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| Constraint_TimeSimOpt () |
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virtual void | update (const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, bool flag=true, int iter=-1) |
| Update constraint functions. u_old Is the state from the end of the previous time step. u_new Is the state from the end of this time step. z Is the control variable flag = true if optimization variable is changed, iter is the outer algorithm iterations count. More...
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virtual void | update_1_old (const Vector< Real > &u_old, bool flag=true, int iter=-1) |
| Update constraint functions with respect to Sim variable. u_old is the state variable flag = true if optimization variable is changed, iter is the outer algorithm iterations count. More...
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virtual void | update_1_new (const Vector< Real > &u_new, bool flag=true, int iter=-1) |
| Update constraint functions with respect to Sim variable. u_new is the state variable flag = true if optimization variable is changed, iter is the outer algorithm iterations count. More...
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virtual void | update_2 (const Vector< Real > &z, bool flag=true, int iter=-1) override |
| Update constraint functions with respect to Opt variable. z is the control variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count. More...
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virtual void | value (Vector< Real > &c, const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, Real &tol)=0 |
| Evaluate the constraint operator \(c:\mathcal{U_o}\times\mathcal{U_n}\times\mathcal{Z} \rightarrow \mathcal{C}\) at \((u,z)\). More...
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virtual void | solve (Vector< Real > &c, const Vector< Real > &u_old, Vector< Real > &u_new, const Vector< Real > &z, Real &tol)=0 |
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virtual void | applyJacobian_1_old (Vector< Real > &jv, const Vector< Real > &v_old, const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, Real &tol)=0 |
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virtual void | applyJacobian_1_new (Vector< Real > &jv, const Vector< Real > &v_new, const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, Real &tol)=0 |
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virtual void | applyInverseJacobian_1_new (Vector< Real > &ijv, const Vector< Real > &v_new, const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, Real &tol)=0 |
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virtual void | applyJacobian_2 (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, Real &tol)=0 |
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virtual void | applyAdjointJacobian_1_old (Vector< Real > &ajv_old, const Vector< Real > &dualv, const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, Real &tol)=0 |
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virtual void | applyAdjointJacobian_1_new (Vector< Real > &ajv_new, const Vector< Real > &dualv, const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, Real &tol)=0 |
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virtual void | applyInverseAdjointJacobian_1_new (Vector< Real > &iajv, const Vector< Real > &v_new, const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, Real &tol)=0 |
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virtual void | applyAdjointJacobian_2_time (Vector< Real > &ajv, const Vector< Real > &dualv, const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, Real &tol)=0 |
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virtual void | applyAdjointHessian_11_old (Vector< Real > &ahwv_old, const Vector< Real > &w, const Vector< Real > &v_new, const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, Real &tol)=0 |
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virtual void | applyAdjointHessian_11_new (Vector< Real > &ahwv_new, const Vector< Real > &w, const Vector< Real > &v_new, const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, Real &tol)=0 |
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virtual 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...
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virtual 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...
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virtual 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...
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virtual 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...
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virtual 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...
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virtual void | applyInverseJacobian_1 (Vector< Real > &ijv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) overridefinal |
| 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...
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virtual 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...
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virtual 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...
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virtual void | applyInverseAdjointJacobian_1 (Vector< Real > &iajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) overridefinal |
| 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...
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virtual 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...
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virtual 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...
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virtual 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...
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virtual 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...
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virtual Real | checkSolve (const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, const ROL::Vector< Real > &c, const bool printToStream=true, std::ostream &outStream=std::cout) override |
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virtual Real | checkInverseJacobian_1_new (const ROL::Vector< Real > &c, const ROL::Vector< Real > &u_new, const ROL::Vector< Real > &u_old, const ROL::Vector< Real > &z, const ROL::Vector< Real > &v_new, const bool printToStream=true, std::ostream &outStream=std::cout) |
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virtual Real | checkInverseAdjointJacobian_1_new (const ROL::Vector< Real > &c, const ROL::Vector< Real > &u_new, const ROL::Vector< Real > &u_old, const ROL::Vector< Real > &z, const ROL::Vector< Real > &v_new, const bool printToStream=true, std::ostream &outStream=std::cout) |
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std::vector< std::vector< Real > > | checkApplyJacobian_1_new (const Vector< Real > &u_new, const Vector< Real > &u_old, 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) |
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std::vector< std::vector< Real > > | checkApplyJacobian_1_new (const Vector< Real > &u_new, const Vector< Real > &u_old, 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) |
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| Constraint_SimOpt () |
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virtual void | update (const Vector< Real > &u, const Vector< Real > &z, UpdateType type, int iter=-1) |
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virtual void | update_1 (const Vector< Real > &u, bool flag=true, int iter=-1) |
| 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...
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virtual void | update_1 (const Vector< Real > &u, UpdateType type, int iter=-1) |
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virtual void | update_2 (const Vector< Real > &z, UpdateType type, int iter=-1) |
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virtual void | solve_update (const Vector< Real > &u, const Vector< Real > &z, UpdateType type, int iter=-1) |
| Update SimOpt constraint during solve (disconnected from optimization updates). More...
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virtual void | setSolveParameters (ParameterList &parlist) |
| Set solve parameters. More...
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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...
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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...
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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...
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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...
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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...
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virtual void | update (const Vector< Real > &x, UpdateType type, int iter=-1) |
| Update constraint function. More...
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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...
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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...
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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...
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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...
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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...
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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...
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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...
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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...
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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) |
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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) |
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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) |
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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) |
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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) |
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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) |
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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) |
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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) |
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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...
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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...
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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...
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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) |
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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) |
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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) |
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virtual | ~Constraint (void) |
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| Constraint (void) |
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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...
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void | activate (void) |
| Turn on constraints. More...
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void | deactivate (void) |
| Turn off constraints. More...
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bool | isActivated (void) |
| Check if constraints are on. More...
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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...
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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...
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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...
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virtual Real | checkAdjointConsistencyJacobian (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &x, const bool printToStream=true, std::ostream &outStream=std::cout) |
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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) |
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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...
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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...
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virtual void | setParameter (const std::vector< Real > ¶m) |
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