#include <ROL_Constraint_SerialSimOpt.hpp>

Inheritance diagram for ROL::ROL::Problem< Real >:

Public Member Functions
virtual	~Problem ()
	Problem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< Vector< Real > > &g=nullPtr)
	Default constructor for OptimizationProblem.
	Problem (const Problem &problem)
	Copy constructor for OptimizationProblem.
void	addBoundConstraint (const Ptr< BoundConstraint< Real > > &bnd)
	Add a bound constraint.
void	removeBoundConstraint ()
	Remove an existing bound constraint.
void	addConstraint (std::string name, const Ptr< Constraint< Real > > &econ, const Ptr< Vector< Real > > &emul, const Ptr< Vector< Real > > &eres=nullPtr, bool reset=false)
	Add an equality constraint.
void	addConstraint (std::string name, const Ptr< Constraint< Real > > &icon, const Ptr< Vector< Real > > &imul, const Ptr< BoundConstraint< Real > > &ibnd, const Ptr< Vector< Real > > &ires=nullPtr, bool reset=false)
	Add an inequality constraint.
void	addConstraint (std::string name, const Ptr< Constraint< Real > > &pcon, const Ptr< Vector< Real > > &pmul, const Ptr< Projection< Real > > &proj, const Ptr< Vector< Real > > &pres=nullPtr, bool reset=false)
	Add a projection constraint.
void	removeConstraint (std::string name)
	Remove an existing constraint.
void	addLinearConstraint (std::string name, const Ptr< Constraint< Real > > &linear_econ, const Ptr< Vector< Real > > &linear_emul, const Ptr< Vector< Real > > &linear_eres=nullPtr, bool reset=false)
	Add a linear equality constraint.
void	addLinearConstraint (std::string name, const Ptr< Constraint< Real > > &linear_icon, const Ptr< Vector< Real > > &linear_imul, const Ptr< BoundConstraint< Real > > &linear_ibnd, const Ptr< Vector< Real > > &linear_ires=nullPtr, bool reset=false)
	Add a linear inequality constraint.
void	removeLinearConstraint (std::string name)
	Remove an existing linear constraint.
void	setProjectionAlgorithm (ParameterList &parlist)
	Set polyhedral projection algorithm.
void	addProximableObjective (const Ptr< Objective< Real > > &nobj)
	Set Proximable objective function.
void	removeProximableObjective ()
	Remove Proximable objective function.
void	addConstraintGroup (const std::string &group_name, const std::vector< std::string > &constraint_names)
	Combine a set of constraints into a group.
void	removeConstraintGroup (const std::string &group_name)
	Remove a group of constraints.
const Ptr< Objective< Real > > &	getObjective ()
	Get the objective function.
const Ptr< Objective< Real > > &	getProximableObjective ()
	Get proximable objective.
const Ptr< Vector< Real > > &	getPrimalOptimizationVector ()
	Get the primal optimization space vector.
const Ptr< Vector< Real > > &	getDualOptimizationVector ()
	Get the dual optimization space vector.
const Ptr< BoundConstraint< Real > > &	getBoundConstraint ()
	Get the bound constraint.
const Ptr< Constraint< Real > > &	getConstraint ()
	Get the equality constraint.
const Ptr< Vector< Real > > &	getMultiplierVector ()
	Get the dual constraint space vector.
const Ptr< Vector< Real > > &	getResidualVector ()
	Get the primal constraint space vector.
const Ptr< PolyhedralProjection< Real > > &	getPolyhedralProjection ()
	Get the polyhedral projection object. This is a null pointer if no linear constraints and/or bounds are present.
EProblem	getProblemType ()
	Get the optimization problem type (U, B, E, G, or P).
Ptr< ConstraintData< Real > >	getConstraintData (const std::string &constraint_name)
const std::vector< std::string > &	getUngroupedEqualityConstraintNames ()
const std::vector< std::string > &	getUngroupedLinearEqualityConstraintNames ()
const std::vector< std::string >	getGroupNames ()
const Ptr< ConstraintData< Real > >	getGroupConstraintData (const std::string &group_name)
Real	checkLinearity (bool printToStream=false, std::ostream &outStream=std::cout) const
	Check if user-supplied linear constraints are affine.
void	checkVectors (bool printToStream=false, std::ostream &outStream=std::cout) const
	Run vector checks for user-supplied vectors.
void	checkDerivatives (bool printToStream=false, std::ostream &outStream=std::cout, const Ptr< Vector< Real > > &x0=nullPtr, Real scale=Real(1)) const
	Run derivative checks for user-supplied objective function and constraints.
void	check (bool printToStream=false, std::ostream &outStream=std::cout, const Ptr< Vector< Real > > &x0=nullPtr, Real scale=Real(1)) const
	Run vector, linearity and derivative checks for user-supplied vectors, objective function and constraints.
virtual void	finalize (bool lumpConstraints=false, bool printToStream=false, std::ostream &outStream=std::cout, bool useSlackVariables=true)
	Tranform user-supplied constraints. Problem cannot be modified after finalize has been called without calling the edit function.
bool	isFinalized () const
	Indicate whether or no finalize has been called.
virtual void	edit ()
	Resume editting optimization problem after finalize has been called.
void	finalizeIteration ()
	Transform the optimization variables to the native parameterization after an optimization algorithm has finished.

Protected Attributes
Ptr< Objective< Real > >	INPUT_obj_
Ptr< Objective< Real > >	INPUT_nobj_
Ptr< Vector< Real > >	INPUT_xprim_
Ptr< Vector< Real > >	INPUT_xdual_
Ptr< BoundConstraint< Real > >	INPUT_bnd_
std::unordered_map< std::string, ConstraintData< Real > >	INPUT_con_
std::unordered_map< std::string, ConstraintData< Real > >	INPUT_linear_con_
std::unordered_map< std::string, ConstraintData< Real > >	INPUT_proj_
std::unordered_map< std::string, std::vector< std::string > >	groups_
std::unordered_set< std::string >	grouped_constraint_names_
std::vector< std::string >	ungrouped_equality_constraint_names_
std::vector< std::string >	ungrouped_linear_equality_constraint_names_

Private Attributes
bool	isFinalized_
bool	hasBounds_
bool	hasEquality_
bool	hasInequality_
bool	hasLinearEquality_
bool	hasLinearInequality_
bool	hasProximableObjective_
unsigned	cnt_econ_
unsigned	cnt_icon_
unsigned	cnt_linear_econ_
unsigned	cnt_linear_icon_
ParameterList	ppa_list_
Ptr< Objective< Real > >	obj_
Ptr< Objective< Real > >	nobj_
Ptr< Vector< Real > >	xprim_
Ptr< Vector< Real > >	xdual_
Ptr< BoundConstraint< Real > >	bnd_
Ptr< Constraint< Real > >	con_
Ptr< Vector< Real > >	mul_
Ptr< Vector< Real > >	res_
Ptr< PolyhedralProjection< Real > >	proj_
Ptr< Vector< Real > >	xfeas_
Ptr< ReduceLinearConstraint< Real > >	rlc_
EProblem	problemType_

Detailed Description

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

Definition at line 27 of file ROL_Constraint_SerialSimOpt.hpp.

Constructor & Destructor Documentation

◆ ~Problem()

template<typename Real>

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

inlinevirtual

Definition at line 74 of file ROL_Constraint_SerialSimOpt.hpp.

◆ Problem() [1/2]

template<typename Real>

ROL::Problem< Real >::Problem	(	const Ptr< Objective< Real > > &	obj,
		const Ptr< Vector< Real > > &	x,
		const Ptr< Vector< Real > > &	g = nullPtr )

Default constructor for OptimizationProblem.

Parameters

[in]	obj	objective function object
[in]	x	primal optimization space vector
[in]	g	dual optimization space vector

Definition at line 26 of file ROL_Constraint_SerialSimOpt.hpp.

Referenced by ROL::StochasticProblem< Real >::StochasticProblem(), and ROL::StochasticProblem< Real >::StochasticProblem().

◆ Problem() [2/2]

template<typename Real>

ROL::ROL::Problem< Real >::Problem ( const Problem< Real > & problem )

inline

Copy constructor for OptimizationProblem.

Parameters

[in] problem objective function object

Definition at line 90 of file ROL_Constraint_SerialSimOpt.hpp.

Member Function Documentation

◆ addBoundConstraint()

template<typename Real>

void ROL::Problem< Real >::addBoundConstraint ( const Ptr< BoundConstraint< Real > > & bnd )

Add a bound constraint.

Parameters

[in] bnd bound constraint object

Definition at line 48 of file ROL_Constraint_SerialSimOpt.hpp.

◆ removeBoundConstraint()

template<typename Real>

void ROL::Problem< Real >::removeBoundConstraint ( )

Remove an existing bound constraint.

Definition at line 57 of file ROL_Constraint_SerialSimOpt.hpp.

◆ addConstraint() [1/3]

template<typename Real>

void ROL::Problem< Real >::addConstraint	(	std::string	name,
		const Ptr< Constraint< Real > > &	econ,
		const Ptr< Vector< Real > > &	emul,
		const Ptr< Vector< Real > > &	eres = nullPtr,
		bool	reset = false )

Add an equality constraint.

Parameters

[in]	name	the unique constraint identifier
[in]	econ	constraint object
[in]	emul	dual constraint space vector
[in]	eres	primal constraint space vector
[in]	reset	whether or not to clear constraint container

Definition at line 66 of file ROL_Constraint_SerialSimOpt.hpp.

◆ addConstraint() [2/3]

template<typename Real>

void ROL::Problem< Real >::addConstraint	(	std::string	name,
		const Ptr< Constraint< Real > > &	icon,
		const Ptr< Vector< Real > > &	imul,
		const Ptr< BoundConstraint< Real > > &	ibnd,
		const Ptr< Vector< Real > > &	ires = nullPtr,
		bool	reset = false )

Add an inequality constraint.

Parameters

[in]	name	the unique constraint identifier
[in]	icon	constraint object
[in]	imul	dual constraint space vector
[in]	ibnd	bound constraint
[in]	ires	primal constraint space vector
[in]	reset	whether or not to clear constraint container

Definition at line 92 of file ROL_Constraint_SerialSimOpt.hpp.

◆ addConstraint() [3/3]

template<typename Real>

void ROL::Problem< Real >::addConstraint	(	std::string	name,
		const Ptr< Constraint< Real > > &	pcon,
		const Ptr< Vector< Real > > &	pmul,
		const Ptr< Projection< Real > > &	proj,
		const Ptr< Vector< Real > > &	pres = nullPtr,
		bool	reset = false )

Add a projection constraint.

Parameters

[in]	name	the unique constraint identifier
[in]	pcon	constraint object
[in]	pmul	dual constraint space vector
[in]	proj	projection
[in]	pres	primal constraint space vector
[in]	reset	whether or not to clear constraint container

Definition at line 119 of file ROL_Constraint_SerialSimOpt.hpp.

References workspace_.

◆ removeConstraint()

template<typename Real>

void ROL::Problem< Real >::removeConstraint ( std::string name )

Remove an existing constraint.

Parameters

[in] name the unique constraint identifier

Definition at line 150 of file ROL_Constraint_SerialSimOpt.hpp.

◆ addLinearConstraint() [1/2]

template<typename Real>

void ROL::Problem< Real >::addLinearConstraint	(	std::string	name,
		const Ptr< Constraint< Real > > &	linear_econ,
		const Ptr< Vector< Real > > &	linear_emul,
		const Ptr< Vector< Real > > &	linear_eres = nullPtr,
		bool	reset = false )

Add a linear equality constraint.

Parameters

[in]	name	the unique constraint identifier
[in]	linear_econ	constraint object
[in]	linear_emul	dual constraint space vector
[in]	linear_eres	primal constraint space vector
[in]	reset	whether or not to clear linear constraint container

Definition at line 167 of file ROL_Constraint_SerialSimOpt.hpp.

◆ addLinearConstraint() [2/2]

template<typename Real>

void ROL::Problem< Real >::addLinearConstraint	(	std::string	name,
		const Ptr< Constraint< Real > > &	linear_icon,
		const Ptr< Vector< Real > > &	linear_imul,
		const Ptr< BoundConstraint< Real > > &	linear_ibnd,
		const Ptr< Vector< Real > > &	linear_ires = nullPtr,
		bool	reset = false )

Add a linear inequality constraint.

Parameters

[in]	name	the unique constraint identifier
[in]	linear_icon	constraint object
[in]	linear_imul	dual constraint space vector
[in]	linear_ibnd	bound constraint
[in]	linear_ires	primal constraint space vector
[in]	reset	whether or not to clear linear constraint container

Definition at line 193 of file ROL_Constraint_SerialSimOpt.hpp.

◆ removeLinearConstraint()

template<typename Real>

void ROL::Problem< Real >::removeLinearConstraint ( std::string name )

Remove an existing linear constraint.

Parameters

[in] name the unique constraint identifier

Definition at line 220 of file ROL_Constraint_SerialSimOpt.hpp.

◆ setProjectionAlgorithm()

template<typename Real>

void ROL::Problem< Real >::setProjectionAlgorithm ( ParameterList & parlist )

Set polyhedral projection algorithm.

Parameters

[in] ppa polyhedral projection algorithm

Definition at line 235 of file ROL_Constraint_SerialSimOpt.hpp.

References con_.

◆ addProximableObjective()

template<typename Real>

void ROL::Problem< Real >::addProximableObjective ( const Ptr< Objective< Real > > & nobj )

Set Proximable objective function.

Definition at line 243 of file ROL_Constraint_SerialSimOpt.hpp.

◆ removeProximableObjective()

template<typename Real>

void ROL::Problem< Real >::removeProximableObjective ( )

Remove Proximable objective function.

Definition at line 252 of file ROL_Constraint_SerialSimOpt.hpp.

◆ addConstraintGroup()

template<typename Real>

void ROL::Problem< Real >::addConstraintGroup	(	const std::string &	group_name,
		const std::vector< std::string > &	constraint_names )

Combine a set of constraints into a group.

Parameters

[in]	group_name	group name
[in]	constraint_names	constraint names

Definition at line 261 of file ROL_Constraint_SerialSimOpt.hpp.

◆ removeConstraintGroup()

template<typename Real>

void ROL::Problem< Real >::removeConstraintGroup ( const std::string & group_name )

Remove a group of constraints.

Parameters

[in] group_name group name

Definition at line 287 of file ROL_Constraint_SerialSimOpt.hpp.

◆ getObjective()

template<typename Real>

const Ptr< Objective< Real > > & ROL::Problem< Real >::getObjective ( )

Get the objective function.

Definition at line 600 of file ROL_Constraint_SerialSimOpt.hpp.

◆ getProximableObjective()

template<typename Real>

const Ptr< Objective< Real > > & ROL::Problem< Real >::getProximableObjective ( )

Get proximable objective.

Definition at line 606 of file ROL_Constraint_SerialSimOpt.hpp.

◆ getPrimalOptimizationVector()

template<typename Real>

const Ptr< Vector< Real > > & ROL::Problem< Real >::getPrimalOptimizationVector ( )

Get the primal optimization space vector.

Definition at line 612 of file ROL_Constraint_SerialSimOpt.hpp.

◆ getDualOptimizationVector()

template<typename Real>

const Ptr< Vector< Real > > & ROL::Problem< Real >::getDualOptimizationVector ( )

Get the dual optimization space vector.

Definition at line 618 of file ROL_Constraint_SerialSimOpt.hpp.

◆ getBoundConstraint()

template<typename Real>

const Ptr< BoundConstraint< Real > > & ROL::Problem< Real >::getBoundConstraint ( )

Get the bound constraint.

Definition at line 624 of file ROL_Constraint_SerialSimOpt.hpp.

◆ getConstraint()

template<typename Real>

const Ptr< Constraint< Real > > & ROL::Problem< Real >::getConstraint ( )

Get the equality constraint.

Definition at line 630 of file ROL_Constraint_SerialSimOpt.hpp.

◆ getMultiplierVector()

template<typename Real>

const Ptr< Vector< Real > > & ROL::Problem< Real >::getMultiplierVector ( )

Get the dual constraint space vector.

Definition at line 636 of file ROL_Constraint_SerialSimOpt.hpp.

◆ getResidualVector()

template<typename Real>

const Ptr< Vector< Real > > & ROL::Problem< Real >::getResidualVector ( )

Get the primal constraint space vector.

Definition at line 642 of file ROL_Constraint_SerialSimOpt.hpp.

◆ getPolyhedralProjection()

template<typename Real>

const Ptr< PolyhedralProjection< Real > > & ROL::Problem< Real >::getPolyhedralProjection ( )

Get the polyhedral projection object. This is a null pointer if no linear constraints and/or bounds are present.

Definition at line 648 of file ROL_Constraint_SerialSimOpt.hpp.

◆ getProblemType()

template<typename Real>

EProblem ROL::Problem< Real >::getProblemType ( )

Get the optimization problem type (U, B, E, G, or P).

Definition at line 654 of file ROL_Constraint_SerialSimOpt.hpp.

◆ getConstraintData()

template<typename Real>

Ptr< ConstraintData< Real > > ROL::Problem< Real >::getConstraintData ( const std::string & constraint_name )

Definition at line 660 of file ROL_Constraint_SerialSimOpt.hpp.

◆ getUngroupedEqualityConstraintNames()

template<typename Real>

const std::vector< std::string > & ROL::Problem< Real >::getUngroupedEqualityConstraintNames ( )

Definition at line 682 of file ROL_Constraint_SerialSimOpt.hpp.

◆ getUngroupedLinearEqualityConstraintNames()

template<typename Real>

const std::vector< std::string > & ROL::Problem< Real >::getUngroupedLinearEqualityConstraintNames ( )

Definition at line 687 of file ROL_Constraint_SerialSimOpt.hpp.

◆ getGroupNames()

template<typename Real>

const std::vector< std::string > ROL::Problem< Real >::getGroupNames ( )

Definition at line 692 of file ROL_Constraint_SerialSimOpt.hpp.

◆ getGroupConstraintData()

template<typename Real>

const Ptr< ConstraintData< Real > > ROL::Problem< Real >::getGroupConstraintData ( const std::string & group_name )

Definition at line 699 of file ROL_Constraint_SerialSimOpt.hpp.

◆ checkLinearity()

template<typename Real>

Real ROL::Problem< Real >::checkLinearity	(	bool	printToStream = false,
		std::ostream &	outStream = std::cout ) const

Check if user-supplied linear constraints are affine.

This function computes the error

\[ \|c(x+\alpha y) - (c(x)+\alpha (c(y)-c(0)))\| \]

for each user-supplied linear constraint and returns the maximum.

Parameters

[in]	printToStream	determines whether to print to the supplied std::ostream
[in,out]	outStream	user supplied std::ostream

Definition at line 732 of file ROL_Constraint_SerialSimOpt.hpp.

◆ checkVectors()

template<typename Real>

void ROL::Problem< Real >::checkVectors	(	bool	printToStream = false,
		std::ostream &	outStream = std::cout ) const

Run vector checks for user-supplied vectors.

Parameters

[in]	printToStream	determines whether to print to the supplied std::ostream
[in,out]	outStream	user supplied std::ostream

Definition at line 781 of file ROL_Constraint_SerialSimOpt.hpp.

◆ checkDerivatives()

template<typename Real>

void ROL::Problem< Real >::checkDerivatives	(	bool	printToStream = false,
		std::ostream &	outStream = std::cout,
		const Ptr< Vector< Real > > &	x0 = nullPtr,
		Real	scale = Real(1) ) const

Run derivative checks for user-supplied objective function and constraints.

Parameters

[in]	printToStream	determines whether to print to the supplied std::ostream
[in,out]	outStream	user supplied std::ostream

Definition at line 840 of file ROL_Constraint_SerialSimOpt.hpp.

◆ check()

template<typename Real>

void ROL::Problem< Real >::check	(	bool	printToStream = false,
		std::ostream &	outStream = std::cout,
		const Ptr< Vector< Real > > &	x0 = nullPtr,
		Real	scale = Real(1) ) const

Run vector, linearity and derivative checks for user-supplied vectors, objective function and constraints.

Parameters

[in]	printToStream	determines whether to print to the supplied std::ostream
[in,out]	outStream	user supplied std::ostream

Definition at line 879 of file ROL_Constraint_SerialSimOpt.hpp.

◆ finalize()

template<typename Real>

void ROL::Problem< Real >::finalize	(	bool	lumpConstraints = false,
		bool	printToStream = false,
		std::ostream &	outStream = std::cout,
		bool	useSlackVariables = true )

virtual

Tranform user-supplied constraints. Problem cannot be modified after finalize has been called without calling the edit function.

Parameters

[in]	lumpConstraints	combine both linear and nonlinear constraints
[in]	printToStream	determines whether to print to the supplied std::ostream
[in,out]	outStream	user supplied std::ostream
[in]	useSlackVariables	legacy finalize logic