Defines a constaint formed through function composition $c(x)=c_o(c_i(x))$. More...

#include <ROL_ChainRuleConstraint.hpp>

Inheritance diagram for ROL::ChainRuleConstraint< Real >:

Public Member Functions
	ChainRuleConstraint (const Ptr< Constraint< Real > > &outer_con, const Ptr< Constraint< Real > > &inner_con, const Vector< Real > &x, const Vector< Real > &lag_inner)
virtual	~ChainRuleConstraint ()=default
virtual void	update (const Vector< Real > &x, UpdateType type, int iter=-1)
virtual void	update (const Vector< Real > &x, bool flag, int iter=-1)
virtual void	value (Vector< Real > &c, const Vector< Real > &x, Real &tol) override
virtual void	applyJacobian (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
virtual void	applyAdjointJacobian (Vector< Real > &ajl, const Vector< Real > &l, const Vector< Real > &x, Real &tol) override
virtual void	applyAdjointHessian (Vector< Real > &ahlv, const Vector< Real > &l, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Public Member Functions inherited from ROL::ROL::Constraint< Real >
virtual	~Constraint (void)
	Constraint (void)
virtual void	update (const Vector< Real > &x, UpdateType type, int iter=-1)
	Update constraint function.
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.
virtual void	value (Vector< Real > &c, const Vector< Real > &x, Real &tol)=0
	Evaluate the constraint operator $c:\mathcal{X} \rightarrow \mathcal{C}$ at $x$.
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 $v$.
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 $v$.
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 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 $.
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.
virtual void	setParameter (const std::vector< Real > &param)

Private Attributes
const Ptr< Constraint< Real > >	outer_con_
const Ptr< Constraint< Real > >	inner_con_
Ptr< Vector< Real > >	y_
Ptr< Vector< Real > >	Jiv_
Ptr< Vector< Real > >	aJol_
Ptr< Vector< Real > >	HiaJol_
Ptr< Vector< Real > >	HolJiv_
Real	tol_

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

Detailed Description

template<typename Real>
class ROL::ChainRuleConstraint< Real >

Defines a constaint formed through function composition $c(x)=c_o(c_i(x))$.

$c_i\mathcal{X}\to\mathcal{Y}$ and $c_o:\mathcal{Y}\to\mathcal{Z}$

It is assumed that both $c_i$ and $c_o$ both of ROL::Constraint type, are

twice differentiable and that that the range of $c_i$ is in the domain of $c_o$.

Definition at line 30 of file ROL_ChainRuleConstraint.hpp.

Constructor & Destructor Documentation

◆ ChainRuleConstraint()

template<typename Real>

ROL::ChainRuleConstraint< Real >::ChainRuleConstraint	(	const Ptr< Constraint< Real > > &	outer_con,
		const Ptr< Constraint< Real > > &	inner_con,
		const Vector< Real > &	x,
		const Vector< Real > &	lag_inner )

inline

Definition at line 33 of file ROL_ChainRuleConstraint.hpp.

References aJol_, ROL::ROL::Constraint< Real >::Constraint(), HiaJol_, HolJiv_, inner_con_, Jiv_, outer_con_, tol_, and y_.

◆ ~ChainRuleConstraint()

template<typename Real>

virtual ROL::ChainRuleConstraint< Real >::~ChainRuleConstraint ( )

virtualdefault

Member Function Documentation

◆ update() [1/2]

template<typename Real>

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

inlinevirtual

Definition at line 48 of file ROL_ChainRuleConstraint.hpp.

References inner_con_, outer_con_, tol_, and y_.

◆ update() [2/2]

template<typename Real>

virtual void ROL::ChainRuleConstraint< Real >::update	(	const Vector< Real > &	x,
		bool	flag,
		int	iter = -1 )

inlinevirtual

Definition at line 56 of file ROL_ChainRuleConstraint.hpp.

References inner_con_, outer_con_, tol_, and y_.

◆ value()

template<typename Real>

virtual void ROL::ChainRuleConstraint< Real >::value	(	Vector< Real > &	c,
		const Vector< Real > &	x,
		Real &	tol )

inlineoverridevirtual

Definition at line 64 of file ROL_ChainRuleConstraint.hpp.

References inner_con_, outer_con_, and y_.

◆ applyJacobian()

template<typename Real>

virtual void ROL::ChainRuleConstraint< Real >::applyJacobian	(	Vector< Real > &	jv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol )

inlineoverridevirtual

Definition at line 71 of file ROL_ChainRuleConstraint.hpp.

References inner_con_, Jiv_, outer_con_, and y_.

◆ applyAdjointJacobian()

template<typename Real>

virtual void ROL::ChainRuleConstraint< Real >::applyAdjointJacobian	(	Vector< Real > &	ajl,
		const Vector< Real > &	l,
		const Vector< Real > &	x,
		Real &	tol )

inlineoverridevirtual

Definition at line 80 of file ROL_ChainRuleConstraint.hpp.

References aJol_, inner_con_, outer_con_, and y_.

◆ applyAdjointHessian()

template<typename Real>

virtual void ROL::ChainRuleConstraint< Real >::applyAdjointHessian	(	Vector< Real > &	ahlv,
		const Vector< Real > &	l,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol )