#include <ROL_Reduced_Objective_SimOpt.hpp>

Inheritance diagram for ROL::Reduced_Objective_SimOpt< Real >:

Public Member Functions
	Reduced_Objective_SimOpt (const Ptr< Objective_SimOpt< Real >> &obj, const Ptr< Constraint_SimOpt< Real >> &con, const Ptr< Vector< Real >> &state, const Ptr< Vector< Real >> &control, const Ptr< Vector< Real >> &adjoint, const bool storage=true, const bool useFDhessVec=false)
	Constructor. More...

	Reduced_Objective_SimOpt (const Ptr< Objective_SimOpt< Real >> &obj, const Ptr< Constraint_SimOpt< Real >> &con, const Ptr< Vector< Real >> &state, const Ptr< Vector< Real >> &control, const Ptr< Vector< Real >> &adjoint, const Ptr< Vector< Real >> &dualstate, const Ptr< Vector< Real >> &dualcontrol, const Ptr< Vector< Real >> &dualadjoint, 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...

	Reduced_Objective_SimOpt (const Ptr< Objective_SimOpt< Real >> &obj, const Ptr< Constraint_SimOpt< Real >> &con, const Ptr< VectorController< Real >> &stateStore, const Ptr< Vector< Real >> &state, const Ptr< Vector< Real >> &control, const Ptr< Vector< Real >> &adjoint, const bool storage=true, const bool useFDhessVec=false)
	Constructor. More...

	Reduced_Objective_SimOpt (const Ptr< Objective_SimOpt< Real >> &obj, const Ptr< Constraint_SimOpt< Real >> &con, const Ptr< VectorController< Real >> &stateStore, const Ptr< Vector< Real >> &state, const Ptr< Vector< Real >> &control, const Ptr< Vector< Real >> &adjoint, const Ptr< Vector< Real >> &dualstate, const Ptr< Vector< Real >> &dualcontrol, const Ptr< Vector< Real >> &dualadjoint, 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) override
	Update the SimOpt objective function and equality constraint. More...

void	update (const Vector< Real > &z, UpdateType type, int iter=-1) override
	Update objective function. More...

Real	value (const Vector< Real > &z, Real &tol) override
	Given \(z\in\mathcal{Z}\), evaluate the objective function \(\widehat{J}(z) = J(u(z),z)\) where \(u=u(z)\in\mathcal{U}\) solves \(e(u,z) = 0\). More...

void	gradient (Vector< Real > &g, const Vector< Real > &z, Real &tol) override
	Given \(z\in\mathcal{Z}\), evaluate the gradient of the objective function \(\nabla\widehat{J}(z) = J_z(z) + c_z(u,z)^\lambda\) where \(\lambda=\lambda(u,z)\in\mathcal{C}^\) solves \(e_u(u,z)^*\lambda+J_u(u,z) = 0\). More...

void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &z, Real &tol) override
	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...

virtual void	precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &z, Real &tol) override
	Apply a reduced Hessian preconditioner. More...

void	summarize (std::ostream &stream, const Ptr< BatchManager< Real >> &bman=nullPtr) const

void	reset ()

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

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

	Objective ()

virtual Real	dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol)
	Compute directional derivative. More...

virtual void	invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply inverse Hessian approximation to vector. More...

virtual void	prox (Vector< Real > &Pv, const Vector< Real > &v, Real t, Real &tol)
	Compute the proximity operator. More...

virtual void	proxJacVec (Vector< Real > &Jv, const Vector< Real > &v, const Vector< Real > &x, Real t, Real &tol)
	Apply the Jacobian of the proximity operator. More...

virtual std::vector < std::vector< Real > >	checkGradient (const Vector< Real > &x, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
	Finite-difference gradient check. More...

virtual std::vector < std::vector< Real > >	checkGradient (const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
	Finite-difference gradient check. More...

virtual std::vector < std::vector< Real > >	checkGradient (const Vector< Real > &x, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
	Finite-difference gradient check with specified step sizes. More...

virtual std::vector < std::vector< Real > >	checkGradient (const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
	Finite-difference gradient check with specified step sizes. More...

virtual std::vector < std::vector< Real > >	checkHessVec (const Vector< Real > &x, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
	Finite-difference Hessian-applied-to-vector check. More...

virtual std::vector < std::vector< Real > >	checkHessVec (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
	Finite-difference Hessian-applied-to-vector check. More...

virtual std::vector < std::vector< Real > >	checkHessVec (const Vector< Real > &x, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
	Finite-difference Hessian-applied-to-vector check with specified step sizes. More...

virtual std::vector < std::vector< Real > >	checkHessVec (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
	Finite-difference Hessian-applied-to-vector check with specified step sizes. More...

virtual std::vector< Real >	checkHessSym (const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &w, const bool printToStream=true, std::ostream &outStream=std::cout)
	Hessian symmetry check. More...

virtual std::vector< Real >	checkHessSym (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &w, const bool printToStream=true, std::ostream &outStream=std::cout)
	Hessian symmetry check. More...

virtual std::vector < std::vector< Real > >	checkProxJacVec (const Vector< Real > &x, const Vector< Real > &v, Real t=Real(1), bool printToStream=true, std::ostream &outStream=std::cout, int numSteps=ROL_NUM_CHECKDERIV_STEPS)
	Finite-difference proximity operator Jacobian-applied-to-vector check. More...

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

void	solve_adjoint_equation (const Vector< Real > &z, Real &tol)
	Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\) which solves the state equation, solve the adjoint equation \(c_u(u,z)^\lambda + J_u(u,z) = 0\) 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 > &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 Ptr< Objective_SimOpt < Real > >	obj_

const Ptr< Constraint_SimOpt < Real > >	con_

Ptr< VectorController< Real > >	stateStore_

Ptr< VectorController< Real > >	adjointStore_

Ptr< Vector< Real > >	state_

Ptr< Vector< Real > >	adjoint_

Ptr< Vector< Real > >	state_sens_

Ptr< Vector< Real > >	adjoint_sens_

Ptr< Vector< Real > >	dualstate_

Ptr< Vector< Real > >	dualstate1_

Ptr< Vector< Real > >	dualadjoint_

Ptr< Vector< Real > >	dualcontrol_

const bool	storage_

const bool	useFDhessVec_

unsigned	nupda_

unsigned	nvalu_

unsigned	ngrad_

unsigned	nhess_

unsigned	nprec_

unsigned	nstat_

unsigned	nadjo_

unsigned	nssen_

unsigned	nasen_

bool	updateFlag_

int	updateIter_

UpdateType	updateType_

bool	newUpdate_

bool	isUpdated_

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

Detailed Description

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

Definition at line 21 of file ROL_Reduced_Objective_SimOpt.hpp.

Constructor & Destructor Documentation

template<typename Real >

ROL::Reduced_Objective_SimOpt< Real >::Reduced_Objective_SimOpt	(	const Ptr< Objective_SimOpt< Real >> &	obj,
		const Ptr< Constraint_SimOpt< Real >> &	con,
		const Ptr< Vector< Real >> &	state,
		const Ptr< Vector< Real >> &	control,
		const Ptr< Vector< Real >> &	adjoint,
		const bool	storage = `true`,
		const bool	useFDhessVec = `false`
	)

Constructor.

Parameters

[in]	obj	is a pointer to a SimOpt objective function.
[in]	con	is a pointer to a SimOpt equality constraint.
[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 16 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

template<typename Real >

ROL::Reduced_Objective_SimOpt< Real >::Reduced_Objective_SimOpt	(	const Ptr< Objective_SimOpt< Real >> &	obj,
		const Ptr< Constraint_SimOpt< Real >> &	con,
		const Ptr< Vector< Real >> &	state,
		const Ptr< Vector< Real >> &	control,
		const Ptr< Vector< Real >> &	adjoint,
		const Ptr< Vector< Real >> &	dualstate,
		const Ptr< Vector< Real >> &	dualcontrol,
		const Ptr< Vector< Real >> &	dualadjoint,
		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.

Parameters

[in]	obj	is a pointer to a SimOpt objective function.
[in]	con	is a pointer to a SimOpt equality constraint.
[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 43 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

template<typename Real >

ROL::Reduced_Objective_SimOpt< Real >::Reduced_Objective_SimOpt	(	const Ptr< Objective_SimOpt< Real >> &	obj,
		const Ptr< Constraint_SimOpt< Real >> &	con,
		const Ptr< VectorController< Real >> &	stateStore,
		const Ptr< Vector< Real >> &	state,
		const Ptr< Vector< Real >> &	control,
		const Ptr< Vector< Real >> &	adjoint,
		const bool	storage = `true`,
		const bool	useFDhessVec = `false`
	)

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 73 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

References ROL::Reduced_Objective_SimOpt< Real >::adjoint_, ROL::Reduced_Objective_SimOpt< Real >::adjoint_sens_, ROL::Reduced_Objective_SimOpt< Real >::adjointStore_, ROL::Reduced_Objective_SimOpt< Real >::dualadjoint_, ROL::Reduced_Objective_SimOpt< Real >::dualcontrol_, ROL::Reduced_Objective_SimOpt< Real >::dualstate1_, ROL::Reduced_Objective_SimOpt< Real >::dualstate_, ROL::Initial, ROL::Reduced_Objective_SimOpt< Real >::state_, and ROL::Reduced_Objective_SimOpt< Real >::state_sens_.

template<typename Real >

ROL::Reduced_Objective_SimOpt< Real >::Reduced_Objective_SimOpt	(	const Ptr< Objective_SimOpt< Real >> &	obj,
		const Ptr< Constraint_SimOpt< Real >> &	con,
		const Ptr< VectorController< Real >> &	stateStore,
		const Ptr< Vector< Real >> &	state,
		const Ptr< Vector< Real >> &	control,
		const Ptr< Vector< Real >> &	adjoint,
		const Ptr< Vector< Real >> &	dualstate,
		const Ptr< Vector< Real >> &	dualcontrol,
		const Ptr< Vector< Real >> &	dualadjoint,
		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.

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 100 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

References ROL::Reduced_Objective_SimOpt< Real >::adjoint_, ROL::Reduced_Objective_SimOpt< Real >::adjoint_sens_, ROL::Reduced_Objective_SimOpt< Real >::adjointStore_, ROL::Reduced_Objective_SimOpt< Real >::dualadjoint_, ROL::Reduced_Objective_SimOpt< Real >::dualcontrol_, ROL::Reduced_Objective_SimOpt< Real >::dualstate1_, ROL::Reduced_Objective_SimOpt< Real >::dualstate_, ROL::Initial, ROL::Reduced_Objective_SimOpt< Real >::state_, and ROL::Reduced_Objective_SimOpt< Real >::state_sens_.

Member Function Documentation

template<typename Real >

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

overridevirtual

Update the SimOpt objective function and equality constraint.

Reimplemented from ROL::Objective< Real >.

Definition at line 130 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

template<typename Real >

void ROL::Reduced_Objective_SimOpt< Real >::update	(	const Vector< Real > &	x,
		UpdateType	type,
		int	iter = `-1`
	)

overridevirtual

Update objective function.

This function updates the objective function at new iterations.

Parameters

[in]	x	is the new iterate.
[in]	type	is the type of update requested.
[in]	iter	is the outer algorithm iterations count.

Reimplemented from ROL::Objective< Real >.

Definition at line 141 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

template<typename Real >

Real ROL::Reduced_Objective_SimOpt< Real >::value	(	const Vector< Real > &	z,
		Real &	tol
	)

overridevirtual

Given \(z\in\mathcal{Z}\), evaluate the objective function \(\widehat{J}(z) = J(u(z),z)\) where \(u=u(z)\in\mathcal{U}\) solves \(e(u,z) = 0\).

Implements ROL::Objective< Real >.

Definition at line 152 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

References obj_.

template<typename Real >

void ROL::Reduced_Objective_SimOpt< Real >::gradient	(	Vector< Real > &	g,
		const Vector< Real > &	z,
		Real &	tol
	)

overridevirtual

Given \(z\in\mathcal{Z}\), evaluate the gradient of the objective function \(\nabla\widehat{J}(z) = J_z(z) + c_z(u,z)^*\lambda\) where \(\lambda=\lambda(u,z)\in\mathcal{C}^*\) solves \(e_u(u,z)^*\lambda+J_u(u,z) = 0\).

Reimplemented from ROL::Objective< Real >.

Definition at line 161 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

References obj_, and ROL::Vector< Real >::plus().

template<typename Real >

void ROL::Reduced_Objective_SimOpt< Real >::hessVec	(	Vector< Real > &	hv,
		const Vector< Real > &	v,
		const Vector< Real > &	z,
		Real &	tol
	)

overridevirtual

Given \(z\in\mathcal{Z}\), evaluate the Hessian of the objective function \(\nabla^2\widehat{J}(z)\) in the direction \(v\in\mathcal{Z}\).

Reimplemented from ROL::Objective< Real >.

Definition at line 175 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

References ROL::Objective< Real >::hessVec(), obj_, and ROL::Vector< Real >::plus().

template<typename Real >

void ROL::Reduced_Objective_SimOpt< Real >::precond	(	Vector< Real > &	Pv,
		const Vector< Real > &	v,
		const Vector< Real > &	z,
		Real &	tol
	)

overridevirtual

Apply a reduced Hessian preconditioner.

Reimplemented from ROL::Objective< Real >.

Definition at line 203 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

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

template<typename Real >

void ROL::Reduced_Objective_SimOpt< Real >::summarize	(	std::ostream &	stream,
		const Ptr< BatchManager< Real >> &	bman = `nullPtr`
	)		const

Write summary to stream.

Definition at line 216 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

template<typename Real >

void ROL::Reduced_Objective_SimOpt< Real >::reset ( )

Reset summary data.

Definition at line 262 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

template<typename Real >

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

overridevirtual

Reimplemented from ROL::Objective< Real >.

Definition at line 209 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

References obj_, and ROL::Objective< Real >::setParameter().

template<typename Real >

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

private

Definition at line 268 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

References obj_.

template<typename Real >

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

private

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

Definition at line 296 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

References obj_.

template<typename Real >

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

private

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 313 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

template<typename Real >

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

private

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 322 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

References obj_.