ROL
example_08.hpp
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43 
49 #include "ROL_Types.hpp"
50 #include "ROL_StdVector.hpp"
51 #include "ROL_BoundConstraint.hpp"
53 #include "ROL_Objective_SimOpt.hpp"
54 #include "ROL_TeuchosBatchManager.hpp"
55 
56 #include "Teuchos_LAPACK.hpp"
57 
58 template<class Real>
59 class L2VectorPrimal;
60 
61 template<class Real>
62 class L2VectorDual;
63 
64 template<class Real>
65 class H1VectorPrimal;
66 
67 template<class Real>
68 class H1VectorDual;
69 
70 template<class Real>
71 class BurgersFEM {
72 private:
73  int nx_;
74  Real dx_;
75  Real nu_;
76  Real nl_;
77  Real u0_;
78  Real u1_;
79  Real f_;
80  Real cH1_;
81  Real cL2_;
82 
83 private:
84  void update(std::vector<Real> &u, const std::vector<Real> &s, const Real alpha=1.0) const {
85  for (unsigned i=0; i<u.size(); i++) {
86  u[i] += alpha*s[i];
87  }
88  }
89 
90  void axpy(std::vector<Real> &out, const Real a, const std::vector<Real> &x, const std::vector<Real> &y) const {
91  for (unsigned i=0; i < x.size(); i++) {
92  out[i] = a*x[i] + y[i];
93  }
94  }
95 
96  void scale(std::vector<Real> &u, const Real alpha=0.0) const {
97  for (unsigned i=0; i<u.size(); i++) {
98  u[i] *= alpha;
99  }
100  }
101 
102  void linear_solve(std::vector<Real> &u, std::vector<Real> &dl, std::vector<Real> &d, std::vector<Real> &du,
103  const std::vector<Real> &r, const bool transpose = false) const {
104  if ( r.size() == 1 ) {
105  u.resize(1,r[0]/d[0]);
106  }
107  else if ( r.size() == 2 ) {
108  u.resize(2,0.0);
109  Real det = d[0]*d[1] - dl[0]*du[0];
110  u[0] = (d[1]*r[0] - du[0]*r[1])/det;
111  u[1] = (d[0]*r[1] - dl[0]*r[0])/det;
112  }
113  else {
114  u.assign(r.begin(),r.end());
115  // Perform LDL factorization
116  Teuchos::LAPACK<int,Real> lp;
117  std::vector<Real> du2(r.size()-2,0.0);
118  std::vector<int> ipiv(r.size(),0);
119  int info;
120  int dim = r.size();
121  int ldb = r.size();
122  int nhrs = 1;
123  lp.GTTRF(dim,&dl[0],&d[0],&du[0],&du2[0],&ipiv[0],&info);
124  char trans = 'N';
125  if ( transpose ) {
126  trans = 'T';
127  }
128  lp.GTTRS(trans,dim,nhrs,&dl[0],&d[0],&du[0],&du2[0],&ipiv[0],&u[0],ldb,&info);
129  }
130  }
131 
132 public:
133  BurgersFEM(int nx = 128, Real nl = 1.0, Real cH1 = 1.0, Real cL2 = 1.0)
134  : nx_(nx), dx_(1.0/((Real)nx+1.0)), nl_(nl), cH1_(cH1), cL2_(cL2) {}
135 
136  void set_problem_data(const Real nu, const Real f, const Real u0, const Real u1) {
137  nu_ = std::pow(10.0,nu-2.0);
138  f_ = 0.01*f;
139  u0_ = 1.0+0.001*u0;
140  u1_ = 0.001*u1;
141  }
142 
143  int num_dof(void) const {
144  return nx_;
145  }
146 
147  Real mesh_spacing(void) const {
148  return dx_;
149  }
150 
151  /***************************************************************************/
152  /*********************** L2 INNER PRODUCT FUNCTIONS ************************/
153  /***************************************************************************/
154  // Compute L2 inner product
155  Real compute_L2_dot(const std::vector<Real> &x, const std::vector<Real> &y) const {
156  Real ip = 0.0;
157  Real c = (((int)x.size()==nx_) ? 4.0 : 2.0);
158  for (unsigned i=0; i<x.size(); i++) {
159  if ( i == 0 ) {
160  ip += dx_/6.0*(c*x[i] + x[i+1])*y[i];
161  }
162  else if ( i == x.size()-1 ) {
163  ip += dx_/6.0*(x[i-1] + c*x[i])*y[i];
164  }
165  else {
166  ip += dx_/6.0*(x[i-1] + 4.0*x[i] + x[i+1])*y[i];
167  }
168  }
169  return ip;
170  }
171 
172  // compute L2 norm
173  Real compute_L2_norm(const std::vector<Real> &r) const {
174  return std::sqrt(compute_L2_dot(r,r));
175  }
176 
177  // Apply L2 Reisz operator
178  void apply_mass(std::vector<Real> &Mu, const std::vector<Real> &u ) const {
179  Mu.resize(u.size(),0.0);
180  Real c = (((int)u.size()==nx_) ? 4.0 : 2.0);
181  for (unsigned i=0; i<u.size(); i++) {
182  if ( i == 0 ) {
183  Mu[i] = dx_/6.0*(c*u[i] + u[i+1]);
184  }
185  else if ( i == u.size()-1 ) {
186  Mu[i] = dx_/6.0*(u[i-1] + c*u[i]);
187  }
188  else {
189  Mu[i] = dx_/6.0*(u[i-1] + 4.0*u[i] + u[i+1]);
190  }
191  }
192  }
193 
194  // Apply L2 inverse Reisz operator
195  void apply_inverse_mass(std::vector<Real> &Mu, const std::vector<Real> &u) const {
196  unsigned nx = u.size();
197  // Build mass matrix
198  std::vector<Real> dl(nx-1,dx_/6.0);
199  std::vector<Real> d(nx,2.0*dx_/3.0);
200  std::vector<Real> du(nx-1,dx_/6.0);
201  if ( (int)nx != nx_ ) {
202  d[ 0] = dx_/3.0;
203  d[nx-1] = dx_/3.0;
204  }
205  linear_solve(Mu,dl,d,du,u);
206  }
207 
208  void test_inverse_mass(std::ostream &outStream = std::cout) {
209  // State Mass Matrix
210  std::vector<Real> u(nx_,0.0), Mu(nx_,0.0), iMMu(nx_,0.0), diff(nx_,0.0);
211  for (int i = 0; i < nx_; i++) {
212  u[i] = 2.0*(Real)rand()/(Real)RAND_MAX - 1.0;
213  }
214  apply_mass(Mu,u);
215  apply_inverse_mass(iMMu,Mu);
216  axpy(diff,-1.0,iMMu,u);
217  Real error = compute_L2_norm(diff);
218  Real normu = compute_L2_norm(u);
219  outStream << "Test Inverse State Mass Matrix\n";
220  outStream << " ||u - inv(M)Mu|| = " << error << "\n";
221  outStream << " ||u|| = " << normu << "\n";
222  outStream << " Relative Error = " << error/normu << "\n";
223  outStream << "\n";
224  // Control Mass Matrix
225  u.resize(nx_+2,0.0); Mu.resize(nx_+2,0.0); iMMu.resize(nx_+2,0.0); diff.resize(nx_+2,0.0);
226  for (int i = 0; i < nx_+2; i++) {
227  u[i] = 2.0*(Real)rand()/(Real)RAND_MAX - 1.0;
228  }
229  apply_mass(Mu,u);
230  apply_inverse_mass(iMMu,Mu);
231  axpy(diff,-1.0,iMMu,u);
232  error = compute_L2_norm(diff);
233  normu = compute_L2_norm(u);
234  outStream << "Test Inverse Control Mass Matrix\n";
235  outStream << " ||z - inv(M)Mz|| = " << error << "\n";
236  outStream << " ||z|| = " << normu << "\n";
237  outStream << " Relative Error = " << error/normu << "\n";
238  outStream << "\n";
239  }
240 
241  /***************************************************************************/
242  /*********************** H1 INNER PRODUCT FUNCTIONS ************************/
243  /***************************************************************************/
244  // Compute H1 inner product
245  Real compute_H1_dot(const std::vector<Real> &x, const std::vector<Real> &y) const {
246  Real ip = 0.0;
247  for (int i=0; i<nx_; i++) {
248  if ( i == 0 ) {
249  ip += cL2_*dx_/6.0*(4.0*x[i] + x[i+1])*y[i]; // Mass term
250  ip += cH1_*(2.0*x[i] - x[i+1])/dx_*y[i]; // Stiffness term
251  }
252  else if ( i == nx_-1 ) {
253  ip += cL2_*dx_/6.0*(x[i-1] + 4.0*x[i])*y[i]; // Mass term
254  ip += cH1_*(2.0*x[i] - x[i-1])/dx_*y[i]; // Stiffness term
255  }
256  else {
257  ip += cL2_*dx_/6.0*(x[i-1] + 4.0*x[i] + x[i+1])*y[i]; // Mass term
258  ip += cH1_*(2.0*x[i] - x[i-1] - x[i+1])/dx_*y[i]; // Stiffness term
259  }
260  }
261  return ip;
262  }
263 
264  // compute H1 norm
265  Real compute_H1_norm(const std::vector<Real> &r) const {
266  return std::sqrt(compute_H1_dot(r,r));
267  }
268 
269  // Apply H2 Reisz operator
270  void apply_H1(std::vector<Real> &Mu, const std::vector<Real> &u ) const {
271  Mu.resize(nx_,0.0);
272  for (int i=0; i<nx_; i++) {
273  if ( i == 0 ) {
274  Mu[i] = cL2_*dx_/6.0*(4.0*u[i] + u[i+1])
275  + cH1_*(2.0*u[i] - u[i+1])/dx_;
276  }
277  else if ( i == nx_-1 ) {
278  Mu[i] = cL2_*dx_/6.0*(u[i-1] + 4.0*u[i])
279  + cH1_*(2.0*u[i] - u[i-1])/dx_;
280  }
281  else {
282  Mu[i] = cL2_*dx_/6.0*(u[i-1] + 4.0*u[i] + u[i+1])
283  + cH1_*(2.0*u[i] - u[i-1] - u[i+1])/dx_;
284  }
285  }
286  }
287 
288  // Apply H1 inverse Reisz operator
289  void apply_inverse_H1(std::vector<Real> &Mu, const std::vector<Real> &u) const {
290  // Build mass matrix
291  std::vector<Real> dl(nx_-1,cL2_*dx_/6.0 - cH1_/dx_);
292  std::vector<Real> d(nx_,2.0*(cL2_*dx_/3.0 + cH1_/dx_));
293  std::vector<Real> du(nx_-1,cL2_*dx_/6.0 - cH1_/dx_);
294  linear_solve(Mu,dl,d,du,u);
295  }
296 
297  void test_inverse_H1(std::ostream &outStream = std::cout) {
298  std::vector<Real> u(nx_,0.0), Mu(nx_,0.0), iMMu(nx_,0.0), diff(nx_,0.0);
299  for (int i = 0; i < nx_; i++) {
300  u[i] = 2.0*(Real)rand()/(Real)RAND_MAX - 1.0;
301  }
302  apply_H1(Mu,u);
303  apply_inverse_H1(iMMu,Mu);
304  axpy(diff,-1.0,iMMu,u);
305  Real error = compute_H1_norm(diff);
306  Real normu = compute_H1_norm(u);
307  outStream << "Test Inverse State H1 Matrix\n";
308  outStream << " ||u - inv(M)Mu|| = " << error << "\n";
309  outStream << " ||u|| = " << normu << "\n";
310  outStream << " Relative Error = " << error/normu << "\n";
311  outStream << "\n";
312  }
313 
314  /***************************************************************************/
315  /*********************** PDE RESIDUAL AND SOLVE ****************************/
316  /***************************************************************************/
317  // Compute current PDE residual
318  void compute_residual(std::vector<Real> &r, const std::vector<Real> &u,
319  const std::vector<Real> &z) const {
320  r.clear();
321  r.resize(nx_,0.0);
322  for (int i=0; i<nx_; i++) {
323  // Contribution from stiffness term
324  if ( i==0 ) {
325  r[i] = nu_/dx_*(2.0*u[i]-u[i+1]);
326  }
327  else if (i==nx_-1) {
328  r[i] = nu_/dx_*(2.0*u[i]-u[i-1]);
329  }
330  else {
331  r[i] = nu_/dx_*(2.0*u[i]-u[i-1]-u[i+1]);
332  }
333  // Contribution from nonlinear term
334  if (i<nx_-1){
335  r[i] += nl_*u[i+1]*(u[i]+u[i+1])/6.0;
336  }
337  if (i>0) {
338  r[i] -= nl_*u[i-1]*(u[i-1]+u[i])/6.0;
339  }
340  // Contribution from control
341  r[i] -= dx_/6.0*(z[i]+4.0*z[i+1]+z[i+2]);
342  // Contribution from right-hand side
343  r[i] -= dx_*f_;
344  }
345  // Contribution from Dirichlet boundary terms
346  r[0] -= nl_*(u0_*u[ 0]/6.0 + u0_*u0_/6.0) + nu_*u0_/dx_;
347  r[nx_-1] += nl_*(u1_*u[nx_-1]/6.0 + u1_*u1_/6.0) - nu_*u1_/dx_;
348  }
349 
350  /***************************************************************************/
351  /*********************** PDE JACOBIAN FUNCTIONS ****************************/
352  /***************************************************************************/
353  // Build PDE Jacobian trigiagonal matrix
354  void compute_pde_jacobian(std::vector<Real> &dl, // Lower diagonal
355  std::vector<Real> &d, // Diagonal
356  std::vector<Real> &du, // Upper diagonal
357  const std::vector<Real> &u) const { // State variable
358  // Get Diagonal and Off-Diagonal Entries of linear PDE Jacobian
359  d.clear();
360  d.resize(nx_,nu_*2.0/dx_);
361  dl.clear();
362  dl.resize(nx_-1,-nu_/dx_);
363  du.clear();
364  du.resize(nx_-1,-nu_/dx_);
365  // Contribution from nonlinearity
366  for (int i=0; i<nx_; i++) {
367  if (i<nx_-1) {
368  dl[i] += nl_*(-2.0*u[i]-u[i+1])/6.0;
369  d[i] += nl_*u[i+1]/6.0;
370  }
371  if (i>0) {
372  d[i] -= nl_*u[i-1]/6.0;
373  du[i-1] += nl_*(u[i-1]+2.0*u[i])/6.0;
374  }
375  }
376  // Contribution from Dirichlet boundary conditions
377  d[ 0] -= nl_*u0_/6.0;
378  d[nx_-1] += nl_*u1_/6.0;
379  }
380 
381  // Apply PDE Jacobian to a vector
382  void apply_pde_jacobian(std::vector<Real> &jv,
383  const std::vector<Real> &v,
384  const std::vector<Real> &u,
385  const std::vector<Real> &z) const {
386  // Fill jv
387  for (int i = 0; i < nx_; i++) {
388  jv[i] = nu_/dx_*2.0*v[i];
389  if ( i > 0 ) {
390  jv[i] += -nu_/dx_*v[i-1]-nl_*(u[i-1]/6.0*v[i]+(u[i]+2.0*u[i-1])/6.0*v[i-1]);
391  }
392  if ( i < nx_-1 ) {
393  jv[i] += -nu_/dx_*v[i+1]+nl_*(u[i+1]/6.0*v[i]+(u[i]+2.0*u[i+1])/6.0*v[i+1]);
394  }
395  }
396  jv[ 0] -= nl_*u0_/6.0*v[0];
397  jv[nx_-1] += nl_*u1_/6.0*v[nx_-1];
398  }
399 
400  // Apply inverse PDE Jacobian to a vector
401  void apply_inverse_pde_jacobian(std::vector<Real> &ijv,
402  const std::vector<Real> &v,
403  const std::vector<Real> &u,
404  const std::vector<Real> &z) const {
405  // Get PDE Jacobian
406  std::vector<Real> d(nx_,0.0);
407  std::vector<Real> dl(nx_-1,0.0);
408  std::vector<Real> du(nx_-1,0.0);
409  compute_pde_jacobian(dl,d,du,u);
410  // Solve solve state sensitivity system at current time step
411  linear_solve(ijv,dl,d,du,v);
412  }
413 
414  // Apply adjoint PDE Jacobian to a vector
415  void apply_adjoint_pde_jacobian(std::vector<Real> &ajv,
416  const std::vector<Real> &v,
417  const std::vector<Real> &u,
418  const std::vector<Real> &z) const {
419  // Fill jvp
420  for (int i = 0; i < nx_; i++) {
421  ajv[i] = nu_/dx_*2.0*v[i];
422  if ( i > 0 ) {
423  ajv[i] += -nu_/dx_*v[i-1]-nl_*(u[i-1]/6.0*v[i]
424  -(u[i-1]+2.0*u[i])/6.0*v[i-1]);
425  }
426  if ( i < nx_-1 ) {
427  ajv[i] += -nu_/dx_*v[i+1]+nl_*(u[i+1]/6.0*v[i]
428  -(u[i+1]+2.0*u[i])/6.0*v[i+1]);
429  }
430  }
431  ajv[ 0] -= nl_*u0_/6.0*v[0];
432  ajv[nx_-1] += nl_*u1_/6.0*v[nx_-1];
433  }
434 
435  // Apply inverse adjoint PDE Jacobian to a vector
436  void apply_inverse_adjoint_pde_jacobian(std::vector<Real> &iajv,
437  const std::vector<Real> &v,
438  const std::vector<Real> &u,
439  const std::vector<Real> &z) const {
440  // Get PDE Jacobian
441  std::vector<Real> d(nx_,0.0);
442  std::vector<Real> du(nx_-1,0.0);
443  std::vector<Real> dl(nx_-1,0.0);
444  compute_pde_jacobian(dl,d,du,u);
445  // Solve solve adjoint system at current time step
446  linear_solve(iajv,dl,d,du,v,true);
447  }
448 
449  /***************************************************************************/
450  /*********************** CONTROL JACOBIAN FUNCTIONS ************************/
451  /***************************************************************************/
452  // Apply control Jacobian to a vector
453  void apply_control_jacobian(std::vector<Real> &jv,
454  const std::vector<Real> &v,
455  const std::vector<Real> &u,
456  const std::vector<Real> &z) const {
457  for (int i=0; i<nx_; i++) {
458  // Contribution from control
459  jv[i] = -dx_/6.0*(v[i]+4.0*v[i+1]+v[i+2]);
460  }
461  }
462 
463  // Apply adjoint control Jacobian to a vector
464  void apply_adjoint_control_jacobian(std::vector<Real> &jv,
465  const std::vector<Real> &v,
466  const std::vector<Real> &u,
467  const std::vector<Real> &z) const {
468  for (int i=0; i<nx_+2; i++) {
469  if ( i == 0 ) {
470  jv[i] = -dx_/6.0*v[i];
471  }
472  else if ( i == 1 ) {
473  jv[i] = -dx_/6.0*(4.0*v[i-1]+v[i]);
474  }
475  else if ( i == nx_ ) {
476  jv[i] = -dx_/6.0*(4.0*v[i-1]+v[i-2]);
477  }
478  else if ( i == nx_+1 ) {
479  jv[i] = -dx_/6.0*v[i-2];
480  }
481  else {
482  jv[i] = -dx_/6.0*(v[i-2]+4.0*v[i-1]+v[i]);
483  }
484  }
485  }
486 
487  /***************************************************************************/
488  /*********************** AJDOINT HESSIANS **********************************/
489  /***************************************************************************/
490  void apply_adjoint_pde_hessian(std::vector<Real> &ahwv,
491  const std::vector<Real> &w,
492  const std::vector<Real> &v,
493  const std::vector<Real> &u,
494  const std::vector<Real> &z) const {
495  for (int i=0; i<nx_; i++) {
496  // Contribution from nonlinear term
497  ahwv[i] = 0.0;
498  if (i<nx_-1){
499  ahwv[i] += (w[i]*v[i+1] - w[i+1]*(2.0*v[i]+v[i+1]))/6.0;
500  }
501  if (i>0) {
502  ahwv[i] += (w[i-1]*(v[i-1]+2.0*v[i]) - w[i]*v[i-1])/6.0;
503  }
504  }
505  //ahwv.assign(u.size(),0.0);
506  }
507  void apply_adjoint_pde_control_hessian(std::vector<Real> &ahwv,
508  const std::vector<Real> &w,
509  const std::vector<Real> &v,
510  const std::vector<Real> &u,
511  const std::vector<Real> &z) {
512  ahwv.assign(u.size(),0.0);
513  }
514  void apply_adjoint_control_pde_hessian(std::vector<Real> &ahwv,
515  const std::vector<Real> &w,
516  const std::vector<Real> &v,
517  const std::vector<Real> &u,
518  const std::vector<Real> &z) {
519  ahwv.assign(z.size(),0.0);
520  }
521  void apply_adjoint_control_hessian(std::vector<Real> &ahwv,
522  const std::vector<Real> &w,
523  const std::vector<Real> &v,
524  const std::vector<Real> &u,
525  const std::vector<Real> &z) {
526  ahwv.assign(z.size(),0.0);
527  }
528 };
529 
530 template<class Real>
531 class L2VectorPrimal : public ROL::StdVector<Real> {
532 private:
533  ROL::Ptr<BurgersFEM<Real> > fem_;
534  mutable ROL::Ptr<L2VectorDual<Real> > dual_vec_;
535  mutable bool isDualInitialized_;
536 
537 public:
538  L2VectorPrimal(const ROL::Ptr<std::vector<Real> > & vec,
539  const ROL::Ptr<BurgersFEM<Real> > &fem)
540  : ROL::StdVector<Real>(vec),
541  fem_(fem), dual_vec_(ROL::nullPtr), isDualInitialized_(false) {}
542 
543  Real dot( const ROL::Vector<Real> &x ) const {
544  const L2VectorPrimal & ex = dynamic_cast<const L2VectorPrimal&>(x);
545  const std::vector<Real>& xval = *ex.getVector();
546  const std::vector<Real>& yval = *(ROL::StdVector<Real>::getVector());
547  return fem_->compute_L2_dot(xval,yval);
548  }
549 
550  ROL::Ptr<ROL::Vector<Real> > clone() const {
551  return ROL::makePtr<L2VectorPrimal>(
552  ROL::makePtr<std::vector<Real>>(ROL::StdVector<Real>::dimension()),fem_);
553  }
554 
555  const ROL::Vector<Real>& dual() const {
556  if ( !isDualInitialized_) {
557  dual_vec_ = ROL::makePtr<L2VectorDual<Real>>(
558  ROL::makePtr<std::vector<Real>>(ROL::StdVector<Real>::dimension()),fem_);
559  isDualInitialized_ = true;
560  }
561  fem_->apply_mass(*(dual_vec_->getVector()),*(ROL::StdVector<Real>::getVector()));
562  return *dual_vec_;
563  }
564 
565 };
566 
567 template<class Real>
568 class L2VectorDual : public ROL::StdVector<Real> {
569 private:
570  ROL::Ptr<BurgersFEM<Real> > fem_;
571  mutable ROL::Ptr<L2VectorPrimal<Real> > prim_vec_;
572  mutable bool isPrimalInitialized_;
573 
574 public:
575  L2VectorDual(const ROL::Ptr<std::vector<Real> > & vec,
576  const ROL::Ptr<BurgersFEM<Real> > &fem)
577  : ROL::StdVector<Real>(vec),
578  fem_(fem), prim_vec_(ROL::nullPtr), isPrimalInitialized_(false) {}
579 
580  Real dot( const ROL::Vector<Real> &x ) const {
581  const L2VectorDual & ex = dynamic_cast<const L2VectorDual&>(x);
582  const std::vector<Real>& xval = *ex.getVector();
583  const std::vector<Real>& yval = *(ROL::StdVector<Real>::getVector());
584  unsigned dimension = yval.size();
585  std::vector<Real> Mx(dimension,0.0);
586  fem_->apply_inverse_mass(Mx,xval);
587  Real val(0);
588  for (unsigned i = 0; i < dimension; i++) {
589  val += Mx[i]*yval[i];
590  }
591  return val;
592  }
593 
594  ROL::Ptr<ROL::Vector<Real> > clone() const {
595  return ROL::makePtr<L2VectorDual>(
596  ROL::makePtr<std::vector<Real>>(ROL::StdVector<Real>::dimension()),fem_);
597  }
598 
599  const ROL::Vector<Real>& dual() const {
600  if (!isPrimalInitialized_) {
601  prim_vec_ = ROL::makePtr<L2VectorPrimal<Real>>(
602  ROL::makePtr<std::vector<Real>>(ROL::StdVector<Real>::dimension()),fem_);
603  isPrimalInitialized_ = true;
604  }
605  fem_->apply_inverse_mass(*(prim_vec_->getVector()),*(ROL::StdVector<Real>::getVector()));
606  return *prim_vec_;
607  }
608 
609 };
610 
611 template<class Real>
612 class H1VectorPrimal : public ROL::StdVector<Real> {
613 private:
614  ROL::Ptr<BurgersFEM<Real> > fem_;
615  mutable ROL::Ptr<H1VectorDual<Real> > dual_vec_;
616  mutable bool isDualInitialized_;
617 
618 public:
619  H1VectorPrimal(const ROL::Ptr<std::vector<Real> > & vec,
620  const ROL::Ptr<BurgersFEM<Real> > &fem)
621  : ROL::StdVector<Real>(vec),
622  fem_(fem), dual_vec_(ROL::nullPtr), isDualInitialized_(false) {}
623 
624  Real dot( const ROL::Vector<Real> &x ) const {
625  const H1VectorPrimal & ex = dynamic_cast<const H1VectorPrimal&>(x);
626  const std::vector<Real>& xval = *ex.getVector();
627  const std::vector<Real>& yval = *(ROL::StdVector<Real>::getVector());
628  return fem_->compute_H1_dot(xval,yval);
629  }
630 
631  ROL::Ptr<ROL::Vector<Real> > clone() const {
632  return ROL::makePtr<H1VectorPrimal>(
633  ROL::makePtr<std::vector<Real>>(ROL::StdVector<Real>::dimension()),fem_);
634  }
635 
636  const ROL::Vector<Real>& dual() const {
637  if ( !isDualInitialized_) {
638  dual_vec_ = ROL::makePtr<H1VectorDual<Real>>(
639  ROL::makePtr<std::vector<Real>>(ROL::StdVector<Real>::dimension()),fem_);
640  isDualInitialized_ = true;
641  }
642  fem_->apply_H1(*(dual_vec_->getVector()),*(ROL::StdVector<Real>::getVector()));
643  return *dual_vec_;
644  }
645 
646 };
647 
648 template<class Real>
649 class H1VectorDual : public ROL::StdVector<Real> {
650 private:
651  ROL::Ptr<BurgersFEM<Real> > fem_;
652  mutable ROL::Ptr<H1VectorPrimal<Real> > prim_vec_;
653  mutable bool isPrimalInitialized_;
654 
655 public:
656  H1VectorDual(const ROL::Ptr<std::vector<Real> > & vec,
657  const ROL::Ptr<BurgersFEM<Real> > &fem)
658  : ROL::StdVector<Real>(vec),
659  fem_(fem), prim_vec_(ROL::nullPtr), isPrimalInitialized_(false) {}
660 
661  Real dot( const ROL::Vector<Real> &x ) const {
662  const H1VectorDual & ex = dynamic_cast<const H1VectorDual&>(x);
663  const std::vector<Real>& xval = *ex.getVector();
664  const std::vector<Real>& yval = *(ROL::StdVector<Real>::getVector());
665  unsigned dimension = yval.size();
666  std::vector<Real> Mx(dimension,0.0);
667  fem_->apply_inverse_H1(Mx,xval);
668  Real val(0);
669  for (unsigned i = 0; i < dimension; i++) {
670  val += Mx[i]*yval[i];
671  }
672  return val;
673  }
674 
675  ROL::Ptr<ROL::Vector<Real> > clone() const {
676  return ROL::makePtr<H1VectorDual>(
677  ROL::makePtr<std::vector<Real>>(ROL::StdVector<Real>::dimension()),fem_);
678  }
679 
680  const ROL::Vector<Real>& dual() const {
681  if (!isPrimalInitialized_) {
682  prim_vec_ = ROL::makePtr<H1VectorPrimal<Real>>(
683  ROL::makePtr<std::vector<Real>>(ROL::StdVector<Real>::dimension()),fem_);
684  isPrimalInitialized_ = true;
685  }
686  fem_->apply_inverse_H1(*(prim_vec_->getVector()),*(ROL::StdVector<Real>::getVector()));
687  return *prim_vec_;
688  }
689 
690 };
691 
692 template<class Real>
694 private:
695 
698 
701 
704 
705  ROL::Ptr<BurgersFEM<Real> > fem_;
706  bool useHessian_;
707 
708 public:
709  Constraint_BurgersControl(ROL::Ptr<BurgersFEM<Real> > &fem, bool useHessian = true)
710  : fem_(fem), useHessian_(useHessian) {}
711 
713  const ROL::Vector<Real> &z, Real &tol) {
714  ROL::Ptr<std::vector<Real> > cp =
715  dynamic_cast<PrimalConstraintVector&>(c).getVector();
716  ROL::Ptr<const std::vector<Real> > up =
717  dynamic_cast<const PrimalStateVector&>(u).getVector();
718  ROL::Ptr<const std::vector<Real> > zp =
719  dynamic_cast<const PrimalControlVector&>(z).getVector();
720 
721  const std::vector<Real> param
723  fem_->set_problem_data(param[0],param[1],param[2],param[3]);
724 
725  fem_->compute_residual(*cp,*up,*zp);
726  }
727 
729  const ROL::Vector<Real> &z, Real &tol) {
730  ROL::Ptr<std::vector<Real> > jvp =
731  dynamic_cast<PrimalConstraintVector&>(jv).getVector();
732  ROL::Ptr<const std::vector<Real> > vp =
733  dynamic_cast<const PrimalStateVector&>(v).getVector();
734  ROL::Ptr<const std::vector<Real> > up =
735  dynamic_cast<const PrimalStateVector&>(u).getVector();
736  ROL::Ptr<const std::vector<Real> > zp =
737  dynamic_cast<const PrimalControlVector&>(z).getVector();
738 
739  const std::vector<Real> param
741  fem_->set_problem_data(param[0],param[1],param[2],param[3]);
742 
743  fem_->apply_pde_jacobian(*jvp,*vp,*up,*zp);
744  }
745 
747  const ROL::Vector<Real> &z, Real &tol) {
748  ROL::Ptr<std::vector<Real> > jvp =
749  dynamic_cast<PrimalConstraintVector&>(jv).getVector();
750  ROL::Ptr<const std::vector<Real> > vp =
751  dynamic_cast<const PrimalControlVector&>(v).getVector();
752  ROL::Ptr<const std::vector<Real> > up =
753  dynamic_cast<const PrimalStateVector&>(u).getVector();
754  ROL::Ptr<const std::vector<Real> > zp =
755  dynamic_cast<const PrimalControlVector&>(z).getVector();
756 
757  const std::vector<Real> param
759  fem_->set_problem_data(param[0],param[1],param[2],param[3]);
760 
761  fem_->apply_control_jacobian(*jvp,*vp,*up,*zp);
762  }
763 
765  const ROL::Vector<Real> &z, Real &tol) {
766  ROL::Ptr<std::vector<Real> > ijvp =
767  dynamic_cast<PrimalStateVector&>(ijv).getVector();
768  ROL::Ptr<const std::vector<Real> > vp =
769  dynamic_cast<const PrimalConstraintVector&>(v).getVector();
770  ROL::Ptr<const std::vector<Real> > up =
771  dynamic_cast<const PrimalStateVector&>(u).getVector();
772  ROL::Ptr<const std::vector<Real> > zp =
773  dynamic_cast<const PrimalControlVector&>(z).getVector();
774 
775  const std::vector<Real> param
777  fem_->set_problem_data(param[0],param[1],param[2],param[3]);
778 
779  fem_->apply_inverse_pde_jacobian(*ijvp,*vp,*up,*zp);
780  }
781 
783  const ROL::Vector<Real> &z, Real &tol) {
784  ROL::Ptr<std::vector<Real> > jvp =
785  dynamic_cast<DualStateVector&>(ajv).getVector();
786  ROL::Ptr<const std::vector<Real> > vp =
787  dynamic_cast<const DualConstraintVector&>(v).getVector();
788  ROL::Ptr<const std::vector<Real> > up =
789  dynamic_cast<const PrimalStateVector&>(u).getVector();
790  ROL::Ptr<const std::vector<Real> > zp =
791  dynamic_cast<const PrimalControlVector&>(z).getVector();
792 
793  const std::vector<Real> param
795  fem_->set_problem_data(param[0],param[1],param[2],param[3]);
796 
797  fem_->apply_adjoint_pde_jacobian(*jvp,*vp,*up,*zp);
798  }
799 
801  const ROL::Vector<Real> &z, Real &tol) {
802  ROL::Ptr<std::vector<Real> > jvp =
803  dynamic_cast<DualControlVector&>(jv).getVector();
804  ROL::Ptr<const std::vector<Real> > vp =
805  dynamic_cast<const DualConstraintVector&>(v).getVector();
806  ROL::Ptr<const std::vector<Real> > up =
807  dynamic_cast<const PrimalStateVector&>(u).getVector();
808  ROL::Ptr<const std::vector<Real> > zp =
809  dynamic_cast<const PrimalControlVector&>(z).getVector();
810 
811  const std::vector<Real> param
813  fem_->set_problem_data(param[0],param[1],param[2],param[3]);
814 
815  fem_->apply_adjoint_control_jacobian(*jvp,*vp,*up,*zp);
816  }
817 
819  const ROL::Vector<Real> &u, const ROL::Vector<Real> &z, Real &tol) {
820  ROL::Ptr<std::vector<Real> > iajvp =
821  dynamic_cast<DualConstraintVector&>(iajv).getVector();
822  ROL::Ptr<const std::vector<Real> > vp =
823  dynamic_cast<const DualStateVector&>(v).getVector();
824  ROL::Ptr<const std::vector<Real> > up =
825  dynamic_cast<const PrimalStateVector&>(u).getVector();
826  ROL::Ptr<const std::vector<Real> > zp =
827  dynamic_cast<const PrimalControlVector&>(z).getVector();
828 
829  const std::vector<Real> param
831  fem_->set_problem_data(param[0],param[1],param[2],param[3]);
832 
833  fem_->apply_inverse_adjoint_pde_jacobian(*iajvp,*vp,*up,*zp);
834  }
835 
837  const ROL::Vector<Real> &u, const ROL::Vector<Real> &z, Real &tol) {
838  if ( useHessian_ ) {
839  ROL::Ptr<std::vector<Real> > ahwvp =
840  dynamic_cast<DualStateVector&>(ahwv).getVector();
841  ROL::Ptr<const std::vector<Real> > wp =
842  dynamic_cast<const DualConstraintVector&>(w).getVector();
843  ROL::Ptr<const std::vector<Real> > vp =
844  dynamic_cast<const PrimalStateVector&>(v).getVector();
845  ROL::Ptr<const std::vector<Real> > up =
846  dynamic_cast<const PrimalStateVector&>(u).getVector();
847  ROL::Ptr<const std::vector<Real> > zp =
848  dynamic_cast<const PrimalControlVector&>(z).getVector();
849 
850  const std::vector<Real> param
852  fem_->set_problem_data(param[0],param[1],param[2],param[3]);
853 
854  fem_->apply_adjoint_pde_hessian(*ahwvp,*wp,*vp,*up,*zp);
855  }
856  else {
857  ahwv.zero();
858  }
859  }
860 
862  const ROL::Vector<Real> &u, const ROL::Vector<Real> &z, Real &tol) {
863  if ( useHessian_ ) {
864  ROL::Ptr<std::vector<Real> > ahwvp =
865  dynamic_cast<DualControlVector&>(ahwv).getVector();
866  ROL::Ptr<const std::vector<Real> > wp =
867  dynamic_cast<const DualConstraintVector&>(w).getVector();
868  ROL::Ptr<const std::vector<Real> > vp =
869  dynamic_cast<const PrimalStateVector&>(v).getVector();
870  ROL::Ptr<const std::vector<Real> > up =
871  dynamic_cast<const PrimalStateVector&>(u).getVector();
872  ROL::Ptr<const std::vector<Real> > zp =
873  dynamic_cast<const PrimalControlVector&>(z).getVector();
874 
875  const std::vector<Real> param
877  fem_->set_problem_data(param[0],param[1],param[2],param[3]);
878 
879  fem_->apply_adjoint_control_pde_hessian(*ahwvp,*wp,*vp,*up,*zp);
880  }
881  else {
882  ahwv.zero();
883  }
884  }
886  const ROL::Vector<Real> &u, const ROL::Vector<Real> &z, Real &tol) {
887  if ( useHessian_ ) {
888  ROL::Ptr<std::vector<Real> > ahwvp =
889  dynamic_cast<DualStateVector&>(ahwv).getVector();
890  ROL::Ptr<const std::vector<Real> > wp =
891  dynamic_cast<const DualConstraintVector&>(w).getVector();
892  ROL::Ptr<const std::vector<Real> > vp =
893  dynamic_cast<const PrimalControlVector&>(v).getVector();
894  ROL::Ptr<const std::vector<Real> > up =
895  dynamic_cast<const PrimalStateVector&>(u).getVector();
896  ROL::Ptr<const std::vector<Real> > zp =
897  dynamic_cast<const PrimalControlVector&>(z).getVector();
898 
899  const std::vector<Real> param
901  fem_->set_problem_data(param[0],param[1],param[2],param[3]);
902 
903  fem_->apply_adjoint_pde_control_hessian(*ahwvp,*wp,*vp,*up,*zp);
904  }
905  else {
906  ahwv.zero();
907  }
908  }
910  const ROL::Vector<Real> &u, const ROL::Vector<Real> &z, Real &tol) {
911  if ( useHessian_ ) {
912  ROL::Ptr<std::vector<Real> > ahwvp =
913  dynamic_cast<DualControlVector&>(ahwv).getVector();
914  ROL::Ptr<const std::vector<Real> > wp =
915  dynamic_cast<const DualConstraintVector&>(w).getVector();
916  ROL::Ptr<const std::vector<Real> > vp =
917  dynamic_cast<const PrimalControlVector&>(v).getVector();
918  ROL::Ptr<const std::vector<Real> > up =
919  dynamic_cast<const PrimalStateVector&>(u).getVector();
920  ROL::Ptr<const std::vector<Real> > zp =
921  dynamic_cast<const PrimalControlVector&>(z).getVector();
922 
923  const std::vector<Real> param
925  fem_->set_problem_data(param[0],param[1],param[2],param[3]);
926 
927  fem_->apply_adjoint_control_hessian(*ahwvp,*wp,*vp,*up,*zp);
928  }
929  else {
930  ahwv.zero();
931  }
932  }
933 };
934 
935 template<class Real>
936 class Objective_BurgersControl : public ROL::Objective_SimOpt<Real> {
937 private:
938 
941 
944 
945  Real alpha_; // Penalty Parameter
946  ROL::Ptr<BurgersFEM<Real> > fem_;
947  ROL::Ptr<ROL::Vector<Real> > ud_;
948  ROL::Ptr<ROL::Vector<Real> > diff_;
949 
950 public:
952  const ROL::Ptr<ROL::Vector<Real> > &ud,
953  Real alpha = 1.e-4) : alpha_(alpha), fem_(fem), ud_(ud) {
954  diff_ = ud_->clone();
955  }
956 
958 
959  Real value( const ROL::Vector<Real> &u, const ROL::Vector<Real> &z, Real &tol ) {
960  ROL::Ptr<const std::vector<Real> > up =
961  dynamic_cast<const PrimalStateVector&>(u).getVector();
962  ROL::Ptr<const std::vector<Real> > zp =
963  dynamic_cast<const PrimalControlVector&>(z).getVector();
964  ROL::Ptr<const std::vector<Real> > udp =
965  dynamic_cast<const L2VectorPrimal<Real>& >(*ud_).getVector();
966 
967  std::vector<Real> diff(udp->size(),0.0);
968  for (unsigned i = 0; i < udp->size(); i++) {
969  diff[i] = (*up)[i] - (*udp)[i];
970  }
971  return 0.5*(fem_->compute_L2_dot(diff,diff) + alpha_*fem_->compute_L2_dot(*zp,*zp));
972  }
973 
974  void gradient_1( ROL::Vector<Real> &g, const ROL::Vector<Real> &u, const ROL::Vector<Real> &z, Real &tol ) {
975  ROL::Ptr<std::vector<Real> > gp =
976  dynamic_cast<DualStateVector&>(g).getVector();
977  ROL::Ptr<const std::vector<Real> > up =
978  dynamic_cast<const PrimalStateVector&>(u).getVector();
979  ROL::Ptr<const std::vector<Real> > udp =
980  dynamic_cast<const L2VectorPrimal<Real>&>(*ud_).getVector();
981 
982  std::vector<Real> diff(udp->size(),0.0);
983  for (unsigned i = 0; i < udp->size(); i++) {
984  diff[i] = (*up)[i] - (*udp)[i];
985  }
986  fem_->apply_mass(*gp,diff);
987  }
988 
989  void gradient_2( ROL::Vector<Real> &g, const ROL::Vector<Real> &u, const ROL::Vector<Real> &z, Real &tol ) {
990  ROL::Ptr<std::vector<Real> > gp =
991  dynamic_cast<DualControlVector&>(g).getVector();
992  ROL::Ptr<const std::vector<Real> > zp =
993  dynamic_cast<const PrimalControlVector&>(z).getVector();
994 
995  fem_->apply_mass(*gp,*zp);
996  for (unsigned i = 0; i < zp->size(); i++) {
997  (*gp)[i] *= alpha_;
998  }
999  }
1000 
1002  const ROL::Vector<Real> &u, const ROL::Vector<Real> &z, Real &tol ) {
1003  ROL::Ptr<std::vector<Real> > hvp =
1004  dynamic_cast<DualStateVector&>(hv).getVector();
1005  ROL::Ptr<const std::vector<Real> > vp =
1006  dynamic_cast<const PrimalStateVector&>(v).getVector();
1007 
1008  fem_->apply_mass(*hvp,*vp);
1009  }
1010 
1012  const ROL::Vector<Real> &u, const ROL::Vector<Real> &z, Real &tol ) {
1013  hv.zero();
1014  }
1015 
1017  const ROL::Vector<Real> &u, const ROL::Vector<Real> &z, Real &tol ) {
1018  hv.zero();
1019  }
1020 
1022  const ROL::Vector<Real> &u, const ROL::Vector<Real> &z, Real &tol ) {
1023  ROL::Ptr<std::vector<Real> > hvp =
1024  dynamic_cast<DualControlVector&>(hv).getVector();
1025  ROL::Ptr<const std::vector<Real> > vp =
1026  dynamic_cast<const PrimalControlVector&>(v).getVector();
1027 
1028  fem_->apply_mass(*hvp,*vp);
1029  for (unsigned i = 0; i < vp->size(); i++) {
1030  (*hvp)[i] *= alpha_;
1031  }
1032  }
1033 };
1034 
1035 template<class Real>
1036 class L2BoundConstraint : public ROL::BoundConstraint<Real> {
1037 private:
1038  int dim_;
1039  std::vector<Real> x_lo_;
1040  std::vector<Real> x_up_;
1041  Real min_diff_;
1042  Real scale_;
1043  ROL::Ptr<BurgersFEM<Real> > fem_;
1044  ROL::Ptr<ROL::Vector<Real> > l_;
1045  ROL::Ptr<ROL::Vector<Real> > u_;
1046 
1047  void cast_vector(ROL::Ptr<std::vector<Real> > &xvec,
1048  ROL::Vector<Real> &x) const {
1049  try {
1050  xvec = dynamic_cast<L2VectorPrimal<Real>&>(x).getVector();
1051  }
1052  catch (std::exception &e) {
1053  xvec = dynamic_cast<L2VectorDual<Real>&>(x).getVector();
1054  }
1055  }
1056 
1057  void cast_const_vector(ROL::Ptr<const std::vector<Real> > &xvec,
1058  const ROL::Vector<Real> &x) const {
1059  try {
1060  xvec = dynamic_cast<const L2VectorPrimal<Real>&>(x).getVector();
1061  }
1062  catch (std::exception &e) {
1063  xvec = dynamic_cast<const L2VectorDual<Real>&>(x).getVector();
1064  }
1065  }
1066 
1067  void axpy(std::vector<Real> &out, const Real a,
1068  const std::vector<Real> &x, const std::vector<Real> &y) const{
1069  out.resize(dim_,0.0);
1070  for (unsigned i = 0; i < dim_; i++) {
1071  out[i] = a*x[i] + y[i];
1072  }
1073  }
1074 
1075  void projection(std::vector<Real> &x) {
1076  for ( int i = 0; i < dim_; i++ ) {
1077  x[i] = std::max(x_lo_[i],std::min(x_up_[i],x[i]));
1078  }
1079  }
1080 
1081 public:
1082  L2BoundConstraint(std::vector<Real> &l, std::vector<Real> &u,
1083  const ROL::Ptr<BurgersFEM<Real> > &fem, Real scale = 1.0)
1084  : x_lo_(l), x_up_(u), scale_(scale), fem_(fem) {
1085  dim_ = x_lo_.size();
1086  for ( int i = 0; i < dim_; i++ ) {
1087  if ( i == 0 ) {
1088  min_diff_ = x_up_[i] - x_lo_[i];
1089  }
1090  else {
1091  min_diff_ = ( (min_diff_ < (x_up_[i] - x_lo_[i])) ? min_diff_ : (x_up_[i] - x_lo_[i]) );
1092  }
1093  }
1094  min_diff_ *= 0.5;
1095  l_ = ROL::makePtr<L2VectorPrimal<Real>>(
1096  ROL::makePtr<std::vector<Real>>(l), fem);
1097  u_ = ROL::makePtr<L2VectorPrimal<Real>>(
1098  ROL::makePtr<std::vector<Real>>(u), fem);
1099  }
1100 
1101  bool isFeasible( const ROL::Vector<Real> &x ) {
1102  ROL::Ptr<const std::vector<Real> > ex; cast_const_vector(ex,x);
1103  bool val = true;
1104  int cnt = 1;
1105  for ( int i = 0; i < dim_; i++ ) {
1106  if ( (*ex)[i] >= x_lo_[i] && (*ex)[i] <= x_up_[i] ) { cnt *= 1; }
1107  else { cnt *= 0; }
1108  }
1109  if ( cnt == 0 ) { val = false; }
1110  return val;
1111  }
1112 
1114  ROL::Ptr<std::vector<Real> > ex; cast_vector(ex,x);
1115  projection(*ex);
1116  }
1117 
1119  ROL::Ptr<const std::vector<Real> > ex; cast_const_vector(ex,x);
1120  ROL::Ptr<std::vector<Real> > ev; cast_vector(ev,v);
1121  Real epsn = std::min(scale_*eps,min_diff_);
1122  for ( int i = 0; i < dim_; i++ ) {
1123  if ( ((*ex)[i] <= x_lo_[i]+epsn) ) {
1124  (*ev)[i] = 0.0;
1125  }
1126  }
1127  }
1128 
1130  ROL::Ptr<const std::vector<Real> > ex; cast_const_vector(ex,x);
1131  ROL::Ptr<std::vector<Real> > ev; cast_vector(ev,v);
1132  Real epsn = std::min(scale_*eps,min_diff_);
1133  for ( int i = 0; i < dim_; i++ ) {
1134  if ( ((*ex)[i] >= x_up_[i]-epsn) ) {
1135  (*ev)[i] = 0.0;
1136  }
1137  }
1138  }
1139 
1140  void pruneActive(ROL::Vector<Real> &v, const ROL::Vector<Real> &x, Real eps) {
1141  ROL::Ptr<const std::vector<Real> > ex; cast_const_vector(ex,x);
1142  ROL::Ptr<std::vector<Real> > ev; cast_vector(ev,v);
1143  Real epsn = std::min(scale_*eps,min_diff_);
1144  for ( int i = 0; i < dim_; i++ ) {
1145  if ( ((*ex)[i] <= x_lo_[i]+epsn) ||
1146  ((*ex)[i] >= x_up_[i]-epsn) ) {
1147  (*ev)[i] = 0.0;
1148  }
1149  }
1150  }
1151 
1153  ROL::Ptr<const std::vector<Real> > ex; cast_const_vector(ex,x);
1154  ROL::Ptr<const std::vector<Real> > eg; cast_const_vector(eg,g);
1155  ROL::Ptr<std::vector<Real> > ev; cast_vector(ev,v);
1156  Real epsn = std::min(scale_*eps,min_diff_);
1157  for ( int i = 0; i < dim_; i++ ) {
1158  if ( ((*ex)[i] <= x_lo_[i]+epsn && (*eg)[i] > 0.0) ) {
1159  (*ev)[i] = 0.0;
1160  }
1161  }
1162  }
1163 
1165  ROL::Ptr<const std::vector<Real> > ex; cast_const_vector(ex,x);
1166  ROL::Ptr<const std::vector<Real> > eg; cast_const_vector(eg,g);
1167  ROL::Ptr<std::vector<Real> > ev; cast_vector(ev,v);
1168  Real epsn = std::min(scale_*eps,min_diff_);
1169  for ( int i = 0; i < dim_; i++ ) {
1170  if ( ((*ex)[i] >= x_up_[i]-epsn && (*eg)[i] < 0.0) ) {
1171  (*ev)[i] = 0.0;
1172  }
1173  }
1174  }
1175 
1176  void pruneActive(ROL::Vector<Real> &v, const ROL::Vector<Real> &g, const ROL::Vector<Real> &x, Real eps) {
1177  ROL::Ptr<const std::vector<Real> > ex; cast_const_vector(ex,x);
1178  ROL::Ptr<const std::vector<Real> > eg; cast_const_vector(eg,g);
1179  ROL::Ptr<std::vector<Real> > ev; cast_vector(ev,v);
1180  Real epsn = std::min(scale_*eps,min_diff_);
1181  for ( int i = 0; i < dim_; i++ ) {
1182  if ( ((*ex)[i] <= x_lo_[i]+epsn && (*eg)[i] > 0.0) ||
1183  ((*ex)[i] >= x_up_[i]-epsn && (*eg)[i] < 0.0) ) {
1184  (*ev)[i] = 0.0;
1185  }
1186  }
1187  }
1188 
1189  const ROL::Ptr<const ROL::Vector<Real> > getLowerBound(void) const {
1190  return l_;
1191  }
1192 
1193  const ROL::Ptr<const ROL::Vector<Real> > getUpperBound(void) const {
1194  return u_;
1195  }
1196 };
1197 
1198 template<class Real>
1199 class H1BoundConstraint : public ROL::BoundConstraint<Real> {
1200 private:
1201  int dim_;
1202  std::vector<Real> x_lo_;
1203  std::vector<Real> x_up_;
1204  Real min_diff_;
1205  Real scale_;
1206  ROL::Ptr<BurgersFEM<Real> > fem_;
1207  ROL::Ptr<ROL::Vector<Real> > l_;
1208  ROL::Ptr<ROL::Vector<Real> > u_;
1209 
1210  void cast_vector(ROL::Ptr<std::vector<Real> > &xvec,
1211  ROL::Vector<Real> &x) const {
1212  try {
1213  xvec = ROL::constPtrCast<std::vector<Real> >(
1214  (dynamic_cast<H1VectorPrimal<Real>&>(x)).getVector());
1215  }
1216  catch (std::exception &e) {
1217  xvec = ROL::constPtrCast<std::vector<Real> >(
1218  (dynamic_cast<H1VectorDual<Real>&>(x)).getVector());
1219  }
1220  }
1221 
1222  void cast_const_vector(ROL::Ptr<const std::vector<Real> > &xvec,
1223  const ROL::Vector<Real> &x) const {
1224  try {
1225  xvec = dynamic_cast<H1VectorPrimal<Real>&>(x).getVector();
1226  }
1227  catch (std::exception &e) {
1228  xvec = dynamic_cast<H1VectorDual<Real>&>(x).getVector();
1229  }
1230  }
1231 
1232  void axpy(std::vector<Real> &out, const Real a,
1233  const std::vector<Real> &x, const std::vector<Real> &y) const{
1234  out.resize(dim_,0.0);
1235  for (unsigned i = 0; i < dim_; i++) {
1236  out[i] = a*x[i] + y[i];
1237  }
1238  }
1239 
1240  void projection(std::vector<Real> &x) {
1241  for ( int i = 0; i < dim_; i++ ) {
1242  x[i] = std::max(x_lo_[i],std::min(x_up_[i],x[i]));
1243  }
1244  }
1245 
1246 public:
1247  H1BoundConstraint(std::vector<Real> &l, std::vector<Real> &u,
1248  const ROL::Ptr<BurgersFEM<Real> > &fem, Real scale = 1.0)
1249  : x_lo_(l), x_up_(u), scale_(scale), fem_(fem) {
1250  dim_ = x_lo_.size();
1251  for ( int i = 0; i < dim_; i++ ) {
1252  if ( i == 0 ) {
1253  min_diff_ = x_up_[i] - x_lo_[i];
1254  }
1255  else {
1256  min_diff_ = ( (min_diff_ < (x_up_[i] - x_lo_[i])) ? min_diff_ : (x_up_[i] - x_lo_[i]) );
1257  }
1258  }
1259  min_diff_ *= 0.5;
1260  l_ = ROL::makePtr<H1VectorPrimal<Real>>(
1261  ROL::makePtr<std::vector<Real>>(l), fem);
1262  u_ = ROL::makePtr<H1VectorPrimal<Real>>(
1263  ROL::makePtr<std::vector<Real>>(u), fem);
1264  }
1265 
1266  bool isFeasible( const ROL::Vector<Real> &x ) {
1267  ROL::Ptr<const std::vector<Real> > ex; cast_const_vector(ex,x);
1268  bool val = true;
1269  int cnt = 1;
1270  for ( int i = 0; i < dim_; i++ ) {
1271  if ( (*ex)[i] >= x_lo_[i] && (*ex)[i] <= x_up_[i] ) { cnt *= 1; }
1272  else { cnt *= 0; }
1273  }
1274  if ( cnt == 0 ) { val = false; }
1275  return val;
1276  }
1277 
1279  ROL::Ptr<std::vector<Real> > ex; cast_vector(ex,x);
1280  projection(*ex);
1281  }
1282 
1284  ROL::Ptr<const std::vector<Real> > ex; cast_const_vector(ex,x);
1285  ROL::Ptr<std::vector<Real> > ev; cast_vector(ev,v);
1286  Real epsn = std::min(scale_*eps,min_diff_);
1287  for ( int i = 0; i < dim_; i++ ) {
1288  if ( ((*ex)[i] <= x_lo_[i]+epsn) ) {
1289  (*ev)[i] = 0.0;
1290  }
1291  }
1292  }
1293 
1295  ROL::Ptr<const std::vector<Real> > ex; cast_const_vector(ex,x);
1296  ROL::Ptr<std::vector<Real> > ev; cast_vector(ev,v);
1297  Real epsn = std::min(scale_*eps,min_diff_);
1298  for ( int i = 0; i < dim_; i++ ) {
1299  if ( ((*ex)[i] >= x_up_[i]-epsn) ) {
1300  (*ev)[i] = 0.0;
1301  }
1302  }
1303  }
1304 
1305  void pruneActive(ROL::Vector<Real> &v, const ROL::Vector<Real> &x, Real eps) {
1306  ROL::Ptr<const std::vector<Real> > ex; cast_const_vector(ex,x);
1307  ROL::Ptr<std::vector<Real> > ev; cast_vector(ev,v);
1308  Real epsn = std::min(scale_*eps,min_diff_);
1309  for ( int i = 0; i < dim_; i++ ) {
1310  if ( ((*ex)[i] <= x_lo_[i]+epsn) ||
1311  ((*ex)[i] >= x_up_[i]-epsn) ) {
1312  (*ev)[i] = 0.0;
1313  }
1314  }
1315  }
1316 
1318  ROL::Ptr<const std::vector<Real> > ex; cast_const_vector(ex,x);
1319  ROL::Ptr<const std::vector<Real> > eg; cast_const_vector(eg,g);
1320  ROL::Ptr<std::vector<Real> > ev; cast_vector(ev,v);
1321  Real epsn = std::min(scale_*eps,min_diff_);
1322  for ( int i = 0; i < dim_; i++ ) {
1323  if ( ((*ex)[i] <= x_lo_[i]+epsn && (*eg)[i] > 0.0) ) {
1324  (*ev)[i] = 0.0;
1325  }
1326  }
1327  }
1328 
1330  ROL::Ptr<const std::vector<Real> > ex; cast_const_vector(ex,x);
1331  ROL::Ptr<const std::vector<Real> > eg; cast_const_vector(eg,g);
1332  ROL::Ptr<std::vector<Real> > ev; cast_vector(ev,v);
1333  Real epsn = std::min(scale_*eps,min_diff_);
1334  for ( int i = 0; i < dim_; i++ ) {
1335  if ( ((*ex)[i] >= x_up_[i]-epsn && (*eg)[i] < 0.0) ) {
1336  (*ev)[i] = 0.0;
1337  }
1338  }
1339  }
1340 
1341  void pruneActive(ROL::Vector<Real> &v, const ROL::Vector<Real> &g, const ROL::Vector<Real> &x, Real eps) {
1342  ROL::Ptr<const std::vector<Real> > ex; cast_const_vector(ex,x);
1343  ROL::Ptr<const std::vector<Real> > eg; cast_const_vector(eg,g);
1344  ROL::Ptr<std::vector<Real> > ev; cast_vector(ev,v);
1345  Real epsn = std::min(scale_*eps,min_diff_);
1346  for ( int i = 0; i < dim_; i++ ) {
1347  if ( ((*ex)[i] <= x_lo_[i]+epsn && (*eg)[i] > 0.0) ||
1348  ((*ex)[i] >= x_up_[i]-epsn && (*eg)[i] < 0.0) ) {
1349  (*ev)[i] = 0.0;
1350  }
1351  }
1352  }
1353 
1354  const ROL::Ptr<const ROL::Vector<Real> > getLowerBound(void) const {
1355  return l_;
1356  }
1357 
1358  const ROL::Ptr<const ROL::Vector<Real> > getUpperBound(void) const {
1359  return u_;
1360  }
1361 };
1362 
1363 template<class Real, class Ordinal>
1364 class L2VectorBatchManager : public ROL::TeuchosBatchManager<Real,Ordinal> {
1365 private:
1366  void cast_vector(ROL::Ptr<std::vector<Real> > &xvec,
1367  ROL::Vector<Real> &x) const {
1368  try {
1369  xvec = dynamic_cast<L2VectorPrimal<Real>&>(x).getVector();
1370  }
1371  catch (std::exception &e) {
1372  xvec = dynamic_cast<L2VectorDual<Real>&>(x).getVector();
1373  }
1374  }
1375 
1376 public:
1377  L2VectorBatchManager(const ROL::Ptr<const Teuchos::Comm<Ordinal> > &comm)
1378  : ROL::TeuchosBatchManager<Real,Ordinal>(comm) {}
1380  ROL::Ptr<std::vector<Real> > input_ptr;
1381  cast_vector(input_ptr,input);
1382  int dim_i = input_ptr->size();
1383  ROL::Ptr<std::vector<Real> > output_ptr;
1384  cast_vector(output_ptr,output);
1385  int dim_o = output_ptr->size();
1386  if ( dim_i != dim_o ) {
1387  std::cout << "L2VectorBatchManager: DIMENSION MISMATCH ON RANK "
1388  << ROL::TeuchosBatchManager<Real,Ordinal>::batchID() << "\n";
1389  }
1390  else {
1391  ROL::TeuchosBatchManager<Real,Ordinal>::sumAll(&(*input_ptr)[0],&(*output_ptr)[0],dim_i);
1392  }
1393  }
1394 };
1395 
1396 template<class Real, class Ordinal>
1397 class H1VectorBatchManager : public ROL::TeuchosBatchManager<Real,Ordinal> {
1398 private:
1399  void cast_vector(ROL::Ptr<std::vector<Real> > &xvec,
1400  ROL::Vector<Real> &x) const {
1401  try {
1402  xvec = dynamic_cast<H1VectorPrimal<Real>&>(x).getVector();
1403  }
1404  catch (std::exception &e) {
1405  xvec = dynamic_cast<H1VectorDual<Real>&>(x).getVector();
1406  }
1407  }
1408 
1409 public:
1410  H1VectorBatchManager(const ROL::Ptr<const Teuchos::Comm<Ordinal> > &comm)
1411  : ROL::TeuchosBatchManager<Real,Ordinal>(comm) {}
1413  ROL::Ptr<std::vector<Real> > input_ptr;
1414  cast_vector(input_ptr,input);
1415  int dim_i = input_ptr->size();
1416  ROL::Ptr<std::vector<Real> > output_ptr;
1417  cast_vector(output_ptr,output);
1418  int dim_o = output_ptr->size();
1419  if ( dim_i != dim_o ) {
1420  std::cout << "H1VectorBatchManager: DIMENSION MISMATCH ON RANK "
1421  << ROL::TeuchosBatchManager<Real,Ordinal>::batchID() << "\n";
1422  }
1423  else {
1424  ROL::TeuchosBatchManager<Real,Ordinal>::sumAll(&(*input_ptr)[0],&(*output_ptr)[0],dim_i);
1425  }
1426  }
1427 };
1428 
1429 template<class Real>
1430 Real random(const ROL::Ptr<const Teuchos::Comm<int> > &comm) {
1431  Real val = 0.0;
1432  if ( Teuchos::rank<int>(*comm)==0 ) {
1433  val = (Real)rand()/(Real)RAND_MAX;
1434  }
1435  Teuchos::broadcast<int,Real>(*comm,0,1,&val);
1436  return val;
1437 }
H1VectorPrimal< Real > DualConstraintVector
Definition: example_08.hpp:703
BurgersFEM(int nx=128, Real nl=1.0, Real cH1=1.0, Real cL2=1.0)
Definition: example_08.hpp:133
L2VectorDual(const ROL::Ptr< std::vector< Real > > &vec, const ROL::Ptr< BurgersFEM< Real > > &fem)
Definition: example_08.hpp:575
Provides the interface to evaluate simulation-based objective functions.
void pruneUpperActive(ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps)
Set variables to zero if they correspond to the upper -active set.
std::vector< Real > x_up_
Real dx_
Definition: test_04.hpp:72
ROL::Ptr< ROL::Vector< Real > > diff_
Real compute_H1_dot(const std::vector< Real > &x, const std::vector< Real > &y) const
Definition: example_08.hpp:245
void applyAdjointJacobian_1(ROL::Vector< Real > &ajv, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Apply the adjoint of the partial constraint Jacobian at , , to the vector . This is the primary inter...
Definition: example_08.hpp:782
Real cL2_
Definition: test_04.hpp:79
void apply_mass(std::vector< Real > &Mu, const std::vector< Real > &u) const
Definition: example_08.hpp:178
bool isFeasible(const ROL::Vector< Real > &x)
Check if the vector, v, is feasible.
void axpy(std::vector< Real > &out, const Real a, const std::vector< Real > &x, const std::vector< Real > &y) const
Definition: example_08.hpp:90
void cast_vector(ROL::Ptr< std::vector< Real > > &xvec, ROL::Vector< Real > &x) const
ROL::Ptr< L2VectorPrimal< Real > > prim_vec_
Definition: example_08.hpp:571
Real dot(const ROL::Vector< Real > &x) const
Compute where .
Definition: example_08.hpp:580
void apply_adjoint_pde_control_hessian(std::vector< Real > &ahwv, const std::vector< Real > &w, const std::vector< Real > &v, const std::vector< Real > &u, const std::vector< Real > &z)
Definition: example_08.hpp:507
ROL::Ptr< H1VectorPrimal< Real > > prim_vec_
Definition: example_08.hpp:652
ROL::Ptr< L2VectorDual< Real > > dual_vec_
Definition: test_04.hpp:539
void applyAdjointHessian_12(ROL::Vector< Real > &ahwv, const ROL::Vector< Real > &w, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Apply the optimization-space derivative of the adjoint of the constraint simulation-space Jacobian at...
Definition: example_08.hpp:861
std::vector< Real > x_up_
void apply_adjoint_pde_hessian(std::vector< Real > &ahwv, const std::vector< Real > &w, const std::vector< Real > &v, const std::vector< Real > &u, const std::vector< Real > &z) const
Definition: example_08.hpp:490
ROL::Ptr< BurgersFEM< Real > > fem_
Definition: test_04.hpp:784
H1VectorPrimal(const ROL::Ptr< std::vector< Real > > &vec, const ROL::Ptr< BurgersFEM< Real > > &fem)
Definition: example_08.hpp:619
Real u0_
Definition: test_04.hpp:75
void pruneActive(ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real eps)
Contains definitions of custom data types in ROL.
Ptr< const std::vector< Element > > getVector() const
Real dot(const ROL::Vector< Real > &x) const
Compute where .
Definition: example_08.hpp:661
void cast_vector(ROL::Ptr< std::vector< Real > > &xvec, ROL::Vector< Real > &x) const
void applyAdjointHessian_11(ROL::Vector< Real > &ahwv, const ROL::Vector< Real > &w, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Apply the simulation-space derivative of the adjoint of the constraint simulation-space Jacobian at ...
Definition: example_08.hpp:836
L2VectorBatchManager(const ROL::Ptr< const Teuchos::Comm< Ordinal > > &comm)
ROL::Ptr< const std::vector< Real > > getVector() const
Definition: test_04.hpp:584
const ROL::Ptr< const ROL::Vector< Real > > getUpperBound(void) const
Return the ref count pointer to the upper bound vector.
ROL::Ptr< BurgersFEM< Real > > fem_
Definition: test_04.hpp:704
const std::vector< Real > getParameter(void) const
void pruneLowerActive(ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps)
Set variables to zero if they correspond to the lower -active set.
Real compute_H1_norm(const std::vector< Real > &r) const
Definition: example_08.hpp:265
L2BoundConstraint(std::vector< Real > &l, std::vector< Real > &u, const ROL::Ptr< BurgersFEM< Real > > &fem, Real scale=1.0)
void applyInverseAdjointJacobian_1(ROL::Vector< Real > &iajv, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Apply the inverse of the adjoint of the partial constraint Jacobian at , , to the vector ...
Definition: example_08.hpp:818
void pruneUpperActive(ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real eps)
Set variables to zero if they correspond to the upper -binding set.
StdVector(const Ptr< std::vector< Real > > &std_vec)
H1VectorDual(const ROL::Ptr< std::vector< Real > > &vec, const ROL::Ptr< BurgersFEM< Real > > &fem)
Definition: example_08.hpp:656
bool isDualInitialized_
Definition: example_08.hpp:535
void project(ROL::Vector< Real > &x)
Project optimization variables onto the bounds.
virtual void zero()
Set to zero vector.
Definition: ROL_Vector.hpp:167
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
void cast_vector(ROL::Ptr< std::vector< Real > > &xvec, ROL::Vector< Real > &x) const
ROL::Ptr< BurgersFEM< Real > > fem_
H1VectorDual< Real > DualStateVector
Definition: example_08.hpp:940
H1VectorDual< Real > PrimalConstraintVector
Definition: example_08.hpp:702
L2VectorPrimal(const ROL::Ptr< std::vector< Real > > &vec, const ROL::Ptr< BurgersFEM< Real > > &fem)
Definition: example_08.hpp:538
Real dot(const ROL::Vector< Real > &x) const
Compute where .
Definition: example_08.hpp:624
int num_dof(void) const
Definition: example_08.hpp:143
H1VectorPrimal< Real > PrimalStateVector
Definition: example_08.hpp:696
void hessVec_22(ROL::Vector< Real > &hv, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Constraint_BurgersControl(ROL::Ptr< BurgersFEM< Real > > &fem, bool useHessian=true)
Definition: example_08.hpp:709
Real value(const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Compute value.
Definition: example_08.hpp:959
void pruneActive(ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps)
void gradient_1(ROL::Vector< Real > &g, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Compute gradient with respect to first component.
Definition: example_08.hpp:974
Real mesh_spacing(void) const
Definition: example_08.hpp:147
ROL::Ptr< ROL::Vector< Real > > clone() const
Clone to make a new (uninitialized) vector.
Definition: example_08.hpp:594
bool isFeasible(const ROL::Vector< Real > &x)
Check if the vector, v, is feasible.
void test_inverse_mass(std::ostream &outStream=std::cout)
Definition: example_08.hpp:208
void apply_pde_jacobian(std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &u, const std::vector< Real > &z) const
Definition: example_08.hpp:382
ROL::Ptr< BurgersFEM< Real > > fem_
Definition: test_04.hpp:880
const ROL::Ptr< const ROL::Vector< Real > > getLowerBound(void) const
Return the ref count pointer to the lower bound vector.
Real nl_
Definition: test_04.hpp:74
ROL::Ptr< ROL::Vector< Real > > ud_
void pruneActive(ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps)
Real cH1_
Definition: test_04.hpp:78
void applyAdjointHessian_21(ROL::Vector< Real > &ahwv, const ROL::Vector< Real > &w, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Apply the simulation-space derivative of the adjoint of the constraint optimization-space Jacobian at...
Definition: example_08.hpp:885
Real u1_
Definition: test_04.hpp:76
void pruneLowerActive(ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real eps)
Set variables to zero if they correspond to the -binding set.
Provides the ROL::Vector interface for scalar values, to be used, for example, with scalar constraint...
ROL::Ptr< const std::vector< Real > > getVector() const
Definition: test_04.hpp:751
ROL::Ptr< ROL::Vector< Real > > clone() const
Clone to make a new (uninitialized) vector.
Definition: example_08.hpp:675
ROL::Ptr< const std::vector< Real > > getVector() const
Definition: test_04.hpp:671
ROL::Ptr< BurgersFEM< Real > > fem_
void compute_pde_jacobian(std::vector< Real > &dl, std::vector< Real > &d, std::vector< Real > &du, const std::vector< Real > &u) const
Definition: example_08.hpp:354
H1VectorDual< Real > DualStateVector
Definition: example_08.hpp:697
void applyJacobian_1(ROL::Vector< Real > &jv, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Apply the partial constraint Jacobian at , , to the vector .
Definition: example_08.hpp:728
Real compute_L2_dot(const std::vector< Real > &x, const std::vector< Real > &y) const
Definition: example_08.hpp:155
void pruneLowerActive(ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps)
Set variables to zero if they correspond to the lower -active set.
void hessVec_21(ROL::Vector< Real > &hv, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
void linear_solve(std::vector< Real > &u, std::vector< Real > &dl, std::vector< Real > &d, std::vector< Real > &du, const std::vector< Real > &r, const bool transpose=false) const
Definition: example_08.hpp:102
std::vector< Real > x_lo_
L2VectorPrimal< Real > PrimalControlVector
Definition: example_08.hpp:699
ROL::Ptr< ROL::Vector< Real > > u_
void apply_inverse_mass(std::vector< Real > &Mu, const std::vector< Real > &u) const
Definition: example_08.hpp:195
void axpy(std::vector< Real > &out, const Real a, const std::vector< Real > &x, const std::vector< Real > &y) const
void hessVec_12(ROL::Vector< Real > &hv, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
ROL::Ptr< BurgersFEM< Real > > fem_
Definition: test_04.hpp:537
ROL::Ptr< const std::vector< Real > > getVector() const
Definition: test_04.hpp:838
ROL::Ptr< BurgersFEM< Real > > fem_
Definition: test_04.hpp:617
void update(std::vector< Real > &u, const std::vector< Real > &s, const Real alpha=1.0) const
Definition: example_08.hpp:84
void pruneLowerActive(ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real eps)
Set variables to zero if they correspond to the -binding set.
void projection(std::vector< Real > &x)
void gradient_2(ROL::Vector< Real > &g, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Compute gradient with respect to second component.
Definition: example_08.hpp:989
Real random(const ROL::Ptr< const Teuchos::Comm< int > > &comm)
Definition: example_05.cpp:49
int dimension() const
Return dimension of the vector space.
ROL::Ptr< ROL::Vector< Real > > l_
void apply_adjoint_control_hessian(std::vector< Real > &ahwv, const std::vector< Real > &w, const std::vector< Real > &v, const std::vector< Real > &u, const std::vector< Real > &z)
Definition: example_08.hpp:521
void applyInverseJacobian_1(ROL::Vector< Real > &ijv, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Apply the inverse partial constraint Jacobian at , , to the vector .
Definition: example_08.hpp:764
Provides the interface to apply upper and lower bound constraints.
void compute_residual(std::vector< Real > &r, const std::vector< Real > &u, const std::vector< Real > &z) const
Definition: example_08.hpp:318
void projection(std::vector< Real > &x)
void cast_const_vector(ROL::Ptr< const std::vector< Real > > &xvec, const ROL::Vector< Real > &x) const
H1VectorBatchManager(const ROL::Ptr< const Teuchos::Comm< Ordinal > > &comm)
Real nu_
Definition: test_04.hpp:73
ROL::Ptr< ROL::Vector< Real > > l_
ROL::Ptr< ROL::Vector< Real > > clone() const
Clone to make a new (uninitialized) vector.
Definition: example_08.hpp:550
void set_problem_data(const Real nu, const Real f, const Real u0, const Real u1)
Definition: example_08.hpp:136
void hessVec_11(ROL::Vector< Real > &hv, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Apply Hessian approximation to vector.
void applyJacobian_2(ROL::Vector< Real > &jv, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Apply the partial constraint Jacobian at , , to the vector .
Definition: example_08.hpp:746
void apply_control_jacobian(std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &u, const std::vector< Real > &z) const
Definition: example_08.hpp:453
void test_inverse_H1(std::ostream &outStream=std::cout)
Definition: example_08.hpp:297
const ROL::Vector< Real > & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis...
Definition: example_08.hpp:636
void apply_adjoint_control_jacobian(std::vector< Real > &jv, const std::vector< Real > &v, const std::vector< Real > &u, const std::vector< Real > &z) const
Definition: example_08.hpp:464
Real dot(const ROL::Vector< Real > &x) const
Compute where .
Definition: example_08.hpp:543
void cast_vector(ROL::Ptr< std::vector< Real > > &xvec, ROL::Vector< Real > &x) const
L2VectorPrimal< Real > PrimalControlVector
Definition: example_08.hpp:942
void pruneUpperActive(ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real eps)
Set variables to zero if they correspond to the upper -binding set.
void pruneActive(ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real eps)
void cast_const_vector(ROL::Ptr< const std::vector< Real > > &xvec, const ROL::Vector< Real > &x) const
H1VectorPrimal< Real > PrimalStateVector
Definition: example_08.hpp:939
std::vector< Real > x_lo_
void apply_inverse_pde_jacobian(std::vector< Real > &ijv, const std::vector< Real > &v, const std::vector< Real > &u, const std::vector< Real > &z) const
Definition: example_08.hpp:401
void axpy(std::vector< Real > &out, const Real a, const std::vector< Real > &x, const std::vector< Real > &y) const
L2VectorDual< Real > DualControlVector
Definition: example_08.hpp:700
Real f_
Definition: test_04.hpp:77
void applyAdjointHessian_22(ROL::Vector< Real > &ahwv, const ROL::Vector< Real > &w, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Apply the optimization-space derivative of the adjoint of the constraint optimization-space Jacobian ...
Definition: example_08.hpp:909
void apply_H1(std::vector< Real > &Mu, const std::vector< Real > &u) const
Definition: example_08.hpp:270
const ROL::Ptr< const ROL::Vector< Real > > getLowerBound(void) const
Return the ref count pointer to the lower bound vector.
void sumAll(ROL::Vector< Real > &input, ROL::Vector< Real > &output)
void apply_inverse_H1(std::vector< Real > &Mu, const std::vector< Real > &u) const
Definition: example_08.hpp:289
void project(ROL::Vector< Real > &x)
Project optimization variables onto the bounds.
void apply_adjoint_pde_jacobian(std::vector< Real > &ajv, const std::vector< Real > &v, const std::vector< Real > &u, const std::vector< Real > &z) const
Definition: example_08.hpp:415
ROL::Ptr< BurgersFEM< Real > > fem_
ROL::Ptr< ROL::Vector< Real > > u_
ROL::Ptr< ROL::Vector< Real > > clone() const
Clone to make a new (uninitialized) vector.
Definition: example_08.hpp:631
void apply_inverse_adjoint_pde_jacobian(std::vector< Real > &iajv, const std::vector< Real > &v, const std::vector< Real > &u, const std::vector< Real > &z) const
Definition: example_08.hpp:436
void apply_adjoint_control_pde_hessian(std::vector< Real > &ahwv, const std::vector< Real > &w, const std::vector< Real > &v, const std::vector< Real > &u, const std::vector< Real > &z)
Definition: example_08.hpp:514
void applyAdjointJacobian_2(ROL::Vector< Real > &jv, const ROL::Vector< Real > &v, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Apply the adjoint of the partial constraint Jacobian at , , to vector . This is the primary interface...
Definition: example_08.hpp:800
int dimension() const
Return dimension of the vector space.
Definition: test_04.hpp:853
Defines the constraint operator interface for simulation-based optimization.
L2VectorDual< Real > DualControlVector
Definition: example_08.hpp:943
const ROL::Vector< Real > & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis...
Definition: example_08.hpp:680
bool isPrimalInitialized_
Definition: example_08.hpp:653
void value(ROL::Vector< Real > &c, const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, Real &tol)
Evaluate the constraint operator at .
Definition: example_08.hpp:712
void sumAll(ROL::Vector< Real > &input, ROL::Vector< Real > &output)
bool isPrimalInitialized_
Definition: example_08.hpp:572
void scale(std::vector< Real > &u, const Real alpha=0.0) const
Definition: example_08.hpp:96
const ROL::Vector< Real > & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis...
Definition: example_08.hpp:599
bool isDualInitialized_
Definition: example_08.hpp:616
ROL::Ptr< H1VectorDual< Real > > dual_vec_
Definition: test_04.hpp:706
Objective_BurgersControl(const ROL::Ptr< BurgersFEM< Real > > &fem, const ROL::Ptr< ROL::Vector< Real > > &ud, Real alpha=1.e-4)
Definition: example_08.hpp:951
const ROL::Ptr< const ROL::Vector< Real > > getUpperBound(void) const
Return the ref count pointer to the upper bound vector.
void pruneUpperActive(ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps)
Set variables to zero if they correspond to the upper -active set.
H1BoundConstraint(std::vector< Real > &l, std::vector< Real > &u, const ROL::Ptr< BurgersFEM< Real > > &fem, Real scale=1.0)
int dimension() const
Return dimension of the vector space.
Definition: test_04.hpp:686
const ROL::Vector< Real > & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis...
Definition: example_08.hpp:555
Real compute_L2_norm(const std::vector< Real > &r) const
Definition: example_08.hpp:173