ROL
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ROL::ParametrizedEqualityConstraint_SimOpt< Real > Class Template Referenceabstract

#include <ROL_ParametrizedEqualityConstraint_SimOpt.hpp>

+ Inheritance diagram for ROL::ParametrizedEqualityConstraint_SimOpt< Real >:

Public Member Functions

 ParametrizedEqualityConstraint_SimOpt ()
 
 ParametrizedEqualityConstraint_SimOpt (const Vector< Real > &c)
 
virtual void setParameter (const std::vector< Real > &param)
 
virtual void update (const Vector< Real > &u, const Vector< Real > &z, bool flag=true, 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. More...
 
virtual void value (Vector< Real > &c, const Vector< Real > &u, const Vector< Real > &z, Real &tol)=0
 Evaluate the constraint operator \(c:\mathcal{U}\times\mathcal{Z} \rightarrow \mathcal{C}\) at \((u,z)\). More...
 
- Public Member Functions inherited from ROL::EqualityConstraint_SimOpt< Real >
 EqualityConstraint_SimOpt ()
 
virtual void solve (Vector< Real > &c, Vector< Real > &u, const Vector< Real > &z, Real &tol)
 Given \(z\), solve \(c(u,z)=0\) for \(u\). More...
 
virtual void setSolveParameters (Teuchos::ParameterList &parlist)
 Set solve parameters. More...
 
virtual void applyJacobian_1 (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
 Apply the partial constraint Jacobian at \((u,z)\), \(c_u(u,z) \in L(\mathcal{U}, \mathcal{C})\), to the vector \(v\). More...
 
virtual void applyJacobian_2 (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
 Apply the partial constraint Jacobian at \((u,z)\), \(c_z(u,z) \in L(\mathcal{Z}, \mathcal{C})\), to the vector \(v\). More...
 
virtual void applyInverseJacobian_1 (Vector< Real > &ijv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
 Apply the inverse partial constraint Jacobian at \((u,z)\), \(c_u(u,z)^{-1} \in L(\mathcal{C}, \mathcal{U})\), to the vector \(v\). More...
 
virtual void applyAdjointJacobian_1 (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
 Apply the adjoint of the partial constraint Jacobian at \((u,z)\), \(c_u(u,z)^* \in L(\mathcal{C}^*, \mathcal{U}^*)\), to the vector \(v\). This is the primary interface. More...
 
virtual void applyAdjointJacobian_1 (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &dualv, Real &tol)
 Apply the adjoint of the partial constraint Jacobian at \((u,z)\), \(c_u(u,z)^* \in L(\mathcal{C}^*, \mathcal{U}^*)\), to the vector \(v\). This is the secondary interface, for use with dual spaces where the user does not define the dual() operation. More...
 
virtual void applyAdjointJacobian_2 (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
 Apply the adjoint of the partial constraint Jacobian at \((u,z)\), \(c_z(u,z)^* \in L(\mathcal{C}^*, \mathcal{Z}^*)\), to vector \(v\). This is the primary interface. More...
 
virtual void applyAdjointJacobian_2 (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &dualv, Real &tol)
 Apply the adjoint of the partial constraint Jacobian at \((u,z)\), \(c_z(u,z)^* \in L(\mathcal{C}^*, \mathcal{Z}^*)\), to vector \(v\). This is the secondary interface, for use with dual spaces where the user does not define the dual() operation. More...
 
virtual void applyInverseAdjointJacobian_1 (Vector< Real > &iajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
 Apply the inverse of the adjoint of the partial constraint Jacobian at \((u,z)\), \(c_u(u,z)^{-*} \in L(\mathcal{U}^*, \mathcal{C}^*)\), to the vector \(v\). More...
 
virtual void applyAdjointHessian_11 (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
 Apply the adjoint of the partial constraint Hessian at \((u,z)\), \(c_{uu}(u,z)^* \in L(L(\mathcal{C}^*, \mathcal{U}^*), \mathcal{U}^*)\), to vector \(v\) in direction \(w\). More...
 
virtual void applyAdjointHessian_12 (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
 Apply the adjoint of the partial constraint Hessian at \((u,z)\), \(c_{uz}(u,z)^* \in L(L(\mathcal{C}^*, \mathcal{U}^*), \mathcal{Z}^*)\), to vector \(v\) in direction \(w\). More...
 
virtual void applyAdjointHessian_21 (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
 Apply the adjoint of the partial constraint Hessian at \((u,z)\), \(c_{zu}(u,z)^* \in L(L(\mathcal{C}^*, \mathcal{Z}^*), \mathcal{U}^*)\), to vector \(v\) in direction \(w\). More...
 
virtual void applyAdjointHessian_22 (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
 Apply the adjoint of the partial constraint Hessian at \((u,z)\), \(c_{zz}(u,z)^* \in L(L(\mathcal{C}^*, \mathcal{Z}^*), \mathcal{Z}^*)\), to vector \(v\) in direction \(w\). More...
 
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

\[ \begin{pmatrix} I & c'(x)^* \\ c'(x) & 0 \end{pmatrix} \begin{pmatrix} v_{1} \\ v_{2} \end{pmatrix} = \begin{pmatrix} b_{1} \\ b_{2} \end{pmatrix} \]

where \(v_{1} \in \mathcal{X}\), \(v_{2} \in \mathcal{C}^*\), \(b_{1} \in \mathcal{X}^*\), \(b_{2} \in \mathcal{C}\), \(I : \mathcal{X} \rightarrow \mathcal{X}^*\) is an identity operator, and \(0 : \mathcal{C}^* \rightarrow \mathcal{C}\) is a zero operator. More...

 
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 \(v\). In general, this preconditioner satisfies the following relationship:

\[ c'(x) c'(x)^* P(x) v \approx v \,. \]

It is used by the solveAugmentedSystem method. More...

 
virtual void update (const Vector< Real > &x, bool flag=true, 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. More...
 
virtual bool isFeasible (const Vector< Real > &v)
 Check if the vector, v, is feasible. More...
 
virtual void value (Vector< Real > &c, const Vector< Real > &x, Real &tol)
 Evaluate the constraint operator \(c:\mathcal{X} \rightarrow \mathcal{C}\) at \(x\). More...
 
virtual void applyJacobian (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply the constraint Jacobian at \(x\), \(c'(x) \in L(\mathcal{X}, \mathcal{C})\), to vector \(v\). More...
 
virtual void applyAdjointJacobian (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply the adjoint of the the constraint Jacobian at \(x\), \(c'(x)^* \in L(\mathcal{C}^*, \mathcal{X}^*)\), to vector \(v\). More...
 
virtual void applyAdjointHessian (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply the derivative of the adjoint of the constraint Jacobian at \(x\) to vector \(u\) in direction \(v\), according to \( v \mapsto c''(x)(v,\cdot)^*u \). More...
 
virtual Real checkSolve (const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, const ROL::Vector< Real > &c, const bool printToStream=true, std::ostream &outStream=std::cout)
 
virtual Real checkAdjointConsistencyJacobian_1 (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout)
 Check the consistency of the Jacobian and its adjoint. This is the primary interface. More...
 
virtual Real checkAdjointConsistencyJacobian_1 (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &dualw, const Vector< Real > &dualv, const bool printToStream=true, std::ostream &outStream=std::cout)
 Check the consistency of the Jacobian and its adjoint. This is the secondary interface, for use with dual spaces where the user does not define the dual() operation. More...
 
virtual Real checkAdjointConsistencyJacobian_2 (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout)
 Check the consistency of the Jacobian and its adjoint. This is the primary interface. More...
 
virtual Real checkAdjointConsistencyJacobian_2 (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &dualw, const Vector< Real > &dualv, const bool printToStream=true, std::ostream &outStream=std::cout)
 Check the consistency of the Jacobian and its adjoint. This is the secondary interface, for use with dual spaces where the user does not define the dual() operation. More...
 
virtual Real checkInverseJacobian_1 (const Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout)
 
virtual Real checkInverseAdjointJacobian_1 (const Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout)
 
- Public Member Functions inherited from ROL::EqualityConstraint< Real >
virtual ~EqualityConstraint ()
 
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 \(v\). More...
 
 EqualityConstraint (void)
 
void activate (void)
 Turn on constraints. More...
 
void deactivate (void)
 Turn off constraints. More...
 
bool isActivated (void)
 Check if constraints are on. More...
 
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. More...
 
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. More...
 
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. More...
 
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. More...
 
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. More...
 

Protected Member Functions

const std::vector< Real > getParameter (void) const
 

Private Attributes

std::vector< Real > param_
 

Detailed Description

template<class Real>
class ROL::ParametrizedEqualityConstraint_SimOpt< Real >

Definition at line 56 of file ROL_ParametrizedEqualityConstraint_SimOpt.hpp.

Constructor & Destructor Documentation

template<class Real >
ROL::ParametrizedEqualityConstraint_SimOpt< Real >::ParametrizedEqualityConstraint_SimOpt ( const Vector< Real > &  c)
inline

Member Function Documentation

template<class Real >
const std::vector<Real> ROL::ParametrizedEqualityConstraint_SimOpt< Real >::getParameter ( void  ) const
inlineprotected
template<class Real >
virtual void ROL::ParametrizedEqualityConstraint_SimOpt< Real >::setParameter ( const std::vector< Real > &  param)
inlinevirtual
template<class Real >
virtual void ROL::ParametrizedEqualityConstraint_SimOpt< Real >::update ( const Vector< Real > &  u,
const Vector< Real > &  z,
bool  flag = true,
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::EqualityConstraint_SimOpt< Real >.

Definition at line 76 of file ROL_ParametrizedEqualityConstraint_SimOpt.hpp.

References ROL::ParametrizedEqualityConstraint_SimOpt< Real >::value().

template<class Real >
virtual void ROL::ParametrizedEqualityConstraint_SimOpt< Real >::value ( Vector< Real > &  c,
const Vector< Real > &  u,
const Vector< Real > &  z,
Real &  tol 
)
pure virtual

Evaluate the constraint operator \(c:\mathcal{U}\times\mathcal{Z} \rightarrow \mathcal{C}\) at \((u,z)\).

Parameters
[out]cis the result of evaluating the constraint operator at \((u,z)\); a constraint-space vector
[in]uis the constraint argument; a simulation-space vector
[in]zis the constraint argument; an optimization-space vector
[in,out]tolis a tolerance for inexact evaluations; currently unused

On return, \(\mathsf{c} = c(u,z)\), where \(\mathsf{c} \in \mathcal{C}\), \(\mathsf{u} \in \mathcal{U}\), and $ \(\mathsf{z} \in\mathcal{Z}\).


Implements ROL::EqualityConstraint_SimOpt< Real >.

Implemented in EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, and EqualityConstraint_BurgersControl< Real >.

Referenced by ROL::ParametrizedEqualityConstraint_SimOpt< Real >::update().

Member Data Documentation

template<class Real >
std::vector<Real> ROL::ParametrizedEqualityConstraint_SimOpt< Real >::param_
private

The documentation for this class was generated from the following file: