#include <ROL_Reduced_ParametrizedObjective_SimOpt.hpp>

Inheritance diagram for ROL::Reduced_ParametrizedObjective_SimOpt< Real >:

Public Member Functions
	Reduced_ParametrizedObjective_SimOpt (Teuchos::RCP< ParametrizedObjective_SimOpt< Real > > &obj, Teuchos::RCP< ParametrizedEqualityConstraint_SimOpt< Real > > &con, Teuchos::RCP< Vector< Real > > &state, Teuchos::RCP< Vector< Real > > &adjoint, bool storage=true, bool useFDhessVec=false)
	Constructor. More...

	Reduced_ParametrizedObjective_SimOpt (Teuchos::RCP< ParametrizedObjective_SimOpt< Real > > &obj, Teuchos::RCP< ParametrizedEqualityConstraint_SimOpt< Real > > &con, Teuchos::RCP< Vector< Real > > &state, Teuchos::RCP< Vector< Real > > &adjoint, Teuchos::RCP< Vector< Real > > &dualstate, Teuchos::RCP< Vector< Real > > &dualadjoint, bool storage=true, bool useFDhessVec=false)
	Secondary, general constructor for use with dual optimization vector spaces where the user does not define the dual() method. More...

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

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

Real	value (const Vector< Real > &x, Real &tol)
	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 > &x, Real &tol)
	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 > &x, 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...

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

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

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

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

Private Member Functions
void	solve_state_equation (const Vector< Real > &x, Real &tol, bool flag=true, int iter=-1)

void	solve_adjoint_equation (const Vector< Real > &x, 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 > &x, 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 > &x, 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
Teuchos::RCP < ParametrizedObjective_SimOpt < Real > >	obj_

Teuchos::RCP < ParametrizedEqualityConstraint_SimOpt < Real > >	con_

Teuchos::RCP< Vector< Real > >	state_

Teuchos::RCP< Vector< Real > >	state_sens_

Teuchos::RCP< Vector< Real > >	adjoint_

Teuchos::RCP< Vector< Real > >	adjoint_sens_

Teuchos::RCP< Vector< Real > >	dualstate_

Teuchos::RCP< Vector< Real > >	dualstate1_

Teuchos::RCP< Vector< Real > >	dualadjoint_

Teuchos::RCP< Vector< Real > >	dualcontrol_

std::map< std::vector< Real > , Teuchos::RCP< Vector< Real > > >	state_storage_

std::map< std::vector< Real > , Teuchos::RCP< Vector< Real > > >	adjoint_storage_

bool	storage_

bool	useFDhessVec_

bool	is_initialized_

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

Protected Member Functions inherited from ROL::Parametrize< Real >
const std::vector< Real >	getParameter (void) const
	Return the parameter. More...

Detailed Description

template<class Real>
class ROL::Reduced_ParametrizedObjective_SimOpt< Real >

Definition at line 56 of file ROL_Reduced_ParametrizedObjective_SimOpt.hpp.

Constructor & Destructor Documentation

template<class Real >

ROL::Reduced_ParametrizedObjective_SimOpt< Real >::Reduced_ParametrizedObjective_SimOpt	(	Teuchos::RCP< ParametrizedObjective_SimOpt< Real > > &	obj,
		Teuchos::RCP< ParametrizedEqualityConstraint_SimOpt< Real > > &	con,
		Teuchos::RCP< Vector< Real > > &	state,
		Teuchos::RCP< Vector< Real > > &	adjoint,
		bool	storage = `true`,
		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]	state	is a pointer to a state space vector, \(\mathcal{U}\).
[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.

Definition at line 172 of file ROL_Reduced_ParametrizedObjective_SimOpt.hpp.

References ROL::Reduced_ParametrizedObjective_SimOpt< Real >::adjoint_storage_, and ROL::Reduced_ParametrizedObjective_SimOpt< Real >::state_storage_.

template<class Real >

ROL::Reduced_ParametrizedObjective_SimOpt< Real >::Reduced_ParametrizedObjective_SimOpt	(	Teuchos::RCP< ParametrizedObjective_SimOpt< Real > > &	obj,
		Teuchos::RCP< ParametrizedEqualityConstraint_SimOpt< Real > > &	con,
		Teuchos::RCP< Vector< Real > > &	state,
		Teuchos::RCP< Vector< Real > > &	adjoint,
		Teuchos::RCP< Vector< Real > > &	dualstate,
		Teuchos::RCP< Vector< Real > > &	dualadjoint,
		bool	storage = `true`,
		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]	state	is a pointer to a state space vector, \(\mathcal{U}\).
[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 199 of file ROL_Reduced_ParametrizedObjective_SimOpt.hpp.

References ROL::Reduced_ParametrizedObjective_SimOpt< Real >::adjoint_storage_, and ROL::Reduced_ParametrizedObjective_SimOpt< Real >::state_storage_.

Member Function Documentation

template<class Real >

void ROL::Reduced_ParametrizedObjective_SimOpt< Real >::solve_state_equation	(	const Vector< Real > &	x,
		Real &	tol,
		bool	flag = `true`,
		int	iter = `-1`
	)

inlineprivate

Definition at line 81 of file ROL_Reduced_ParametrizedObjective_SimOpt.hpp.

References ROL::Reduced_ParametrizedObjective_SimOpt< Real >::con_, ROL::Reduced_ParametrizedObjective_SimOpt< Real >::dualadjoint_, ROL::Objective< Real >::getParameter(), ROL::Reduced_ParametrizedObjective_SimOpt< Real >::obj_, ROL::Reduced_ParametrizedObjective_SimOpt< Real >::state_, ROL::Reduced_ParametrizedObjective_SimOpt< Real >::state_storage_, and ROL::Reduced_ParametrizedObjective_SimOpt< Real >::storage_.

Referenced by ROL::Reduced_ParametrizedObjective_SimOpt< Real >::gradient(), ROL::Reduced_ParametrizedObjective_SimOpt< Real >::hessVec(), and ROL::Reduced_ParametrizedObjective_SimOpt< Real >::value().

template<class Real >

void ROL::Reduced_ParametrizedObjective_SimOpt< Real >::solve_adjoint_equation	(	const Vector< Real > &	x,
		Real &	tol
	)

inlineprivate

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

Definition at line 109 of file ROL_Reduced_ParametrizedObjective_SimOpt.hpp.

References ROL::Reduced_ParametrizedObjective_SimOpt< Real >::adjoint_, ROL::Reduced_ParametrizedObjective_SimOpt< Real >::adjoint_storage_, ROL::Reduced_ParametrizedObjective_SimOpt< Real >::con_, ROL::Reduced_ParametrizedObjective_SimOpt< Real >::dualstate_, ROL::Objective< Real >::getParameter(), ROL::Reduced_ParametrizedObjective_SimOpt< Real >::obj_, ROL::Reduced_ParametrizedObjective_SimOpt< Real >::state_, and ROL::Reduced_ParametrizedObjective_SimOpt< Real >::storage_.

Referenced by ROL::Reduced_ParametrizedObjective_SimOpt< Real >::gradient(), and ROL::Reduced_ParametrizedObjective_SimOpt< Real >::hessVec().

template<class Real >

void ROL::Reduced_ParametrizedObjective_SimOpt< Real >::solve_state_sensitivity	(	const Vector< Real > &	v,
		const Vector< Real > &	x,
		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 134 of file ROL_Reduced_ParametrizedObjective_SimOpt.hpp.

References ROL::Reduced_ParametrizedObjective_SimOpt< Real >::con_, ROL::Reduced_ParametrizedObjective_SimOpt< Real >::dualadjoint_, ROL::Reduced_ParametrizedObjective_SimOpt< Real >::state_, and ROL::Reduced_ParametrizedObjective_SimOpt< Real >::state_sens_.

Referenced by ROL::Reduced_ParametrizedObjective_SimOpt< Real >::hessVec().

template<class Real >

void ROL::Reduced_ParametrizedObjective_SimOpt< Real >::solve_adjoint_sensitivity	(	const Vector< Real > &	v,
		const Vector< Real > &	x,
		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 148 of file ROL_Reduced_ParametrizedObjective_SimOpt.hpp.

Referenced by ROL::Reduced_ParametrizedObjective_SimOpt< Real >::hessVec().

template<class Real >

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

inlinevirtual

Reimplemented from ROL::Objective< Real >.

Definition at line 217 of file ROL_Reduced_ParametrizedObjective_SimOpt.hpp.

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

template<class Real >

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

inlinevirtual

Update the SimOpt objective function and equality constraint.

Reimplemented from ROL::Objective< Real >.

Definition at line 225 of file ROL_Reduced_ParametrizedObjective_SimOpt.hpp.

References ROL::Reduced_ParametrizedObjective_SimOpt< Real >::adjoint_storage_, and ROL::Reduced_ParametrizedObjective_SimOpt< Real >::state_storage_.

template<class Real >

Real ROL::Reduced_ParametrizedObjective_SimOpt< Real >::value	(	const Vector< Real > &	x,
		Real &	tol
	)

inlinevirtual

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 237 of file ROL_Reduced_ParametrizedObjective_SimOpt.hpp.

References ROL::Reduced_ParametrizedObjective_SimOpt< Real >::obj_, ROL::Reduced_ParametrizedObjective_SimOpt< Real >::solve_state_equation(), and ROL::Reduced_ParametrizedObjective_SimOpt< Real >::state_.

template<class Real >

void ROL::Reduced_ParametrizedObjective_SimOpt< Real >::gradient	(	Vector< Real > &	g,
		const Vector< Real > &	x,
		Real &	tol
	)

inlinevirtual

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 249 of file ROL_Reduced_ParametrizedObjective_SimOpt.hpp.

template<class Real >

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

inlinevirtual

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 268 of file ROL_Reduced_ParametrizedObjective_SimOpt.hpp.

template<class Real >

virtual void ROL::Reduced_ParametrizedObjective_SimOpt< Real >::precond	(	Vector< Real > &	Pv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol
	)