Defines the time dependent constraint operator interface for simulation-based optimization. More...

#include <ROL_Constraint_TimeSimOpt.hpp>

Inheritance diagram for ROL::Constraint_TimeSimOpt< Real >:

Public Member Functions
	Constraint_TimeSimOpt ()

virtual void	update (const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, bool flag=true, int iter=-1)
	Update constraint functions. u_old Is the state from the end of the previous time step. u_new Is the state from the end of this time step. z Is the control variable flag = true if optimization variable is changed, iter is the outer algorithm iterations count. More...

virtual void	update_1_old (const Vector< Real > &u_old, bool flag=true, int iter=-1)
	Update constraint functions with respect to Sim variable. u_old is the state variable flag = true if optimization variable is changed, iter is the outer algorithm iterations count. More...

virtual void	update_1_new (const Vector< Real > &u_new, bool flag=true, int iter=-1)
	Update constraint functions with respect to Sim variable. u_new is the state variable flag = true if optimization variable is changed, iter is the outer algorithm iterations count. More...

virtual void	update_2 (const Vector< Real > &z, bool flag=true, int iter=-1) override
	Update constraint functions with respect to Opt variable. z is the control variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count. More...

virtual void	value (Vector< Real > &c, const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, Real &tol)=0
	Evaluate the constraint operator $c:\mathcal{U_o}\times\mathcal{U_n}\times\mathcal{Z} \rightarrow \mathcal{C}$ at $(u,z)$. More...

virtual void	solve (Vector< Real > &c, const Vector< Real > &u_old, Vector< Real > &u_new, const Vector< Real > &z, Real &tol)=0

virtual void	applyJacobian_1_old (Vector< Real > &jv, const Vector< Real > &v_old, const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, Real &tol)=0

virtual void	applyJacobian_1_new (Vector< Real > &jv, const Vector< Real > &v_new, const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, Real &tol)=0

virtual void	applyInverseJacobian_1_new (Vector< Real > &ijv, const Vector< Real > &v_new, const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, Real &tol)=0

virtual void	applyJacobian_2 (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, Real &tol)=0

virtual void	applyAdjointJacobian_1_old (Vector< Real > &ajv_old, const Vector< Real > &dualv, const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, Real &tol)=0

virtual void	applyAdjointJacobian_1_new (Vector< Real > &ajv_new, const Vector< Real > &dualv, const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, Real &tol)=0

virtual void	applyInverseAdjointJacobian_1_new (Vector< Real > &iajv, const Vector< Real > &v_new, const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, Real &tol)=0

virtual void	applyAdjointJacobian_2_time (Vector< Real > &ajv, const Vector< Real > &dualv, const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, Real &tol)=0

virtual void	applyAdjointHessian_11_old (Vector< Real > &ahwv_old, const Vector< Real > &w, const Vector< Real > &v_new, const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, Real &tol)=0

virtual void	applyAdjointHessian_11_new (Vector< Real > &ahwv_new, const Vector< Real > &w, const Vector< Real > &v_new, const Vector< Real > &u_old, const Vector< Real > &u_new, const Vector< Real > &z, Real &tol)=0

virtual void	update (const Vector< Real > &u, const Vector< Real > &z, 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	value (Vector< Real > &c, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Evaluate the constraint operator $c:\mathcal{U}\times\mathcal{Z} \rightarrow \mathcal{C}$ at $(u,z)$. More...

virtual void	solve (Vector< Real > &c, Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Given $z$, solve $c(u,z)=0$ for $u$. More...

virtual void	applyJacobian_1 (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Apply the partial constraint Jacobian at $(u,z)$, $c_u(u,z) \in L(\mathcal{U}, \mathcal{C})$, to the vector $v$. More...

virtual void	applyJacobian_2 (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Apply the partial constraint Jacobian at $(u,z)$, $c_z(u,z) \in L(\mathcal{Z}, \mathcal{C})$, to the vector $v$. More...

virtual void	applyInverseJacobian_1 (Vector< Real > &ijv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) overridefinal
	Apply the inverse partial constraint Jacobian at $(u,z)$, $c_u(u,z)^{-1} \in L(\mathcal{C}, \mathcal{U})$, to the vector $v$. More...

virtual void	applyAdjointJacobian_1 (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Apply the adjoint of the partial constraint Jacobian at $(u,z)$, $c_u(u,z)^* \in L(\mathcal{C}^, \mathcal{U}^)$, to the vector $v$. This is the primary interface. More...

virtual void	applyAdjointJacobian_2 (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Apply the adjoint of the partial constraint Jacobian at $(u,z)$, $c_z(u,z)^* \in L(\mathcal{C}^, \mathcal{Z}^)$, to vector $v$. This is the primary interface. More...

virtual void	applyInverseAdjointJacobian_1 (Vector< Real > &iajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) overridefinal
	Apply the inverse of the adjoint of the partial constraint Jacobian at $(u,z)$, $c_u(u,z)^{-} \in L(\mathcal{U}^, \mathcal{C}^*)$, to the vector $v$. More...

virtual void	applyAdjointHessian_11 (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Apply the simulation-space derivative of the adjoint of the constraint simulation-space Jacobian at $(u,z)$ to the vector $w$ in the direction $v$, according to $v\mapsto c_{uu}(u,z)(v,\cdot)^*w$. More...

virtual void	applyAdjointHessian_12 (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Apply the optimization-space derivative of the adjoint of the constraint simulation-space Jacobian at $(u,z)$ to the vector $w$ in the direction $v$, according to $v\mapsto c_{uz}(u,z)(v,\cdot)^*w$. More...

virtual void	applyAdjointHessian_21 (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Apply the simulation-space derivative of the adjoint of the constraint optimization-space Jacobian at $(u,z)$ to the vector $w$ in the direction $v$, according to $v\mapsto c_{zu}(u,z)(v,\cdot)^*w$. More...

virtual void	applyAdjointHessian_22 (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
	Apply the optimization-space derivative of the adjoint of the constraint optimization-space Jacobian at $(u,z)$ to the vector $w$ in the direction $v$, according to $v\mapsto c_{zz}(u,z)(v,\cdot)^*w$. More...

virtual Real	checkSolve (const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, const ROL::Vector< Real > &c, const bool printToStream=true, std::ostream &outStream=std::cout) override

virtual Real	checkInverseJacobian_1_new (const ROL::Vector< Real > &c, const ROL::Vector< Real > &u_new, const ROL::Vector< Real > &u_old, const ROL::Vector< Real > &z, const ROL::Vector< Real > &v_new, const bool printToStream=true, std::ostream &outStream=std::cout)

virtual Real	checkInverseAdjointJacobian_1_new (const ROL::Vector< Real > &c, const ROL::Vector< Real > &u_new, const ROL::Vector< Real > &u_old, const ROL::Vector< Real > &z, const ROL::Vector< Real > &v_new, const bool printToStream=true, std::ostream &outStream=std::cout)

std::vector< std::vector< Real > >	checkApplyJacobian_1_new (const Vector< Real > &u_new, const Vector< Real > &u_old, const Vector< Real > &z, 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)

std::vector< std::vector< Real > >	checkApplyJacobian_1_new (const Vector< Real > &u_new, const Vector< Real > &u_old, const Vector< Real > &z, 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)

Public Member Functions inherited from ROL::ROL::Constraint_SimOpt< Real >
	Constraint_SimOpt ()

virtual void	update_1 (const Vector< Real > &u, bool flag=true, int iter=-1)
	Update constraint functions with respect to Sim variable. x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count. More...

virtual void	setSolveParameters (ParameterList &parlist)
	Set solve parameters. More...

virtual void	applyAdjointJacobian_1 (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &dualv, Real &tol)
	Apply the adjoint of the partial constraint Jacobian at $(u,z)$, $c_u(u,z)^* \in L(\mathcal{C}^, \mathcal{U}^)$, to the vector $v$. This is the secondary interface, for use with dual spaces where the user does not define the dual() operation. More...

virtual void	applyAdjointJacobian_2 (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &dualv, Real &tol)
	Apply the adjoint of the partial constraint Jacobian at $(u,z)$, $c_z(u,z)^* \in L(\mathcal{C}^, \mathcal{Z}^)$, to vector $v$. This is the secondary interface, for use with dual spaces where the user does not define the dual() operation. More...

virtual std::vector< Real >	solveAugmentedSystem (Vector< Real > &v1, Vector< Real > &v2, const Vector< Real > &b1, const Vector< Real > &b2, const Vector< Real > &x, Real &tol)
	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 operator, and $0 : \mathcal{C}^ \rightarrow \mathcal{C}$ is a zero operator. More...

virtual void	applyPreconditioner (Vector< Real > &pv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g, Real &tol)
	Apply a constraint preconditioner at $x$, $P(x) \in L(\mathcal{C}, \mathcal{C})$, to vector $v$. In general, this preconditioner satisfies the following relationship: \[ c'(x) c'(x)^* P(x) v \approx v \,. \] It is used by the solveAugmentedSystem method. More...

virtual 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 changed, iter is the outer algorithm iterations count. More...

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

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

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

virtual void	applyAdjointHessian (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	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 Real	checkAdjointConsistencyJacobian_1 (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout)
	Check the consistency of the Jacobian and its adjoint. This is the primary interface. More...

virtual Real	checkAdjointConsistencyJacobian_1 (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &dualw, const Vector< Real > &dualv, const bool printToStream=true, std::ostream &outStream=std::cout)
	Check the consistency of the Jacobian and its adjoint. This is the secondary interface, for use with dual spaces where the user does not define the dual() operation. More...

virtual Real	checkAdjointConsistencyJacobian_2 (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout)
	Check the consistency of the Jacobian and its adjoint. This is the primary interface. More...

virtual Real	checkAdjointConsistencyJacobian_2 (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &dualw, const Vector< Real > &dualv, const bool printToStream=true, std::ostream &outStream=std::cout)
	Check the consistency of the Jacobian and its adjoint. This is the secondary interface, for use with dual spaces where the user does not define the dual() operation. More...

virtual Real	checkInverseJacobian_1 (const Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout)

virtual Real	checkInverseAdjointJacobian_1 (const Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout)

std::vector< std::vector< Real > >	checkApplyJacobian_1 (const Vector< Real > &u, const Vector< Real > &z, 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)

std::vector< std::vector< Real > >	checkApplyJacobian_1 (const Vector< Real > &u, const Vector< Real > &z, 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)

std::vector< std::vector< Real > >	checkApplyJacobian_2 (const Vector< Real > &u, const Vector< Real > &z, 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)

std::vector< std::vector< Real > >	checkApplyJacobian_2 (const Vector< Real > &u, const Vector< Real > &z, 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)

std::vector< std::vector< Real > >	checkApplyAdjointHessian_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)

std::vector< std::vector< Real > >	checkApplyAdjointHessian_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)

std::vector< std::vector< Real > >	checkApplyAdjointHessian_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
	$ u\in U $, $ z\in Z $, $ p\in C^\ast $, $ v \in U $, $ hv \in U^\ast $ More...

std::vector< std::vector< Real > >	checkApplyAdjointHessian_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
	$ u\in U $, $ z\in Z $, $ p\in C^\ast $, $ v \in U $, $ hv \in U^\ast $ More...

std::vector< std::vector< Real > >	checkApplyAdjointHessian_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
	$ u\in U $, $ z\in Z $, $ p\in C^\ast $, $ v \in U $, $ hv \in U^\ast $ More...

std::vector< std::vector< Real > >	checkApplyAdjointHessian_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)

std::vector< std::vector< Real > >	checkApplyAdjointHessian_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)

std::vector< std::vector< Real > >	checkApplyAdjointHessian_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)

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)

Protected Member Functions
VectorWorkspace< Real > &	getVectorWorkspace () const

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

Private Member Functions
Vector< Real > &	getNewVector (Vector< Real > &x) const

const Vector< Real > &	getNewVector (const Vector< Real > &x) const

Vector< Real > &	getOldVector (Vector< Real > &x) const

const Vector< Real > &	getOldVector (const Vector< Real > &x) const

Private Attributes
VectorWorkspace< Real >	workspace_

Additional Inherited Members
Protected Attributes inherited from ROL::ROL::Constraint_SimOpt< Real >
Real	atol_

Real	rtol_

Real	stol_

Real	factor_

Real	decr_

int	maxit_

bool	print_

bool	zero_

int	solverType_

bool	firstSolve_

Detailed Description

template<class Real>
class ROL::Constraint_TimeSimOpt< Real >

Defines the time dependent constraint operator interface for simulation-based optimization.

This constraint interface inherits from ROL_Constraint_SimOpt. Though the interface takes two simulation space vectors from spaces $\mathcal{U_o}\times\mathcal{U_n}$. The space $\mathcal{U_o}$ is ``old'' information that accounts for the initial condition on the time interval. The space $\mathcal{U_n}$ is the ``new'' variables that can be determined by satisfying constraints in the form

\[ c(u_o,u_n,z) = 0 \,. \]

where $u_0 \in \mathcal{U_o},\; u_n\in\mathcal{U_n},$ and $z\in\mathcal{Z}$. In this way this constraint defines a sequence of state variables. The basic operator interface, to be implemented by the user, requires:

value – constraint evaluation.
applyJacobian_1_old – action of the partial constraint Jacobian –derivatives are with respect to the first component $\mathcal{U_o}$;
applyJacobian_1_new – action of the partial constraint Jacobian –derivatives are with respect to the first component $\mathcal{U_n}$;
applyJacobian_2 – action of the partial constraint Jacobian –derivatives are with respect to the second component $\mathcal{Z}$;
applyAdjointJacobian_1_old – action of the adjoint of the partial constraint Jacobian –derivatives are with respect to the first component $\mathcal{U_o}$;
applyAdjointJacobian_1_new – action of the adjoint of the partial constraint Jacobian –derivatives are with respect to the first component $\mathcal{U_n}$;
applyAdjointJacobian_2_time – action of the adjoint of the partial constraint Jacobian –derivatives are with respect to the second component $\mathcal{Z}$; (note the time suffix here is to prevent collisions with the parent class)

The user may also overload:

applyAdjointHessian_11 – action of the adjoint of the partial constraint Hessian –derivatives are with respect to the first component only;
applyAdjointHessian_12 – action of the adjoint of the partial constraint Hessian –derivatives are with respect to the first and second components;
applyAdjointHessian_21 – action of the adjoint of the partial constraint Hessian –derivatives are with respect to the second and first components;
applyAdjointHessian_22 – action of the adjoint of the partial constraint Hessian –derivatives are with respect to the second component only;
solveAugmentedSystem – solution of the augmented system –the default is an iterative scheme based on the action of the Jacobian and its adjoint.
applyPreconditioner – action of a constraint preconditioner –the default is null-op.

Definition at line 100 of file ROL_Constraint_TimeSimOpt.hpp.

Constructor & Destructor Documentation

template<class Real >

ROL::Constraint_TimeSimOpt< Real >::Constraint_TimeSimOpt ( )

inline

Definition at line 136 of file ROL_Constraint_TimeSimOpt.hpp.

Member Function Documentation

template<class Real >

Vector<Real>& ROL::Constraint_TimeSimOpt< Real >::getNewVector ( Vector< Real > & x ) const

inlineprivate

Definition at line 104 of file ROL_Constraint_TimeSimOpt.hpp.

References ROL::PartitionedVector< Real >::get().

Referenced by ROL::Constraint_TimeSimOpt< Real >::applyAdjointHessian_11(), ROL::Constraint_TimeSimOpt< Real >::applyAdjointJacobian_1(), ROL::Constraint_TimeSimOpt< Real >::applyAdjointJacobian_2(), ROL::Constraint_TimeSimOpt< Real >::applyJacobian_1(), ROL::Constraint_TimeSimOpt< Real >::applyJacobian_2(), ROL::Constraint_TimeSimOpt< Real >::solve(), ROL::Constraint_TimeSimOpt< Real >::update(), and ROL::Constraint_TimeSimOpt< Real >::value().

template<class Real >

const Vector<Real>& ROL::Constraint_TimeSimOpt< Real >::getNewVector ( const Vector< Real > & x ) const

inlineprivate

Definition at line 110 of file ROL_Constraint_TimeSimOpt.hpp.

References ROL::PartitionedVector< Real >::get().

template<class Real >

Vector<Real>& ROL::Constraint_TimeSimOpt< Real >::getOldVector ( Vector< Real > & x ) const

inlineprivate

Definition at line 117 of file ROL_Constraint_TimeSimOpt.hpp.

References ROL::PartitionedVector< Real >::get().

Referenced by ROL::Constraint_TimeSimOpt< Real >::applyAdjointHessian_11(), ROL::Constraint_TimeSimOpt< Real >::applyAdjointJacobian_1(), ROL::Constraint_TimeSimOpt< Real >::applyAdjointJacobian_2(), ROL::Constraint_TimeSimOpt< Real >::applyJacobian_1(), ROL::Constraint_TimeSimOpt< Real >::applyJacobian_2(), ROL::Constraint_TimeSimOpt< Real >::solve(), ROL::Constraint_TimeSimOpt< Real >::update(), and ROL::Constraint_TimeSimOpt< Real >::value().

template<class Real >

const Vector<Real>& ROL::Constraint_TimeSimOpt< Real >::getOldVector ( const Vector< Real > & x ) const

inlineprivate

Definition at line 123 of file ROL_Constraint_TimeSimOpt.hpp.

References ROL::PartitionedVector< Real >::get().

template<class Real >

VectorWorkspace<Real>& ROL::Constraint_TimeSimOpt< Real >::getVectorWorkspace ( ) const

inlineprotected

Definition at line 133 of file ROL_Constraint_TimeSimOpt.hpp.

References ROL::Constraint_TimeSimOpt< Real >::workspace_.

template<class Real >

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

inlinevirtual

Update constraint functions. u_old Is the state from the end of the previous time step. u_new Is the state from the end of this time step. z Is the control variable flag = true if optimization variable is changed, iter is the outer algorithm iterations count.

Definition at line 149 of file ROL_Constraint_TimeSimOpt.hpp.

References ROL::Constraint_TimeSimOpt< Real >::update_1_new(), ROL::Constraint_TimeSimOpt< Real >::update_1_old(), and ROL::Constraint_TimeSimOpt< Real >::update_2().

Referenced by ROL::Constraint_TimeSimOpt< Real >::checkApplyJacobian_1_new(), ROL::Constraint_TimeSimOpt< Real >::checkInverseAdjointJacobian_1_new(), ROL::Constraint_TimeSimOpt< Real >::checkInverseJacobian_1_new(), ROL::Constraint_TimeSimOpt< Real >::checkSolve(), and ROL::Constraint_TimeSimOpt< Real >::update().

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::update_1_old	(	const Vector< Real > &	u_old,
		bool	flag = `true`,
		int	iter = `-1`
	)

inlinevirtual

Update constraint functions with respect to Sim variable. u_old is the state variable flag = true if optimization variable is changed, iter is the outer algorithm iterations count.

Definition at line 163 of file ROL_Constraint_TimeSimOpt.hpp.

Referenced by ROL::Constraint_TimeSimOpt< Real >::update().

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::update_1_new	(	const Vector< Real > &	u_new,
		bool	flag = `true`,
		int	iter = `-1`
	)

inlinevirtual

Update constraint functions with respect to Sim variable. u_new is the state variable flag = true if optimization variable is changed, iter is the outer algorithm iterations count.

Definition at line 170 of file ROL_Constraint_TimeSimOpt.hpp.

Referenced by ROL::Constraint_TimeSimOpt< Real >::update().

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::update_2	(	const Vector< Real > &	z,
		bool	flag = `true`,
		int	iter = `-1`
	)

inlineoverridevirtual

Update constraint functions with respect to Opt variable. z is the control variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 177 of file ROL_Constraint_TimeSimOpt.hpp.

Referenced by ROL::Constraint_TimeSimOpt< Real >::update().

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::value	(	Vector< Real > &	c,
		const Vector< Real > &	u_old,
		const Vector< Real > &	u_new,
		const Vector< Real > &	z,
		Real &	tol
	)

pure virtual

Evaluate the constraint operator $c:\mathcal{U_o}\times\mathcal{U_n}\times\mathcal{Z} \rightarrow \mathcal{C}$ at $(u,z)$.

  @param[out]      c      is the result of evaluating the constraint operator at @b  \form#196; a constraint-space vector
  @param[in]       u_old  is the constraint argument; a simulation-space vector from the previous interval
  @param[in]       u_new  is the constraint argument; a simulation-space vector from the current interval
  @param[in]       z      is the constraint argument; an optimization-space vector
  @param[in,out]   tol    is a tolerance for inexact evaluations; currently unused

  On return, \form#197,
  where \form#73, \form#240,

$\mathsf{u_n} \in \mathcal{U_n}$, and $ $\mathsf{z} \in\mathcal{Z}$.

Referenced by ROL::Constraint_TimeSimOpt< Real >::checkApplyJacobian_1_new(), ROL::Constraint_TimeSimOpt< Real >::checkSolve(), and ROL::Constraint_TimeSimOpt< Real >::value().

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::solve	(	Vector< Real > &	c,
		const Vector< Real > &	u_old,
		Vector< Real > &	u_new,
		const Vector< Real > &	z,
		Real &	tol
	)

pure virtual

Referenced by ROL::Constraint_TimeSimOpt< Real >::checkSolve(), and ROL::Constraint_TimeSimOpt< Real >::solve().

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::applyJacobian_1_old	(	Vector< Real > &	jv,
		const Vector< Real > &	v_old,
		const Vector< Real > &	u_old,
		const Vector< Real > &	u_new,
		const Vector< Real > &	z,
		Real &	tol
	)

pure virtual

Referenced by ROL::Constraint_TimeSimOpt< Real >::applyJacobian_1().

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::applyJacobian_1_new	(	Vector< Real > &	jv,
		const Vector< Real > &	v_new,
		const Vector< Real > &	u_old,
		const Vector< Real > &	u_new,
		const Vector< Real > &	z,
		Real &	tol
	)

pure virtual

Referenced by ROL::Constraint_TimeSimOpt< Real >::applyJacobian_1(), ROL::Constraint_TimeSimOpt< Real >::checkApplyJacobian_1_new(), and ROL::Constraint_TimeSimOpt< Real >::checkInverseJacobian_1_new().

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::applyInverseJacobian_1_new	(	Vector< Real > &	ijv,
		const Vector< Real > &	v_new,
		const Vector< Real > &	u_old,
		const Vector< Real > &	u_new,
		const Vector< Real > &	z,
		Real &	tol
	)

pure virtual

Referenced by ROL::Constraint_TimeSimOpt< Real >::checkInverseJacobian_1_new().

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::applyJacobian_2	(	Vector< Real > &	jv,
		const Vector< Real > &	v,
		const Vector< Real > &	u_old,
		const Vector< Real > &	u_new,
		const Vector< Real > &	z,
		Real &	tol
	)

pure virtual

Referenced by ROL::Constraint_TimeSimOpt< Real >::applyJacobian_2().

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::applyAdjointJacobian_1_old	(	Vector< Real > &	ajv_old,
		const Vector< Real > &	dualv,
		const Vector< Real > &	u_old,
		const Vector< Real > &	u_new,
		const Vector< Real > &	z,
		Real &	tol
	)

pure virtual

Referenced by ROL::Constraint_TimeSimOpt< Real >::applyAdjointJacobian_1().

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::applyAdjointJacobian_1_new	(	Vector< Real > &	ajv_new,
		const Vector< Real > &	dualv,
		const Vector< Real > &	u_old,
		const Vector< Real > &	u_new,
		const Vector< Real > &	z,
		Real &	tol
	)

pure virtual

Referenced by ROL::Constraint_TimeSimOpt< Real >::applyAdjointJacobian_1(), and ROL::Constraint_TimeSimOpt< Real >::checkInverseAdjointJacobian_1_new().

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::applyInverseAdjointJacobian_1_new	(	Vector< Real > &	iajv,
		const Vector< Real > &	v_new,
		const Vector< Real > &	u_old,
		const Vector< Real > &	u_new,
		const Vector< Real > &	z,
		Real &	tol
	)

pure virtual

Referenced by ROL::Constraint_TimeSimOpt< Real >::checkInverseAdjointJacobian_1_new().

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::applyAdjointJacobian_2_time	(	Vector< Real > &	ajv,
		const Vector< Real > &	dualv,
		const Vector< Real > &	u_old,
		const Vector< Real > &	u_new,
		const Vector< Real > &	z,
		Real &	tol
	)

pure virtual

Referenced by ROL::Constraint_TimeSimOpt< Real >::applyAdjointJacobian_2().

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::applyAdjointHessian_11_old	(	Vector< Real > &	ahwv_old,
		const Vector< Real > &	w,
		const Vector< Real > &	v_new,
		const Vector< Real > &	u_old,
		const Vector< Real > &	u_new,
		const Vector< Real > &	z,
		Real &	tol
	)

pure virtual

Referenced by ROL::Constraint_TimeSimOpt< Real >::applyAdjointHessian_11().

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::applyAdjointHessian_11_new	(	Vector< Real > &	ahwv_new,
		const Vector< Real > &	w,
		const Vector< Real > &	v_new,
		const Vector< Real > &	u_old,
		const Vector< Real > &	u_new,
		const Vector< Real > &	z,
		Real &	tol
	)

pure virtual

Referenced by ROL::Constraint_TimeSimOpt< Real >::applyAdjointHessian_11().

template<class Real >

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

inlineoverridevirtual

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::ROL::Constraint_SimOpt< Real >.

Definition at line 273 of file ROL_Constraint_TimeSimOpt.hpp.

References ROL::Constraint_TimeSimOpt< Real >::getNewVector(), ROL::Constraint_TimeSimOpt< Real >::getOldVector(), and ROL::Constraint_TimeSimOpt< Real >::update().

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::value	(	Vector< Real > &	c,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineoverridevirtual

Evaluate the constraint operator $c:\mathcal{U}\times\mathcal{Z} \rightarrow \mathcal{C}$ at $(u,z)$.

Parameters

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

On return, $\mathsf{c} = c(u,z)$, where $\mathsf{c} \in \mathcal{C}$, $\mathsf{u} \in \mathcal{U}$, and $ $\mathsf{z} \in\mathcal{Z}$.

Implements ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 282 of file ROL_Constraint_TimeSimOpt.hpp.

References ROL::Constraint_TimeSimOpt< Real >::getNewVector(), ROL::Constraint_TimeSimOpt< Real >::getOldVector(), and ROL::Constraint_TimeSimOpt< Real >::value().

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::solve	(	Vector< Real > &	c,
		Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineoverridevirtual

Given $z$, solve $c(u,z)=0$ for $u$.

Parameters

[out]	c	is the result of evaluating the constraint operator at $(u,z)$; a constraint-space vector
[in,out]	u	is the solution vector; a simulation-space vector
[in]	z	is the constraint argument; an optimization-space vector
[in,out]	tol	is a tolerance for inexact evaluations; currently unused

The defualt implementation is Newton's method globalized with a backtracking line search.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 294 of file ROL_Constraint_TimeSimOpt.hpp.

References ROL::Constraint_TimeSimOpt< Real >::getNewVector(), ROL::Constraint_TimeSimOpt< Real >::getOldVector(), and ROL::Constraint_TimeSimOpt< Real >::solve().

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::applyJacobian_1	(	Vector< Real > &	jv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineoverridevirtual

Apply the partial constraint Jacobian at $(u,z)$, $c_u(u,z) \in L(\mathcal{U}, \mathcal{C})$, to the vector $v$.

  @param[out]      jv  is the result of applying the constraint Jacobian to @b v at @b  \form#196; a constraint-space vector
  @param[in]       v   is a simulation-space vector
  @param[in]       u   is the constraint argument; an simulation-space vector
  @param[in]       z   is the constraint argument; an optimization-space vector
  @param[in,out]   tol is a tolerance for inexact evaluations; currently unused

  On return, \form#201, where

$v \in \mathcal{U}$, $\mathsf{jv} \in \mathcal{C}$.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 305 of file ROL_Constraint_TimeSimOpt.hpp.

References ROL::Constraint_TimeSimOpt< Real >::applyJacobian_1_new(), ROL::Constraint_TimeSimOpt< Real >::applyJacobian_1_old(), ROL::Vector< Real >::axpy(), ROL::Constraint_TimeSimOpt< Real >::getNewVector(), ROL::Constraint_TimeSimOpt< Real >::getOldVector(), and ROL::Constraint_TimeSimOpt< Real >::workspace_.

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::applyJacobian_2	(	Vector< Real > &	jv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineoverridevirtual

Apply the partial constraint Jacobian at $(u,z)$, $c_z(u,z) \in L(\mathcal{Z}, \mathcal{C})$, to the vector $v$.

  @param[out]      jv  is the result of applying the constraint Jacobian to @b v at @b  \form#196; a constraint-space vector
  @param[in]       v   is an optimization-space vector
  @param[in]       u   is the constraint argument; a simulation-space vector
  @param[in]       z   is the constraint argument; an optimization-space vector
  @param[in,out]   tol is a tolerance for inexact evaluations; currently unused

  On return, \form#204, where

$v \in \mathcal{Z}$, $\mathsf{jv} \in \mathcal{C}$.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 332 of file ROL_Constraint_TimeSimOpt.hpp.

References ROL::Constraint_TimeSimOpt< Real >::applyJacobian_2(), ROL::Constraint_TimeSimOpt< Real >::getNewVector(), and ROL::Constraint_TimeSimOpt< Real >::getOldVector().

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::applyInverseJacobian_1	(	Vector< Real > &	ijv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlinefinaloverridevirtual

Apply the inverse partial constraint Jacobian at $(u,z)$, $c_u(u,z)^{-1} \in L(\mathcal{C}, \mathcal{U})$, to the vector $v$.

  @param[out]      ijv is the result of applying the inverse constraint Jacobian to @b v at @b  \form#196; a simulation-space vector
  @param[in]       v   is a constraint-space vector
  @param[in]       u   is the constraint argument; a simulation-space vector
  @param[in]       z   is the constraint argument; an optimization-space vector
  @param[in,out]   tol is a tolerance for inexact evaluations; currently unused

  On return, \form#207, where

$v \in \mathcal{C}$, $\mathsf{ijv} \in \mathcal{U}$.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 347 of file ROL_Constraint_TimeSimOpt.hpp.

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::applyAdjointJacobian_1	(	Vector< Real > &	ajv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineoverridevirtual

Apply the adjoint of the partial constraint Jacobian at $(u,z)$, $c_u(u,z)^* \in L(\mathcal{C}^*, \mathcal{U}^*)$, to the vector $v$. This is the primary interface.

  @param[out]      ajv    is the result of applying the adjoint of the constraint Jacobian to @b v at @b (u,z); a dual simulation-space vector
  @param[in]       v      is a dual constraint-space vector
  @param[in]       u      is the constraint argument; a simulation-space vector
  @param[in]       z      is the constraint argument; an optimization-space vector
  @param[in,out]   tol    is a tolerance for inexact evaluations; currently unused

  On return, \form#210, where

$v \in \mathcal{C}^*$, $\mathsf{ajv} \in \mathcal{U}^*$.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 356 of file ROL_Constraint_TimeSimOpt.hpp.

References ROL::Constraint_TimeSimOpt< Real >::applyAdjointJacobian_1_new(), ROL::Constraint_TimeSimOpt< Real >::applyAdjointJacobian_1_old(), ROL::Constraint_TimeSimOpt< Real >::getNewVector(), and ROL::Constraint_TimeSimOpt< Real >::getOldVector().

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::applyAdjointJacobian_2	(	Vector< Real > &	ajv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineoverridevirtual

Apply the adjoint of the partial constraint Jacobian at $(u,z)$, $c_z(u,z)^* \in L(\mathcal{C}^*, \mathcal{Z}^*)$, to vector $v$. This is the primary interface.

  @param[out]      ajv    is the result of applying the adjoint of the constraint Jacobian to @b v at @b  \form#196; a dual optimization-space vector
  @param[in]       v      is a dual constraint-space vector
  @param[in]       u      is the constraint argument; a simulation-space vector
  @param[in]       z      is the constraint argument; an optimization-space vector
  @param[in,out]   tol    is a tolerance for inexact evaluations; currently unused

  On return, \form#213, where

$v \in \mathcal{C}^*$, $\mathsf{ajv} \in \mathcal{Z}^*$.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 370 of file ROL_Constraint_TimeSimOpt.hpp.

References ROL::Constraint_TimeSimOpt< Real >::applyAdjointJacobian_2_time(), ROL::Constraint_TimeSimOpt< Real >::getNewVector(), and ROL::Constraint_TimeSimOpt< Real >::getOldVector().

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::applyInverseAdjointJacobian_1	(	Vector< Real > &	iajv,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlinefinaloverridevirtual

Apply the inverse of the adjoint of the partial constraint Jacobian at $(u,z)$, $c_u(u,z)^{-*} \in L(\mathcal{U}^*, \mathcal{C}^*)$, to the vector $v$.

  @param[out]      iajv is the result of applying the inverse adjoint of the constraint Jacobian to @b v at @b (u,z); a dual constraint-space vector
  @param[in]       v   is a dual simulation-space vector
  @param[in]       u   is the constraint argument; a simulation-space vector
  @param[in]       z   is the constraint argument; an optimization-space vector
  @param[in,out]   tol is a tolerance for inexact evaluations; currently unused

  On return, \form#216, where

$v \in \mathcal{U}^*$, $\mathsf{iajv} \in \mathcal{C}^*$.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 381 of file ROL_Constraint_TimeSimOpt.hpp.

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::applyAdjointHessian_11	(	Vector< Real > &	ahwv,
		const Vector< Real > &	w,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineoverridevirtual

Apply the simulation-space derivative of the adjoint of the constraint simulation-space Jacobian at $(u,z)$ to the vector $w$ in the direction $v$, according to $v\mapsto c_{uu}(u,z)(v,\cdot)^*w$.

  @param[out]      ahwv is the result of applying the simulation-space derivative of the adjoint of the constraint simulation-space Jacobian at @b  \form#196 to the vector @b  \form#219 in direction @b  \form#219; a dual simulation-space vector
  @param[in]       w    is the direction vector; a dual constraint-space vector
  @param[in]       v    is a simulation-space vector
  @param[in]       u    is the constraint argument; a simulation-space vector
  @param[in]       z    is the constraint argument; an optimization-space vector
  @param[in,out]   tol  is a tolerance for inexact evaluations; currently unused

  On return, \form#221, where

$w \in \mathcal{C}^*$, $v \in \mathcal{U}$, and $\mathsf{ahwv} \in \mathcal{U}^*$.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 407 of file ROL_Constraint_TimeSimOpt.hpp.

References ROL::Constraint_TimeSimOpt< Real >::applyAdjointHessian_11_new(), ROL::Constraint_TimeSimOpt< Real >::applyAdjointHessian_11_old(), ROL::Constraint_TimeSimOpt< Real >::getNewVector(), and ROL::Constraint_TimeSimOpt< Real >::getOldVector().

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::applyAdjointHessian_12	(	Vector< Real > &	ahwv,
		const Vector< Real > &	w,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineoverridevirtual

Apply the optimization-space derivative of the adjoint of the constraint simulation-space Jacobian at $(u,z)$ to the vector $w$ in the direction $v$, according to $v\mapsto c_{uz}(u,z)(v,\cdot)^*w$.

  @param[out]      ahwv is the result of applying the optimization-space derivative of the adjoint of the constraint simulation-space Jacobian at @b  \form#196 to the vector @b  \form#219 in direction @b  \form#219; a dual optimization-space vector
  @param[in]       w    is the direction vector; a dual constraint-space vector
  @param[in]       v    is a simulation-space vector
  @param[in]       u    is the constraint argument; a simulation-space vector
  @param[in]       z    is the constraint argument; an optimization-space vector
  @param[in,out]   tol  is a tolerance for inexact evaluations; currently unused

  On return, \form#225, where

$w \in \mathcal{C}^*$, $v \in \mathcal{U}$, and $\mathsf{ahwv} \in \mathcal{Z}^*$.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 445 of file ROL_Constraint_TimeSimOpt.hpp.

References ROL::Vector< Real >::zero().

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::applyAdjointHessian_21	(	Vector< Real > &	ahwv,
		const Vector< Real > &	w,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineoverridevirtual

Apply the simulation-space derivative of the adjoint of the constraint optimization-space Jacobian at $(u,z)$ to the vector $w$ in the direction $v$, according to $v\mapsto c_{zu}(u,z)(v,\cdot)^*w$.

  @param[out]      ahwv is the result of applying the simulation-space derivative of the adjoint of the constraint optimization-space Jacobian at @b  \form#196 to the vector @b  \form#219 in direction @b  \form#219; a dual simulation-space vector 
  @param[in]       w    is the direction vector; a dual constraint-space vector 
  @param[in]       v    is a optimization-space vector 
  @param[in]       u    is the constraint argument; a simulation-space vector 
  @param[in]       z    is the constraint argument; an optimization-space vector 
  @param[in,out]   tol  is a tolerance for inexact evaluations; currently unused 

  On return, \form#228, where

$w \in \mathcal{C}^*$, $v \in \mathcal{Z}$, and $\mathsf{ahwv} \in \mathcal{U}^*$.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 472 of file ROL_Constraint_TimeSimOpt.hpp.

References ROL::Vector< Real >::zero().

template<class Real >

virtual void ROL::Constraint_TimeSimOpt< Real >::applyAdjointHessian_22	(	Vector< Real > &	ahwv,
		const Vector< Real > &	w,
		const Vector< Real > &	v,
		const Vector< Real > &	u,
		const Vector< Real > &	z,
		Real &	tol
	)

inlineoverridevirtual

Apply the optimization-space derivative of the adjoint of the constraint optimization-space Jacobian at $(u,z)$ to the vector $w$ in the direction $v$, according to $v\mapsto c_{zz}(u,z)(v,\cdot)^*w$.

  @param[out]      ahwv is the result of applying the optimization-space derivative of the adjoint of the constraint optimization-space Jacobian at @b  \form#196 to the vector @b  \form#219 in direction @b  \form#219; a dual optimization-space vector
  @param[in]       w    is the direction vector; a dual constraint-space vector
  @param[in]       v    is a optimization-space vector
  @param[in]       u    is the constraint argument; a simulation-space vector
  @param[in]       z    is the constraint argument; an optimization-space vector
  @param[in,out]   tol  is a tolerance for inexact evaluations; currently unused

  On return, \form#230, where

$w \in \mathcal{C}^*$, $v \in \mathcal{Z}$, and $\mathsf{ahwv} \in \mathcal{Z}^*$.

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 498 of file ROL_Constraint_TimeSimOpt.hpp.

References ROL::Vector< Real >::zero().

template<class Real >

virtual Real ROL::Constraint_TimeSimOpt< Real >::checkSolve	(	const ROL::Vector< Real > &	u,
		const ROL::Vector< Real > &	z,
		const ROL::Vector< Real > &	c,
		const bool	printToStream = `true`,
		std::ostream &	outStream = `std::cout`
	)

inlineoverridevirtual

Reimplemented from ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 508 of file ROL_Constraint_TimeSimOpt.hpp.

References ROL::Constraint_TimeSimOpt< Real >::solve(), ROL::Constraint_TimeSimOpt< Real >::update(), ROL::Constraint_TimeSimOpt< Real >::value(), and ROL::Constraint_TimeSimOpt< Real >::workspace_.

template<class Real >

virtual Real ROL::Constraint_TimeSimOpt< Real >::checkInverseJacobian_1_new	(	const ROL::Vector< Real > &	c,
		const ROL::Vector< Real > &	u_new,
		const ROL::Vector< Real > &	u_old,
		const ROL::Vector< Real > &	z,
		const ROL::Vector< Real > &	v_new,
		const bool	printToStream = `true`,
		std::ostream &	outStream = `std::cout`
	)

inlinevirtual

Definition at line 538 of file ROL_Constraint_TimeSimOpt.hpp.

References ROL::Constraint_TimeSimOpt< Real >::applyInverseJacobian_1_new(), ROL::Constraint_TimeSimOpt< Real >::applyJacobian_1_new(), ROL::Vector< Real >::norm(), ROL::Constraint_TimeSimOpt< Real >::update(), and ROL::Constraint_TimeSimOpt< Real >::workspace_.

template<class Real >

virtual Real ROL::Constraint_TimeSimOpt< Real >::checkInverseAdjointJacobian_1_new	(	const ROL::Vector< Real > &	c,
		const ROL::Vector< Real > &	u_new,
		const ROL::Vector< Real > &	u_old,
		const ROL::Vector< Real > &	z,
		const ROL::Vector< Real > &	v_new,
		const bool	printToStream = `true`,
		std::ostream &	outStream = `std::cout`
	)

inlinevirtual

Definition at line 569 of file ROL_Constraint_TimeSimOpt.hpp.

References ROL::Constraint_TimeSimOpt< Real >::applyAdjointJacobian_1_new(), ROL::Constraint_TimeSimOpt< Real >::applyInverseAdjointJacobian_1_new(), ROL::Vector< Real >::norm(), ROL::Constraint_TimeSimOpt< Real >::update(), and ROL::Constraint_TimeSimOpt< Real >::workspace_.

template<class Real >

std::vector<std::vector<Real> > ROL::Constraint_TimeSimOpt< Real >::checkApplyJacobian_1_new	(	const Vector< Real > &	u_new,
		const Vector< Real > &	u_old,
		const Vector< Real > &	z,
		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`
	)

inline

Definition at line 600 of file ROL_Constraint_TimeSimOpt.hpp.

template<class Real >

std::vector<std::vector<Real> > ROL::Constraint_TimeSimOpt< Real >::checkApplyJacobian_1_new	(	const Vector< Real > &	u_new,
		const Vector< Real > &	u_old,
		const Vector< Real > &	z,
		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`
	)