ROL
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#include <ROL_Problem.hpp>
Public Member Functions | |
virtual | ~Problem () |
Problem (const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x, const Ptr< Vector< Real >> &g=nullPtr) | |
Default constructor for OptimizationProblem. More... | |
Problem (const Problem &problem) | |
Copy constructor for OptimizationProblem. More... | |
void | addBoundConstraint (const Ptr< BoundConstraint< Real >> &bnd) |
Add a bound constraint. More... | |
void | removeBoundConstraint () |
Remove an existing bound constraint. More... | |
void | addProxObjective (const Ptr< ProxObjective< Real >> &prox) |
Add a prox objective. More... | |
void | removeProxObjective () |
Remove an existing prox objective. More... | |
void | addConstraint (std::string name, const Ptr< Constraint< Real >> &econ, const Ptr< Vector< Real >> &emul, const Ptr< Vector< Real >> &eres=nullPtr, bool reset=false) |
Add an equality constraint. More... | |
void | addConstraint (std::string name, const Ptr< Constraint< Real >> &icon, const Ptr< Vector< Real >> &imul, const Ptr< BoundConstraint< Real >> &ibnd, const Ptr< Vector< Real >> &ires=nullPtr, bool reset=false) |
Add an inequality constraint. More... | |
void | removeConstraint (std::string name) |
Remove an existing constraint. More... | |
void | addLinearConstraint (std::string name, const Ptr< Constraint< Real >> &linear_econ, const Ptr< Vector< Real >> &linear_emul, const Ptr< Vector< Real >> &linear_eres=nullPtr, bool reset=false) |
Add a linear equality constraint. More... | |
void | addLinearConstraint (std::string name, const Ptr< Constraint< Real >> &linear_icon, const Ptr< Vector< Real >> &linear_imul, const Ptr< BoundConstraint< Real >> &linear_ibnd, const Ptr< Vector< Real >> &linear_ires=nullPtr, bool reset=false) |
Add a linear inequality constraint. More... | |
void | removeLinearConstraint (std::string name) |
Remove an existing linear constraint. More... | |
void | setProjectionAlgorithm (ParameterList &parlist) |
Set polyhedral projection algorithm. More... | |
const Ptr< Objective< Real > > & | getObjective () |
Get the objective function. More... | |
const Ptr< Vector< Real > > & | getPrimalOptimizationVector () |
Get the primal optimization space vector. More... | |
const Ptr< Vector< Real > > & | getDualOptimizationVector () |
Get the dual optimization space vector. More... | |
const Ptr< BoundConstraint < Real > > & | getBoundConstraint () |
Get the bound constraint. More... | |
const Ptr< Constraint< Real > > & | getConstraint () |
Get the equality constraint. More... | |
const Ptr< Vector< Real > > & | getMultiplierVector () |
Get the dual constraint space vector. More... | |
const Ptr< Vector< Real > > & | getResidualVector () |
Get the primal constraint space vector. More... | |
const Ptr < PolyhedralProjection< Real > > & | getPolyhedralProjection () |
Get the polyhedral projection object. This is a null pointer if no linear constraints and/or bounds are present. More... | |
EProblem | getProblemType () |
Get the optimization problem type (U, B, E, or G). More... | |
Real | checkLinearity (bool printToStream=false, std::ostream &outStream=std::cout) const |
Check if user-supplied linear constraints are affine. More... | |
void | checkVectors (bool printToStream=false, std::ostream &outStream=std::cout) const |
Run vector checks for user-supplied vectors. More... | |
void | checkDerivatives (bool printToStream=false, std::ostream &outStream=std::cout) const |
Run derivative checks for user-supplied objective function and constraints. More... | |
void | check (bool printToStream=false, std::ostream &outStream=std::cout) const |
Run vector, linearity and derivative checks for user-supplied vectors, objective function and constraints. More... | |
virtual void | finalize (bool lumpConstraints=false, bool printToStream=false, std::ostream &outStream=std::cout) |
Tranform user-supplied constraints to consist of only bounds and equalities. Optimization problem cannot be modified after finalize has been called without calling the edit function. More... | |
bool | isFinalized () const |
Indicate whether or no finalize has been called. More... | |
virtual void | edit () |
Resume editting optimization problem after finalize has been called. More... | |
void | finalizeIteration () |
Transform the optimization variables to the native parameterization after an optimization algorithm has finished. More... | |
virtual | ~Problem () |
Problem (const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x, const Ptr< Vector< Real >> &g=nullPtr) | |
Default constructor for OptimizationProblem. More... | |
Problem (const Problem &problem) | |
Copy constructor for OptimizationProblem. More... | |
void | addBoundConstraint (const Ptr< BoundConstraint< Real >> &bnd) |
Add a bound constraint. More... | |
void | removeBoundConstraint () |
Remove an existing bound constraint. More... | |
void | addConstraint (std::string name, const Ptr< Constraint< Real >> &econ, const Ptr< Vector< Real >> &emul, const Ptr< Vector< Real >> &eres=nullPtr, bool reset=false) |
Add an equality constraint. More... | |
void | addConstraint (std::string name, const Ptr< Constraint< Real >> &icon, const Ptr< Vector< Real >> &imul, const Ptr< BoundConstraint< Real >> &ibnd, const Ptr< Vector< Real >> &ires=nullPtr, bool reset=false) |
Add an inequality constraint. More... | |
void | removeConstraint (std::string name) |
Remove an existing constraint. More... | |
void | addLinearConstraint (std::string name, const Ptr< Constraint< Real >> &linear_econ, const Ptr< Vector< Real >> &linear_emul, const Ptr< Vector< Real >> &linear_eres=nullPtr, bool reset=false) |
Add a linear equality constraint. More... | |
void | addLinearConstraint (std::string name, const Ptr< Constraint< Real >> &linear_icon, const Ptr< Vector< Real >> &linear_imul, const Ptr< BoundConstraint< Real >> &linear_ibnd, const Ptr< Vector< Real >> &linear_ires=nullPtr, bool reset=false) |
Add a linear inequality constraint. More... | |
void | removeLinearConstraint (std::string name) |
Remove an existing linear constraint. More... | |
void | setProjectionAlgorithm (ParameterList &parlist) |
Set polyhedral projection algorithm. More... | |
const Ptr< Objective< Real > > & | getObjective () |
Get the objective function. More... | |
const Ptr< Vector< Real > > & | getPrimalOptimizationVector () |
Get the primal optimization space vector. More... | |
const Ptr< Vector< Real > > & | getDualOptimizationVector () |
Get the dual optimization space vector. More... | |
const Ptr< BoundConstraint < Real > > & | getBoundConstraint () |
Get the bound constraint. More... | |
const Ptr< Constraint< Real > > & | getConstraint () |
Get the equality constraint. More... | |
const Ptr< Vector< Real > > & | getMultiplierVector () |
Get the dual constraint space vector. More... | |
const Ptr< Vector< Real > > & | getResidualVector () |
Get the primal constraint space vector. More... | |
const Ptr < PolyhedralProjection< Real > > & | getPolyhedralProjection () |
Get the polyhedral projection object. This is a null pointer if no linear constraints and/or bounds are present. More... | |
EProblem | getProblemType () |
Get the optimization problem type (U, B, E, or G). More... | |
Real | checkLinearity (bool printToStream=false, std::ostream &outStream=std::cout) const |
Check if user-supplied linear constraints are affine. More... | |
void | checkVectors (bool printToStream=false, std::ostream &outStream=std::cout) const |
Run vector checks for user-supplied vectors. More... | |
void | checkDerivatives (bool printToStream=false, std::ostream &outStream=std::cout, const Ptr< Vector< Real >> &x0=nullPtr, Real scale=Real(1)) const |
Run derivative checks for user-supplied objective function and constraints. More... | |
void | check (bool printToStream=false, std::ostream &outStream=std::cout, const Ptr< Vector< Real >> &x0=nullPtr, Real scale=Real(1)) const |
Run vector, linearity and derivative checks for user-supplied vectors, objective function and constraints. More... | |
virtual void | finalize (bool lumpConstraints=false, bool printToStream=false, std::ostream &outStream=std::cout) |
Tranform user-supplied constraints to consist of only bounds and equalities. Optimization problem cannot be modified after finalize has been called without calling the edit function. More... | |
bool | isFinalized () const |
Indicate whether or no finalize has been called. More... | |
virtual void | edit () |
Resume editting optimization problem after finalize has been called. More... | |
void | finalizeIteration () |
Transform the optimization variables to the native parameterization after an optimization algorithm has finished. More... | |
Protected Attributes | |
Ptr< Objective< Real > > | INPUT_obj_ |
Ptr< Vector< Real > > | INPUT_xprim_ |
Ptr< Vector< Real > > | INPUT_xdual_ |
Ptr< BoundConstraint< Real > > | INPUT_bnd_ |
std::unordered_map < std::string, ConstraintData < Real > > | INPUT_con_ |
std::unordered_map < std::string, ConstraintData < Real > > | INPUT_linear_con_ |
Ptr< ProxObjective< Real > > | INPUT_prox_ |
Private Attributes | |
bool | isFinalized_ |
bool | hasBounds_ |
bool | hasEquality_ |
bool | hasInequality_ |
bool | hasLinearEquality_ |
bool | hasLinearInequality_ |
bool | hasProx_ |
unsigned | cnt_econ_ |
unsigned | cnt_icon_ |
unsigned | cnt_linear_econ_ |
unsigned | cnt_linear_icon_ |
ParameterList | ppa_list_ |
Ptr< Objective< Real > > | obj_ |
Ptr< Vector< Real > > | xprim_ |
Ptr< Vector< Real > > | xdual_ |
Ptr< BoundConstraint< Real > > | bnd_ |
Ptr< Constraint< Real > > | con_ |
Ptr< Vector< Real > > | mul_ |
Ptr< Vector< Real > > | res_ |
Ptr< PolyhedralProjection< Real > > | proj_ |
Ptr< ProxObjective< Real > > | prox_ |
Ptr< Vector< Real > > | xfeas_ |
Ptr< ReduceLinearConstraint < Real > > | rlc_ |
EProblem | problemType_ |
Definition at line 27 of file function/prox/ROL_Problem.hpp.
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Definition at line 69 of file function/prox/ROL_Problem.hpp.
ROL::Problem< Real >::Problem | ( | const Ptr< Objective< Real >> & | obj, |
const Ptr< Vector< Real >> & | x, | ||
const Ptr< Vector< Real >> & | g = nullPtr |
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Default constructor for OptimizationProblem.
[in] | obj | objective function object |
[in] | x | primal optimization space vector |
[in] | g | dual optimization space vector |
Definition at line 18 of file function/prox/ROL_Problem_Def.hpp.
References ROL::Problem< Real >::INPUT_bnd_, ROL::Problem< Real >::INPUT_con_, ROL::Problem< Real >::INPUT_linear_con_, ROL::Problem< Real >::INPUT_obj_, ROL::Problem< Real >::INPUT_xdual_, and ROL::Problem< Real >::INPUT_xprim_.
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Copy constructor for OptimizationProblem.
[in] | problem | objective function object |
Definition at line 85 of file function/prox/ROL_Problem.hpp.
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inlinevirtual |
Definition at line 65 of file algorithm/ROL_Problem.hpp.
ROL::Problem< Real >::Problem | ( | const Ptr< Objective< Real >> & | obj, |
const Ptr< Vector< Real >> & | x, | ||
const Ptr< Vector< Real >> & | g = nullPtr |
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) |
Default constructor for OptimizationProblem.
[in] | obj | objective function object |
[in] | x | primal optimization space vector |
[in] | g | dual optimization space vector |
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inline |
Copy constructor for OptimizationProblem.
[in] | problem | objective function object |
Definition at line 81 of file algorithm/ROL_Problem.hpp.
void ROL::Problem< Real >::addBoundConstraint | ( | const Ptr< BoundConstraint< Real >> & | bnd | ) |
Add a bound constraint.
[in] | bnd | bound constraint object |
Definition at line 38 of file function/prox/ROL_Problem_Def.hpp.
Referenced by ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), ROL::TypeG::Algorithm< Real >::run(), ROL::TypeG::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeB::Algorithm< Real >::run().
void ROL::Problem< Real >::removeBoundConstraint | ( | ) |
Remove an existing bound constraint.
Definition at line 47 of file function/prox/ROL_Problem_Def.hpp.
void ROL::Problem< Real >::addProxObjective | ( | const Ptr< ProxObjective< Real >> & | prox | ) |
Add a prox objective.
[in] | prox | prox objective object |
Definition at line 56 of file function/prox/ROL_Problem_Def.hpp.
void ROL::Problem< Real >::removeProxObjective | ( | ) |
Remove an existing prox objective.
Definition at line 65 of file function/prox/ROL_Problem_Def.hpp.
void ROL::Problem< Real >::addConstraint | ( | std::string | name, |
const Ptr< Constraint< Real >> & | econ, | ||
const Ptr< Vector< Real >> & | emul, | ||
const Ptr< Vector< Real >> & | eres = nullPtr , |
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bool | reset = false |
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Add an equality constraint.
[in] | name | the unique constraint identifier |
[in] | econ | constraint object |
[in] | emul | dual constraint space vector |
[in] | eres | primal constraint space vector |
[in] | reset | whether or not to clear constraint container |
Definition at line 74 of file function/prox/ROL_Problem_Def.hpp.
Referenced by ROL::StochasticProblem< Real >::edit(), ROL::StochasticProblem< Real >::finalize(), ROL::StochasticProblem< Real >::makeConstraintStochastic(), ROL::StochasticProblem< Real >::resetStochasticConstraint(), ROL::TypeE::Algorithm< Real >::run(), and ROL::TypeG::Algorithm< Real >::run().
void ROL::Problem< Real >::addConstraint | ( | std::string | name, |
const Ptr< Constraint< Real >> & | icon, | ||
const Ptr< Vector< Real >> & | imul, | ||
const Ptr< BoundConstraint< Real >> & | ibnd, | ||
const Ptr< Vector< Real >> & | ires = nullPtr , |
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bool | reset = false |
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Add an inequality constraint.
[in] | name | the unique constraint identifier |
[in] | icon | constraint object |
[in] | imul | dual constraint space vector |
[in] | ibnd | bound constraint |
[in] | ires | primal constraint space vector |
[in] | reset | whether or not to clear constraint container |
Definition at line 94 of file function/prox/ROL_Problem_Def.hpp.
void ROL::Problem< Real >::removeConstraint | ( | std::string | name | ) |
Remove an existing constraint.
[in] | name | the unique constraint identifier |
Definition at line 115 of file function/prox/ROL_Problem_Def.hpp.
Referenced by ROL::StochasticProblem< Real >::edit(), ROL::StochasticProblem< Real >::finalize(), ROL::StochasticProblem< Real >::makeConstraintStochastic(), and ROL::StochasticProblem< Real >::resetStochasticConstraint().
void ROL::Problem< Real >::addLinearConstraint | ( | std::string | name, |
const Ptr< Constraint< Real >> & | linear_econ, | ||
const Ptr< Vector< Real >> & | linear_emul, | ||
const Ptr< Vector< Real >> & | linear_eres = nullPtr , |
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bool | reset = false |
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Add a linear equality constraint.
[in] | name | the unique constraint identifier |
[in] | linear_econ | constraint object |
[in] | linear_emul | dual constraint space vector |
[in] | linear_eres | primal constraint space vector |
[in] | reset | whether or not to clear linear constraint container |
Definition at line 130 of file function/prox/ROL_Problem_Def.hpp.
Referenced by ROL::StochasticProblem< Real >::edit(), ROL::StochasticProblem< Real >::finalize(), ROL::StochasticProblem< Real >::makeLinearConstraintStochastic(), ROL::StochasticProblem< Real >::resetStochasticLinearConstraint(), ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), ROL::TypeG::StabilizedLCLAlgorithm< Real >::run(), ROL::TypeE::Algorithm< Real >::run(), ROL::TypeB::Algorithm< Real >::run(), and ROL::TypeG::Algorithm< Real >::run().
void ROL::Problem< Real >::addLinearConstraint | ( | std::string | name, |
const Ptr< Constraint< Real >> & | linear_icon, | ||
const Ptr< Vector< Real >> & | linear_imul, | ||
const Ptr< BoundConstraint< Real >> & | linear_ibnd, | ||
const Ptr< Vector< Real >> & | linear_ires = nullPtr , |
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bool | reset = false |
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Add a linear inequality constraint.
[in] | name | the unique constraint identifier |
[in] | linear_icon | constraint object |
[in] | linear_imul | dual constraint space vector |
[in] | linear_ibnd | bound constraint |
[in] | linear_ires | primal constraint space vector |
[in] | reset | whether or not to clear linear constraint container |
Definition at line 150 of file function/prox/ROL_Problem_Def.hpp.
void ROL::Problem< Real >::removeLinearConstraint | ( | std::string | name | ) |
Remove an existing linear constraint.
[in] | name | the unique constraint identifier |
Definition at line 171 of file function/prox/ROL_Problem_Def.hpp.
Referenced by ROL::StochasticProblem< Real >::edit(), ROL::StochasticProblem< Real >::finalize(), ROL::StochasticProblem< Real >::makeLinearConstraintStochastic(), and ROL::StochasticProblem< Real >::resetStochasticLinearConstraint().
void ROL::Problem< Real >::setProjectionAlgorithm | ( | ParameterList & | parlist | ) |
Set polyhedral projection algorithm.
[in] | ppa | polyhedral projection algorithm |
Definition at line 186 of file function/prox/ROL_Problem_Def.hpp.
Referenced by ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().
const Ptr< Objective< Real > > & ROL::Problem< Real >::getObjective | ( | void | ) |
Get the objective function.
Definition at line 441 of file function/prox/ROL_Problem_Def.hpp.
References obj_.
Referenced by ROL::TypeU::Algorithm< Real >::run(), ROL::TypeB::Algorithm< Real >::run(), ROL::TypeE::Algorithm< Real >::run(), ROL::TypeG::Algorithm< Real >::run(), ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().
const Ptr< Vector< Real > > & ROL::Problem< Real >::getPrimalOptimizationVector | ( | ) |
Get the primal optimization space vector.
Definition at line 447 of file function/prox/ROL_Problem_Def.hpp.
Referenced by ROL::TypeU::Algorithm< Real >::run(), ROL::TypeB::Algorithm< Real >::run(), ROL::TypeE::Algorithm< Real >::run(), ROL::TypeG::Algorithm< Real >::run(), ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().
const Ptr< Vector< Real > > & ROL::Problem< Real >::getDualOptimizationVector | ( | ) |
Get the dual optimization space vector.
Definition at line 453 of file function/prox/ROL_Problem_Def.hpp.
Referenced by ROL::TypeU::Algorithm< Real >::run(), ROL::TypeB::Algorithm< Real >::run(), ROL::TypeE::Algorithm< Real >::run(), ROL::TypeG::Algorithm< Real >::run(), ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().
const Ptr< BoundConstraint< Real > > & ROL::Problem< Real >::getBoundConstraint | ( | void | ) |
Get the bound constraint.
Definition at line 459 of file function/prox/ROL_Problem_Def.hpp.
Referenced by ROL::TypeB::Algorithm< Real >::run(), ROL::TypeG::Algorithm< Real >::run(), and ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().
const Ptr< Constraint< Real > > & ROL::Problem< Real >::getConstraint | ( | ) |
Get the equality constraint.
Definition at line 465 of file function/prox/ROL_Problem_Def.hpp.
Referenced by ROL::TypeE::Algorithm< Real >::run(), ROL::TypeG::Algorithm< Real >::run(), ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().
const Ptr< Vector< Real > > & ROL::Problem< Real >::getMultiplierVector | ( | ) |
Get the dual constraint space vector.
Definition at line 471 of file function/prox/ROL_Problem_Def.hpp.
Referenced by ROL::TypeE::Algorithm< Real >::run(), ROL::TypeG::Algorithm< Real >::run(), ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().
const Ptr< Vector< Real > > & ROL::Problem< Real >::getResidualVector | ( | ) |
Get the primal constraint space vector.
Definition at line 477 of file function/prox/ROL_Problem_Def.hpp.
Referenced by ROL::TypeE::Algorithm< Real >::run(), ROL::TypeG::Algorithm< Real >::run(), ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().
const Ptr< PolyhedralProjection< Real > > & ROL::Problem< Real >::getPolyhedralProjection | ( | ) |
Get the polyhedral projection object. This is a null pointer if no linear constraints and/or bounds are present.
Definition at line 483 of file function/prox/ROL_Problem_Def.hpp.
Referenced by ROL::TypeB::Algorithm< Real >::run(), ROL::TypeG::Algorithm< Real >::run(), ROL::TypeB::KelleySachsAlgorithm< Real >::run(), ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), ROL::TypeG::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeB::NewtonKrylovAlgorithm< Real >::run().
EProblem ROL::Problem< Real >::getProblemType | ( | ) |
Get the optimization problem type (U, B, E, or G).
Definition at line 489 of file function/prox/ROL_Problem_Def.hpp.
Referenced by ROL::TypeU::Algorithm< Real >::run(), ROL::TypeB::Algorithm< Real >::run(), ROL::TypeE::Algorithm< Real >::run(), ROL::TypeG::Algorithm< Real >::run(), ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().
Real ROL::Problem< Real >::checkLinearity | ( | bool | printToStream = false , |
std::ostream & | outStream = std::cout |
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) | const |
Check if user-supplied linear constraints are affine.
This function computes the error
\[ \|c(x+\alpha y) - (c(x)+\alpha (c(y)-c(0)))\| \]
for each user-supplied linear constraint and returns the maximum.
[in] | printToStream | determines whether to print to the supplied std::ostream |
[in,out] | outStream | user supplied std::ostream |
Definition at line 495 of file function/prox/ROL_Problem_Def.hpp.
References ROL::Temp.
void ROL::Problem< Real >::checkVectors | ( | bool | printToStream = false , |
std::ostream & | outStream = std::cout |
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) | const |
Run vector checks for user-supplied vectors.
[in] | printToStream | determines whether to print to the supplied std::ostream |
[in,out] | outStream | user supplied std::ostream |
Definition at line 544 of file function/prox/ROL_Problem_Def.hpp.
void ROL::Problem< Real >::checkDerivatives | ( | bool | printToStream = false , |
std::ostream & | outStream = std::cout |
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) | const |
Run derivative checks for user-supplied objective function and constraints.
[in] | printToStream | determines whether to print to the supplied std::ostream |
[in,out] | outStream | user supplied std::ostream |
Definition at line 603 of file function/prox/ROL_Problem_Def.hpp.
void ROL::Problem< Real >::check | ( | bool | printToStream = false , |
std::ostream & | outStream = std::cout |
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) | const |
Run vector, linearity and derivative checks for user-supplied vectors, objective function and constraints.
[in] | printToStream | determines whether to print to the supplied std::ostream |
[in,out] | outStream | user supplied std::ostream |
Definition at line 644 of file function/prox/ROL_Problem_Def.hpp.
Referenced by ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().
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virtual |
Tranform user-supplied constraints to consist of only bounds and equalities. Optimization problem cannot be modified after finalize has been called without calling the edit function.
[in] | lumpConstraints | combine both linear and nonlinear constraints |
[in] | printToStream | determines whether to print to the supplied std::ostream |
[in,out] | outStream | user supplied std::ostream |
Reimplemented in ROL::StochasticProblem< Real >.
Definition at line 194 of file function/prox/ROL_Problem_Def.hpp.
References ROL::ConstraintAssembler< Real >::getBoundConstraint(), ROL::ConstraintAssembler< Real >::getConstraint(), ROL::ConstraintAssembler< Real >::getDualOptVector(), ROL::ConstraintAssembler< Real >::getLinearConstraint(), ROL::ConstraintAssembler< Real >::getLinearMultiplier(), ROL::ConstraintAssembler< Real >::getLinearResidual(), ROL::ConstraintAssembler< Real >::getMultiplier(), ROL::ConstraintAssembler< Real >::getOptVector(), ROL::ConstraintAssembler< Real >::getResidual(), ROL::ConstraintAssembler< Real >::hasInequality(), obj_, ROL::TYPE_B, ROL::TYPE_E, ROL::TYPE_EB, and ROL::TYPE_U.
Referenced by ROL::StochasticProblem< Real >::finalize(), ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), ROL::TypeE::Algorithm< Real >::run(), ROL::TypeG::StabilizedLCLAlgorithm< Real >::run(), ROL::TypeG::Algorithm< Real >::run(), and ROL::TypeB::Algorithm< Real >::run().
bool ROL::Problem< Real >::isFinalized | ( | ) | const |
Indicate whether or no finalize has been called.
Definition at line 653 of file function/prox/ROL_Problem_Def.hpp.
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Resume editting optimization problem after finalize has been called.
Reimplemented in ROL::StochasticProblem< Real >.
Definition at line 658 of file function/prox/ROL_Problem_Def.hpp.
Referenced by ROL::StochasticProblem< Real >::edit(), ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().
void ROL::Problem< Real >::finalizeIteration | ( | ) |
Transform the optimization variables to the native parameterization after an optimization algorithm has finished.
Definition at line 665 of file function/prox/ROL_Problem_Def.hpp.
References ROL::PartitionedVector< Real >::get().
Referenced by ROL::TypeU::Algorithm< Real >::run(), ROL::TypeB::Algorithm< Real >::run(), ROL::TypeE::Algorithm< Real >::run(), ROL::TypeG::Algorithm< Real >::run(), ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().
void ROL::Problem< Real >::addBoundConstraint | ( | const Ptr< BoundConstraint< Real >> & | bnd | ) |
Add a bound constraint.
[in] | bnd | bound constraint object |
void ROL::Problem< Real >::removeBoundConstraint | ( | ) |
Remove an existing bound constraint.
void ROL::Problem< Real >::addConstraint | ( | std::string | name, |
const Ptr< Constraint< Real >> & | econ, | ||
const Ptr< Vector< Real >> & | emul, | ||
const Ptr< Vector< Real >> & | eres = nullPtr , |
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bool | reset = false |
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Add an equality constraint.
[in] | name | the unique constraint identifier |
[in] | econ | constraint object |
[in] | emul | dual constraint space vector |
[in] | eres | primal constraint space vector |
[in] | reset | whether or not to clear constraint container |
void ROL::Problem< Real >::addConstraint | ( | std::string | name, |
const Ptr< Constraint< Real >> & | icon, | ||
const Ptr< Vector< Real >> & | imul, | ||
const Ptr< BoundConstraint< Real >> & | ibnd, | ||
const Ptr< Vector< Real >> & | ires = nullPtr , |
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bool | reset = false |
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) |
Add an inequality constraint.
[in] | name | the unique constraint identifier |
[in] | icon | constraint object |
[in] | imul | dual constraint space vector |
[in] | ibnd | bound constraint |
[in] | ires | primal constraint space vector |
[in] | reset | whether or not to clear constraint container |
void ROL::Problem< Real >::removeConstraint | ( | std::string | name | ) |
Remove an existing constraint.
[in] | name | the unique constraint identifier |
void ROL::Problem< Real >::addLinearConstraint | ( | std::string | name, |
const Ptr< Constraint< Real >> & | linear_econ, | ||
const Ptr< Vector< Real >> & | linear_emul, | ||
const Ptr< Vector< Real >> & | linear_eres = nullPtr , |
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bool | reset = false |
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Add a linear equality constraint.
[in] | name | the unique constraint identifier |
[in] | linear_econ | constraint object |
[in] | linear_emul | dual constraint space vector |
[in] | linear_eres | primal constraint space vector |
[in] | reset | whether or not to clear linear constraint container |
void ROL::Problem< Real >::addLinearConstraint | ( | std::string | name, |
const Ptr< Constraint< Real >> & | linear_icon, | ||
const Ptr< Vector< Real >> & | linear_imul, | ||
const Ptr< BoundConstraint< Real >> & | linear_ibnd, | ||
const Ptr< Vector< Real >> & | linear_ires = nullPtr , |
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bool | reset = false |
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Add a linear inequality constraint.
[in] | name | the unique constraint identifier |
[in] | linear_icon | constraint object |
[in] | linear_imul | dual constraint space vector |
[in] | linear_ibnd | bound constraint |
[in] | linear_ires | primal constraint space vector |
[in] | reset | whether or not to clear linear constraint container |
void ROL::Problem< Real >::removeLinearConstraint | ( | std::string | name | ) |
Remove an existing linear constraint.
[in] | name | the unique constraint identifier |
void ROL::Problem< Real >::setProjectionAlgorithm | ( | ParameterList & | parlist | ) |
Set polyhedral projection algorithm.
[in] | ppa | polyhedral projection algorithm |
const Ptr<Objective<Real> >& ROL::Problem< Real >::getObjective | ( | ) |
Get the objective function.
const Ptr<Vector<Real> >& ROL::Problem< Real >::getPrimalOptimizationVector | ( | ) |
Get the primal optimization space vector.
const Ptr<Vector<Real> >& ROL::Problem< Real >::getDualOptimizationVector | ( | ) |
Get the dual optimization space vector.
const Ptr<BoundConstraint<Real> >& ROL::Problem< Real >::getBoundConstraint | ( | ) |
Get the bound constraint.
const Ptr<Constraint<Real> >& ROL::Problem< Real >::getConstraint | ( | ) |
Get the equality constraint.
const Ptr<Vector<Real> >& ROL::Problem< Real >::getMultiplierVector | ( | ) |
Get the dual constraint space vector.
const Ptr<Vector<Real> >& ROL::Problem< Real >::getResidualVector | ( | ) |
Get the primal constraint space vector.
const Ptr<PolyhedralProjection<Real> >& ROL::Problem< Real >::getPolyhedralProjection | ( | ) |
Get the polyhedral projection object. This is a null pointer if no linear constraints and/or bounds are present.
EProblem ROL::Problem< Real >::getProblemType | ( | ) |
Get the optimization problem type (U, B, E, or G).
Real ROL::Problem< Real >::checkLinearity | ( | bool | printToStream = false , |
std::ostream & | outStream = std::cout |
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) | const |
Check if user-supplied linear constraints are affine.
This function computes the error
\[ \|c(x+\alpha y) - (c(x)+\alpha (c(y)-c(0)))\| \]
for each user-supplied linear constraint and returns the maximum.
[in] | printToStream | determines whether to print to the supplied std::ostream |
[in,out] | outStream | user supplied std::ostream |
void ROL::Problem< Real >::checkVectors | ( | bool | printToStream = false , |
std::ostream & | outStream = std::cout |
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Run vector checks for user-supplied vectors.
[in] | printToStream | determines whether to print to the supplied std::ostream |
[in,out] | outStream | user supplied std::ostream |
void ROL::Problem< Real >::checkDerivatives | ( | bool | printToStream = false , |
std::ostream & | outStream = std::cout , |
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const Ptr< Vector< Real >> & | x0 = nullPtr , |
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Real | scale = Real(1) |
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Run derivative checks for user-supplied objective function and constraints.
[in] | printToStream | determines whether to print to the supplied std::ostream |
[in,out] | outStream | user supplied std::ostream |
Definition at line 571 of file algorithm/ROL_Problem_Def.hpp.
void ROL::Problem< Real >::check | ( | bool | printToStream = false , |
std::ostream & | outStream = std::cout , |
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const Ptr< Vector< Real >> & | x0 = nullPtr , |
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Real | scale = Real(1) |
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Run vector, linearity and derivative checks for user-supplied vectors, objective function and constraints.
[in] | printToStream | determines whether to print to the supplied std::ostream |
[in,out] | outStream | user supplied std::ostream |
Definition at line 610 of file algorithm/ROL_Problem_Def.hpp.
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Tranform user-supplied constraints to consist of only bounds and equalities. Optimization problem cannot be modified after finalize has been called without calling the edit function.
[in] | lumpConstraints | combine both linear and nonlinear constraints |
[in] | printToStream | determines whether to print to the supplied std::ostream |
[in,out] | outStream | user supplied std::ostream |
Reimplemented in ROL::StochasticProblem< Real >.
bool ROL::Problem< Real >::isFinalized | ( | ) | const |
Indicate whether or no finalize has been called.
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Resume editting optimization problem after finalize has been called.
Reimplemented in ROL::StochasticProblem< Real >.
void ROL::Problem< Real >::finalizeIteration | ( | ) |
Transform the optimization variables to the native parameterization after an optimization algorithm has finished.
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Definition at line 29 of file function/prox/ROL_Problem.hpp.
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Definition at line 30 of file function/prox/ROL_Problem.hpp.
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Definition at line 31 of file function/prox/ROL_Problem.hpp.
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Definition at line 32 of file function/prox/ROL_Problem.hpp.
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Definition at line 33 of file function/prox/ROL_Problem.hpp.
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Definition at line 34 of file function/prox/ROL_Problem.hpp.
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Definition at line 35 of file function/prox/ROL_Problem.hpp.
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Definition at line 36 of file function/prox/ROL_Problem.hpp.
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Definition at line 37 of file function/prox/ROL_Problem.hpp.
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Definition at line 38 of file function/prox/ROL_Problem.hpp.
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Definition at line 39 of file function/prox/ROL_Problem.hpp.
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Definition at line 41 of file function/prox/ROL_Problem.hpp.
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Definition at line 43 of file function/prox/ROL_Problem.hpp.
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Definition at line 44 of file function/prox/ROL_Problem.hpp.
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Definition at line 45 of file function/prox/ROL_Problem.hpp.
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Definition at line 46 of file function/prox/ROL_Problem.hpp.
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Definition at line 47 of file function/prox/ROL_Problem.hpp.
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Definition at line 48 of file function/prox/ROL_Problem.hpp.
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Definition at line 49 of file function/prox/ROL_Problem.hpp.
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Definition at line 50 of file function/prox/ROL_Problem.hpp.
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Definition at line 51 of file function/prox/ROL_Problem.hpp.
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Definition at line 53 of file function/prox/ROL_Problem.hpp.
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Definition at line 54 of file function/prox/ROL_Problem.hpp.
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Definition at line 56 of file function/prox/ROL_Problem.hpp.
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Definition at line 60 of file function/prox/ROL_Problem.hpp.
Referenced by ROL::Problem< Real >::Problem().
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Definition at line 61 of file function/prox/ROL_Problem.hpp.
Referenced by ROL::Problem< Real >::Problem().
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Definition at line 62 of file function/prox/ROL_Problem.hpp.
Referenced by ROL::Problem< Real >::Problem().
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Definition at line 63 of file function/prox/ROL_Problem.hpp.
Referenced by ROL::Problem< Real >::Problem().
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Definition at line 64 of file function/prox/ROL_Problem.hpp.
Referenced by ROL::Problem< Real >::Problem().
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Definition at line 65 of file function/prox/ROL_Problem.hpp.
Referenced by ROL::Problem< Real >::Problem().
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Definition at line 66 of file function/prox/ROL_Problem.hpp.