#include <ROL_Constraint_SerialSimOpt.hpp>
Inheritance diagram for ROL::ROL::Constraint_SimOpt< Real >:
Public Member Functions | |
| Constraint_SimOpt () | |
| virtual void | update (const Vector< Real > &u, const Vector< Real > &z, 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_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 | update_2 (const Vector< Real > &z, bool flag=true, int iter=-1) |
| Update constraint functions with respect to Opt variable. 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)=0 |
| 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) |
| Given \(z\), solve \(c(u,z)=0\) for \(u\). More... | |
| virtual void | setSolveParameters (ROL::ParameterList &parlist) |
| Set solve parameters. More... | |
| virtual void | applyJacobian_1 (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) |
| 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) |
| 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) |
| 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) |
| 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_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, 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 primary interface. 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 void | applyInverseAdjointJacobian_1 (Vector< Real > &iajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) |
| 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) |
| 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) |
| 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) |
| 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) |
| 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 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 | 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) |
| 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) |
Private Attributes | |
| ROL::Ptr< Vector< Real > > | unew_ |
| ROL::Ptr< Vector< Real > > | jv_ |
| const Real | DEFAULT_atol_ |
| const Real | DEFAULT_rtol_ |
| const Real | DEFAULT_stol_ |
| const Real | DEFAULT_factor_ |
| const Real | DEFAULT_decr_ |
| const int | DEFAULT_maxit_ |
| const bool | DEFAULT_print_ |
| const bool | DEFAULT_zero_ |
| const int | DEFAULT_solverType_ |
| Real | atol_ |
| Real | rtol_ |
| Real | stol_ |
| Real | factor_ |
| Real | decr_ |
| int | maxit_ |
| bool | print_ |
| bool | zero_ |
| int | solverType_ |
| bool | firstSolve_ |
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::ROL::Constraint_SimOpt< Real >
Definition at line 74 of file ROL_Constraint_SerialSimOpt.hpp.
Constructor & Destructor Documentation
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inline |
Definition at line 132 of file ROL_Constraint_SerialSimOpt.hpp.
Member Function Documentation
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inlinevirtual |
Update constraint functions. x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count.
Reimplemented in ROL::ROL::Constraint_TimeSimOpt< Real >, ROL::Constraint_TimeSimOpt< Real >, and ROL::CompositeConstraint_SimOpt< Real >.
Definition at line 153 of file ROL_Constraint_SerialSimOpt.hpp.
References ROL::Constraint_SerialSimOpt< Real >::con_.
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inlinevirtual |
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.
Reimplemented in ROL::CompositeConstraint_SimOpt< Real >.
Definition at line 163 of file ROL_Constraint_SerialSimOpt.hpp.
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inlinevirtual |
Update constraint functions with respect to Opt variable. x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count.
Reimplemented in ROL::ROL::Constraint_TimeSimOpt< Real >, ROL::Constraint_TimeSimOpt< Real >, and ROL::CompositeConstraint_SimOpt< Real >.
Definition at line 170 of file ROL_Constraint_SerialSimOpt.hpp.
References ROL::Constraint_SerialSimOpt< Real >::con_.
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pure virtual |
Evaluate the constraint operator \(c:\mathcal{U}\times\mathcal{Z} \rightarrow \mathcal{C}\) at \((u,z)\).
- Parameters
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[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 $ \(\mathsf{z} \in\mathcal{Z}\).
Implemented in ROL::ROL::Constraint_TimeSimOpt< Real >, ROL::Constraint_TimeSimOpt< Real >, ROL::CompositeConstraint_SimOpt< Real >, ROL::details::SerialConstraint< Real >, and ROL::Constraint_SerialSimOpt< Real >.
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inlinevirtual |
Given \(z\), solve \(c(u,z)=0\) for \(u\).
- Parameters
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[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 in ROL::ROL::Constraint_TimeSimOpt< Real >, ROL::Constraint_TimeSimOpt< Real >, ROL::CompositeConstraint_SimOpt< Real >, ROL::Constraint_SerialSimOpt< Real >, and ROL::details::SerialConstraint< Real >.
Definition at line 202 of file ROL_Constraint_SerialSimOpt.hpp.
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inlinevirtual |
Set solve parameters.
- Parameters
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[in] parlist ROL::ParameterList containing solve parameters
For the default implementation, parlist has two sublist ("SimOpt" and "Solve") and the "Solve" sublist has six input parameters.
- "Residual Tolerance": Absolute tolerance for the norm of the residual (Real)
- "Iteration Limit": Maximum number of Newton iterations (int)
- "Sufficient Decrease Tolerance": Tolerance signifying sufficient decrease in the residual norm, between 0 and 1 (Real)
- "Step Tolerance": Absolute tolerance for the step size parameter (Real)
- "Backtracking Factor": Rate for decreasing step size during backtracking, between 0 and 1 (Real)
- "Output Iteration History": Set to true in order to print solve iteration history (bool)
- "Zero Initial Guess": Use a vector of zeros as an initial guess for the solve (bool)
- "Solver Type": Determine which solver to use (0: Newton with line search, 1: Levenberg-Marquardt, 2: SQP) (int)
These parameters are accessed as parlist.sublist("SimOpt").sublist("Solve").get(...).
Definition at line 323 of file ROL_Constraint_SerialSimOpt.hpp.
References ROL::Vector< Real >::zero().
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inlinevirtual |
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 in ROL::ROL::Constraint_TimeSimOpt< Real >, ROL::Constraint_TimeSimOpt< Real >, ROL::CompositeConstraint_SimOpt< Real >, ROL::Constraint_SerialSimOpt< Real >, and ROL::details::SerialConstraint< Real >.
Definition at line 351 of file ROL_Constraint_SerialSimOpt.hpp.
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inlinevirtual |
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 in ROL::ROL::Constraint_TimeSimOpt< Real >, ROL::Constraint_TimeSimOpt< Real >, ROL::details::SerialConstraint< Real >, ROL::CompositeConstraint_SimOpt< Real >, and ROL::Constraint_SerialSimOpt< Real >.
Definition at line 394 of file ROL_Constraint_SerialSimOpt.hpp.
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inlinevirtual |
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 in ROL::ROL::Constraint_TimeSimOpt< Real >, ROL::Constraint_TimeSimOpt< Real >, ROL::CompositeConstraint_SimOpt< Real >, ROL::Constraint_SerialSimOpt< Real >, and ROL::details::SerialConstraint< Real >.
Definition at line 436 of file ROL_Constraint_SerialSimOpt.hpp.
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inlinevirtual |
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 in ROL::ROL::Constraint_TimeSimOpt< Real >, ROL::Constraint_TimeSimOpt< Real >, ROL::CompositeConstraint_SimOpt< Real >, and ROL::Constraint_SerialSimOpt< Real >.
Definition at line 460 of file ROL_Constraint_SerialSimOpt.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 secondary interface, for use with dual spaces where the user does not define the dual() operation.
@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] dualv is a vector used for temporary variables; a constraint-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 in ROL::Constraint_SerialSimOpt< Real >, and ROL::details::SerialConstraint< Real >.
Definition at line 486 of file ROL_Constraint_SerialSimOpt.hpp.
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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 in ROL::ROL::Constraint_TimeSimOpt< Real >, ROL::Constraint_TimeSimOpt< Real >, ROL::Constraint_SerialSimOpt< Real >, ROL::details::SerialConstraint< Real >, and ROL::CompositeConstraint_SimOpt< Real >.
Definition at line 531 of file ROL_Constraint_SerialSimOpt.hpp.
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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 secondary interface, for use with dual spaces where the user does not define the dual() operation.
@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] dualv is a vector used for temporary variables; a constraint-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 in ROL::Constraint_SerialSimOpt< Real >.
Definition at line 557 of file ROL_Constraint_SerialSimOpt.hpp.
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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 in ROL::ROL::Constraint_TimeSimOpt< Real >, ROL::Constraint_TimeSimOpt< Real >, ROL::Constraint_SerialSimOpt< Real >, ROL::CompositeConstraint_SimOpt< Real >, and ROL::details::SerialConstraint< Real >.
Definition at line 601 of file ROL_Constraint_SerialSimOpt.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 in ROL::ROL::Constraint_TimeSimOpt< Real >, ROL::Constraint_TimeSimOpt< Real >, ROL::Constraint_SerialSimOpt< Real >, ROL::Constraint_SerialSimOpt< Real >, ROL::Constraint_SerialSimOpt< Real >, ROL::Constraint_SerialSimOpt< Real >, ROL::details::SerialConstraint< Real >, and ROL::CompositeConstraint_SimOpt< Real >.
Definition at line 627 of file ROL_Constraint_SerialSimOpt.hpp.
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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 in ROL::ROL::Constraint_TimeSimOpt< Real >, ROL::Constraint_TimeSimOpt< Real >, ROL::details::SerialConstraint< Real >, and ROL::CompositeConstraint_SimOpt< Real >.
Definition at line 672 of file ROL_Constraint_SerialSimOpt.hpp.
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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 in ROL::ROL::Constraint_TimeSimOpt< Real >, ROL::Constraint_TimeSimOpt< Real >, ROL::details::SerialConstraint< Real >, and ROL::CompositeConstraint_SimOpt< Real >.
Definition at line 717 of file ROL_Constraint_SerialSimOpt.hpp.
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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 in ROL::ROL::Constraint_TimeSimOpt< Real >, ROL::Constraint_TimeSimOpt< Real >, ROL::details::SerialConstraint< Real >, and ROL::CompositeConstraint_SimOpt< Real >.
Definition at line 761 of file ROL_Constraint_SerialSimOpt.hpp.
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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.
- Parameters
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[out] v1 is the optimization-space component of the result [out] v2 is the dual constraint-space component of the result [in] b1 is the dual optimization-space component of the right-hand side [in] b2 is the constraint-space component of the right-hand side [in] x is the constraint argument; an optimization-space vector [in,out] tol is the nominal relative residual tolerance
On return, \( [\mathsf{v1} \,\, \mathsf{v2}] \) approximately solves the augmented system, where the size of the residual is governed by special stopping conditions.
The default implementation is the preconditioned generalized minimal residual (GMRES) method, which enables the use of nonsymmetric preconditioners.
Reimplemented from ROL::Constraint< Real >.
Definition at line 826 of file ROL_Constraint_SerialSimOpt.hpp.
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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.
@param[out] pv is the result of applying the constraint preconditioner to @b v at @b x; a constraint-space vector @param[in] v is a constraint-space vector @param[in] x is the preconditioner argument; an optimization-space vector @param[in,out] tol is a tolerance for inexact evaluations On return, \form#99, where
\(v \in \mathcal{C}\), \(\mathsf{pv} \in \mathcal{C}\).
The default implementation is a null-op.
Reimplemented from ROL::Constraint< Real >.
Definition at line 854 of file ROL_Constraint_SerialSimOpt.hpp.
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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::Constraint< Real >.
Definition at line 889 of file ROL_Constraint_SerialSimOpt.hpp.
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Evaluate the constraint operator \(c:\mathcal{X} \rightarrow \mathcal{C}\) at \(x\).
- Parameters
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[out] c is the result of evaluating the constraint operator at x; a constraint-space vector [in] x is the constraint argument; an optimization-space vector [in,out] tol is a tolerance for inexact evaluations; currently unused
On return, \(\mathsf{c} = c(x)\), where \(\mathsf{c} \in \mathcal{C}\), \(\mathsf{x} \in \mathcal{X}\).
Implements ROL::Constraint< Real >.
Definition at line 895 of file ROL_Constraint_SerialSimOpt.hpp.
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Apply the constraint Jacobian at \(x\), \(c'(x) \in L(\mathcal{X}, \mathcal{C})\), to vector \(v\).
@param[out] jv is the result of applying the constraint Jacobian to @b v at @b x; a constraint-space vector @param[in] v is an optimization-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#76, where
\(v \in \mathcal{X}\), \(\mathsf{jv} \in \mathcal{C}\).
The default implementation is a finite-difference approximation.
Reimplemented from ROL::Constraint< Real >.
Definition at line 904 of file ROL_Constraint_SerialSimOpt.hpp.
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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 919 of file ROL_Constraint_SerialSimOpt.hpp.
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Apply the derivative of the adjoint of the constraint Jacobian at \(x\) to vector \(u\) in direction \(v\), according to \( v \mapsto c''(x)(v,\cdot)^*u \).
@param[out] ahuv is the result of applying the derivative of the adjoint of the constraint Jacobian at @b x to vector @b u in direction @b v; a dual optimization-space vector @param[in] u is the direction vector; a dual constraint-space vector @param[in] v is an optimization-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#85, where
\(u \in \mathcal{C}^*\), \(v \in \mathcal{X}\), and \(\mathsf{ahuv} \in \mathcal{X}^*\).
The default implementation is a finite-difference approximation based on the adjoint Jacobian.
Reimplemented from ROL::Constraint< Real >.
Definition at line 936 of file ROL_Constraint_SerialSimOpt.hpp.
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Reimplemented in ROL::ROL::Constraint_TimeSimOpt< Real >, and ROL::Constraint_TimeSimOpt< Real >.
Definition at line 965 of file ROL_Constraint_SerialSimOpt.hpp.
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Check the consistency of the Jacobian and its adjoint. This is the primary interface.
- Parameters
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[out] w is a dual constraint-space vector [in] v is a simulation-space vector [in] u is the constraint argument; a simulation-space vector [in] z is the constraint argument; an optimization-space vector [in] printToStream is is a flag that turns on/off output [in] outStream is the output stream
Definition at line 1006 of file ROL_Constraint_SerialSimOpt.hpp.
Referenced by main().
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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.
@param[out] w is a dual constraint-space vector
@param[in] v is a simulation-space vector u_lo->zero();
u_up->setScalar( height );
@param[in] u is the constraint argument; a simulation-space vector
@param[in] z is the constraint argument; an optimization-space vector
@param[in] dualw is a constraint-space vector
@param[in] dualv is a dual simulation-space vector
@param[in] printToStream is is a flag that turns on/off output
@param[in] outStream is the output stream
---
Definition at line 1033 of file ROL_Constraint_SerialSimOpt.hpp.
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Check the consistency of the Jacobian and its adjoint. This is the primary interface.
- Parameters
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[out] w is a dual constraint-space vector [in] v is an optimization-space vector [in] u is the constraint argument; a simulation-space vector [in] z is the constraint argument; an optimization-space vector [in] printToStream is is a flag that turns on/off output [in] outStream is the output stream
Definition at line 1076 of file ROL_Constraint_SerialSimOpt.hpp.
Referenced by main().
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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.
- Parameters
-
[out] w is a dual constraint-space vector [in] v is an optimization-space vector [in] u is the constraint argument; a simulation-space vector [in] z is the constraint argument; an optimization-space vector [in] dualw is a constraint-space vector [in] dualv is a dual optimization-space vector [in] printToStream is is a flag that turns on/off output [in] outStream is the output stream
Definition at line 1100 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 1130 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 1160 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 1192 of file ROL_Constraint_SerialSimOpt.hpp.
Referenced by main().
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Definition at line 1211 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 1317 of file ROL_Constraint_SerialSimOpt.hpp.
Referenced by main().
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Definition at line 1336 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 1443 of file ROL_Constraint_SerialSimOpt.hpp.
Referenced by main().
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Definition at line 1461 of file ROL_Constraint_SerialSimOpt.hpp.
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\( u\in U \), \( z\in Z \), \( p\in C^\ast \), \( v \in U \), \( hv \in U^\ast \)
Definition at line 1566 of file ROL_Constraint_SerialSimOpt.hpp.
Referenced by main().
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\( u\in U \), \( z\in Z \), \( p\in C^\ast \), \( v \in U \), \( hv \in U^\ast \)
Definition at line 1587 of file ROL_Constraint_SerialSimOpt.hpp.
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\( u\in U \), \( z\in Z \), \( p\in C^\ast \), \( v \in U \), \( hv \in U^\ast \)
Definition at line 1692 of file ROL_Constraint_SerialSimOpt.hpp.
Referenced by main().
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Definition at line 1711 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 1813 of file ROL_Constraint_SerialSimOpt.hpp.
Referenced by main().
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Definition at line 1831 of file ROL_Constraint_SerialSimOpt.hpp.
Member Data Documentation
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Definition at line 103 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 104 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 107 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 108 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 109 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 110 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 111 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 112 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 113 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 114 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 115 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 118 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 119 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 120 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 121 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 122 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 123 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 124 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 125 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 126 of file ROL_Constraint_SerialSimOpt.hpp.
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Definition at line 129 of file ROL_Constraint_SerialSimOpt.hpp.
The documentation for this class was generated from the following files:
