ROL
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ROL::ZOO::Constraint_HS49< Real > Class Template Reference

#include <ROL_HS49.hpp>

+ Inheritance diagram for ROL::ZOO::Constraint_HS49< Real >:

Public Member Functions

 Constraint_HS49 (void)
 
void value (std::vector< Real > &c, const std::vector< Real > &x, Real &tol)
 
void applyJacobian (std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
 
void applyAdjointJacobian (std::vector< Real > &ajv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
 
void applyAdjointHessian (std::vector< Real > &ahuv, const std::vector< Real > &u, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
 
- Public Member Functions inherited from ROL::StdConstraint< Real >
virtual ~StdConstraint ()
 
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 update (const std::vector< Real > &x, bool flag=true, int iter=-1)
 
void value (Vector< Real > &c, const Vector< Real > &x, Real &tol)
 Evaluate the constraint operator \(c:\mathcal{X} \rightarrow \mathcal{C}\) at \(x\). More...
 
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...
 
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...
 
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 \(x\) to vector \(u\) in direction \(v\), according to \( v \mapsto c''(x)(v,\cdot)^*u \). More...
 
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 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)
 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<class Real>
class ROL::ZOO::Constraint_HS49< Real >

Definition at line 97 of file ROL_HS49.hpp.

Constructor & Destructor Documentation

template<class Real >
ROL::ZOO::Constraint_HS49< Real >::Constraint_HS49 ( void  )
inline

Definition at line 99 of file ROL_HS49.hpp.

Member Function Documentation

template<class Real >
void ROL::ZOO::Constraint_HS49< Real >::value ( std::vector< Real > &  c,
const std::vector< Real > &  x,
Real &  tol 
)
inlinevirtual

Implements ROL::StdConstraint< Real >.

Definition at line 101 of file ROL_HS49.hpp.

template<class Real >
void ROL::ZOO::Constraint_HS49< Real >::applyJacobian ( std::vector< Real > &  jv,
const std::vector< Real > &  v,
const std::vector< Real > &  x,
Real &  tol 
)
inlinevirtual

Reimplemented from ROL::StdConstraint< Real >.

Definition at line 107 of file ROL_HS49.hpp.

template<class Real >
void ROL::ZOO::Constraint_HS49< Real >::applyAdjointJacobian ( std::vector< Real > &  ajv,
const std::vector< Real > &  v,
const std::vector< Real > &  x,
Real &  tol 
)
inlinevirtual

Reimplemented from ROL::StdConstraint< Real >.

Definition at line 114 of file ROL_HS49.hpp.

template<class Real >
void ROL::ZOO::Constraint_HS49< Real >::applyAdjointHessian ( std::vector< Real > &  ahuv,
const std::vector< Real > &  u,
const std::vector< Real > &  v,
const std::vector< Real > &  x,
Real &  tol 
)
inlinevirtual

Reimplemented from ROL::StdConstraint< Real >.

Definition at line 124 of file ROL_HS49.hpp.


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