Defines a constaint formed through function composition $c(x)=c_o(c_i(x))$. More...

#include <ROL_ChainRuleConstraint.hpp>

Inheritance diagram for ROL::ChainRuleConstraint< Real >:

Public Member Functions
	ChainRuleConstraint (const Ptr< Constraint< Real > > &outer_con, const Ptr< Constraint< Real > > &inner_con, const Vector< Real > &x, const Vector< Real > &lag_inner)

virtual	~ChainRuleConstraint ()=default

virtual void	update (const Vector< Real > &x, UpdateType type, int iter=-1)
	Update constraint function.

virtual void	update (const Vector< Real > &x, bool flag, 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.

virtual void	value (Vector< Real > &c, const Vector< Real > &x, Real &tol) override
	Evaluate the constraint operator $c:\mathcal{X} \rightarrow \mathcal{C}$ at $x$.

virtual void	applyJacobian (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
	Apply the constraint Jacobian at $x$, $c'(x) \in L(\mathcal{X}, \mathcal{C})$, to vector $v$.

virtual void	applyAdjointJacobian (Vector< Real > &ajl, const Vector< Real > &l, const Vector< Real > &x, Real &tol) override
	Apply the adjoint of the the constraint Jacobian at $x$, $c'(x)^* \in L(\mathcal{C}^, \mathcal{X}^)$, to vector $v$.

virtual void	applyAdjointHessian (Vector< Real > &ahlv, const Vector< Real > &l, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
	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 $.

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 $v$.

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

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:

void	activate (void)
	Turn on constraints.

void	deactivate (void)
	Turn off constraints.

bool	isActivated (void)
	Check if constraints are on.

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.

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.

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.

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.

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.

virtual void	setParameter (const std::vector< Real > &param)

Private Attributes
const Ptr< Constraint< Real > >	outer_con_

const Ptr< Constraint< Real > >	inner_con_

Ptr< Vector< Real > >	y_

Ptr< Vector< Real > >	Jiv_

Ptr< Vector< Real > >	aJol_

Ptr< Vector< Real > >	HiaJol_

Ptr< Vector< Real > >	HolJiv_

Real	tol_

Additional Inherited Members
Protected Member Functions inherited from ROL::Constraint< Real >
const std::vector< Real >	getParameter (void) const

Detailed Description

template<typename Real>
class ROL::ChainRuleConstraint< Real >

Defines a constaint formed through function composition $c(x)=c_o(c_i(x))$.

$c_i\mathcal{X}\to\mathcal{Y}$ and $c_o:\mathcal{Y}\to\mathcal{Z}$

It is assumed that both $c_i$ and $c_o$ both of ROL::Constraint type, are

twice differentiable and that that the range of $c_i$ is in the domain of $c_o$.

Definition at line 30 of file ROL_ChainRuleConstraint.hpp.

Constructor & Destructor Documentation

◆ ChainRuleConstraint()

template<typename Real >

ROL::ChainRuleConstraint< Real >::ChainRuleConstraint	(	const Ptr< Constraint< Real > > &	outer_con,
		const Ptr< Constraint< Real > > &	inner_con,
		const Vector< Real > &	x,
		const Vector< Real > &	lag_inner
	)

inline

Definition at line 33 of file ROL_ChainRuleConstraint.hpp.

◆ ~ChainRuleConstraint()

template<typename Real >

virtual ROL::ChainRuleConstraint< Real >::~ChainRuleConstraint ( )

virtualdefault

Member Function Documentation

◆ update() [1/2]

template<typename Real >

virtual void ROL::ChainRuleConstraint< Real >::update	(	const Vector< Real > &	x,
		UpdateType	type,
		int	iter = `-1`
	)

inlinevirtual

Update constraint function.

This function updates the constraint function at new iterations.

Parameters

[in]	x	is the new iterate.
[in]	type	is the type of update requested.
[in]	iter	is the outer algorithm iterations count.

Reimplemented from ROL::Constraint< Real >.

Definition at line 48 of file ROL_ChainRuleConstraint.hpp.

References ROL::ChainRuleConstraint< Real >::inner_con_, ROL::ChainRuleConstraint< Real >::outer_con_, ROL::ChainRuleConstraint< Real >::tol_, and ROL::ChainRuleConstraint< Real >::y_.

◆ update() [2/2]

template<typename Real >

virtual void ROL::ChainRuleConstraint< Real >::update	(	const Vector< Real > &	x,
		bool	flag,
		int	iter = `-1`
	)

inlinevirtual

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 56 of file ROL_ChainRuleConstraint.hpp.

References ROL::ChainRuleConstraint< Real >::inner_con_, ROL::ChainRuleConstraint< Real >::outer_con_, ROL::ChainRuleConstraint< Real >::tol_, and ROL::ChainRuleConstraint< Real >::y_.

◆ value()

template<typename Real >

virtual void ROL::ChainRuleConstraint< Real >::value	(	Vector< Real > &	c,
		const Vector< Real > &	x,
		Real &	tol
	)

inlineoverridevirtual

Evaluate the constraint operator $c:\mathcal{X} \rightarrow \mathcal{C}$ at $x$.

Parameters

[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 64 of file ROL_ChainRuleConstraint.hpp.

References ROL::ChainRuleConstraint< Real >::inner_con_, ROL::ChainRuleConstraint< Real >::outer_con_, and ROL::ChainRuleConstraint< Real >::y_.

◆ applyJacobian()

template<typename Real >

virtual void ROL::ChainRuleConstraint< Real >::applyJacobian	(	Vector< Real > &	jv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol
	)

inlineoverridevirtual

Apply the constraint Jacobian at $x$, $c'(x) \in L(\mathcal{X}, \mathcal{C})$, to vector $v$.

Parameters

[out]	jv	is the result of applying the constraint Jacobian to v at x; a constraint-space vector
[in]	v	is an optimization-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, $\mathsf{jv} = c'(x)v$, 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 71 of file ROL_ChainRuleConstraint.hpp.

References ROL::ChainRuleConstraint< Real >::inner_con_, ROL::ChainRuleConstraint< Real >::Jiv_, ROL::ChainRuleConstraint< Real >::outer_con_, and ROL::ChainRuleConstraint< Real >::y_.

◆ applyAdjointJacobian()

template<typename Real >

virtual void ROL::ChainRuleConstraint< Real >::applyAdjointJacobian	(	Vector< Real > &	ajv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol
	)

inlineoverridevirtual

Apply the adjoint of the the constraint Jacobian at $x$, $c'(x)^* \in L(\mathcal{C}^*, \mathcal{X}^*)$, to vector $v$.

Parameters

[out]	ajv	is the result of applying the adjoint of the constraint Jacobian to v at x; a dual optimization-space vector
[in]	v	is a dual 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, $\mathsf{ajv} = c'(x)^*v$, 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 80 of file ROL_ChainRuleConstraint.hpp.

References ROL::ChainRuleConstraint< Real >::aJol_, ROL::ChainRuleConstraint< Real >::inner_con_, ROL::ChainRuleConstraint< Real >::outer_con_, and ROL::ChainRuleConstraint< Real >::y_.

◆ applyAdjointHessian()

template<typename Real >

virtual void ROL::ChainRuleConstraint< Real >::applyAdjointHessian	(	Vector< Real > &	ahuv,
		const Vector< Real > &	u,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol
	)

inlineoverridevirtual

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 $.

Parameters

[out]	ahuv	is the result of applying the derivative of the adjoint of the constraint Jacobian at x to vector u in direction v; a dual optimization-space vector
[in]	u	is the direction vector; a dual constraint-space vector
[in]	v	is an optimization-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{ahuv} = c''(x)(v,\cdot)^*u $, 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 89 of file ROL_ChainRuleConstraint.hpp.

References ROL::ChainRuleConstraint< Real >::aJol_, ROL::ChainRuleConstraint< Real >::HiaJol_, ROL::ChainRuleConstraint< Real >::HolJiv_, ROL::ChainRuleConstraint< Real >::inner_con_, ROL::ChainRuleConstraint< Real >::Jiv_, ROL::ChainRuleConstraint< Real >::outer_con_, ROL::Vector< Real >::plus(), and ROL::ChainRuleConstraint< Real >::y_.