ROL
Public Member Functions | Private Member Functions | Private Attributes | List of all members
ROL::Constraint_Partitioned< Real > Class Template Reference

Has both inequality and equality constraints. Treat inequality constraint as equality with slack variable. More...

#include <ROL_Constraint_Partitioned.hpp>

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

Public Member Functions

 Constraint_Partitioned (const std::vector< ROL::Ptr< Constraint< Real > > > &cvec, bool isInequality=false)
 
 Constraint_Partitioned (const std::vector< ROL::Ptr< Constraint< Real > > > &cvec, const std::vector< bool > &isInequality)
 
int getNumberConstraintEvaluations (void) const
 
Ptr< Constraint< Real > > get (const int ind=0) const
 
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...
 
void value (Vector< Real > &c, const Vector< Real > &x, Real &tol)
 Evaluate the constraint operator \(c:\mathcal{X} \rightarrow \mathcal{C}\) at \(x\). More...
 
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...
 
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...
 
void applyAdjointHessian (Vector< Real > &ahuv, const Vector< Real > &u, 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 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:

\[ \left[c'(x) \circ R \circ c'(x)^* \circ P(x)\right] v = v \,, \]

where R is the appropriate Riesz map in \(L(\mathcal{X}^*, \mathcal{X})\). It is used by the solveAugmentedSystem method. More...

 
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 \(v\). 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 or Riesz operator, and \(0 : \mathcal{C}^* \rightarrow \mathcal{C}\) is a zero operator. More...

 
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...
 

Private Member Functions

Vector< Real > & getOpt (Vector< Real > &xs)
 
const Vector< Real > & getOpt (const Vector< Real > &xs)
 
Vector< Real > & getSlack (Vector< Real > &xs, const int ind)
 
const Vector< Real > & getSlack (const Vector< Real > &xs, const int ind)
 

Private Attributes

std::vector< ROL::Ptr< Constraint< Real > > > cvec_
 
std::vector< bool > isInequality_
 
ROL::Ptr< Vector< Real > > scratch_
 
int ncval_
 
bool initialized_
 

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::Constraint_Partitioned< Real >

Has both inequality and equality constraints. Treat inequality constraint as equality with slack variable.

Definition at line 56 of file ROL_Constraint_Partitioned.hpp.

Constructor & Destructor Documentation

◆ Constraint_Partitioned() [1/2]

template<class Real >
ROL::Constraint_Partitioned< Real >::Constraint_Partitioned ( const std::vector< ROL::Ptr< Constraint< Real > > > &  cvec,
bool  isInequality = false 
)
inline

◆ Constraint_Partitioned() [2/2]

template<class Real >
ROL::Constraint_Partitioned< Real >::Constraint_Partitioned ( const std::vector< ROL::Ptr< Constraint< Real > > > &  cvec,
const std::vector< bool > &  isInequality 
)
inline

Definition at line 99 of file ROL_Constraint_Partitioned.hpp.

Member Function Documentation

◆ getOpt() [1/2]

template<class Real >
Vector<Real>& ROL::Constraint_Partitioned< Real >::getOpt ( Vector< Real > &  xs)
inlineprivate

◆ getOpt() [2/2]

template<class Real >
const Vector<Real>& ROL::Constraint_Partitioned< Real >::getOpt ( const Vector< Real > &  xs)
inlineprivate

Definition at line 73 of file ROL_Constraint_Partitioned.hpp.

◆ getSlack() [1/2]

template<class Real >
Vector<Real>& ROL::Constraint_Partitioned< Real >::getSlack ( Vector< Real > &  xs,
const int  ind 
)
inlineprivate

◆ getSlack() [2/2]

template<class Real >
const Vector<Real>& ROL::Constraint_Partitioned< Real >::getSlack ( const Vector< Real > &  xs,
const int  ind 
)
inlineprivate

Definition at line 86 of file ROL_Constraint_Partitioned.hpp.

◆ getNumberConstraintEvaluations()

template<class Real >
int ROL::Constraint_Partitioned< Real >::getNumberConstraintEvaluations ( void  ) const
inline

◆ get()

template<class Real >
Ptr<Constraint<Real> > ROL::Constraint_Partitioned< Real >::get ( const int  ind = 0) const
inline

◆ update()

template<class Real >
void ROL::Constraint_Partitioned< Real >::update ( const Vector< Real > &  x,
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::Constraint< Real >.

Definition at line 115 of file ROL_Constraint_Partitioned.hpp.

References ROL::Constraint_Partitioned< Real >::cvec_, and ROL::Constraint_Partitioned< Real >::getOpt().

◆ value()

template<class Real >
void ROL::Constraint_Partitioned< Real >::value ( Vector< Real > &  c,
const Vector< Real > &  x,
Real &  tol 
)
inlinevirtual

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

Parameters
[out]cis the result of evaluating the constraint operator at x; a constraint-space vector
[in]xis the constraint argument; an optimization-space vector
[in,out]tolis a tolerance for inexact evaluations; currently unused
   On return, \form#72,
   where \form#73, \form#74.

   ---

Implements ROL::Constraint< Real >.

Definition at line 122 of file ROL_Constraint_Partitioned.hpp.

References ROL::Constraint_Partitioned< Real >::cvec_, ROL::PartitionedVector< Real >::get(), ROL::Constraint_Partitioned< Real >::getOpt(), ROL::Constraint_Partitioned< Real >::getSlack(), ROL::Constraint_Partitioned< Real >::isInequality_, and ROL::Constraint_Partitioned< Real >::ncval_.

◆ applyJacobian()

template<class Real >
void ROL::Constraint_Partitioned< Real >::applyJacobian ( Vector< Real > &  jv,
const Vector< Real > &  v,
const Vector< Real > &  x,
Real &  tol 
)
inlinevirtual

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

Parameters
[out]jvis the result of applying the constraint Jacobian to v at x; a constraint-space vector
[in]vis an optimization-space vector
[in]xis the constraint argument; an optimization-space vector
[in,out]tolis a tolerance for inexact evaluations; currently unused
   On return, \form#77, 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 138 of file ROL_Constraint_Partitioned.hpp.

References ROL::Constraint_Partitioned< Real >::cvec_, ROL::PartitionedVector< Real >::get(), ROL::Constraint_Partitioned< Real >::getOpt(), ROL::Constraint_Partitioned< Real >::getSlack(), and ROL::Constraint_Partitioned< Real >::isInequality_.

◆ applyAdjointJacobian()

template<class Real >
void ROL::Constraint_Partitioned< Real >::applyAdjointJacobian ( Vector< Real > &  ajv,
const Vector< Real > &  v,
const Vector< Real > &  x,
Real &  tol 
)
inlinevirtual

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

Parameters
[out]ajvis the result of applying the adjoint of the constraint Jacobian to v at x; a dual optimization-space vector
[in]vis a dual constraint-space vector
[in]xis the constraint argument; an optimization-space vector
[in,out]tolis a tolerance for inexact evaluations; currently unused
   On return, \form#81, 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 157 of file ROL_Constraint_Partitioned.hpp.

References ROL::Constraint_Partitioned< Real >::cvec_, ROL::PartitionedVector< Real >::get(), ROL::Constraint_Partitioned< Real >::getOpt(), ROL::Constraint_Partitioned< Real >::getSlack(), ROL::Constraint_Partitioned< Real >::initialized_, ROL::Constraint_Partitioned< Real >::isInequality_, and ROL::Constraint_Partitioned< Real >::scratch_.

◆ applyAdjointHessian()

template<class Real >
void ROL::Constraint_Partitioned< Real >::applyAdjointHessian ( Vector< Real > &  ahuv,
const Vector< Real > &  u,
const Vector< Real > &  v,
const Vector< Real > &  x,
Real &  tol 
)
inlinevirtual

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]ahuvis 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]uis the direction vector; a dual constraint-space vector
[in]vis an optimization-space vector
[in]xis the constraint argument; an optimization-space vector
[in,out]tolis a tolerance for inexact evaluations; currently unused
   On return, \form#86, 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 184 of file ROL_Constraint_Partitioned.hpp.

References ROL::Constraint_Partitioned< Real >::cvec_, ROL::PartitionedVector< Real >::get(), ROL::Constraint_Partitioned< Real >::getOpt(), ROL::Constraint_Partitioned< Real >::getSlack(), ROL::Constraint_Partitioned< Real >::initialized_, ROL::Constraint_Partitioned< Real >::isInequality_, and ROL::Constraint_Partitioned< Real >::scratch_.

◆ applyPreconditioner()

template<class Real >
virtual void ROL::Constraint_Partitioned< Real >::applyPreconditioner ( Vector< Real > &  pv,
const Vector< Real > &  v,
const Vector< Real > &  x,
const Vector< Real > &  g,
Real &  tol 
)
inlinevirtual

Apply a constraint preconditioner at \(x\), \(P(x) \in L(\mathcal{C}, \mathcal{C}^*)\), to vector \(v\). Ideally, this preconditioner satisfies the following relationship:

\[ \left[c'(x) \circ R \circ c'(x)^* \circ P(x)\right] v = v \,, \]

where R is the appropriate Riesz map in \(L(\mathcal{X}^*, \mathcal{X})\). It is used by the solveAugmentedSystem method.

Parameters
[out]pvis the result of applying the constraint preconditioner to v at x; a dual constraint-space vector
[in]vis a constraint-space vector
[in]xis the preconditioner argument; an optimization-space vector
[in]gis the preconditioner argument; a dual optimization-space vector, unused
[in,out]tolis a tolerance for inexact evaluations
   On return, \form#100, where
\(v \in \mathcal{C}\), \(\mathsf{pv} \in \mathcal{C}^*\).

The default implementation is the Riesz map in \(L(\mathcal{C}, \mathcal{C}^*)\).

Reimplemented from ROL::Constraint< Real >.

Definition at line 212 of file ROL_Constraint_Partitioned.hpp.

References ROL::Constraint_Partitioned< Real >::cvec_, ROL::PartitionedVector< Real >::get(), and ROL::Constraint_Partitioned< Real >::getOpt().

◆ setParameter()

template<class Real >
void ROL::Constraint_Partitioned< Real >::setParameter ( const std::vector< Real > &  param)
inlinevirtual

Member Data Documentation

◆ cvec_

template<class Real >
std::vector<ROL::Ptr<Constraint<Real> > > ROL::Constraint_Partitioned< Real >::cvec_
private

◆ isInequality_

template<class Real >
std::vector<bool> ROL::Constraint_Partitioned< Real >::isInequality_
private

◆ scratch_

template<class Real >
ROL::Ptr<Vector<Real> > ROL::Constraint_Partitioned< Real >::scratch_
private

◆ ncval_

template<class Real >
int ROL::Constraint_Partitioned< Real >::ncval_
private

◆ initialized_

template<class Real >
bool ROL::Constraint_Partitioned< Real >::initialized_
private

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