Unifies the constraint defined on a single time step that are defined through the Constraint_TimeSimOpt interface into a SimOpt constraint for all time. Primarily intended for use in testing the parallel-in-time implementation. More...

#include <ROL_Constraint_SerialSimOpt.hpp>

Inheritance diagram for ROL::Constraint_SerialSimOpt< Real >:

Public Member Functions
	Constraint_SerialSimOpt (const Ptr< Con > &con, const V &ui, const V &zi)
virtual void	value (V &c, const V &u, const V &z, Real &tol) override
virtual void	solve (V &c, V &u, const V &z, Real &tol) override
virtual void	applyJacobian_1 (V &jv, const V &v, const V &u, const V &z, Real &tol) override
virtual void	applyJacobian_2 (V &jv, const V &v, const V &u, const V &z, Real &tol) override
virtual void	applyInverseJacobian_1 (V &ijv, const V &v, const V &u, const V &z, Real &tol) override
virtual void	applyAdjointJacobian_1 (V &ajv, const V &v, const V &u, const V &z, Real &tol) override
virtual void	applyAdjointJacobian_1 (V &ajv, const V &v, const V &u, const V &z, const V &dualv, Real &tol) override
virtual void	applyAdjointJacobian_2 (V &ajv, const V &v, const V &u, const V &z, Real &tol) override
virtual void	applyAdjointJacobian_2 (V &ajv, const V &v, const V &u, const V &z, const V &dualv, Real &tol) override
virtual void	applyInverseAdjointJacobian_1 (V &iajv, const V &v, const V &u, const V &z, Real &tol) override
virtual void	applyAdjointHessian_11 (V &ahwv, const V &w, const V &v, const V &u, const V &z, Real &tol) override
virtual void	applyAdjointHessian_11 (V &ahwv, const V &w, const V &v, const V &u, const V &z, Real &tol) override
virtual void	applyAdjointHessian_11 (V &ahwv, const V &w, const V &v, const V &u, const V &z, Real &tol) override
virtual void	applyAdjointHessian_11 (V &ahwv, const V &w, const V &v, const V &u, const V &z, Real &tol) override
Public Member Functions inherited from ROL::ROL::Constraint_SimOpt< Real >
	Constraint_SimOpt ()
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.
virtual void	update (const Vector< Real > &u, const Vector< Real > &z, UpdateType type, int iter=-1)
virtual void	update_1 (const Vector< Real > &u, bool flag=true, int iter=-1)
	Update constraint functions with respect to Sim variable. x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count.
virtual void	update_1 (const Vector< Real > &u, UpdateType type, int iter=-1)
virtual void	update_2 (const Vector< Real > &z, bool flag=true, int iter=-1)
	Update constraint functions with respect to Opt variable. x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count.
virtual void	update_2 (const Vector< Real > &z, UpdateType type, int iter=-1)
virtual void	solve_update (const Vector< Real > &u, const Vector< Real > &z, UpdateType type, int iter=-1)
	Update SimOpt constraint during solve (disconnected from optimization updates).
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 \((u,z)\).
virtual void	solve (Vector< Real > &c, Vector< Real > &u, const Vector< Real > &z, Real &tol)
	Given \(z\), solve \(c(u,z)=0\) for \(u\).
virtual void	setSolveParameters (ParameterList &parlist)
	Set solve parameters.
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 \(v\).
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 \(v\).
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 \(v\).
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.
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.
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.
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.
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 \(v\).
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 simulation-space derivative of the adjoint of the constraint simulation-space Jacobian at \((u,z)\) to the vector \(w\) in the direction \(v\), according to \(v\mapsto c_{uu}(u,z)(v,\cdot)^*w\).
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 optimization-space derivative of the adjoint of the constraint simulation-space Jacobian at \((u,z)\) to the vector \(w\) in the direction \(v\), according to \(v\mapsto c_{uz}(u,z)(v,\cdot)^*w\).
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 simulation-space derivative of the adjoint of the constraint optimization-space Jacobian at \((u,z)\) to the vector \(w\) in the direction \(v\), according to \(v\mapsto c_{zu}(u,z)(v,\cdot)^*w\).
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 optimization-space derivative of the adjoint of the constraint optimization-space Jacobian at \((u,z)\) to the vector \(w\) in the direction \(v\), according to \(v\mapsto c_{zz}(u,z)(v,\cdot)^*w\).
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 \(v\). In general, this preconditioner satisfies the following relationship:
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	update (const Vector< Real > &x, UpdateType type, int iter=-1)
	Update constraint function.
virtual void	value (Vector< Real > &c, const Vector< Real > &x, Real &tol)
	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	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 \( v \mapsto c''(x)(v,\cdot)^*u \).
virtual Real	checkSolve (const Vector< Real > &u, const Vector< Real > &z, const 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.
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.
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.
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.
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)
std::vector< std::vector< Real > >	checkApplyJacobian_1 (const Vector< Real > &u, const Vector< Real > &z, 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)
std::vector< std::vector< Real > >	checkApplyJacobian_1 (const Vector< Real > &u, const Vector< Real > &z, 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)
std::vector< std::vector< Real > >	checkApplyJacobian_2 (const Vector< Real > &u, const Vector< Real > &z, 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)
std::vector< std::vector< Real > >	checkApplyJacobian_2 (const Vector< Real > &u, const Vector< Real > &z, 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)
std::vector< std::vector< Real > >	checkApplyAdjointHessian_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > >	checkApplyAdjointHessian_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
std::vector< std::vector< Real > >	checkApplyAdjointHessian_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
	\( u\in U \), \( z\in Z \), \( p\in C^\ast \), \( v \in U \), \( hv \in U^\ast \)
std::vector< std::vector< Real > >	checkApplyAdjointHessian_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
	\( u\in U \), \( z\in Z \), \( p\in C^\ast \), \( v \in U \), \( hv \in U^\ast \)
std::vector< std::vector< Real > >	checkApplyAdjointHessian_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
	\( u\in U \), \( z\in Z \), \( p\in C^\ast \), \( v \in U \), \( hv \in U^\ast \)
std::vector< std::vector< Real > >	checkApplyAdjointHessian_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
std::vector< std::vector< Real > >	checkApplyAdjointHessian_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > >	checkApplyAdjointHessian_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
Public Member Functions inherited from ROL::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 \(v\).
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)

Protected Member Functions
PV &	partition (V &x) const
const V &	partition (const V &x) const
Protected Member Functions inherited from ROL::ROL::Constraint< Real >
const std::vector< Real >	getParameter (void) const

Private Types
using	V = Vector<Real>
using	PV = PartitionedVector<Real>
using	Con = Constraint_TimeSimOpt<Real>
using	size_type = typename PV<Real>::size_type

Private Attributes
const Ptr< Con >	con_
const Ptr< V >	ui_
Ptr< V >	u0_
Pre< V >	z0_
VectorWorkspace< Real >	workspace_

Additional Inherited Members
Protected Attributes inherited from ROL::ROL::Constraint_SimOpt< Real >
Real	atol_
Real	rtol_
Real	stol_
Real	factor_
Real	decr_
int	maxit_
bool	print_
bool	zero_
int	solverType_
bool	firstSolve_

Detailed Description

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

Unifies the constraint defined on a single time step that are defined through the Constraint_TimeSimOpt interface into a SimOpt constraint for all time. Primarily intended for use in testing the parallel-in-time implementation.

In contrast to Constraint_PinTSimOpt, where the argument vectors are PartitionedVectors with Vector_SimOpt, the approach here is to consider the state and control to be of PartitionedVector type directly.

NOTE: This class does not address non-autonomous systems as constraints. The formulas involving adjoint Jacobians are almost certainly incorrect in such cases. This will need to be fixed if the Constraint_TimeSimOpt interface can accommodate explicit functions of time. Additionally, opt vectors are assumed to be constant in time on a time step.

Definition at line 44 of file ROL_Constraint_SerialSimOpt.hpp.