ROL
ROL_AffineTransformConstraint.hpp
Go to the documentation of this file.
1 // @HEADER
2 // ************************************************************************
3 //
4 // Rapid Optimization Library (ROL) Package
5 // Copyright (2014) Sandia Corporation
6 //
7 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
8 // license for use of this work by or on behalf of the U.S. Government.
9 //
10 // Redistribution and use in source and binary forms, with or without
11 // modification, are permitted provided that the following conditions are
12 // met:
13 //
14 // 1. Redistributions of source code must retain the above copyright
15 // notice, this list of conditions and the following disclaimer.
16 //
17 // 2. Redistributions in binary form must reproduce the above copyright
18 // notice, this list of conditions and the following disclaimer in the
19 // documentation and/or other materials provided with the distribution.
20 //
21 // 3. Neither the name of the Corporation nor the names of the
22 // contributors may be used to endorse or promote products derived from
23 // this software without specific prior written permission.
24 //
25 // THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
26 // EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
27 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
28 // PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
29 // CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
30 // EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
31 // PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
32 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
33 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
34 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
35 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
36 //
37 // Questions? Contact lead developers:
38 // Drew Kouri (dpkouri@sandia.gov) and
39 // Denis Ridzal (dridzal@sandia.gov)
40 //
41 // ************************************************************************
42 // @HEADER
43 
44 #ifndef ROL_AFFINE_TRANSFORM_CONSTRAINT_H
45 #define ROL_AFFINE_TRANSFORM_CONSTRAINT_H
46 
47 #include "ROL_Constraint.hpp"
48 #include "ROL_LinearOperator.hpp"
49 #include "ROL_SimController.hpp"
50 
59 namespace ROL {
60 
61 template <class Real>
62 class AffineTransformConstraint : public Constraint<Real> {
63 private:
64  const Ptr<Constraint<Real>> con_;
65  const Ptr<LinearOperator<Real>> A_;
66  const Ptr<Vector<Real>> b_;
67 
68  Ptr<SimController<Real>> storage_;
69 
70  Ptr<Vector<Real>> primal_, dual_, Av_;
71 
72  const Ptr<const Vector<Real>> transform(const Vector<Real> &x) {
73  bool isApplied = storage_->get(*primal_,Constraint<Real>::getParameter());
74  if (!isApplied) {
75  Real tol = std::sqrt(ROL_EPSILON<Real>());
76  A_->apply(*primal_,x,tol);
77  primal_->plus(*b_);
79  }
80  return primal_;
81  }
82 
83 public:
85  const Ptr<LinearOperator<Real>> &A,
86  const Ptr<Vector<Real>> &b,
87  const Ptr<SimController<Real>> &storage = nullPtr)
88  : con_(con), A_(A), b_(b), storage_(storage) {
89  primal_ = b->clone();
90  Av_ = b->clone();
91  dual_ = b->dual().clone();
92  if (storage == nullPtr) {
93  storage_ = makePtr<SimController<Real>>();
94  }
95  }
96 
98 
99  void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) {
100  storage_->equalityConstraintUpdate(true);
101  con_->update(*transform(x),flag,iter);
102  }
103 
104  void value( Vector<Real> &c, const Vector<Real> &x, Real &tol ) {
105  con_->value(c,*transform(x),tol);
106  }
107 
108  void applyJacobian( Vector<Real> &jv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
109  A_->apply(*Av_,v,tol);
110  con_->applyJacobian(jv,*Av_,*transform(x),tol);
111  }
112 
113  void applyAdjointJacobian( Vector<Real> &ajv, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
114  con_->applyAdjointJacobian(*dual_,v,*transform(x),tol);
115  A_->applyAdjoint(ajv,*dual_,tol);
116  }
117 
118  void applyAdjointHessian( Vector<Real> &ahuv, const Vector<Real> &u, const Vector<Real> &v, const Vector<Real> &x, Real &tol ) {
119  A_->apply(*Av_,v,tol);
120  con_->applyAdjointHessian(*dual_,u,*Av_,*transform(x),tol);
121  A_->applyAdjoint(ahuv,*dual_,tol);
122  }
123 
124 }; // class AffineTransformConstraint
125 
126 } // namespace ROL
127 
128 #endif // ROL_AFFINE_TRANSFORM_OBJECTIVE_H
void applyAdjointHessian(Vector< Real > &ahuv, const Vector< Real > &u, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply the derivative of the adjoint of the constraint Jacobian at to vector in direction ...
void applyJacobian(Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply the constraint Jacobian at , , to vector .
void update(const Vector< Real > &x, bool flag=true, int iter=-1)
Update constraint functions. x is the optimization variable, flag = true if optimization variable is ...
Compose a constraint operator with an affine transformation, i.e.,.
AffineTransformConstraint(const Ptr< Constraint< Real >> &con, const Ptr< LinearOperator< Real >> &A, const Ptr< Vector< Real >> &b, const Ptr< SimController< Real >> &storage=nullPtr)
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
const Ptr< LinearOperator< Real > > A_
const Ptr< const Vector< Real > > transform(const Vector< Real > &x)
void applyAdjointJacobian(Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply the adjoint of the the constraint Jacobian at , , to vector .
void value(Vector< Real > &c, const Vector< Real > &x, Real &tol)
Evaluate the constraint operator at .
Provides the interface to apply a linear operator.
Defines the general constraint operator interface.
const Ptr< Constraint< Real > > con_