint (const Teuchos::RCP< InequalityConstraint< Real > > &incon, const Teuchos::RCP< EqualityConstraint< Real > > &eqcon)

	CompositeConstraint (const Teuchos::RCP< InequalityConstraint< Real > > &incon)

int	getNumberConstraintEvaluations (void)

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...

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

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...

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...

void	applyAdjointHessian (Vector< Real > &ahuv, const Vector< Real > &u, 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...

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

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...

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 or Riesz 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 \(v\). Ideally, this preconditioner satisfies the following relationship: \[ \left[c'(x) \circ R \circ c'(x)^ \circ P(x)\right] v = v \,, \] where R is the appropriate Riesz map in \(L(\mathcal{X}^*, \mathcal{X})\). It is used by the solveAugmentedSystem method. More...

	EqualityConstraint (void)

virtual bool	isFeasible (const Vector< Real > &v)
	Check if the vector, v, is feasible. 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...

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

Private Types
typedef Vector< Real >	V

typedef PartitionedVector< Real >	PV

typedef PV::size_type	size_type

Private Attributes
Teuchos::RCP < InequalityConstraint< Real > >	incon_

Teuchos::RCP < EqualityConstraint< Real > >	eqcon_

bool	hasEquality_

int	ncval_

Static Private Attributes
static const size_type	OPT = 0

static const size_type	SLACK = 1

static const size_type	INEQ = 0

static const size_type	EQUAL = 1

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

Detailed Description

template<class Real>
class ROL::InteriorPoint::CompositeConstraint< Real >

Has both inequality and equality constraints. Treat inequality constraint as equality with slack variable.

Definition at line 298 of file ROL_InteriorPoint.hpp.

Member Typedef Documentation

template<class Real >

typedef Vector<Real> ROL::InteriorPoint::CompositeConstraint< Real >::V

private

Definition at line 301 of file ROL_InteriorPoint.hpp.

template<class Real >

typedef PartitionedVector<Real> ROL::InteriorPoint::CompositeConstraint< Real >::PV

private

Definition at line 302 of file ROL_InteriorPoint.hpp.

template<class Real >

typedef PV::size_type ROL::InteriorPoint::CompositeConstraint< Real >::size_type

private

Definition at line 303 of file ROL_InteriorPoint.hpp.

Constructor & Destructor Documentation

template<class Real >

ROL::InteriorPoint::CompositeConstraint< Real >::CompositeConstraint	(	const Teuchos::RCP< InequalityConstraint< Real > > &	incon,
		const Teuchos::RCP< EqualityConstraint< Real > > &	eqcon
	)

inline

Definition at line 321 of file ROL_InteriorPoint.hpp.

template<class Real >

ROL::InteriorPoint::CompositeConstraint< Real >::CompositeConstraint ( const Teuchos::RCP< InequalityConstraint< Real > > & incon )

inline

Definition at line 327 of file ROL_InteriorPoint.hpp.

Member Function Documentation

template<class Real >

int ROL::InteriorPoint::CompositeConstraint< Real >::getNumberConstraintEvaluations ( void )

inline

Definition at line 332 of file ROL_InteriorPoint.hpp.

References ROL::InteriorPoint::CompositeConstraint< Real >::ncval_.

template<class Real >

void ROL::InteriorPoint::CompositeConstraint< Real >::update	(	const Vector< Real > &	x,
		bool	flag = `true`,
		int	iter = `-1`
	)

inlinevirtual

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::EqualityConstraint< Real >.

Definition at line 336 of file ROL_InteriorPoint.hpp.

References ROL::InteriorPoint::CompositeConstraint< Real >::eqcon_, ROL::PartitionedVector< Real >::get(), ROL::InteriorPoint::CompositeConstraint< Real >::hasEquality_, ROL::InteriorPoint::CompositeConstraint< Real >::incon_, ROL::InteriorPoint::CompositeConstraint< Real >::OPT, and ROL::InteriorPoint::CompositeConstraint< Real >::SLACK.

template<class Real >

void ROL::InteriorPoint::CompositeConstraint< Real >::value	(	Vector< Real > &	c,
		const Vector< Real > &	x,
		Real &	tol
	)

inlinevirtual

Evaluate the constraint operator \(c:\mathcal{X} \rightarrow \mathcal{C}\) at \(x\).

Parameters

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

On return, \(\mathsf{c} = c(x)\), where \(\mathsf{c} \in \mathcal{C}\), \(\mathsf{x} \in \mathcal{X}\).

Implements ROL::EqualityConstraint< Real >.

Definition at line 351 of file ROL_InteriorPoint.hpp.

template<class Real >

void ROL::InteriorPoint::CompositeConstraint< Real >::applyJacobian	(	Vector< Real > &	jv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol
	)

inlinevirtual

Apply the constraint Jacobian at \(x\), \(c'(x) \in L(\mathcal{X}, \mathcal{C})\), to vector \(v\).

Parameters

[out]	jv	is the result of applying the constraint Jacobian to v at x; a constraint-space vector
[in]	v	is an optimization-space vector
[in]	x	is the constraint argument; an optimization-space vector
[in,out]	tol	is a tolerance for inexact evaluations; currently unused

On return, \(\mathsf{jv} = c'(x)v\), where \(v \in \mathcal{X}\), \(\mathsf{jv} \in \mathcal{C}\).

The default implementation is a finite-difference approximation.

Reimplemented from ROL::EqualityConstraint< Real >.

Definition at line 374 of file ROL_InteriorPoint.hpp.

References ROL::InteriorPoint::CompositeConstraint< Real >::eqcon_, ROL::InteriorPoint::CompositeConstraint< Real >::EQUAL, ROL::PartitionedVector< Real >::get(), ROL::InteriorPoint::CompositeConstraint< Real >::hasEquality_, ROL::InteriorPoint::CompositeConstraint< Real >::incon_, ROL::InteriorPoint::CompositeConstraint< Real >::INEQ, ROL::InteriorPoint::CompositeConstraint< Real >::OPT, and ROL::InteriorPoint::CompositeConstraint< Real >::SLACK.

template<class Real >

void ROL::InteriorPoint::CompositeConstraint< Real >::applyAdjointJacobian	(	Vector< Real > &	ajv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol
	)

inlinevirtual

Apply the adjoint of the the constraint Jacobian at \(x\), \(c'(x)^* \in L(\mathcal{C}^*, \mathcal{X}^*)\), to vector \(v\).

Parameters

[out]	ajv	is the result of applying the adjoint of the constraint Jacobian to v at x; a dual optimization-space vector
[in]	v	is a dual constraint-space vector
[in]	x	is the constraint argument; an optimization-space vector
[in,out]	tol	is a tolerance for inexact evaluations; currently unused

On return, \(\mathsf{ajv} = c'(x)^*v\), where \(v \in \mathcal{C}^*\), \(\mathsf{ajv} \in \mathcal{X}^*\).

The default implementation is a finite-difference approximation.

Reimplemented from ROL::EqualityConstraint< Real >.

Definition at line 404 of file ROL_InteriorPoint.hpp.

References ROL::InteriorPoint::CompositeConstraint< Real >::eqcon_, ROL::InteriorPoint::CompositeConstraint< Real >::EQUAL, ROL::PartitionedVector< Real >::get(), ROL::InteriorPoint::CompositeConstraint< Real >::hasEquality_, ROL::InteriorPoint::CompositeConstraint< Real >::incon_, ROL::InteriorPoint::CompositeConstraint< Real >::INEQ, ROL::InteriorPoint::CompositeConstraint< Real >::OPT, and ROL::InteriorPoint::CompositeConstraint< Real >::SLACK.

template<class Real >

void ROL::InteriorPoint::CompositeConstraint< Real >::applyAdjointHessian	(	Vector< Real > &	ahuv,
		const Vector< Real > &	u,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol
	)

inlinevirtual

Apply the derivative of the adjoint of the constraint Jacobian at \(x\) to vector \(u\) in direction \(v\), according to \( v \mapsto c''(x)(v,\cdot)^*u \).

Parameters

[out]	ahuv	is the result of applying the derivative of the adjoint of the constraint Jacobian at x to vector u in direction v; a dual optimization-space vector
[in]	u	is the direction vector; a dual constraint-space vector
[in]	v	is an optimization-space vector
[in]	x	is the constraint argument; an optimization-space vector
[in,out]	tol	is a tolerance for inexact evaluations; currently unused

On return, \( \mathsf{ahuv} = c''(x)(v,\cdot)^*u \), where \(u \in \mathcal{C}^*\), \(v \in \mathcal{X}\), and \(\mathsf{ahuv} \in \mathcal{X}^*\).

The default implementation is a finite-difference approximation based on the adjoint Jacobian.

Reimplemented from ROL::EqualityConstraint< Real >.

Definition at line 441 of file ROL_InteriorPoint.hpp.

References ROL::InteriorPoint::CompositeConstraint< Real >::eqcon_, ROL::InteriorPoint::CompositeConstraint< Real >::EQUAL, ROL::PartitionedVector< Real >::get(), ROL::InteriorPoint::CompositeConstraint< Real >::hasEquality_, ROL::InteriorPoint::CompositeConstraint< Real >::incon_, ROL::InteriorPoint::CompositeConstraint< Real >::INEQ, ROL::InteriorPoint::CompositeConstraint< Real >::OPT, and ROL::InteriorPoint::CompositeConstraint< Real >::SLACK.