ROL
Public Member Functions | Private Member Functions | Private Attributes | List of all members
ROL::Reduced_Constraint_SimOpt< Real > Class Template Reference

#include <ROL_Reduced_Constraint_SimOpt.hpp>

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

Public Member Functions

 Reduced_Constraint_SimOpt (const ROL::Ptr< Constraint_SimOpt< Real > > &conVal, const ROL::Ptr< Constraint_SimOpt< Real > > &conRed, const ROL::Ptr< SimController< Real > > &stateStore, const ROL::Ptr< Vector< Real > > &state, const ROL::Ptr< Vector< Real > > &control, const ROL::Ptr< Vector< Real > > &adjoint, const ROL::Ptr< Vector< Real > > &residual, const bool storage=true, const bool useFDhessVec=false)
 Constructor. More...
 
 Reduced_Constraint_SimOpt (const ROL::Ptr< Constraint_SimOpt< Real > > &conVal, const ROL::Ptr< Constraint_SimOpt< Real > > &conRed, const ROL::Ptr< SimController< Real > > &stateStore, const ROL::Ptr< Vector< Real > > &state, const ROL::Ptr< Vector< Real > > &control, const ROL::Ptr< Vector< Real > > &adjoint, const ROL::Ptr< Vector< Real > > &residual, const ROL::Ptr< Vector< Real > > &dualstate, const ROL::Ptr< Vector< Real > > &dualcontrol, const ROL::Ptr< Vector< Real > > &dualadjoint, const ROL::Ptr< Vector< Real > > &dualresidual, const bool storage=true, const bool useFDhessVec=false)
 Secondary, general constructor for use with dual optimization vector spaces where the user does not define the dual() method. More...
 
void update (const Vector< Real > &z, bool flag=true, int iter=-1)
 Update the SimOpt objective function and equality constraint. More...
 
void value (Vector< Real > &c, const Vector< Real > &z, Real &tol)
 Given \(z\in\mathcal{Z}\), evaluate the equality constraint \(\widehat{c}(z) = c(u(z),z)\) where \(u=u(z)\in\mathcal{U}\) solves \(e(u,z) = 0\). More...
 
void applyJacobian (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &z, Real &tol)
 Given \(z\in\mathcal{Z}\), apply the Jacobian to a vector \(\widehat{c}'(z)v = c_u(u,z)s + c_z(u,z)v\) where \(s=s(u,z,v)\in\mathcal{U}^*\) solves \(e_u(u,z)s+e_z(u,z)v = 0\). More...
 
void applyAdjointJacobian (Vector< Real > &ajw, const Vector< Real > &w, const Vector< Real > &z, Real &tol)
 Apply the adjoint of the the constraint Jacobian at \(x\), \(c'(x)^* \in L(\mathcal{C}^*, \mathcal{X}^*)\), to vector \(v\). More...
 
void applyAdjointHessian (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &z, Real &tol)
 Given \(z\in\mathcal{Z}\), evaluate the Hessian of the objective function \(\nabla^2\widehat{J}(z)\) in the direction \(v\in\mathcal{Z}\). More...
 
void setParameter (const std::vector< Real > &param)
 
- 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...
 
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...
 

Private Member Functions

void solve_state_equation (const Vector< Real > &z, Real &tol)
 
void solve_adjoint_equation (const Vector< Real > &w, const Vector< Real > &z, Real &tol)
 Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\) which solves the state equation, solve the adjoint equation \(c_u(u,z)^*\lambda + c_u(u,z)^*w = 0\) for \(\lambda=\lambda(u,z)\in\mathcal{C}^*\). More...
 
void solve_state_sensitivity (const Vector< Real > &v, const Vector< Real > &z, Real &tol)
 Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\) which solves the state equation and a direction \(v\in\mathcal{Z}\), solve the state senstivity equation \(c_u(u,z)s + c_z(u,z)v = 0\) for \(s=u_z(z)v\in\mathcal{U}\). More...
 
void solve_adjoint_sensitivity (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &z, Real &tol)
 Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\), the adjoint variable \(\lambda\in\mathcal{C}^*\), and a direction \(v\in\mathcal{Z}\), solve the adjoint sensitvity equation \(c_u(u,z)^*p + J_{uu}(u,z)s + J_{uz}(u,z)v + c_{uu}(u,z)(\cdot,s)^*\lambda + c_{zu}(u,z)(\cdot,v)^*\lambda = 0\) for \(p = \lambda_z(u(z),z)v\in\mathcal{C}^*\). More...
 

Private Attributes

const ROL::Ptr
< Constraint_SimOpt< Real > > 
conVal_
 
const ROL::Ptr
< Constraint_SimOpt< Real > > 
conRed_
 
const ROL::Ptr< SimController
< Real > > 
stateStore_
 
ROL::Ptr< SimController< Real > > adjointStore_
 
ROL::Ptr< Vector< Real > > state_
 
ROL::Ptr< Vector< Real > > adjoint_
 
ROL::Ptr< Vector< Real > > residual_
 
ROL::Ptr< Vector< Real > > state_sens_
 
ROL::Ptr< Vector< Real > > adjoint_sens_
 
ROL::Ptr< Vector< Real > > dualstate_
 
ROL::Ptr< Vector< Real > > dualstate1_
 
ROL::Ptr< Vector< Real > > dualadjoint_
 
ROL::Ptr< Vector< Real > > dualcontrol_
 
ROL::Ptr< Vector< Real > > dualresidual_
 
const bool storage_
 
const bool useFDhessVec_
 
bool updateFlag_
 
int updateIter_
 

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::Reduced_Constraint_SimOpt< Real >

Definition at line 54 of file ROL_Reduced_Constraint_SimOpt.hpp.

Constructor & Destructor Documentation

template<class Real >
ROL::Reduced_Constraint_SimOpt< Real >::Reduced_Constraint_SimOpt ( const ROL::Ptr< Constraint_SimOpt< Real > > &  conVal,
const ROL::Ptr< Constraint_SimOpt< Real > > &  conRed,
const ROL::Ptr< SimController< Real > > &  stateStore,
const ROL::Ptr< Vector< Real > > &  state,
const ROL::Ptr< Vector< Real > > &  control,
const ROL::Ptr< Vector< Real > > &  adjoint,
const ROL::Ptr< Vector< Real > > &  residual,
const bool  storage = true,
const bool  useFDhessVec = false 
)
inline

Constructor.

Parameters
[in]objis a pointer to a SimOpt objective function.
[in]conis a pointer to a SimOpt equality constraint.
[in]stateStoreis a pointer to a SimController object.
[in]stateis a pointer to a state space vector, \(\mathcal{U}\).
[in]controlis a pointer to a optimization space vector, \(\mathcal{Z}\).
[in]adjointis a pointer to a dual constraint space vector, \(\mathcal{C}^*\).
[in]storageis a flag whether or not to store computed states and adjoints.
[in]useFDhessVecis a flag whether or not to use a finite-difference Hessian approximation.

Definition at line 173 of file ROL_Reduced_Constraint_SimOpt.hpp.

References ROL::Reduced_Constraint_SimOpt< Real >::adjoint_, ROL::Reduced_Constraint_SimOpt< Real >::adjoint_sens_, ROL::Reduced_Constraint_SimOpt< Real >::adjointStore_, ROL::Reduced_Constraint_SimOpt< Real >::dualadjoint_, ROL::Reduced_Constraint_SimOpt< Real >::dualcontrol_, ROL::Reduced_Constraint_SimOpt< Real >::dualresidual_, ROL::Reduced_Constraint_SimOpt< Real >::dualstate1_, ROL::Reduced_Constraint_SimOpt< Real >::dualstate_, ROL::Reduced_Constraint_SimOpt< Real >::residual_, ROL::Reduced_Constraint_SimOpt< Real >::state_, and ROL::Reduced_Constraint_SimOpt< Real >::state_sens_.

template<class Real >
ROL::Reduced_Constraint_SimOpt< Real >::Reduced_Constraint_SimOpt ( const ROL::Ptr< Constraint_SimOpt< Real > > &  conVal,
const ROL::Ptr< Constraint_SimOpt< Real > > &  conRed,
const ROL::Ptr< SimController< Real > > &  stateStore,
const ROL::Ptr< Vector< Real > > &  state,
const ROL::Ptr< Vector< Real > > &  control,
const ROL::Ptr< Vector< Real > > &  adjoint,
const ROL::Ptr< Vector< Real > > &  residual,
const ROL::Ptr< Vector< Real > > &  dualstate,
const ROL::Ptr< Vector< Real > > &  dualcontrol,
const ROL::Ptr< Vector< Real > > &  dualadjoint,
const ROL::Ptr< Vector< Real > > &  dualresidual,
const bool  storage = true,
const bool  useFDhessVec = false 
)
inline

Secondary, general constructor for use with dual optimization vector spaces where the user does not define the dual() method.

Parameters
[in]objis a pointer to a SimOpt objective function.
[in]conis a pointer to a SimOpt equality constraint.
[in]stateStoreis a pointer to a SimController object.
[in]stateis a pointer to a state space vector, \(\mathcal{U}\).
[in]controlis a pointer to a optimization space vector, \(\mathcal{Z}\).
[in]adjointis a pointer to a dual constraint space vector, \(\mathcal{C}^*\).
[in]dualstateis a pointer to a dual state space vector, \(\mathcal{U}^*\).
[in]dualadjointis a pointer to a constraint space vector, \(\mathcal{C}\).
[in]storageis a flag whether or not to store computed states and adjoints.
[in]useFDhessVecis a flag whether or not to use a finite-difference Hessian approximation.

Definition at line 213 of file ROL_Reduced_Constraint_SimOpt.hpp.

References ROL::Reduced_Constraint_SimOpt< Real >::adjoint_, ROL::Reduced_Constraint_SimOpt< Real >::adjoint_sens_, ROL::Reduced_Constraint_SimOpt< Real >::adjointStore_, ROL::Reduced_Constraint_SimOpt< Real >::dualadjoint_, ROL::Reduced_Constraint_SimOpt< Real >::dualcontrol_, ROL::Reduced_Constraint_SimOpt< Real >::dualresidual_, ROL::Reduced_Constraint_SimOpt< Real >::dualstate1_, ROL::Reduced_Constraint_SimOpt< Real >::dualstate_, ROL::Reduced_Constraint_SimOpt< Real >::residual_, ROL::Reduced_Constraint_SimOpt< Real >::state_, and ROL::Reduced_Constraint_SimOpt< Real >::state_sens_.

Member Function Documentation

template<class Real >
void ROL::Reduced_Constraint_SimOpt< Real >::solve_state_equation ( const Vector< Real > &  z,
Real &  tol 
)
inlineprivate
template<class Real >
void ROL::Reduced_Constraint_SimOpt< Real >::solve_adjoint_equation ( const Vector< Real > &  w,
const Vector< Real > &  z,
Real &  tol 
)
inlineprivate
template<class Real >
void ROL::Reduced_Constraint_SimOpt< Real >::solve_state_sensitivity ( const Vector< Real > &  v,
const Vector< Real > &  z,
Real &  tol 
)
inlineprivate

Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\) which solves the state equation and a direction \(v\in\mathcal{Z}\), solve the state senstivity equation \(c_u(u,z)s + c_z(u,z)v = 0\) for \(s=u_z(z)v\in\mathcal{U}\).

Definition at line 132 of file ROL_Reduced_Constraint_SimOpt.hpp.

References ROL::Reduced_Constraint_SimOpt< Real >::conRed_, ROL::Reduced_Constraint_SimOpt< Real >::dualadjoint_, ROL::Reduced_Constraint_SimOpt< Real >::state_, and ROL::Reduced_Constraint_SimOpt< Real >::state_sens_.

Referenced by ROL::Reduced_Constraint_SimOpt< Real >::applyAdjointHessian(), and ROL::Reduced_Constraint_SimOpt< Real >::applyJacobian().

template<class Real >
void ROL::Reduced_Constraint_SimOpt< Real >::solve_adjoint_sensitivity ( const Vector< Real > &  w,
const Vector< Real > &  v,
const Vector< Real > &  z,
Real &  tol 
)
inlineprivate

Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\), the adjoint variable \(\lambda\in\mathcal{C}^*\), and a direction \(v\in\mathcal{Z}\), solve the adjoint sensitvity equation \(c_u(u,z)^*p + J_{uu}(u,z)s + J_{uz}(u,z)v + c_{uu}(u,z)(\cdot,s)^*\lambda + c_{zu}(u,z)(\cdot,v)^*\lambda = 0\) for \(p = \lambda_z(u(z),z)v\in\mathcal{C}^*\).

Definition at line 146 of file ROL_Reduced_Constraint_SimOpt.hpp.

References ROL::Reduced_Constraint_SimOpt< Real >::adjoint_, ROL::Reduced_Constraint_SimOpt< Real >::adjoint_sens_, ROL::Reduced_Constraint_SimOpt< Real >::conRed_, ROL::Reduced_Constraint_SimOpt< Real >::conVal_, ROL::Reduced_Constraint_SimOpt< Real >::dualstate1_, ROL::Reduced_Constraint_SimOpt< Real >::dualstate_, ROL::Reduced_Constraint_SimOpt< Real >::state_, and ROL::Reduced_Constraint_SimOpt< Real >::state_sens_.

Referenced by ROL::Reduced_Constraint_SimOpt< Real >::applyAdjointHessian().

template<class Real >
void ROL::Reduced_Constraint_SimOpt< Real >::update ( const Vector< Real > &  z,
bool  flag = true,
int  iter = -1 
)
inlinevirtual
template<class Real >
void ROL::Reduced_Constraint_SimOpt< Real >::value ( Vector< Real > &  c,
const Vector< Real > &  z,
Real &  tol 
)
inlinevirtual

Given \(z\in\mathcal{Z}\), evaluate the equality constraint \(\widehat{c}(z) = c(u(z),z)\) where \(u=u(z)\in\mathcal{U}\) solves \(e(u,z) = 0\).

Implements ROL::Constraint< Real >.

Definition at line 256 of file ROL_Reduced_Constraint_SimOpt.hpp.

References ROL::Reduced_Constraint_SimOpt< Real >::conVal_, ROL::Reduced_Constraint_SimOpt< Real >::solve_state_equation(), and ROL::Reduced_Constraint_SimOpt< Real >::state_.

template<class Real >
void ROL::Reduced_Constraint_SimOpt< Real >::applyJacobian ( Vector< Real > &  jv,
const Vector< Real > &  v,
const Vector< Real > &  z,
Real &  tol 
)
inlinevirtual
template<class Real >
void ROL::Reduced_Constraint_SimOpt< Real >::applyAdjointJacobian ( Vector< Real > &  ajv,
const Vector< Real > &  v,
const Vector< Real > &  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 281 of file ROL_Reduced_Constraint_SimOpt.hpp.

References ROL::Reduced_Constraint_SimOpt< Real >::adjoint_, ROL::Reduced_Constraint_SimOpt< Real >::conRed_, ROL::Reduced_Constraint_SimOpt< Real >::conVal_, ROL::Reduced_Constraint_SimOpt< Real >::dualcontrol_, ROL::Vector< Real >::plus(), ROL::Reduced_Constraint_SimOpt< Real >::solve_adjoint_equation(), ROL::Reduced_Constraint_SimOpt< Real >::solve_state_equation(), and ROL::Reduced_Constraint_SimOpt< Real >::state_.

template<class Real >
void ROL::Reduced_Constraint_SimOpt< Real >::applyAdjointHessian ( Vector< Real > &  ahwv,
const Vector< Real > &  w,
const Vector< Real > &  v,
const Vector< Real > &  z,
Real &  tol 
)
inlinevirtual
template<class Real >
void ROL::Reduced_Constraint_SimOpt< Real >::setParameter ( const std::vector< Real > &  param)
inlinevirtual

Member Data Documentation

template<class Real >
const ROL::Ptr<Constraint_SimOpt<Real> > ROL::Reduced_Constraint_SimOpt< Real >::conVal_
private
template<class Real >
const ROL::Ptr<Constraint_SimOpt<Real> > ROL::Reduced_Constraint_SimOpt< Real >::conRed_
private
template<class Real >
const ROL::Ptr<SimController<Real> > ROL::Reduced_Constraint_SimOpt< Real >::stateStore_
private
template<class Real >
ROL::Ptr<SimController<Real> > ROL::Reduced_Constraint_SimOpt< Real >::adjointStore_
private
template<class Real >
ROL::Ptr<Vector<Real> > ROL::Reduced_Constraint_SimOpt< Real >::state_
private
template<class Real >
ROL::Ptr<Vector<Real> > ROL::Reduced_Constraint_SimOpt< Real >::adjoint_
private
template<class Real >
ROL::Ptr<Vector<Real> > ROL::Reduced_Constraint_SimOpt< Real >::residual_
private
template<class Real >
ROL::Ptr<Vector<Real> > ROL::Reduced_Constraint_SimOpt< Real >::state_sens_
private
template<class Real >
ROL::Ptr<Vector<Real> > ROL::Reduced_Constraint_SimOpt< Real >::adjoint_sens_
private
template<class Real >
ROL::Ptr<Vector<Real> > ROL::Reduced_Constraint_SimOpt< Real >::dualstate_
private
template<class Real >
ROL::Ptr<Vector<Real> > ROL::Reduced_Constraint_SimOpt< Real >::dualstate1_
private
template<class Real >
ROL::Ptr<Vector<Real> > ROL::Reduced_Constraint_SimOpt< Real >::dualadjoint_
private
template<class Real >
ROL::Ptr<Vector<Real> > ROL::Reduced_Constraint_SimOpt< Real >::dualcontrol_
private
template<class Real >
ROL::Ptr<Vector<Real> > ROL::Reduced_Constraint_SimOpt< Real >::dualresidual_
private
template<class Real >
const bool ROL::Reduced_Constraint_SimOpt< Real >::storage_
private
template<class Real >
const bool ROL::Reduced_Constraint_SimOpt< Real >::useFDhessVec_
private
template<class Real >
bool ROL::Reduced_Constraint_SimOpt< Real >::updateFlag_
private
template<class Real >
int ROL::Reduced_Constraint_SimOpt< Real >::updateIter_
private

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