#include <ROL_Reduced_Constraint_SimOpt.hpp>

Inheritance diagram for ROL::Reduced_Constraint_SimOpt< Real >:

Public Member Functions
	Reduced_Constraint_SimOpt (const ROL::Ptr< Constraint_SimOpt< Real > > &conVal, const ROL::Ptr< Constraint_SimOpt< Real > > &conRed, const ROL::Ptr< VectorController< Real > > &stateStore, const ROL::Ptr< Vector< Real > > &state, const ROL::Ptr< Vector< Real > > &control, const ROL::Ptr< Vector< Real > > &adjoint, const ROL::Ptr< Vector< Real > > &residual, const bool storage=true, const bool useFDhessVec=false)
	Constructor. More...

	Reduced_Constraint_SimOpt (const ROL::Ptr< Constraint_SimOpt< Real > > &conVal, const ROL::Ptr< Constraint_SimOpt< Real > > &conRed, const ROL::Ptr< VectorController< Real > > &stateStore, const ROL::Ptr< Vector< Real > > &state, const ROL::Ptr< Vector< Real > > &control, const ROL::Ptr< Vector< Real > > &adjoint, const ROL::Ptr< Vector< Real > > &residual, const ROL::Ptr< Vector< Real > > &dualstate, const ROL::Ptr< Vector< Real > > &dualcontrol, const ROL::Ptr< Vector< Real > > &dualadjoint, const ROL::Ptr< Vector< Real > > &dualresidual, const bool storage=true, const bool useFDhessVec=false)
	Secondary, general constructor for use with dual optimization vector spaces where the user does not define the dual() method. More...

void	update (const Vector< Real > &z, bool flag=true, int iter=-1)
	Update the SimOpt objective function and equality constraint. More...

void	value (Vector< Real > &c, const Vector< Real > &z, Real &tol)
	Given \(z\in\mathcal{Z}\), evaluate the equality constraint \(\widehat{c}(z) = c(u(z),z)\) where \(u=u(z)\in\mathcal{U}\) solves \(e(u,z) = 0\). More...

void	applyJacobian (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &z, Real &tol)
	Given \(z\in\mathcal{Z}\), apply the Jacobian to a vector \(\widehat{c}'(z)v = c_u(u,z)s + c_z(u,z)v\) where \(s=s(u,z,v)\in\mathcal{U}^*\) solves \(e_u(u,z)s+e_z(u,z)v = 0\). More...

void	applyAdjointJacobian (Vector< Real > &ajw, const Vector< Real > &w, const Vector< Real > &z, 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 > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &z, Real &tol)
	Given \(z\in\mathcal{Z}\), evaluate the Hessian of the objective function \(\nabla^2\widehat{J}(z)\) in the direction \(v\in\mathcal{Z}\). More...

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

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	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...

Private Member Functions
void	solve_state_equation (const Vector< Real > &z, Real &tol)

void	solve_adjoint_equation (const Vector< Real > &w, const Vector< Real > &z, Real &tol)
	Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\) which solves the state equation, solve the adjoint equation \(c_u(u,z)^\lambda + c_u(u,z)^w = 0\) for \(\lambda=\lambda(u,z)\in\mathcal{C}^*\). More...

void	solve_state_sensitivity (const Vector< Real > &v, const Vector< Real > &z, Real &tol)
	Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\) which solves the state equation and a direction \(v\in\mathcal{Z}\), solve the state senstivity equation \(c_u(u,z)s + c_z(u,z)v = 0\) for \(s=u_z(z)v\in\mathcal{U}\). More...

void	solve_adjoint_sensitivity (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &z, Real &tol)
	Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\), the adjoint variable \(\lambda\in\mathcal{C}^\), and a direction \(v\in\mathcal{Z}\), solve the adjoint sensitvity equation \(c_u(u,z)^p + J_{uu}(u,z)s + J_{uz}(u,z)v + c_{uu}(u,z)(\cdot,s)^\lambda + c_{zu}(u,z)(\cdot,v)^\lambda = 0\) for \(p = \lambda_z(u(z),z)v\in\mathcal{C}^*\). More...

Private Attributes
const ROL::Ptr < Constraint_SimOpt< Real > >	conVal_

const ROL::Ptr < Constraint_SimOpt< Real > >	conRed_

const ROL::Ptr < VectorController< Real > >	stateStore_

ROL::Ptr< VectorController < Real > >	adjointStore_

ROL::Ptr< Vector< Real > >	state_

ROL::Ptr< Vector< Real > >	adjoint_

ROL::Ptr< Vector< Real > >	residual_

ROL::Ptr< Vector< Real > >	state_sens_

ROL::Ptr< Vector< Real > >	adjoint_sens_

ROL::Ptr< Vector< Real > >	dualstate_

ROL::Ptr< Vector< Real > >	dualstate1_

ROL::Ptr< Vector< Real > >	dualadjoint_

ROL::Ptr< Vector< Real > >	dualcontrol_

ROL::Ptr< Vector< Real > >	dualresidual_

const bool	storage_

const bool	useFDhessVec_

bool	updateFlag_

int	updateIter_

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

Detailed Description

template<class Real>
class ROL::Reduced_Constraint_SimOpt< Real >

Definition at line 19 of file ROL_Reduced_Constraint_SimOpt.hpp.

Constructor & Destructor Documentation

template<class Real >

ROL::Reduced_Constraint_SimOpt< Real >::Reduced_Constraint_SimOpt	(	const ROL::Ptr< Constraint_SimOpt< Real > > &	conVal,
		const ROL::Ptr< Constraint_SimOpt< Real > > &	conRed,
		const ROL::Ptr< VectorController< Real > > &	stateStore,
		const ROL::Ptr< Vector< Real > > &	state,
		const ROL::Ptr< Vector< Real > > &	control,
		const ROL::Ptr< Vector< Real > > &	adjoint,
		const ROL::Ptr< Vector< Real > > &	residual,
		const bool	storage = `true`,
		const bool	useFDhessVec = `false`
	)

inline

Constructor.

Parameters

[in]	obj	is a pointer to a SimOpt objective function.
[in]	con	is a pointer to a SimOpt equality constraint.
[in]	stateStore	is a pointer to a VectorController object.
[in]	state	is a pointer to a state space vector, \(\mathcal{U}\).
[in]	control	is a pointer to a optimization space vector, \(\mathcal{Z}\).
[in]	adjoint	is a pointer to a dual constraint space vector, \(\mathcal{C}^*\).
[in]	storage	is a flag whether or not to store computed states and adjoints.
[in]	useFDhessVec	is a flag whether or not to use a finite-difference Hessian approximation.

Definition at line 138 of file ROL_Reduced_Constraint_SimOpt.hpp.

template<class Real >

ROL::Reduced_Constraint_SimOpt< Real >::Reduced_Constraint_SimOpt	(	const ROL::Ptr< Constraint_SimOpt< Real > > &	conVal,
		const ROL::Ptr< Constraint_SimOpt< Real > > &	conRed,
		const ROL::Ptr< VectorController< Real > > &	stateStore,
		const ROL::Ptr< Vector< Real > > &	state,
		const ROL::Ptr< Vector< Real > > &	control,
		const ROL::Ptr< Vector< Real > > &	adjoint,
		const ROL::Ptr< Vector< Real > > &	residual,
		const ROL::Ptr< Vector< Real > > &	dualstate,
		const ROL::Ptr< Vector< Real > > &	dualcontrol,
		const ROL::Ptr< Vector< Real > > &	dualadjoint,
		const ROL::Ptr< Vector< Real > > &	dualresidual,
		const bool	storage = `true`,
		const bool	useFDhessVec = `false`
	)

inline

Secondary, general constructor for use with dual optimization vector spaces where the user does not define the dual() method.

Parameters

[in]	obj	is a pointer to a SimOpt objective function.
[in]	con	is a pointer to a SimOpt equality constraint.
[in]	stateStore	is a pointer to a VectorController object.
[in]	state	is a pointer to a state space vector, \(\mathcal{U}\).
[in]	control	is a pointer to a optimization space vector, \(\mathcal{Z}\).
[in]	adjoint	is a pointer to a dual constraint space vector, \(\mathcal{C}^*\).
[in]	dualstate	is a pointer to a dual state space vector, \(\mathcal{U}^*\).
[in]	dualadjoint	is a pointer to a constraint space vector, \(\mathcal{C}\).
[in]	storage	is a flag whether or not to store computed states and adjoints.
[in]	useFDhessVec	is a flag whether or not to use a finite-difference Hessian approximation.

Definition at line 178 of file ROL_Reduced_Constraint_SimOpt.hpp.

Member Function Documentation

template<class Real >

void ROL::Reduced_Constraint_SimOpt< Real >::solve_state_equation	(	const Vector< Real > &	z,
		Real &	tol
	)

inlineprivate

Definition at line 46 of file ROL_Reduced_Constraint_SimOpt.hpp.

References ROL::Reduced_Constraint_SimOpt< Real >::conRed_, ROL::Reduced_Constraint_SimOpt< Real >::conVal_, ROL::Reduced_Constraint_SimOpt< Real >::dualadjoint_, ROL::Reduced_Constraint_SimOpt< Real >::state_, ROL::Reduced_Constraint_SimOpt< Real >::stateStore_, ROL::Reduced_Constraint_SimOpt< Real >::storage_, ROL::Reduced_Constraint_SimOpt< Real >::updateFlag_, and ROL::Reduced_Constraint_SimOpt< Real >::updateIter_.

Referenced by ROL::Reduced_Constraint_SimOpt< Real >::applyAdjointHessian(), ROL::Reduced_Constraint_SimOpt< Real >::applyAdjointJacobian(), ROL::Reduced_Constraint_SimOpt< Real >::applyJacobian(), and ROL::Reduced_Constraint_SimOpt< Real >::value().

template<class Real >

void ROL::Reduced_Constraint_SimOpt< Real >::solve_adjoint_equation	(	const Vector< Real > &	w,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineprivate

Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\) which solves the state equation, solve the adjoint equation \(c_u(u,z)^*\lambda + c_u(u,z)^*w = 0\) for \(\lambda=\lambda(u,z)\in\mathcal{C}^*\).

Definition at line 73 of file ROL_Reduced_Constraint_SimOpt.hpp.

References ROL::Reduced_Constraint_SimOpt< Real >::adjoint_, ROL::Reduced_Constraint_SimOpt< Real >::adjointStore_, ROL::Reduced_Constraint_SimOpt< Real >::conRed_, ROL::Reduced_Constraint_SimOpt< Real >::conVal_, ROL::Reduced_Constraint_SimOpt< Real >::dualstate_, ROL::Reduced_Constraint_SimOpt< Real >::state_, and ROL::Reduced_Constraint_SimOpt< Real >::storage_.

Referenced by ROL::Reduced_Constraint_SimOpt< Real >::applyAdjointHessian(), and ROL::Reduced_Constraint_SimOpt< Real >::applyAdjointJacobian().

template<class Real >

void ROL::Reduced_Constraint_SimOpt< Real >::solve_state_sensitivity	(	const Vector< Real > &	v,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineprivate

Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\) which solves the state equation and a direction \(v\in\mathcal{Z}\), solve the state senstivity equation \(c_u(u,z)s + c_z(u,z)v = 0\) for \(s=u_z(z)v\in\mathcal{U}\).

Definition at line 97 of file ROL_Reduced_Constraint_SimOpt.hpp.

References ROL::Reduced_Constraint_SimOpt< Real >::conRed_, ROL::Reduced_Constraint_SimOpt< Real >::dualadjoint_, ROL::Reduced_Constraint_SimOpt< Real >::state_, and ROL::Reduced_Constraint_SimOpt< Real >::state_sens_.

Referenced by ROL::Reduced_Constraint_SimOpt< Real >::applyAdjointHessian(), and ROL::Reduced_Constraint_SimOpt< Real >::applyJacobian().

template<class Real >

void ROL::Reduced_Constraint_SimOpt< Real >::solve_adjoint_sensitivity	(	const Vector< Real > &	w,
		const Vector< Real > &	v,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineprivate

Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\), the adjoint variable \(\lambda\in\mathcal{C}^*\), and a direction \(v\in\mathcal{Z}\), solve the adjoint sensitvity equation \(c_u(u,z)^*p + J_{uu}(u,z)s + J_{uz}(u,z)v + c_{uu}(u,z)(\cdot,s)^*\lambda + c_{zu}(u,z)(\cdot,v)^*\lambda = 0\) for \(p = \lambda_z(u(z),z)v\in\mathcal{C}^*\).

Definition at line 111 of file ROL_Reduced_Constraint_SimOpt.hpp.

References ROL::Reduced_Constraint_SimOpt< Real >::adjoint_, ROL::Reduced_Constraint_SimOpt< Real >::adjoint_sens_, ROL::Reduced_Constraint_SimOpt< Real >::conRed_, ROL::Reduced_Constraint_SimOpt< Real >::conVal_, ROL::Reduced_Constraint_SimOpt< Real >::dualstate1_, ROL::Reduced_Constraint_SimOpt< Real >::dualstate_, ROL::Reduced_Constraint_SimOpt< Real >::state_, and ROL::Reduced_Constraint_SimOpt< Real >::state_sens_.

Referenced by ROL::Reduced_Constraint_SimOpt< Real >::applyAdjointHessian().

template<class Real >

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

inlinevirtual

Update the SimOpt objective function and equality constraint.

Reimplemented from ROL::Constraint< Real >.

Definition at line 210 of file ROL_Reduced_Constraint_SimOpt.hpp.

References ROL::Reduced_Constraint_SimOpt< Real >::adjointStore_, ROL::Reduced_Constraint_SimOpt< Real >::stateStore_, ROL::Reduced_Constraint_SimOpt< Real >::updateFlag_, and ROL::Reduced_Constraint_SimOpt< Real >::updateIter_.

template<class Real >

void ROL::Reduced_Constraint_SimOpt< Real >::value	(	Vector< Real > &	c,
		const Vector< Real > &	z,
		Real &	tol
	)

inlinevirtual

Given \(z\in\mathcal{Z}\), evaluate the equality constraint \(\widehat{c}(z) = c(u(z),z)\) where \(u=u(z)\in\mathcal{U}\) solves \(e(u,z) = 0\).

Implements ROL::Constraint< Real >.

Definition at line 221 of file ROL_Reduced_Constraint_SimOpt.hpp.

References ROL::Reduced_Constraint_SimOpt< Real >::conVal_, ROL::Reduced_Constraint_SimOpt< Real >::solve_state_equation(), and ROL::Reduced_Constraint_SimOpt< Real >::state_.

template<class Real >

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

inlinevirtual

Given \(z\in\mathcal{Z}\), apply the Jacobian to a vector \(\widehat{c}'(z)v = c_u(u,z)s + c_z(u,z)v\) where \(s=s(u,z,v)\in\mathcal{U}^*\) solves \(e_u(u,z)s+e_z(u,z)v = 0\).

Reimplemented from ROL::Constraint< Real >.

Definition at line 233 of file ROL_Reduced_Constraint_SimOpt.hpp.

References ROL::Reduced_Constraint_SimOpt< Real >::conVal_, ROL::Vector< Real >::plus(), ROL::Reduced_Constraint_SimOpt< Real >::residual_, ROL::Reduced_Constraint_SimOpt< Real >::solve_state_equation(), ROL::Reduced_Constraint_SimOpt< Real >::solve_state_sensitivity(), ROL::Reduced_Constraint_SimOpt< Real >::state_, and ROL::Reduced_Constraint_SimOpt< Real >::state_sens_.

template<class Real >

void ROL::Reduced_Constraint_SimOpt< 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 \(v\).

  @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 246 of file ROL_Reduced_Constraint_SimOpt.hpp.

References ROL::Reduced_Constraint_SimOpt< Real >::adjoint_, ROL::Reduced_Constraint_SimOpt< Real >::conRed_, ROL::Reduced_Constraint_SimOpt< Real >::conVal_, ROL::Reduced_Constraint_SimOpt< Real >::dualcontrol_, ROL::Vector< Real >::plus(), ROL::Reduced_Constraint_SimOpt< Real >::solve_adjoint_equation(), ROL::Reduced_Constraint_SimOpt< Real >::solve_state_equation(), and ROL::Reduced_Constraint_SimOpt< Real >::state_.

template<class Real >

void ROL::Reduced_Constraint_SimOpt< Real >::applyAdjointHessian	(	Vector< Real > &	ahwv,
		const Vector< Real > &	w,
		const Vector< Real > &	v,
		const Vector< Real > &	z,
		Real &	tol
	)