ROL_CompositeConstraint_SimOpt.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_COMPOSITECONSTRAINT_SIMOPT_H
#define ROL_COMPOSITECONSTRAINT_SIMOPT_H
 
#include "ROL_Constraint_SimOpt.hpp"
#include "ROL_VectorController.hpp"

 
namespace ROL {
 
template<typename Real>
class CompositeConstraint_SimOpt : public Constraint_SimOpt<Real> {
private:
  // Constraints
  const ROL::Ptr<Constraint_SimOpt<Real>> conVal_, conRed_;
  // Additional vector storage for solve
  ROL::Ptr<Vector<Real>> Sz_, primRed_, dualRed_, primZ_, dualZ_, dualZ1_, primU_;
  // State storage through VectorController interface
  ROL::Ptr<VectorController<Real>> stateStore_;
  // Update information
  bool updateFlag_, newUpdate_;
  int updateIter_;
  UpdateType updateType_;
  // Boolean variables
  const bool storage_, isConRedParametrized_;
 
public:
  CompositeConstraint_SimOpt(const ROL::Ptr<Constraint_SimOpt<Real>> &conVal,
                             const ROL::Ptr<Constraint_SimOpt<Real>> &conRed,
                             const Vector<Real> &cVal,
                             const Vector<Real> &cRed,
                             const Vector<Real> &u,
                             const Vector<Real> &Sz,
                             const Vector<Real> &z,
                             bool storage = true,
                             bool isConRedParametrized = false);
 
  void update(const Vector<Real> &u, const Vector<Real> &z, bool flag = true, int iter = -1) override;
  void update_1(const Vector<Real> &u, bool flag = true, int iter = -1) override;
  void update_2(const Vector<Real> &z, bool flag = true, int iter = -1) override;
  void update(const Vector<Real> &u, const Vector<Real> &z, UpdateType type, int iter = -1) override;
  void update_1(const Vector<Real> &u, UpdateType type, int iter = -1) override;
  void update_2(const Vector<Real> &z, UpdateType type, int iter = -1) override;
  void solve_update(const Vector<Real> &u, const Vector<Real> &z, UpdateType type, int iter = -1) override;
  void value(Vector<Real> &c, const Vector<Real> &u, const Vector<Real> &z, Real &tol) override;
  void solve(Vector<Real> &c, Vector<Real> &u, const Vector<Real> &z, Real &tol) override;
  void applyJacobian_1(Vector<Real> &jv, const Vector<Real> &v, const Vector<Real> &u,
                       const Vector<Real> &z, Real &tol) override;
  void applyJacobian_2(Vector<Real> &jv, const Vector<Real> &v, const Vector<Real> &u,
                       const Vector<Real> &z, Real &tol) override; 
  void applyInverseJacobian_1(Vector<Real> &ijv, const Vector<Real> &v, const Vector<Real> &u,
                              const Vector<Real> &z, Real &tol) override;
  void applyAdjointJacobian_1(Vector<Real> &ajv, const Vector<Real> &v, const Vector<Real> &u,
                              const Vector<Real> &z, Real &tol) override;
  void applyAdjointJacobian_2(Vector<Real> &ajv, const Vector<Real> &v, const Vector<Real> &u,
                              const Vector<Real> &z, Real &tol) override;
  void applyInverseAdjointJacobian_1(Vector<Real> &ijv, const Vector<Real> &v, const Vector<Real> &u,
                                     const Vector<Real> &z, Real &tol) override;
  void applyAdjointHessian_11(Vector<Real> &ahwv, const Vector<Real> &w, const Vector<Real> &v,
                              const Vector<Real> &u, const Vector<Real> &z, Real &tol) override;
  void applyAdjointHessian_12(Vector<Real> &ahwv, const Vector<Real> &w, const Vector<Real> &v,
                              const Vector<Real> &u, const Vector<Real> &z, Real &tol) override;
  void applyAdjointHessian_21(Vector<Real> &ahwv, const Vector<Real> &w, const Vector<Real> &v,
                              const Vector<Real> &u, const Vector<Real> &z, Real &tol) override;
  void applyAdjointHessian_22(Vector<Real> &ahwv, const Vector<Real> &w, const Vector<Real> &v,
                              const Vector<Real> &u, const Vector<Real> &z, Real &tol) override;
 
// Definitions for parametrized (stochastic) equality constraints
public:
  void setParameter(const std::vector<Real> &param) override;
 
private:
  void solveConRed(Vector<Real> &Sz, const Vector<Real> &z, Real &tol);
  void applySens(Vector<Real> &jv, const Vector<Real> &v, const Vector<Real> &Sz, const Vector<Real> &z, Real &tol);
  void applyAdjointSens(Vector<Real> &ajv, const Vector<Real> &v, const Vector<Real> &Sz, const Vector<Real> &z, Real &tol);
}; // class CompositeConstraint_SimOpt
 
} // namespace ROL
 
#include "ROL_CompositeConstraint_SimOpt_Def.hpp"
 
#endif