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ROL::BinaryConstraint< Real > Class Template Reference

Implements an equality constraint function that evaluates to zero on the surface of a bounded parallelpiped and is positive in the interior. More...

#include <ROL_BinaryConstraint.hpp>

+ Inheritance diagram for ROL::BinaryConstraint< Real >:

Classes

class  BoundsCheck
 

Public Member Functions

 BinaryConstraint (const ROL::Ptr< const V > &lo, const ROL::Ptr< const V > &up, Real gamma)
 
 BinaryConstraint (const BoundConstraint< Real > &bnd, Real gamma)
 
 BinaryConstraint (const ROL::Ptr< const BoundConstraint< Real >> &bnd, Real gamma)
 
void value (V &c, const V &x, Real &tol)
 Evaluate constraint

\[ c_i(x) = \begin{cases} \gamma(u_i-x_i)(x_i-l_i) & -\infty<l_i,u_i<\infty \\ \gamma(x_i-l_i) & -\infty<l_i,u_i=\infty \\ \gamma(u_i-x_i) & l_i=-\infty,u_i<\infty \\ 0 & l_i=-\infty,u_i=\infty \end{cases} \]

. More...

 
void applyJacobian (V &jv, const V &v, const V &x, Real &tol)
 
void applyAdjointJacobian (V &ajv, const V &v, const V &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 (V &ahuv, const V &u, const V &v, const V &x, Real &tol)
 
void setPenalty (Real gamma)
 
- Public Member Functions inherited from ROL::Constraint< Real >
virtual ~Constraint (void)
 
 Constraint (void)
 
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 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...
 
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 or Riesz 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 \(v\). 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...

 
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)
 

Private Types

using V = Vector< Real >
 

Private Attributes

const ROL::Ptr< const Vlo_
 
const ROL::Ptr< const Vup_
 
ROL::Ptr< Vd_
 
Real gamma_
 

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::BinaryConstraint< Real >

Implements an equality constraint function that evaluates to zero on the surface of a bounded parallelpiped and is positive in the interior.

Definition at line 61 of file ROL_BinaryConstraint.hpp.

Member Typedef Documentation

template<class Real >
using ROL::BinaryConstraint< Real >::V = Vector<Real>
private

Definition at line 63 of file ROL_BinaryConstraint.hpp.

Constructor & Destructor Documentation

template<class Real >
ROL::BinaryConstraint< Real >::BinaryConstraint ( const ROL::Ptr< const V > &  lo,
const ROL::Ptr< const V > &  up,
Real  gamma 
)
inline

Definition at line 128 of file ROL_BinaryConstraint.hpp.

template<class Real >
ROL::BinaryConstraint< Real >::BinaryConstraint ( const BoundConstraint< Real > &  bnd,
Real  gamma 
)
inline

Definition at line 131 of file ROL_BinaryConstraint.hpp.

template<class Real >
ROL::BinaryConstraint< Real >::BinaryConstraint ( const ROL::Ptr< const BoundConstraint< Real >> &  bnd,
Real  gamma 
)
inline

Definition at line 135 of file ROL_BinaryConstraint.hpp.

Member Function Documentation

template<class Real >
void ROL::BinaryConstraint< Real >::value ( V c,
const V x,
Real &  tol 
)
inlinevirtual

Evaluate constraint

\[ c_i(x) = \begin{cases} \gamma(u_i-x_i)(x_i-l_i) & -\infty<l_i,u_i<\infty \\ \gamma(x_i-l_i) & -\infty<l_i,u_i=\infty \\ \gamma(u_i-x_i) & l_i=-\infty,u_i<\infty \\ 0 & l_i=-\infty,u_i=\infty \end{cases} \]

.

Implements ROL::Constraint< Real >.

Definition at line 148 of file ROL_BinaryConstraint.hpp.

References ROL::Vector< Real >::applyBinary(), ROL::Vector< Real >::axpy(), ROL::BinaryConstraint< Real >::d_, ROL::BinaryConstraint< Real >::gamma_, ROL::BinaryConstraint< Real >::lo_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), and ROL::BinaryConstraint< Real >::up_.

template<class Real >
void ROL::BinaryConstraint< Real >::applyJacobian ( V jv,
const V v,
const V x,
Real &  tol 
)
inlinevirtual

Evaluate constraint Jacobian at x in the direction v

\[ c_i'(x)v = \begin{cases} \gamma(u_i+l_i-2x_i)v_i & -\infty<l_i,u_i<\infty \\ \gamma v_i & -\infty<l_i,u_i=\infty \\ -\gamma v_i & l_i=-\infty,u_i<\infty \\ 0 & l_i=-\infty,u_i=\infty \end{cases} \]

Reimplemented from ROL::Constraint< Real >.

Definition at line 173 of file ROL_BinaryConstraint.hpp.

References ROL::Vector< Real >::applyBinary(), ROL::Vector< Real >::axpy(), ROL::BinaryConstraint< Real >::d_, ROL::BinaryConstraint< Real >::gamma_, ROL::BinaryConstraint< Real >::lo_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), and ROL::BinaryConstraint< Real >::up_.

Referenced by ROL::BinaryConstraint< Real >::applyAdjointJacobian().

template<class Real >
void ROL::BinaryConstraint< Real >::applyAdjointJacobian ( V ajv,
const V v,
const V x,
Real &  tol 
)
inlinevirtual

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#80, 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 189 of file ROL_BinaryConstraint.hpp.

References ROL::BinaryConstraint< Real >::applyJacobian().

template<class Real >
void ROL::BinaryConstraint< Real >::applyAdjointHessian ( V ahuv,
const V u,
const V v,
const V x,
Real &  tol 
)
inlinevirtual
template<class Real >
void ROL::BinaryConstraint< Real >::setPenalty ( Real  gamma)
inline

Definition at line 218 of file ROL_BinaryConstraint.hpp.

References ROL::BinaryConstraint< Real >::gamma_.

Member Data Documentation

template<class Real >
const ROL::Ptr<const V> ROL::BinaryConstraint< Real >::lo_
private
template<class Real >
const ROL::Ptr<const V> ROL::BinaryConstraint< Real >::up_
private
template<class Real >
ROL::Ptr<V> ROL::BinaryConstraint< Real >::d_
private
template<class Real >
Real ROL::BinaryConstraint< Real >::gamma_
private

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