Defines the equality constraint operator interface for StdVectors. More...

#include <ROL_StdConstraint.hpp>

Inheritance diagram for ROL::StdConstraint< Real >:

Public Member Functions
virtual	~StdConstraint ()

void	update (const Vector< Real > &x, 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...

virtual void	update (const std::vector< Real > &x, bool flag=true, int iter=-1)

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

virtual void	update (const std::vector< Real > &x, UpdateType type, int iter=-1)

void	value (Vector< Real > &c, const Vector< Real > &x, Real &tol) override
	Evaluate the constraint operator \(c:\mathcal{X} \rightarrow \mathcal{C}\) at \(x\). More...

virtual void	value (std::vector< Real > &c, const std::vector< Real > &x, Real &tol)=0

void	applyJacobian (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
	Apply the constraint Jacobian at \(x\), \(c'(x) \in L(\mathcal{X}, \mathcal{C})\), to vector \(v\). More...

virtual void	applyJacobian (std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)

void	applyAdjointJacobian (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
	Apply the adjoint of the the constraint Jacobian at \(x\), \(c'(x)^* \in L(\mathcal{C}^, \mathcal{X}^)\), to vector \(v\). More...

virtual void	applyAdjointJacobian (std::vector< Real > &ajv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)

void	applyAdjointHessian (Vector< Real > &ahuv, const Vector< Real > &u, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
	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...

virtual void	applyAdjointHessian (std::vector< Real > &ahuv, const std::vector< Real > &u, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)

std::vector< Real >	solveAugmentedSystem (Vector< Real > &v1, Vector< Real > &v2, const Vector< Real > &b1, const Vector< Real > &b2, const Vector< Real > &x, Real &tol) override
	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 std::vector< Real >	solveAugmentedSystem (std::vector< Real > &v1, std::vector< Real > &v2, const std::vector< Real > &b1, const std::vector< Real > &b2, const std::vector< Real > &x, Real tol)

void	applyPreconditioner (Vector< Real > &pv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g, Real &tol) override
	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...

virtual void	applyPreconditioner (std::vector< Real > &pv, const std::vector< Real > &v, const std::vector< Real > &x, const std::vector< Real > &g, Real &tol)

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

	Constraint (void)

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...

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...

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

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

Detailed Description

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

Defines the equality constraint operator interface for StdVectors.

Definition at line 25 of file ROL_StdConstraint.hpp.

Constructor & Destructor Documentation

template<typename Real>

virtual ROL::StdConstraint< Real >::~StdConstraint ( )

inlinevirtual

Definition at line 27 of file ROL_StdConstraint.hpp.

Member Function Documentation

template<typename Real>

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

overridevirtual

Update constraint functions. x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count.

Reimplemented from ROL::Constraint< Real >.

Definition at line 16 of file ROL_StdConstraint_Def.hpp.

References ROL::StdVector< Real, Element >::getVector(), and ROL::update().

template<typename Real>

virtual void ROL::StdConstraint< Real >::update	(	const std::vector< Real > &	x,
		bool	flag = `true`,
		int	iter = `-1`
	)

inlinevirtual

Definition at line 31 of file ROL_StdConstraint.hpp.

template<typename Real>

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

overridevirtual

Update constraint function.

This function updates the constraint 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::Constraint< Real >.

Definition at line 22 of file ROL_StdConstraint_Def.hpp.

References ROL::StdVector< Real, Element >::getVector(), and ROL::update().

template<typename Real>

virtual void ROL::StdConstraint< Real >::update	(	const std::vector< Real > &	x,
		UpdateType	type,
		int	iter = `-1`
	)

inlinevirtual

Definition at line 33 of file ROL_StdConstraint.hpp.

template<typename Real>

void ROL::StdConstraint< Real >::value	(	Vector< Real > &	c,
		const Vector< Real > &	x,
		Real &	tol
	)

overridevirtual

Evaluate the constraint operator \(c:\mathcal{X} \rightarrow \mathcal{C}\) at \(x\).

Parameters

[out]	c	is the result of evaluating the constraint operator at x; a constraint-space vector
[in]	x	is the constraint argument; an optimization-space vector
[in,out]	tol	is a tolerance for inexact evaluations; currently unused

On return, \(\mathsf{c} = c(x)\), where \(\mathsf{c} \in \mathcal{C}\), \(\mathsf{x} \in \mathcal{X}\).

Implements ROL::Constraint< Real >.

Definition at line 28 of file ROL_StdConstraint_Def.hpp.

References ROL::StdVector< Real, Element >::getVector(), and ROL::value.

template<typename Real>

virtual void ROL::StdConstraint< Real >::value	(	std::vector< Real > &	c,
		const std::vector< Real > &	x,
		Real &	tol
	)

pure virtual

template<typename Real>

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

overridevirtual

Apply the constraint Jacobian at \(x\), \(c'(x) \in L(\mathcal{X}, \mathcal{C})\), to vector \(v\).

  @param[out]      jv  is the result of applying the constraint Jacobian to @b v at @b x; a constraint-space vector
  @param[in]       v   is an optimization-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#91, where

\(v \in \mathcal{X}\), \(\mathsf{jv} \in \mathcal{C}\).

The default implementation is a finite-difference approximation.

Reimplemented from ROL::Constraint< Real >.

Definition at line 35 of file ROL_StdConstraint_Def.hpp.

References ROL::Constraint< Real >::applyJacobian(), applyJacobian(), and ROL::StdVector< Real, Element >::getVector().

template<typename Real>

void ROL::StdConstraint< Real >::applyJacobian	(	std::vector< Real > &	jv,
		const std::vector< Real > &	v,
		const std::vector< Real > &	x,
		Real &	tol
	)

virtual

Definition at line 50 of file ROL_StdConstraint_Def.hpp.

template<typename Real>

void ROL::StdConstraint< Real >::applyAdjointJacobian	(	Vector< Real > &	ajv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol
	)

overridevirtual

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 58 of file ROL_StdConstraint_Def.hpp.

References ROL::Constraint< Real >::applyAdjointJacobian(), and ROL::StdVector< Real, Element >::getVector().

template<typename Real>

void ROL::StdConstraint< Real >::applyAdjointJacobian	(	std::vector< Real > &	ajv,
		const std::vector< Real > &	v,
		const std::vector< Real > &	x,
		Real &	tol
	)

virtual

Definition at line 73 of file ROL_StdConstraint_Def.hpp.

template<typename Real>

void ROL::StdConstraint< Real >::applyAdjointHessian	(	Vector< Real > &	ahuv,
		const Vector< Real > &	u,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol
	)

overridevirtual

Apply the derivative of the adjoint of the constraint Jacobian at \(x\) to vector \(u\) in direction \(v\), according to \( v \mapsto c''(x)(v,\cdot)^*u \).

  @param[out]      ahuv is the result of applying the derivative of the adjoint of the constraint Jacobian at @b x to vector @b u in direction @b v; a dual optimization-space vector
  @param[in]       u    is the direction vector; a dual constraint-space vector
  @param[in]       v    is an optimization-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#100, where

\(u \in \mathcal{C}^*\), \(v \in \mathcal{X}\), and \(\mathsf{ahuv} \in \mathcal{X}^*\).

The default implementation is a finite-difference approximation based on the adjoint Jacobian.

Reimplemented from ROL::Constraint< Real >.

Definition at line 81 of file ROL_StdConstraint_Def.hpp.

References ROL::Constraint< Real >::applyAdjointHessian(), and ROL::StdVector< Real, Element >::getVector().

template<typename Real>

void ROL::StdConstraint< Real >::applyAdjointHessian	(	std::vector< Real > &	ahuv,
		const std::vector< Real > &	u,
		const std::vector< Real > &	v,
		const std::vector< Real > &	x,
		Real &	tol
	)

virtual

Definition at line 99 of file ROL_StdConstraint_Def.hpp.

template<typename Real>

std::vector< Real > ROL::StdConstraint< Real >::solveAugmentedSystem	(	Vector< Real > &	v1,
		Vector< Real > &	v2,
		const Vector< Real > &	b1,
		const Vector< Real > &	b2,
		const Vector< Real > &	x,
		Real &	tol
	)

overridevirtual

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.

Parameters

[out]	v1	is the optimization-space component of the result
[out]	v2	is the dual constraint-space component of the result
[in]	b1	is the dual optimization-space component of the right-hand side
[in]	b2	is the constraint-space component of the right-hand side
[in]	x	is the constraint argument; an optimization-space vector
[in,out]	tol	is the nominal relative residual tolerance

On return, \( [\mathsf{v1} \,\, \mathsf{v2}] \) approximately solves the augmented system, where the size of the residual is governed by special stopping conditions.

The default implementation is the preconditioned generalized minimal residual (GMRES) method, which enables the use of nonsymmetric preconditioners.

Reimplemented from ROL::Constraint< Real >.

Definition at line 108 of file ROL_StdConstraint_Def.hpp.

References ROL::StdVector< Real, Element >::getVector(), and ROL::Constraint< Real >::solveAugmentedSystem().

template<typename Real>

std::vector< Real > ROL::StdConstraint< Real >::solveAugmentedSystem	(	std::vector< Real > &	v1,
		std::vector< Real > &	v2,
		const std::vector< Real > &	b1,
		const std::vector< Real > &	b2,
		const std::vector< Real > &	x,
		Real	tol
	)

virtual

Definition at line 128 of file ROL_StdConstraint_Def.hpp.

template<typename Real>

void ROL::StdConstraint< Real >::applyPreconditioner	(	Vector< Real > &	pv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		const Vector< Real > &	g,
		Real &	tol
	)

overridevirtual

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.

  @param[out]      pv  is the result of applying the constraint preconditioner to @b v at @b x; a dual constraint-space vector
  @param[in]       v   is a constraint-space vector
  @param[in]       x   is the preconditioner argument; an optimization-space vector
  @param[in]       g   is the preconditioner argument; a dual optimization-space vector, unused
  @param[in,out]   tol is a tolerance for inexact evaluations

  On return, \form#114, where

\(v \in \mathcal{C}\), \(\mathsf{pv} \in \mathcal{C}^*\).

The default implementation is the Riesz map in \(L(\mathcal{C}, \mathcal{C}^*)\).

Reimplemented from ROL::Constraint< Real >.

Definition at line 139 of file ROL_StdConstraint_Def.hpp.

References ROL::Constraint< Real >::applyPreconditioner(), and ROL::StdVector< Real, Element >::getVector().

template<typename Real>

void ROL::StdConstraint< Real >::applyPreconditioner	(	std::vector< Real > &	pv,
		const std::vector< Real > &	v,
		const std::vector< Real > &	x,
		const std::vector< Real > &	g,
		Real &	tol
	)

virtual

Definition at line 157 of file ROL_StdConstraint_Def.hpp.

The documentation for this class was generated from the following files:

Public Member Functions

Additional Inherited Members

Detailed Description

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

Constructor & Destructor Documentation

Member Function Documentation

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