ROL
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Defines the time dependent constraint operator interface for simulation-based optimization. More...
#include <ROL_Constraint_TimeSimOpt.hpp>
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 (ROL::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 > ¶m) |
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_ |
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:
The user may also overload:
Definition at line 100 of file ROL_Constraint_TimeSimOpt.hpp.
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Definition at line 136 of file ROL_Constraint_TimeSimOpt.hpp.
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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().
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Definition at line 110 of file ROL_Constraint_TimeSimOpt.hpp.
References ROL::PartitionedVector< Real >::get().
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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().
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Definition at line 123 of file ROL_Constraint_TimeSimOpt.hpp.
References ROL::PartitionedVector< Real >::get().
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Definition at line 133 of file ROL_Constraint_TimeSimOpt.hpp.
References ROL::Constraint_TimeSimOpt< Real >::workspace_.
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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().
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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().
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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().
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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().
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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#192; 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#193, where \form#72, \form#236,
\(\mathsf{u_n} \in \mathcal{U_n}\), 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().
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Referenced by ROL::Constraint_TimeSimOpt< Real >::applyJacobian_1().
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Referenced by ROL::Constraint_TimeSimOpt< Real >::applyJacobian_2().
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Referenced by ROL::Constraint_TimeSimOpt< Real >::applyAdjointJacobian_1().
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Referenced by ROL::Constraint_TimeSimOpt< Real >::applyAdjointJacobian_2().
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Referenced by ROL::Constraint_TimeSimOpt< Real >::applyAdjointHessian_11().
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Referenced by ROL::Constraint_TimeSimOpt< Real >::applyAdjointHessian_11().
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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().
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Evaluate the constraint operator \(c:\mathcal{U}\times\mathcal{Z} \rightarrow \mathcal{C}\) at \((u,z)\).
[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().
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Given \(z\), solve \(c(u,z)=0\) for \(u\).
[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().
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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#192; 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#197, 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_.
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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#192; 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#200, 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().
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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#192; 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#203, 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.
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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#206, 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().
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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#192; 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#209, 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().
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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#212, 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.
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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#192 to the vector @b \form#215 in direction @b \form#215; 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#217, 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().
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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#192 to the vector @b \form#215 in direction @b \form#215; 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#221, 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().
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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#192 to the vector @b \form#215 in direction @b \form#215; 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#224, 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().
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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#192 to the vector @b \form#215 in direction @b \form#215; 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#226, 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().
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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_.
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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_.
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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_.
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Definition at line 600 of file ROL_Constraint_TimeSimOpt.hpp.
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Definition at line 617 of file ROL_Constraint_TimeSimOpt.hpp.
References ROL::Constraint_TimeSimOpt< Real >::applyJacobian_1_new(), ROL::Finite_Difference_Arrays::shifts, ROL::Constraint_TimeSimOpt< Real >::update(), ROL::Constraint_TimeSimOpt< Real >::value(), ROL::Finite_Difference_Arrays::weights, and ROL::Constraint_TimeSimOpt< Real >::workspace_.
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Definition at line 129 of file ROL_Constraint_TimeSimOpt.hpp.
Referenced by ROL::Constraint_TimeSimOpt< Real >::applyJacobian_1(), 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 >::getVectorWorkspace().