Provides an implementation for lower bound constraints. More...

#include <ROL_LowerBoundToConstraint.hpp>

Inheritance diagram for ROL::LowerBoundToConstraint< Real >:

Public Member Functions
	LowerBoundToConstraint (BoundConstraint< Real > &bnd)

	LowerBoundToConstraint (const Vector< Real > &lo)

void	value (Vector< Real > &c, const Vector< Real > &x, Real &tol) override
	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) override
	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) override
	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) override
	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::Constraint< Real >
virtual	~Constraint (void)

	Constraint (void)

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

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 Attributes
Ptr< Vector< Real > >	lo_

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

Detailed Description

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

Provides an implementation for lower bound constraints.

Definition at line 24 of file ROL_LowerBoundToConstraint.hpp.

Constructor & Destructor Documentation

template<typename Real >

ROL::LowerBoundToConstraint< Real >::LowerBoundToConstraint ( BoundConstraint< Real > & bnd )

Definition at line 16 of file ROL_LowerBoundToConstraint_Def.hpp.

References ROL::BoundConstraint< Real >::getLowerBound().

template<typename Real >

ROL::LowerBoundToConstraint< Real >::LowerBoundToConstraint ( const Vector< Real > & lo )

Definition at line 22 of file ROL_LowerBoundToConstraint_Def.hpp.

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

Member Function Documentation

template<typename Real >

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

overridevirtual

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::Constraint< Real >.

Definition at line 28 of file ROL_LowerBoundToConstraint_Def.hpp.

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

template<typename Real >

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

overridevirtual

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

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

  On return, \form#91, where

\(v \in \mathcal{X}\), \(\mathsf{jv} \in \mathcal{C}\).

The default implementation is a finite-difference approximation.

Reimplemented from ROL::Constraint< Real >.

Definition at line 35 of file ROL_LowerBoundToConstraint_Def.hpp.

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

template<typename Real >

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

overridevirtual

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

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

  On return, \form#95, where

\(v \in \mathcal{C}^*\), \(\mathsf{ajv} \in \mathcal{X}^*\).

The default implementation is a finite-difference approximation.

Reimplemented from ROL::Constraint< Real >.

Definition at line 43 of file ROL_LowerBoundToConstraint_Def.hpp.

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

template<typename Real >

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

overridevirtual

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

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

  On return, \form#100, 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::Constraint< Real >.

Definition at line 51 of file ROL_LowerBoundToConstraint_Def.hpp.

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

Member Data Documentation

template<typename Real >

Ptr<Vector<Real> > ROL::LowerBoundToConstraint< Real >::lo_

private

Definition at line 26 of file ROL_LowerBoundToConstraint.hpp.

The documentation for this class was generated from the following files:

Public Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

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

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

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