function/prox/ROL_Problem.hpp

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// @HEADER
// *****************************************************************************
//               Rapid Optimization Library (ROL) Package
//
// Copyright 2014 NTESS and the ROL contributors.
// SPDX-License-Identifier: BSD-3-Clause
// *****************************************************************************
// @HEADER
 
#ifndef ROL_PROBLEM_HPP
#define ROL_PROBLEM_HPP
 
#include <utility>
#include <unordered_map>
 
#include "ROL_Ptr.hpp"
#include "ROL_Types.hpp"
#include "ROL_ConstraintAssembler.hpp"
#include "ROL_SlacklessObjective.hpp"
#include "ROL_ReduceLinearConstraint.hpp"
#include "ROL_PolyhedralProjectionFactory.hpp"
#include "ROL_ProxObjective.hpp"
 
namespace ROL {
 
template<typename Real>
class Problem {
private:
  bool isFinalized_;
  bool hasBounds_;
  bool hasEquality_;
  bool hasInequality_;
  bool hasLinearEquality_;
  bool hasLinearInequality_;
  bool hasProx_;
  unsigned cnt_econ_;
  unsigned cnt_icon_;
  unsigned cnt_linear_econ_;
  unsigned cnt_linear_icon_;
 
  ParameterList ppa_list_;
 
  Ptr<Objective<Real>>            obj_;
  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<ProxObjective<Real>>        prox_;
 
  Ptr<Vector<Real>> xfeas_;
  Ptr<ReduceLinearConstraint<Real>> rlc_;
 
  EProblem problemType_;
 
protected:
 
  Ptr<Objective<Real>>                                 INPUT_obj_;
  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_;
  Ptr<ProxObjective<Real>>                             INPUT_prox_;
 
public:
  virtual ~Problem() {}
 
  Problem( const Ptr<Objective<Real>> &obj,
           const Ptr<Vector<Real>>    &x,
           const Ptr<Vector<Real>>    &g = nullPtr);
 
   Problem(const Problem &problem)
     : isFinalized_(false),
       hasBounds_(problem.hasBounds_),
       hasEquality_(problem.hasEquality_),
       hasInequality_(problem.hasInequality_),
       hasLinearEquality_(problem.hasLinearEquality_),
       hasLinearInequality_(problem.hasLinearInequality_),
       cnt_econ_(problem.cnt_econ_),
       cnt_icon_(problem.cnt_icon_),
       cnt_linear_econ_(problem.cnt_linear_econ_),
       cnt_linear_icon_(problem.cnt_linear_icon_),
       ppa_list_(problem.ppa_list_),
       INPUT_obj_(problem.INPUT_obj_),
       INPUT_xprim_(problem.INPUT_xprim_),
       INPUT_xdual_(problem.INPUT_xdual_),
       INPUT_bnd_(problem.INPUT_bnd_),
       INPUT_con_(problem.INPUT_con_),
       INPUT_linear_con_(problem.INPUT_linear_con_) {}
 
  /***************************************************************************/
  /*** Set and remove methods for constraints ********************************/
  /***************************************************************************/
 
  void addBoundConstraint(const Ptr<BoundConstraint<Real>> &bnd);
 
  void removeBoundConstraint();
 
  void addProxObjective(const Ptr<ProxObjective<Real>> &prox);
 
  void removeProxObjective();
 
  void addConstraint(std::string                  name,
                     const Ptr<Constraint<Real>> &econ,
                     const Ptr<Vector<Real>>     &emul,
                     const Ptr<Vector<Real>>     &eres = nullPtr,
                     bool                         reset = false);
 
  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);
 
  void removeConstraint(std::string name);
 
  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);
 
  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);
 
  void removeLinearConstraint(std::string name);
 
  void setProjectionAlgorithm(ParameterList &parlist);
 
  /***************************************************************************/
  /*** Accessor methods ******************************************************/
  /***************************************************************************/
 
  const Ptr<Objective<Real>>&            getObjective();
 
  const Ptr<Vector<Real>>&               getPrimalOptimizationVector();
 
  const Ptr<Vector<Real>>&               getDualOptimizationVector();
 
  const Ptr<BoundConstraint<Real>>&      getBoundConstraint();
 
  const Ptr<Constraint<Real>>&           getConstraint();
 
  const Ptr<Vector<Real>>&               getMultiplierVector();
 
  const Ptr<Vector<Real>>&               getResidualVector();
 
  const Ptr<PolyhedralProjection<Real>>& getPolyhedralProjection();
 
  EProblem                              getProblemType();
 
  /***************************************************************************/
  /*** Consistency checks ****************************************************/
  /***************************************************************************/
 
  Real checkLinearity(bool printToStream = false, std::ostream &outStream = std::cout) const;
 
  void checkVectors(bool printToStream = false, std::ostream &outStream = std::cout) const;
 
  void checkDerivatives(bool printToStream = false, std::ostream &outStream = std::cout) const;
 
  void check(bool printToStream = false, std::ostream &outStream = std::cout) const;
 
  /***************************************************************************/
  /*** Finalize and edit methods *********************************************/
  /***************************************************************************/
 
  virtual void finalize(bool lumpConstraints = false, bool printToStream = false,
                        std::ostream &outStream = std::cout);
 
  bool isFinalized() const;
 
  virtual void edit();
 
  void finalizeIteration();
 
}; // class Problem
 
}  // namespace ROL
 
#include "ROL_Problem_Def.hpp"
 
#endif // ROL_NEWOPTIMIZATIONPROBLEM_HPP