Creates a constraint from an objective function and a offset value. More...

#include <ROL_ConstraintFromObjective.hpp>

Inheritance diagram for ROL::ConstraintFromObjective< Real >:

Public Member Functions
	ConstraintFromObjective (const Ptr< Objective< Real > > &obj, const Real offset=0)
const Ptr< Objective< Real > >	getObjective (void) const
void	setParameter (const std::vector< Real > &param) override
void	update (const Vector< Real > &x, UpdateType type, int iter=-1) override
void	update (const Vector< Real > &x, bool flag=true, int iter=-1) override
void	value (Vector< Real > &c, const Vector< Real > &x, Real &tol) override
void	applyJacobian (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
void	applyAdjointJacobian (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
void	applyAdjointHessian (Vector< Real > &ahuv, const Vector< Real > &u, 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.

Private Member Functions
Real	getValue (const Vector< Real > &x)
void	setValue (Vector< Real > &x, Real val)

Private Attributes
const Ptr< Objective< Real > >	obj_
Ptr< Vector< Real > >	dualVector_
const Real	offset_
bool	isDualInitialized_

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::ConstraintFromObjective< Real >

Creates a constraint from an objective function and a offset value.

Example: Suppose we have an objective function f(x) and we wish to impose, e.g., a condition f(x)-offset = 0, then this class creates the scalar constraint c(x) = f(x)-offset

Definition at line 30 of file ROL_ConstraintFromObjective.hpp.

Constructor & Destructor Documentation

◆ ConstraintFromObjective()

template<typename Real>

ROL::ConstraintFromObjective< Real >::ConstraintFromObjective	(	const Ptr< Objective< Real > > &	obj,
		const Real	offset = 0 )

Definition at line 16 of file ROL_ConstraintFromObjective_Def.hpp.

References dualVector_, isDualInitialized_, obj_, and offset_.

Member Function Documentation

◆ getObjective()

template<typename Real>

const Ptr< Objective< Real > > ROL::ConstraintFromObjective< Real >::getObjective ( void ) const

Definition at line 20 of file ROL_ConstraintFromObjective_Def.hpp.

References obj_.

◆ setParameter()

template<typename Real>

void ROL::ConstraintFromObjective< Real >::setParameter ( const std::vector< Real > & param )

overridevirtual

Reimplemented from ROL::ROL::Constraint< Real >.

Definition at line 23 of file ROL_ConstraintFromObjective_Def.hpp.

References obj_, and ROL::Constraint< Real >::setParameter().

◆ update() [1/2]

template<typename Real>

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

override

Definition at line 29 of file ROL_ConstraintFromObjective_Def.hpp.

References obj_.

◆ update() [2/2]

template<typename Real>

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

override

Definition at line 34 of file ROL_ConstraintFromObjective_Def.hpp.

References obj_.

◆ value()

template<typename Real>

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

override

Definition at line 39 of file ROL_ConstraintFromObjective_Def.hpp.

References obj_, offset_, and setValue().

◆ applyJacobian()

template<typename Real>

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

override

Definition at line 44 of file ROL_ConstraintFromObjective_Def.hpp.

References ROL::Vector< Real >::apply(), ROL::ROL::Vector< Real >::clone(), ROL::Vector< Real >::dual(), dualVector_, isDualInitialized_, obj_, and setValue().

◆ applyAdjointJacobian()

template<typename Real>

void ROL::ConstraintFromObjective< Real >::applyAdjointJacobian	(	Vector< Real > &	ajv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol )

override

Definition at line 55 of file ROL_ConstraintFromObjective_Def.hpp.

References getValue(), obj_, and ROL::Vector< Real >::scale().

◆ applyAdjointHessian()

template<typename Real>

void ROL::ConstraintFromObjective< Real >::applyAdjointHessian	(	Vector< Real > &	ahuv,
		const Vector< Real > &	u,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol )