ROL
function/prox/ROL_Problem.hpp
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1 // @HEADER
2 // *****************************************************************************
3 // Rapid Optimization Library (ROL) Package
4 //
5 // Copyright 2014 NTESS and the ROL contributors.
6 // SPDX-License-Identifier: BSD-3-Clause
7 // *****************************************************************************
8 // @HEADER
9 
10 #ifndef ROL_PROBLEM_HPP
11 #define ROL_PROBLEM_HPP
12 
13 #include <utility>
14 #include <unordered_map>
15 
16 #include "ROL_Ptr.hpp"
17 #include "ROL_Types.hpp"
22 #include "ROL_ProxObjective.hpp"
23 
24 namespace ROL {
25 
26 template<typename Real>
27 class Problem {
28 private:
30  bool hasBounds_;
35  bool hasProx_;
36  unsigned cnt_econ_;
37  unsigned cnt_icon_;
38  unsigned cnt_linear_econ_;
39  unsigned cnt_linear_icon_;
40 
41  ParameterList ppa_list_;
42 
43  Ptr<Objective<Real>> obj_;
44  Ptr<Vector<Real>> xprim_;
45  Ptr<Vector<Real>> xdual_;
46  Ptr<BoundConstraint<Real>> bnd_;
47  Ptr<Constraint<Real>> con_;
48  Ptr<Vector<Real>> mul_;
49  Ptr<Vector<Real>> res_;
50  Ptr<PolyhedralProjection<Real>> proj_;
51  Ptr<ProxObjective<Real>> prox_;
52 
53  Ptr<Vector<Real>> xfeas_;
54  Ptr<ReduceLinearConstraint<Real>> rlc_;
55 
57 
58 protected:
59 
60  Ptr<Objective<Real>> INPUT_obj_;
61  Ptr<Vector<Real>> INPUT_xprim_;
62  Ptr<Vector<Real>> INPUT_xdual_;
63  Ptr<BoundConstraint<Real>> INPUT_bnd_;
64  std::unordered_map<std::string,ConstraintData<Real>> INPUT_con_;
65  std::unordered_map<std::string,ConstraintData<Real>> INPUT_linear_con_;
66  Ptr<ProxObjective<Real>> INPUT_prox_;
67 
68 public:
69  virtual ~Problem() {}
70 
77  Problem( const Ptr<Objective<Real>> &obj,
78  const Ptr<Vector<Real>> &x,
79  const Ptr<Vector<Real>> &g = nullPtr);
80 
85  Problem(const Problem &problem)
86  : isFinalized_(false),
87  hasBounds_(problem.hasBounds_),
88  hasEquality_(problem.hasEquality_),
92  cnt_econ_(problem.cnt_econ_),
93  cnt_icon_(problem.cnt_icon_),
96  ppa_list_(problem.ppa_list_),
97  INPUT_obj_(problem.INPUT_obj_),
98  INPUT_xprim_(problem.INPUT_xprim_),
99  INPUT_xdual_(problem.INPUT_xdual_),
100  INPUT_bnd_(problem.INPUT_bnd_),
101  INPUT_con_(problem.INPUT_con_),
103 
104  /***************************************************************************/
105  /*** Set and remove methods for constraints ********************************/
106  /***************************************************************************/
107 
112  void addBoundConstraint(const Ptr<BoundConstraint<Real>> &bnd);
113 
116  void removeBoundConstraint();
117 
122  void addProxObjective(const Ptr<ProxObjective<Real>> &prox);
123 
126  void removeProxObjective();
127 
136  void addConstraint(std::string name,
137  const Ptr<Constraint<Real>> &econ,
138  const Ptr<Vector<Real>> &emul,
139  const Ptr<Vector<Real>> &eres = nullPtr,
140  bool reset = false);
141 
151  void addConstraint(std::string name,
152  const Ptr<Constraint<Real>> &icon,
153  const Ptr<Vector<Real>> &imul,
154  const Ptr<BoundConstraint<Real>> &ibnd,
155  const Ptr<Vector<Real>> &ires = nullPtr,
156  bool reset = false);
157 
162  void removeConstraint(std::string name);
163 
172  void addLinearConstraint(std::string name,
173  const Ptr<Constraint<Real>> &linear_econ,
174  const Ptr<Vector<Real>> &linear_emul,
175  const Ptr<Vector<Real>> &linear_eres = nullPtr,
176  bool reset = false);
177 
187  void addLinearConstraint(std::string name,
188  const Ptr<Constraint<Real>> &linear_icon,
189  const Ptr<Vector<Real>> &linear_imul,
190  const Ptr<BoundConstraint<Real>> &linear_ibnd,
191  const Ptr<Vector<Real>> &linear_ires = nullPtr,
192  bool reset = false);
193 
198  void removeLinearConstraint(std::string name);
199 
204  void setProjectionAlgorithm(ParameterList &parlist);
205 
206  /***************************************************************************/
207  /*** Accessor methods ******************************************************/
208  /***************************************************************************/
209 
212  const Ptr<Objective<Real>>& getObjective();
213 
216  const Ptr<Vector<Real>>& getPrimalOptimizationVector();
217 
220  const Ptr<Vector<Real>>& getDualOptimizationVector();
221 
224  const Ptr<BoundConstraint<Real>>& getBoundConstraint();
225 
228  const Ptr<Constraint<Real>>& getConstraint();
229 
232  const Ptr<Vector<Real>>& getMultiplierVector();
233 
236  const Ptr<Vector<Real>>& getResidualVector();
237 
241  const Ptr<PolyhedralProjection<Real>>& getPolyhedralProjection();
242 
246 
247  /***************************************************************************/
248  /*** Consistency checks ****************************************************/
249  /***************************************************************************/
250 
261  Real checkLinearity(bool printToStream = false, std::ostream &outStream = std::cout) const;
262 
268  void checkVectors(bool printToStream = false, std::ostream &outStream = std::cout) const;
269 
275  void checkDerivatives(bool printToStream = false, std::ostream &outStream = std::cout) const;
276 
283  void check(bool printToStream = false, std::ostream &outStream = std::cout) const;
284 
285  /***************************************************************************/
286  /*** Finalize and edit methods *********************************************/
287  /***************************************************************************/
288 
297  virtual void finalize(bool lumpConstraints = false, bool printToStream = false,
298  std::ostream &outStream = std::cout);
299 
302  bool isFinalized() const;
303 
306  virtual void edit();
307 
311  void finalizeIteration();
312 
313 }; // class Problem
314 
315 } // namespace ROL
316 
317 #include "ROL_Problem_Def.hpp"
318 
319 #endif // ROL_NEWOPTIMIZATIONPROBLEM_HPP
void removeProxObjective()
Remove an existing prox objective.
void check(bool printToStream=false, std::ostream &outStream=std::cout) const
Run vector, linearity and derivative checks for user-supplied vectors, objective function and constra...
Provides the interface to evaluate objective functions.
const Ptr< Constraint< Real > > & getConstraint()
Get the equality constraint.
Ptr< BoundConstraint< Real > > bnd_
void checkDerivatives(bool printToStream=false, std::ostream &outStream=std::cout) const
Run derivative checks for user-supplied objective function and constraints.
const Ptr< Vector< Real > > & getPrimalOptimizationVector()
Get the primal optimization space vector.
void addBoundConstraint(const Ptr< BoundConstraint< Real >> &bnd)
Add a bound constraint.
void addLinearConstraint(std::string name, const Ptr< Constraint< Real >> &linear_econ, const Ptr< Vector< Real >> &linear_emul, const Ptr< Vector< Real >> &linear_eres=nullPtr, bool reset=false)
Add a linear equality constraint.
void removeBoundConstraint()
Remove an existing bound constraint.
Contains definitions of custom data types in ROL.
void removeLinearConstraint(std::string name)
Remove an existing linear constraint.
const Ptr< BoundConstraint< Real > > & getBoundConstraint()
Get the bound constraint.
Ptr< ProxObjective< Real > > prox_
Ptr< ReduceLinearConstraint< Real > > rlc_
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:46
void addProxObjective(const Ptr< ProxObjective< Real >> &prox)
Add a prox objective.
virtual void finalize(bool lumpConstraints=false, bool printToStream=false, std::ostream &outStream=std::cout)
Tranform user-supplied constraints to consist of only bounds and equalities. Optimization problem can...
Ptr< Objective< Real > > INPUT_obj_
Ptr< Objective< Real > > obj_
bool isFinalized() const
Indicate whether or no finalize has been called.
Ptr< Vector< Real > > res_
Ptr< Vector< Real > > INPUT_xprim_
const Ptr< Objective< Real > > & getObjective()
Get the objective function.
Problem(const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x, const Ptr< Vector< Real >> &g=nullPtr)
Default constructor for OptimizationProblem.
std::unordered_map< std::string, ConstraintData< Real > > INPUT_linear_con_
std::unordered_map< std::string, ConstraintData< Real > > INPUT_con_
Ptr< Vector< Real > > INPUT_xdual_
const Ptr< Vector< Real > > & getResidualVector()
Get the primal constraint space vector.
const Ptr< Vector< Real > > & getMultiplierVector()
Get the dual constraint space vector.
void finalizeIteration()
Transform the optimization variables to the native parameterization after an optimization algorithm h...
Ptr< Vector< Real > > xdual_
Problem(const Problem &problem)
Copy constructor for OptimizationProblem.
Ptr< Constraint< Real > > con_
Provides the interface to apply upper and lower bound constraints.
Real checkLinearity(bool printToStream=false, std::ostream &outStream=std::cout) const
Check if user-supplied linear constraints are affine.
void addConstraint(std::string name, const Ptr< Constraint< Real >> &econ, const Ptr< Vector< Real >> &emul, const Ptr< Vector< Real >> &eres=nullPtr, bool reset=false)
Add an equality constraint.
const Ptr< PolyhedralProjection< Real > > & getPolyhedralProjection()
Get the polyhedral projection object. This is a null pointer if no linear constraints and/or bounds a...
EProblem getProblemType()
Get the optimization problem type (U, B, E, or G).
void removeConstraint(std::string name)
Remove an existing constraint.
Ptr< Vector< Real > > xfeas_
Ptr< BoundConstraint< Real > > INPUT_bnd_
virtual void edit()
Resume editting optimization problem after finalize has been called.
const Ptr< Vector< Real > > & getDualOptimizationVector()
Get the dual optimization space vector.
void checkVectors(bool printToStream=false, std::ostream &outStream=std::cout) const
Run vector checks for user-supplied vectors.
EProblem
Definition: ROL_Types.hpp:223
Ptr< Vector< Real > > xprim_
Ptr< Vector< Real > > mul_
Defines the general constraint operator interface.
void setProjectionAlgorithm(ParameterList &parlist)
Set polyhedral projection algorithm.
Ptr< ProxObjective< Real > > INPUT_prox_
Ptr< PolyhedralProjection< Real > > proj_