#include <ROL_Reduced_Constraint_SimOpt.hpp>

Inheritance diagram for ROL::Reduced_Constraint_SimOpt< Real >:

Public Member Functions
	Reduced_Constraint_SimOpt (const ROL::Ptr< Constraint_SimOpt< Real > > &conVal, const ROL::Ptr< Constraint_SimOpt< Real > > &conRed, const ROL::Ptr< VectorController< Real > > &stateStore, const ROL::Ptr< Vector< Real > > &state, const ROL::Ptr< Vector< Real > > &control, const ROL::Ptr< Vector< Real > > &adjoint, const ROL::Ptr< Vector< Real > > &residual, bool storage=true, bool useFDhessVec=false)
	Constructor.

	Reduced_Constraint_SimOpt (const ROL::Ptr< Constraint_SimOpt< Real > > &conVal, const ROL::Ptr< Constraint_SimOpt< Real > > &conRed, const ROL::Ptr< VectorController< Real > > &stateStore, const ROL::Ptr< Vector< Real > > &state, const ROL::Ptr< Vector< Real > > &control, const ROL::Ptr< Vector< Real > > &adjoint, const ROL::Ptr< Vector< Real > > &residual, const ROL::Ptr< Vector< Real > > &dualstate, const ROL::Ptr< Vector< Real > > &dualcontrol, const ROL::Ptr< Vector< Real > > &dualadjoint, const ROL::Ptr< Vector< Real > > &dualresidual, bool storage=true, bool useFDhessVec=false)
	Secondary, general constructor for use with dual optimization vector spaces where the user does not define the dual() method.

void	summarize (std::ostream &stream, const Ptr< BatchManager< Real > > &bman=nullPtr) const

void	reset ()

void	update (const Vector< Real > &z, bool flag=true, int iter=-1)
	Update the SimOpt objective function and equality constraint.

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

void	value (Vector< Real > &c, const Vector< Real > &z, Real &tol)
	Given \(z\in\mathcal{Z}\), evaluate the equality constraint \(\widehat{c}(z) = c(u(z),z)\) where \(u=u(z)\in\mathcal{U}\) solves \(e(u,z) = 0\).

void	applyJacobian (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &z, Real &tol)
	Given \(z\in\mathcal{Z}\), apply the Jacobian to a vector \(\widehat{c}'(z)v = c_u(u,z)s + c_z(u,z)v\) where \(s=s(u,z,v)\in\mathcal{U}^*\) solves \(e_u(u,z)s+e_z(u,z)v = 0\).

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

void	applyAdjointHessian (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &z, Real &tol)
	Given \(z\in\mathcal{Z}\), evaluate the Hessian of the objective function \(\nabla^2\widehat{J}(z)\) in the direction \(v\in\mathcal{Z}\).

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

Public Member Functions inherited from ROL::Constraint< Real >
virtual	~Constraint (void)

	Constraint (void)

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

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.

Private Member Functions
void	solve_state_equation (const Vector< Real > &z, Real &tol)

void	solve_adjoint_equation (const Vector< Real > &w, const Vector< Real > &z, Real &tol)
	Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\) which solves the state equation, solve the adjoint equation \(c_u(u,z)^\lambda + c_u(u,z)^w = 0\) for \(\lambda=\lambda(u,z)\in\mathcal{C}^*\).

void	solve_state_sensitivity (const Vector< Real > &v, const Vector< Real > &z, Real &tol)
	Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\) which solves the state equation and a direction \(v\in\mathcal{Z}\), solve the state senstivity equation \(c_u(u,z)s + c_z(u,z)v = 0\) for \(s=u_z(z)v\in\mathcal{U}\).

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

Private Attributes
const ROL::Ptr< Constraint_SimOpt< Real > >	conVal_

const ROL::Ptr< Constraint_SimOpt< Real > >	conRed_

const ROL::Ptr< VectorController< Real > >	stateStore_

const ROL::Ptr< VectorController< Real > >	adjointStore_

const ROL::Ptr< Vector< Real > >	state_

const ROL::Ptr< Vector< Real > >	adjoint_

const ROL::Ptr< Vector< Real > >	residual_

const ROL::Ptr< Vector< Real > >	state_sens_

const ROL::Ptr< Vector< Real > >	adjoint_sens_

const ROL::Ptr< Vector< Real > >	dualstate_

const ROL::Ptr< Vector< Real > >	dualstate1_

const ROL::Ptr< Vector< Real > >	dualadjoint_

const ROL::Ptr< Vector< Real > >	dualcontrol_

const ROL::Ptr< Vector< Real > >	dualresidual_

const bool	storage_

const bool	useFDhessVec_

unsigned	nupda_

unsigned	nvalu_

unsigned	njaco_

unsigned	najac_

unsigned	nhess_

unsigned	nstat_

unsigned	nadjo_

unsigned	nssen_

unsigned	nasen_

bool	updateFlag_

int	updateIter_

UpdateType	updateType_

bool	newUpdate_

bool	isUpdated_

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

Detailed Description

template<class Real>
class ROL::Reduced_Constraint_SimOpt< Real >

Definition at line 20 of file ROL_Reduced_Constraint_SimOpt.hpp.

Constructor & Destructor Documentation

◆ Reduced_Constraint_SimOpt() [1/2]

template<class Real >

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

Constructor.

Parameters

[in]	conVal	is a pointer to a SimOpt constraint, to be evaluated.
[in]	conRed	is a pointer to a SimOpt constraint, to be reduced.
[in]	stateStore	is a pointer to a VectorController object.
[in]	state	is a pointer to a state space vector, \(\mathcal{U}\).
[in]	control	is a pointer to a optimization space vector, \(\mathcal{Z}\).
[in]	adjoint	is a pointer to a dual constraint space vector, \(\mathcal{C}_{\text{red}}^*\).
[in]	residual	is a pointer to a primal constraint space vector, \(\mathcal{C}_{\text{val}}\).
[in]	storage	is a flag whether or not to store computed states and adjoints.
[in]	useFDhessVec	is a flag whether or not to use a finite-difference Hessian approximation.

Definition at line 122 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

◆ Reduced_Constraint_SimOpt() [2/2]

template<class Real >

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

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

Parameters

[in]	conVal	is a pointer to a SimOpt constraint, to be evaluated.
[in]	conRed	is a pointer to a SimOpt constraint, to be reduced.
[in]	stateStore	is a pointer to a VectorController object.
[in]	state	is a pointer to a state space vector, \(\mathcal{U}\).
[in]	control	is a pointer to a optimization space vector, \(\mathcal{Z}\).
[in]	adjoint	is a pointer to a dual constraint space vector, \(\mathcal{C}_{\text{red}}^*\).
[in]	residual	is a pointer to a primal constraint space vector, \(\mathcal{C}_{\text{val}}\).
[in]	dualstate	is a pointer to a dual state space vector, \(\mathcal{U}^*\).
[in]	dualadjoint	is a pointer to a constraint space vector, \(\mathcal{C}_{\text{red}}\).
[in]	dualresidual	is a pointer to a dual constraint space vector, \(\mathcal{C}_{\text{val}}^*\).
[in]	storage	is a flag whether or not to store computed states and adjoints.
[in]	useFDhessVec	is a flag whether or not to use a finite-difference Hessian approximation.

Definition at line 153 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

Member Function Documentation

◆ solve_state_equation()

template<class Real >

void ROL::Reduced_Constraint_SimOpt< Real >::solve_state_equation	(	const Vector< Real > &	z,
		Real &	tol
	)

private

Definition at line 51 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

◆ solve_adjoint_equation()

template<class Real >

void ROL::Reduced_Constraint_SimOpt< Real >::solve_adjoint_equation	(	const Vector< Real > &	w,
		const Vector< Real > &	z,
		Real &	tol
	)

private

Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\) which solves the state equation, solve the adjoint equation \(c_u(u,z)^*\lambda + c_u(u,z)^*w = 0\) for \(\lambda=\lambda(u,z)\in\mathcal{C}^*\).

Definition at line 79 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

◆ solve_state_sensitivity()

template<class Real >

void ROL::Reduced_Constraint_SimOpt< Real >::solve_state_sensitivity	(	const Vector< Real > &	v,
		const Vector< Real > &	z,
		Real &	tol
	)

private

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

Definition at line 96 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

◆ solve_adjoint_sensitivity()

template<class Real >

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

private

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

Definition at line 105 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

◆ summarize()

template<class Real >

void ROL::Reduced_Constraint_SimOpt< Real >::summarize	(	std::ostream &	stream,
		const Ptr< BatchManager< Real > > &	bman = `nullPtr`
	)		const

Definition at line 188 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

◆ reset()

template<class Real >

void ROL::Reduced_Constraint_SimOpt< Real >::reset ( )

Definition at line 234 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

◆ update() [1/2]

template<class Real >

void ROL::Reduced_Constraint_SimOpt< Real >::update	(	const Vector< Real > &	z,
		bool	flag = `true`,
		int	iter = `-1`
	)

virtual

Update the SimOpt objective function and equality constraint.

Reimplemented from ROL::Constraint< Real >.

Definition at line 240 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

◆ update() [2/2]

template<class Real >

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

virtual

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 248 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

◆ value()

template<class Real >

void ROL::Reduced_Constraint_SimOpt< Real >::value	(	Vector< Real > &	c,
		const Vector< Real > &	z,
		Real &	tol
	)

virtual

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

Implements ROL::Constraint< Real >.

Definition at line 259 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

◆ applyJacobian()

template<class Real >

void ROL::Reduced_Constraint_SimOpt< Real >::applyJacobian	(	Vector< Real > &	jv,
		const Vector< Real > &	v,
		const Vector< Real > &	z,
		Real &	tol
	)

virtual

Given \(z\in\mathcal{Z}\), apply the Jacobian to a vector \(\widehat{c}'(z)v = c_u(u,z)s + c_z(u,z)v\) where \(s=s(u,z,v)\in\mathcal{U}^*\) solves \(e_u(u,z)s+e_z(u,z)v = 0\).

Reimplemented from ROL::Constraint< Real >.

Definition at line 268 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

References ROL::Vector< Real >::plus().

◆ applyAdjointJacobian()

template<class Real >

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

virtual

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 283 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

References ROL::Vector< Real >::plus().

◆ applyAdjointHessian()

template<class Real >

void ROL::Reduced_Constraint_SimOpt< Real >::applyAdjointHessian	(	Vector< Real > &	ahwv,
		const Vector< Real > &	w,
		const Vector< Real > &	v,
		const Vector< Real > &	z,
		Real &	tol
	)