Defines the constraint operator interface for simulation-based optimization. More...
#include <ROL_Constraint_SimOpt.hpp>
Public Member Functions | |
| 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) |
| virtual void | value (Vector< Real > &c, const Vector< Real > &x, Real &tol) |
| virtual void | applyJacobian (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) |
| virtual void | applyAdjointJacobian (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) |
| virtual void | applyAdjointHessian (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &x, Real &tol) |
| 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 | 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 > ¶m) |
Protected Attributes | |
| Real | atol_ |
| Real | rtol_ |
| Real | stol_ |
| Real | factor_ |
| Real | decr_ |
| int | maxit_ |
| bool | print_ |
| bool | zero_ |
| int | solverType_ |
| bool | firstSolve_ |
Private Attributes | |
| Ptr< Vector< Real > > | unew_ |
| Ptr< Vector< Real > > | jv_ |
| const Real | DEFAULT_atol_ |
| const Real | DEFAULT_rtol_ |
| const Real | DEFAULT_stol_ |
| const Real | DEFAULT_factor_ |
| const Real | DEFAULT_decr_ |
| const int | DEFAULT_maxit_ |
| const bool | DEFAULT_print_ |
| const bool | DEFAULT_zero_ |
| const int | DEFAULT_solverType_ |
Additional Inherited Members | |
| Protected Member Functions inherited from ROL::ROL::Constraint< Real > | |
| const std::vector< Real > | getParameter (void) const |
Detailed Description
class ROL::Constraint_SimOpt< Real >
Defines the constraint operator interface for simulation-based optimization.
This constraint interface inherits from ROL_Constraint, for the use case when \(\mathcal{X}=\mathcal{U}\times\mathcal{Z}\) where \(\mathcal{U}\) and \(\mathcal{Z}\) are Banach spaces. \(\mathcal{U}\) denotes the "simulation space" and \(\mathcal{Z}\) denotes the "optimization space" (of designs, controls, parameters). The simulation-based constraints are of the form
\[ c(u,z) = 0 \,. \]
The basic operator interface, to be implemented by the user, requires:
- value – constraint evaluation.
- applyJacobian_1 – action of the partial constraint Jacobian –derivatives are with respect to the first component \(\mathcal{U}\);
- applyJacobian_2 – action of the partial constraint Jacobian –derivatives are with respect to the second component \(\mathcal{Z}\);
- applyAdjointJacobian_1 – action of the adjoint of the partial constraint Jacobian –derivatives are with respect to the first component \(\mathcal{U}\);
- applyAdjointJacobian_2 – action of the adjoint of the partial constraint Jacobian –derivatives are with respect to the second component \(\mathcal{Z}\);
The user may also overload:
- applyAdjointHessian_11 – action of the adjoint of the partial constraint Hessian –derivatives are with respect to the first component only;
- applyAdjointHessian_12 – action of the adjoint of the partial constraint Hessian –derivatives are with respect to the first and second components;
- applyAdjointHessian_21 – action of the adjoint of the partial constraint Hessian –derivatives are with respect to the second and first components;
- applyAdjointHessian_22 – action of the adjoint of the partial constraint Hessian –derivatives are with respect to the second component only;
- solveAugmentedSystem – solution of the augmented system –the default is an iterative scheme based on the action of the Jacobian and its adjoint.
- applyPreconditioner – action of a constraint preconditioner –the default is null-op.
Definition at line 74 of file ROL_Constraint_SimOpt.hpp.
Constructor & Destructor Documentation
◆ Constraint_SimOpt()
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inline |
Definition at line 108 of file ROL_Constraint_SimOpt.hpp.
References atol_, ROL::ROL::Constraint< Real >::Constraint(), decr_, DEFAULT_atol_, DEFAULT_decr_, DEFAULT_factor_, DEFAULT_maxit_, DEFAULT_print_, DEFAULT_rtol_, DEFAULT_solverType_, DEFAULT_stol_, DEFAULT_zero_, factor_, firstSolve_, jv_, maxit_, print_, ROL::ROL_EPSILON(), rtol_, solverType_, stol_, unew_, and zero_.
Referenced by redConstraint< Real >::redConstraint(), and valConstraint< Real >::valConstraint().
Member Function Documentation
◆ update() [1/4]
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inlinevirtual |
Update constraint functions.
x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count.
Definition at line 129 of file ROL_Constraint_SimOpt.hpp.
References update_1(), and update_2().
Referenced by applyAdjointHessian_11(), applyAdjointHessian_12(), applyAdjointHessian_21(), applyAdjointHessian_22(), applyAdjointJacobian_1(), applyAdjointJacobian_2(), applyJacobian_1(), applyJacobian_2(), checkAdjointConsistencyJacobian_1(), checkAdjointConsistencyJacobian_2(), checkApplyAdjointHessian_11(), checkApplyAdjointHessian_12(), checkApplyAdjointHessian_21(), checkApplyAdjointHessian_22(), checkApplyJacobian_1(), checkApplyJacobian_2(), checkInverseAdjointJacobian_1(), checkInverseJacobian_1(), checkSolve(), update(), and update().
◆ update() [2/4]
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inlinevirtual |
Definition at line 133 of file ROL_Constraint_SimOpt.hpp.
References update_1(), and update_2().
◆ update_1() [1/2]
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inlinevirtual |
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.
Definition at line 143 of file ROL_Constraint_SimOpt.hpp.
◆ update_1() [2/2]
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inlinevirtual |
Definition at line 144 of file ROL_Constraint_SimOpt.hpp.
◆ update_2() [1/2]
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inlinevirtual |
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.
Definition at line 151 of file ROL_Constraint_SimOpt.hpp.
◆ update_2() [2/2]
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inlinevirtual |
Definition at line 152 of file ROL_Constraint_SimOpt.hpp.
◆ solve_update()
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inlinevirtual |
Update SimOpt constraint during solve (disconnected from optimization updates).
@param[in] x is the optimization variable
@param[in] type is the update type
@param[in] iter is the solver iteration count
Definition at line 160 of file ROL_Constraint_SimOpt.hpp.
Referenced by solve().
◆ value() [1/2]
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pure virtual |
Evaluate the constraint operator \(c:\mathcal{U}\times\mathcal{Z} \rightarrow \mathcal{C}\) at \((u,z)\).
- Parameters
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[out] c is the result of evaluating the constraint operator at \((u,z)\); a constraint-space vector [in] u is the constraint argument; a simulation-space vector [in] z is the constraint argument; an optimization-space vector [in,out] tol is a tolerance for inexact evaluations; currently unused
On return, \(\mathsf{c} = c(u,z)\), where \(\mathsf{c} \in \mathcal{C}\), \(\mathsf{u} \in \mathcal{U}\), and $ \(\mathsf{z} \in\mathcal{Z}\).
Implemented in constraint1< Real >, constraint2< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, DiffusionConstraint< Real >, redConstraint< Real >, and valConstraint< Real >.
Referenced by applyAdjointJacobian_1(), applyAdjointJacobian_2(), applyJacobian_1(), applyJacobian_2(), checkApplyJacobian_1(), checkApplyJacobian_2(), checkSolve(), solve(), and value().
◆ solve()
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inlinevirtual |
Given \(z\), solve \(c(u,z)=0\) for \(u\).
@param[out] c is the result of evaluating the constraint operator at @b \f$(u,z)\f$; a constraint-space vector @param[in,out] u is the solution vector; a simulation-space vector @param[in] z is the constraint argument; an optimization-space vector @param[in,out] tol is a tolerance for inexact evaluations; currently unused The defualt implementation is Newton's method globalized with a backtracking line search. ---
Reimplemented in constraint1< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, and DiffusionConstraint< Real >.
Definition at line 191 of file ROL_Constraint_SimOpt.hpp.
References ROL::Accept, applyInverseJacobian_1(), atol_, ROL::Vector< Real >::clone(), decr_, ROL::Vector< Real >::dual(), factor_, firstSolve_, ROL::Initial, jv_, ROL::makeStreamPtr(), maxit_, ROL::Vector< Real >::norm(), print_, rtol_, ROL::Vector< Real >::set(), solve_update(), solverType_, stol_, ROL::Trial, unew_, value(), ROL::Vector< Real >::zero(), and zero_.
Referenced by checkSolve(), and Constraint_BurgersControl< Real >::solve().
◆ setSolveParameters()
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inlinevirtual |
Set solve parameters.
@param[in] parlist ParameterList containing solve parameters
For the default implementation, parlist has two sublist ("SimOpt"
and "Solve") and the "Solve" sublist has six input parameters.
- "Residual Tolerance": Absolute tolerance for the norm of the residual (Real)
- "Iteration Limit": Maximum number of Newton iterations (int)
- "Sufficient Decrease Tolerance": Tolerance signifying sufficient decrease in the residual norm, between 0 and 1 (Real)
- "Step Tolerance": Absolute tolerance for the step size parameter (Real)
- "Backtracking Factor": Rate for decreasing step size during backtracking, between 0 and 1 (Real)
- "Output Iteration History": Set to true in order to print solve iteration history (bool)
- "Zero Initial Guess": Use a vector of zeros as an initial guess for the solve (bool)
- "Solver Type": Determine which solver to use (0: Newton with line search, 1: Levenberg-Marquardt, 2: SQP) (int)
These parameters are accessed as parlist.sublist("SimOpt").sublist("Solve").get(...).
---
Definition at line 303 of file ROL_Constraint_SimOpt.hpp.
References atol_, decr_, DEFAULT_atol_, DEFAULT_decr_, DEFAULT_factor_, DEFAULT_maxit_, DEFAULT_print_, DEFAULT_rtol_, DEFAULT_solverType_, DEFAULT_stol_, DEFAULT_zero_, factor_, maxit_, print_, rtol_, solverType_, stol_, and zero_.
Referenced by main().
◆ applyJacobian_1()
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inlinevirtual |
Apply the partial constraint Jacobian at \((u,z)\), \(c_u(u,z) \in L(\mathcal{U}, \mathcal{C})\), to the vector \(v\).
- Parameters
-
[out] jv is the result of applying the constraint Jacobian to v at \((u,z)\); a constraint-space vector [in] v is a simulation-space vector [in] u is the constraint argument; an simulation-space vector [in] z is the constraint argument; an optimization-space vector [in,out] tol is a tolerance for inexact evaluations; currently unused
On return, \(\mathsf{jv} = c_u(u,z)v\), where \(v \in \mathcal{U}\), \(\mathsf{jv} \in \mathcal{C}\).
Reimplemented in constraint1< Real >, constraint2< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, DiffusionConstraint< Real >, redConstraint< Real >, and valConstraint< Real >.
Definition at line 331 of file ROL_Constraint_SimOpt.hpp.
References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::norm(), ROL::ROL_EPSILON(), ROL::Vector< Real >::scale(), ROL::Temp, update(), and value().
Referenced by applyJacobian(), checkAdjointConsistencyJacobian_1(), checkApplyJacobian_1(), and checkInverseJacobian_1().
◆ applyJacobian_2()
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inlinevirtual |
Apply the partial constraint Jacobian at \((u,z)\), \(c_z(u,z) \in L(\mathcal{Z}, \mathcal{C})\), to the vector \(v\).
- Parameters
-
[out] jv is the result of applying the constraint Jacobian to v at \((u,z)\); a constraint-space vector [in] v is an optimization-space vector [in] u is the constraint argument; a simulation-space vector [in] z is the constraint argument; an optimization-space vector [in,out] tol is a tolerance for inexact evaluations; currently unused
On return, \(\mathsf{jv} = c_z(u,z)v\), where \(v \in \mathcal{Z}\), \(\mathsf{jv} \in \mathcal{C}\).
Reimplemented in constraint1< Real >, constraint2< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, DiffusionConstraint< Real >, redConstraint< Real >, and valConstraint< Real >.
Definition at line 374 of file ROL_Constraint_SimOpt.hpp.
References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::norm(), ROL::ROL_EPSILON(), ROL::Vector< Real >::scale(), ROL::Temp, update(), and value().
Referenced by applyJacobian(), checkAdjointConsistencyJacobian_2(), and checkApplyJacobian_2().
◆ applyInverseJacobian_1()
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inlinevirtual |
Apply the inverse partial constraint Jacobian at \((u,z)\), \(c_u(u,z)^{-1} \in L(\mathcal{C}, \mathcal{U})\), to the vector \(v\).
- Parameters
-
[out] ijv is the result of applying the inverse constraint Jacobian to v at \((u,z)\); a simulation-space vector [in] v is a constraint-space vector [in] u is the constraint argument; a simulation-space vector [in] z is the constraint argument; an optimization-space vector [in,out] tol is a tolerance for inexact evaluations; currently unused
On return, \(\mathsf{ijv} = c_u(u,z)^{-1}v\), where \(v \in \mathcal{C}\), \(\mathsf{ijv} \in \mathcal{U}\).
Reimplemented in constraint1< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, DiffusionConstraint< Real >, and redConstraint< Real >.
Definition at line 416 of file ROL_Constraint_SimOpt.hpp.
Referenced by applyPreconditioner(), checkInverseJacobian_1(), and solve().
◆ applyAdjointJacobian_1() [1/2]
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inlinevirtual |
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.
- Parameters
-
[out] ajv is the result of applying the adjoint of the constraint Jacobian to v at (u,z); a dual simulation-space vector [in] v is a dual constraint-space vector [in] u is the constraint argument; a simulation-space vector [in] z is the constraint argument; an optimization-space vector [in,out] tol is a tolerance for inexact evaluations; currently unused
On return, \(\mathsf{ajv} = c_u(u,z)^*v\), where \(v \in \mathcal{C}^*\), \(\mathsf{ajv} \in \mathcal{U}^*\).
Reimplemented in constraint1< Real >, constraint2< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, DiffusionConstraint< Real >, redConstraint< Real >, and valConstraint< Real >.
Definition at line 440 of file ROL_Constraint_SimOpt.hpp.
References applyAdjointJacobian_1(), and ROL::Vector< Real >::dual().
Referenced by applyAdjointHessian_11(), applyAdjointHessian_21(), applyAdjointJacobian(), applyAdjointJacobian_1(), checkAdjointConsistencyJacobian_1(), checkApplyAdjointHessian_11(), checkApplyAdjointHessian_21(), and checkInverseAdjointJacobian_1().
◆ applyAdjointJacobian_1() [2/2]
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inlinevirtual |
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.
- Parameters
-
[out] ajv is the result of applying the adjoint of the constraint Jacobian to v at (u,z); a dual simulation-space vector [in] v is a dual constraint-space vector [in] u is the constraint argument; a simulation-space vector [in] z is the constraint argument; an optimization-space vector [in] dualv is a vector used for temporary variables; a constraint-space vector [in,out] tol is a tolerance for inexact evaluations; currently unused
On return, \(\mathsf{ajv} = c_u(u,z)^*v\), where \(v \in \mathcal{C}^*\), \(\mathsf{ajv} \in \mathcal{U}^*\).
Definition at line 466 of file ROL_Constraint_SimOpt.hpp.
References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::basis(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::dimension(), ROL::Vector< Real >::dual(), ROL::Vector< Real >::norm(), ROL::ROL_EPSILON(), ROL::Temp, update(), value(), and ROL::Vector< Real >::zero().
◆ applyAdjointJacobian_2() [1/2]
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inlinevirtual |
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.
- Parameters
-
[out] ajv is the result of applying the adjoint of the constraint Jacobian to v at \((u,z)\); a dual optimization-space vector [in] v is a dual constraint-space vector [in] u is the constraint argument; a simulation-space vector [in] z is the constraint argument; an optimization-space vector [in,out] tol is a tolerance for inexact evaluations; currently unused
On return, \(\mathsf{ajv} = c_z(u,z)^*v\), where \(v \in \mathcal{C}^*\), \(\mathsf{ajv} \in \mathcal{Z}^*\).
Reimplemented in constraint1< Real >, constraint2< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, DiffusionConstraint< Real >, redConstraint< Real >, and valConstraint< Real >.
Definition at line 511 of file ROL_Constraint_SimOpt.hpp.
References applyAdjointJacobian_2(), and ROL::Vector< Real >::dual().
Referenced by applyAdjointHessian_12(), applyAdjointHessian_22(), applyAdjointJacobian(), applyAdjointJacobian_2(), checkAdjointConsistencyJacobian_2(), checkApplyAdjointHessian_12(), and checkApplyAdjointHessian_22().
◆ applyAdjointJacobian_2() [2/2]
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inlinevirtual |
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.
- Parameters
-
[out] ajv is the result of applying the adjoint of the constraint Jacobian to v at \((u,z)\); a dual optimization-space vector [in] v is a dual constraint-space vector [in] u is the constraint argument; a simulation-space vector [in] z is the constraint argument; an optimization-space vector [in] dualv is a vector used for temporary variables; a constraint-space vector [in,out] tol is a tolerance for inexact evaluations; currently unused
On return, \(\mathsf{ajv} = c_z(u,z)^*v\), where \(v \in \mathcal{C}^*\), \(\mathsf{ajv} \in \mathcal{Z}^*\).
Definition at line 537 of file ROL_Constraint_SimOpt.hpp.
References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::basis(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::dimension(), ROL::Vector< Real >::dual(), ROL::Vector< Real >::norm(), ROL::ROL_EPSILON(), ROL::Temp, update(), value(), and ROL::Vector< Real >::zero().
◆ applyInverseAdjointJacobian_1()
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inlinevirtual |
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 \(v\).
- Parameters
-
[out] iajv is the result of applying the inverse adjoint of the constraint Jacobian to v at (u,z); a dual constraint-space vector [in] v is a dual simulation-space vector [in] u is the constraint argument; a simulation-space vector [in] z is the constraint argument; an optimization-space vector [in,out] tol is a tolerance for inexact evaluations; currently unused
On return, \(\mathsf{iajv} = c_u(u,z)^{-*}v\), where \(v \in \mathcal{U}^*\), \(\mathsf{iajv} \in \mathcal{C}^*\).
Reimplemented in constraint1< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, DiffusionConstraint< Real >, and redConstraint< Real >.
Definition at line 581 of file ROL_Constraint_SimOpt.hpp.
Referenced by applyPreconditioner(), and checkInverseAdjointJacobian_1().
◆ applyAdjointHessian_11()
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inlinevirtual |
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 \(v\mapsto c_{uu}(u,z)(v,\cdot)^*w\).
- Parameters
-
[out] ahwv is the result of applying the simulation-space derivative of the adjoint of the constraint simulation-space Jacobian at \((u,z)\) to the vector \(w\) in direction \(w\); a dual simulation-space vector [in] w is the direction vector; a dual constraint-space vector [in] v is a simulation-space vector [in] u is the constraint argument; a simulation-space vector [in] z is the constraint argument; an optimization-space vector [in,out] tol is a tolerance for inexact evaluations; currently unused
On return, \(\mathsf{ahwv} = c_{uu}(u,z)(v,\cdot)^*w\), where \(w \in \mathcal{C}^*\), \(v \in \mathcal{U}\), and \(\mathsf{ahwv} \in \mathcal{U}^*\).
Reimplemented in constraint1< Real >, constraint2< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, DiffusionConstraint< Real >, redConstraint< Real >, and valConstraint< Real >.
Definition at line 607 of file ROL_Constraint_SimOpt.hpp.
References applyAdjointJacobian_1(), ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::norm(), ROL::ROL_EPSILON(), ROL::Vector< Real >::scale(), ROL::Temp, and update().
Referenced by applyAdjointHessian(), and checkApplyAdjointHessian_11().
◆ applyAdjointHessian_12()
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inlinevirtual |
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 \(v\mapsto c_{uz}(u,z)(v,\cdot)^*w\).
- Parameters
-
[out] ahwv is the result of applying the optimization-space derivative of the adjoint of the constraint simulation-space Jacobian at \((u,z)\) to the vector \(w\) in direction \(w\); a dual optimization-space vector [in] w is the direction vector; a dual constraint-space vector [in] v is a simulation-space vector [in] u is the constraint argument; a simulation-space vector [in] z is the constraint argument; an optimization-space vector [in,out] tol is a tolerance for inexact evaluations; currently unused
On return, \(\mathsf{ahwv} = c_{uz}(u,z)(v,\cdot)^*w\), where \(w \in \mathcal{C}^*\), \(v \in \mathcal{U}\), and \(\mathsf{ahwv} \in \mathcal{Z}^*\).
Reimplemented in constraint1< Real >, constraint2< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, DiffusionConstraint< Real >, redConstraint< Real >, and valConstraint< Real >.
Definition at line 652 of file ROL_Constraint_SimOpt.hpp.
References applyAdjointJacobian_2(), ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::norm(), ROL::ROL_EPSILON(), ROL::Vector< Real >::scale(), ROL::Temp, and update().
Referenced by applyAdjointHessian(), and checkApplyAdjointHessian_12().
◆ applyAdjointHessian_21()
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inlinevirtual |
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 \(v\mapsto c_{zu}(u,z)(v,\cdot)^*w\).
- Parameters
-
[out] ahwv is the result of applying the simulation-space derivative of the adjoint of the constraint optimization-space Jacobian at \((u,z)\) to the vector \(w\) in direction \(w\); a dual simulation-space vector [in] w is the direction vector; a dual constraint-space vector [in] v is a optimization-space vector [in] u is the constraint argument; a simulation-space vector [in] z is the constraint argument; an optimization-space vector [in,out] tol is a tolerance for inexact evaluations; currently unused
On return, \(\mathsf{ahwv} = c_{zu}(u,z)(v,\cdot)^*w\), where \(w \in \mathcal{C}^*\), \(v \in \mathcal{Z}\), and \(\mathsf{ahwv} \in \mathcal{U}^*\).
Reimplemented in constraint1< Real >, constraint2< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, DiffusionConstraint< Real >, redConstraint< Real >, and valConstraint< Real >.
Definition at line 697 of file ROL_Constraint_SimOpt.hpp.
References applyAdjointJacobian_1(), ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::norm(), ROL::ROL_EPSILON(), ROL::Vector< Real >::scale(), ROL::Temp, and update().
Referenced by applyAdjointHessian(), and checkApplyAdjointHessian_21().
◆ applyAdjointHessian_22()
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inlinevirtual |
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 \(v\mapsto c_{zz}(u,z)(v,\cdot)^*w\).
- Parameters
-
[out] ahwv is the result of applying the optimization-space derivative of the adjoint of the constraint optimization-space Jacobian at \((u,z)\) to the vector \(w\) in direction \(w\); a dual optimization-space vector [in] w is the direction vector; a dual constraint-space vector [in] v is a optimization-space vector [in] u is the constraint argument; a simulation-space vector [in] z is the constraint argument; an optimization-space vector [in,out] tol is a tolerance for inexact evaluations; currently unused
On return, \(\mathsf{ahwv} = c_{zz}(u,z)(v,\cdot)^*w\), where \(w \in \mathcal{C}^*\), \(v \in \mathcal{Z}\), and \(\mathsf{ahwv} \in \mathcal{Z}^*\).
Reimplemented in constraint1< Real >, constraint2< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, Constraint_BurgersControl< Real >, DiffusionConstraint< Real >, redConstraint< Real >, and valConstraint< Real >.
Definition at line 741 of file ROL_Constraint_SimOpt.hpp.
References applyAdjointJacobian_2(), ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::norm(), ROL::ROL_EPSILON(), ROL::Vector< Real >::scale(), ROL::Temp, and update().
Referenced by applyAdjointHessian(), and checkApplyAdjointHessian_22().
◆ solveAugmentedSystem()
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inlinevirtual |
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 operator, and \(0 : \mathcal{C}^* \rightarrow \mathcal{C}\) is a zero operator.
- Parameters
-
[out] v1 is the optimization-space component of the result [out] v2 is the dual constraint-space component of the result [in] b1 is the dual optimization-space component of the right-hand side [in] b2 is the constraint-space component of the right-hand side [in] x is the constraint argument; an optimization-space vector [in,out] tol is the nominal relative residual tolerance
On return, \( [\mathsf{v1} \,\, \mathsf{v2}] \) approximately solves the augmented system, where the size of the residual is governed by special stopping conditions.
The default implementation is the preconditioned generalized minimal residual (GMRES) method, which enables the use of nonsymmetric preconditioners.
Definition at line 806 of file ROL_Constraint_SimOpt.hpp.
References ROL::Constraint< Real >::solveAugmentedSystem().
◆ applyPreconditioner()
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inlinevirtual |
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:
\[ c'(x) c'(x)^* P(x) v \approx v \,. \]
It is used by the solveAugmentedSystem method.
- Parameters
-
[out] pv is the result of applying the constraint preconditioner to v at x; a constraint-space vector [in] v is a constraint-space vector [in] x is the preconditioner argument; an optimization-space vector [in,out] tol is a tolerance for inexact evaluations
On return, \(\mathsf{pv} = P(x)v\), where \(v \in \mathcal{C}\), \(\mathsf{pv} \in \mathcal{C}\).
The default implementation is a null-op.
Definition at line 834 of file ROL_Constraint_SimOpt.hpp.
References applyInverseAdjointJacobian_1(), applyInverseJacobian_1(), ROL::Constraint< Real >::applyPreconditioner(), ROL::Vector_SimOpt< Real >::clone(), ROL::Vector_SimOpt< Real >::dual(), ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), and ROL::ROL::Vector< Real >::set().
◆ update() [3/4]
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inlinevirtual |
Update constraint functions.
x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count.
Definition at line 869 of file ROL_Constraint_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), and update().
◆ update() [4/4]
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inlinevirtual |
Definition at line 874 of file ROL_Constraint_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), and update().
◆ value() [2/2]
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inlinevirtual |
Definition at line 880 of file ROL_Constraint_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), and value().
◆ applyJacobian()
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inlinevirtual |
Definition at line 889 of file ROL_Constraint_SimOpt.hpp.
References applyJacobian_1(), applyJacobian_2(), ROL::Vector< Real >::clone(), ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), and ROL::Vector< Real >::plus().
◆ applyAdjointJacobian()
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inlinevirtual |
Definition at line 905 of file ROL_Constraint_SimOpt.hpp.
References applyAdjointJacobian_1(), applyAdjointJacobian_2(), ROL::Vector_SimOpt< Real >::clone(), ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::set_1(), and ROL::Vector_SimOpt< Real >::set_2().
◆ applyAdjointHessian()
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inlinevirtual |
Definition at line 922 of file ROL_Constraint_SimOpt.hpp.
References applyAdjointHessian_11(), applyAdjointHessian_12(), applyAdjointHessian_21(), applyAdjointHessian_22(), ROL::Vector_SimOpt< Real >::clone(), ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::plus(), ROL::Vector_SimOpt< Real >::set_1(), and ROL::Vector_SimOpt< Real >::set_2().
◆ checkSolve()
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inlinevirtual |
Definition at line 951 of file ROL_Constraint_SimOpt.hpp.
References ROL::Vector< Real >::clone(), ROL::ROL_EPSILON(), solve(), ROL::Temp, update(), and value().
Referenced by main().
◆ checkAdjointConsistencyJacobian_1() [1/2]
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inlinevirtual |
Check the consistency of the Jacobian and its adjoint. This is the primary interface.
- Parameters
-
[out] w is a dual constraint-space vector [in] v is a simulation-space vector [in] u is the constraint argument; a simulation-space vector [in] z is the constraint argument; an optimization-space vector [in] printToStream is is a flag that turns on/off output [in] outStream is the output stream
Definition at line 992 of file ROL_Constraint_SimOpt.hpp.
References checkAdjointConsistencyJacobian_1(), and ROL::Vector< Real >::dual().
Referenced by checkAdjointConsistencyJacobian_1(), and main().
◆ checkAdjointConsistencyJacobian_1() [2/2]
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inlinevirtual |
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.
- Parameters
-
[out] w is a dual constraint-space vector [in] v is a simulation-space vector [in] u is the constraint argument; a simulation-space vector [in] z is the constraint argument; an optimization-space vector [in] dualw is a constraint-space vector [in] dualv is a dual simulation-space vector [in] printToStream is is a flag that turns on/off output [in] outStream is the output stream
Definition at line 1017 of file ROL_Constraint_SimOpt.hpp.
References ROL::Vector< Real >::apply(), applyAdjointJacobian_1(), applyJacobian_1(), ROL::Vector< Real >::clone(), ROL::ROL_EPSILON(), ROL::ROL_UNDERFLOW(), ROL::Temp, and update().
◆ checkAdjointConsistencyJacobian_2() [1/2]
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inlinevirtual |
Check the consistency of the Jacobian and its adjoint. This is the primary interface.
- Parameters
-
[out] w is a dual constraint-space vector [in] v is an optimization-space vector [in] u is the constraint argument; a simulation-space vector [in] z is the constraint argument; an optimization-space vector [in] printToStream is is a flag that turns on/off output [in] outStream is the output stream
Definition at line 1062 of file ROL_Constraint_SimOpt.hpp.
References checkAdjointConsistencyJacobian_2(), and ROL::Vector< Real >::dual().
Referenced by checkAdjointConsistencyJacobian_2(), and main().
◆ checkAdjointConsistencyJacobian_2() [2/2]
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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.
- Parameters
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[out] w is a dual constraint-space vector [in] v is an optimization-space vector [in] u is the constraint argument; a simulation-space vector [in] z is the constraint argument; an optimization-space vector [in] dualw is a constraint-space vector [in] dualv is a dual optimization-space vector [in] printToStream is is a flag that turns on/off output [in] outStream is the output stream
Definition at line 1086 of file ROL_Constraint_SimOpt.hpp.
References ROL::Vector< Real >::apply(), applyAdjointJacobian_2(), applyJacobian_2(), ROL::Vector< Real >::clone(), ROL::ROL_EPSILON(), ROL::ROL_UNDERFLOW(), ROL::Temp, and update().
◆ checkInverseJacobian_1()
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Definition at line 1118 of file ROL_Constraint_SimOpt.hpp.
References applyInverseJacobian_1(), applyJacobian_1(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::norm(), ROL::ROL_EPSILON(), ROL::ROL_UNDERFLOW(), ROL::Temp, and update().
Referenced by main().
◆ checkInverseAdjointJacobian_1()
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inlinevirtual |
Definition at line 1148 of file ROL_Constraint_SimOpt.hpp.
References applyAdjointJacobian_1(), applyInverseAdjointJacobian_1(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::norm(), ROL::ROL_EPSILON(), ROL::ROL_UNDERFLOW(), ROL::Temp, and update().
Referenced by main().
◆ checkApplyJacobian_1() [1/2]
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inline |
Definition at line 1180 of file ROL_Constraint_SimOpt.hpp.
References checkApplyJacobian_1(), and ROL_NUM_CHECKDERIV_STEPS.
Referenced by checkApplyJacobian_1().
◆ checkApplyJacobian_1() [2/2]
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Definition at line 1199 of file ROL_Constraint_SimOpt.hpp.
References applyJacobian_1(), ROL::Vector< Real >::clone(), ROL::ROL_EPSILON(), ROL::Finite_Difference_Arrays::shifts, ROL::Temp, update(), value(), and ROL::Finite_Difference_Arrays::weights.
◆ checkApplyJacobian_2() [1/2]
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Definition at line 1305 of file ROL_Constraint_SimOpt.hpp.
References checkApplyJacobian_2(), and ROL_NUM_CHECKDERIV_STEPS.
Referenced by checkApplyJacobian_2().
◆ checkApplyJacobian_2() [2/2]
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Definition at line 1324 of file ROL_Constraint_SimOpt.hpp.
References applyJacobian_2(), ROL::Vector< Real >::clone(), ROL::ROL_EPSILON(), ROL::Finite_Difference_Arrays::shifts, ROL::Temp, update(), value(), and ROL::Finite_Difference_Arrays::weights.
◆ checkApplyAdjointHessian_11() [1/2]
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Definition at line 1431 of file ROL_Constraint_SimOpt.hpp.
References checkApplyAdjointHessian_11(), and ROL_NUM_CHECKDERIV_STEPS.
Referenced by checkApplyAdjointHessian_11().
◆ checkApplyAdjointHessian_11() [2/2]
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Definition at line 1449 of file ROL_Constraint_SimOpt.hpp.
References applyAdjointHessian_11(), applyAdjointJacobian_1(), ROL::Vector< Real >::clone(), ROL::ROL_EPSILON(), ROL::Finite_Difference_Arrays::shifts, ROL::Temp, update(), and ROL::Finite_Difference_Arrays::weights.
◆ checkApplyAdjointHessian_21() [1/2]
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inline |
\( u\in U \), \( z\in Z \), \( p\in C^\ast \), \( v \in U \), \( hv \in U^\ast \)
Definition at line 1554 of file ROL_Constraint_SimOpt.hpp.
References checkApplyAdjointHessian_21(), and ROL_NUM_CHECKDERIV_STEPS.
Referenced by checkApplyAdjointHessian_21().
◆ checkApplyAdjointHessian_21() [2/2]
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\( u\in U \), \( z\in Z \), \( p\in C^\ast \), \( v \in U \), \( hv \in U^\ast \)
Definition at line 1575 of file ROL_Constraint_SimOpt.hpp.
References applyAdjointHessian_21(), applyAdjointJacobian_1(), ROL::Vector< Real >::clone(), ROL::ROL_EPSILON(), ROL::Finite_Difference_Arrays::shifts, ROL::Temp, update(), and ROL::Finite_Difference_Arrays::weights.
◆ checkApplyAdjointHessian_12() [1/2]
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\( u\in U \), \( z\in Z \), \( p\in C^\ast \), \( v \in U \), \( hv \in U^\ast \)
Definition at line 1680 of file ROL_Constraint_SimOpt.hpp.
References checkApplyAdjointHessian_12(), and ROL_NUM_CHECKDERIV_STEPS.
Referenced by checkApplyAdjointHessian_12().
◆ checkApplyAdjointHessian_12() [2/2]
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inline |
Definition at line 1699 of file ROL_Constraint_SimOpt.hpp.
References applyAdjointHessian_12(), applyAdjointJacobian_2(), ROL::Vector< Real >::clone(), ROL::ROL_EPSILON(), ROL::Finite_Difference_Arrays::shifts, ROL::Temp, update(), and ROL::Finite_Difference_Arrays::weights.
◆ checkApplyAdjointHessian_22() [1/2]
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inline |
Definition at line 1801 of file ROL_Constraint_SimOpt.hpp.
References checkApplyAdjointHessian_22(), and ROL_NUM_CHECKDERIV_STEPS.
Referenced by checkApplyAdjointHessian_22().
◆ checkApplyAdjointHessian_22() [2/2]
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Definition at line 1819 of file ROL_Constraint_SimOpt.hpp.
References applyAdjointHessian_22(), applyAdjointJacobian_2(), ROL::Vector< Real >::clone(), ROL::ROL_EPSILON(), ROL::Finite_Difference_Arrays::shifts, ROL::Temp, update(), and ROL::Finite_Difference_Arrays::weights.
Member Data Documentation
◆ unew_
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private |
Definition at line 77 of file ROL_Constraint_SimOpt.hpp.
Referenced by Constraint_SimOpt(), and solve().
◆ jv_
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private |
Definition at line 78 of file ROL_Constraint_SimOpt.hpp.
Referenced by Constraint_SimOpt(), and solve().
◆ DEFAULT_atol_
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Definition at line 81 of file ROL_Constraint_SimOpt.hpp.
Referenced by Constraint_SimOpt(), and setSolveParameters().
◆ DEFAULT_rtol_
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private |
Definition at line 82 of file ROL_Constraint_SimOpt.hpp.
Referenced by Constraint_SimOpt(), and setSolveParameters().
◆ DEFAULT_stol_
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private |
Definition at line 83 of file ROL_Constraint_SimOpt.hpp.
Referenced by Constraint_SimOpt(), and setSolveParameters().
◆ DEFAULT_factor_
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private |
Definition at line 84 of file ROL_Constraint_SimOpt.hpp.
Referenced by Constraint_SimOpt(), and setSolveParameters().
◆ DEFAULT_decr_
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Definition at line 85 of file ROL_Constraint_SimOpt.hpp.
Referenced by Constraint_SimOpt(), and setSolveParameters().
◆ DEFAULT_maxit_
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Definition at line 86 of file ROL_Constraint_SimOpt.hpp.
Referenced by Constraint_SimOpt(), and setSolveParameters().
◆ DEFAULT_print_
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Definition at line 87 of file ROL_Constraint_SimOpt.hpp.
Referenced by Constraint_SimOpt(), and setSolveParameters().
◆ DEFAULT_zero_
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Definition at line 88 of file ROL_Constraint_SimOpt.hpp.
Referenced by Constraint_SimOpt(), and setSolveParameters().
◆ DEFAULT_solverType_
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Definition at line 89 of file ROL_Constraint_SimOpt.hpp.
Referenced by Constraint_SimOpt(), and setSolveParameters().
◆ atol_
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Definition at line 94 of file ROL_Constraint_SimOpt.hpp.
Referenced by Constraint_SimOpt(), setSolveParameters(), and solve().
◆ rtol_
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Definition at line 95 of file ROL_Constraint_SimOpt.hpp.
Referenced by Constraint_SimOpt(), setSolveParameters(), and solve().
◆ stol_
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protected |
Definition at line 96 of file ROL_Constraint_SimOpt.hpp.
Referenced by Constraint_SimOpt(), setSolveParameters(), and solve().
◆ factor_
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Definition at line 97 of file ROL_Constraint_SimOpt.hpp.
Referenced by Constraint_SimOpt(), setSolveParameters(), and solve().
◆ decr_
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Definition at line 98 of file ROL_Constraint_SimOpt.hpp.
Referenced by Constraint_SimOpt(), setSolveParameters(), and solve().
◆ maxit_
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Definition at line 99 of file ROL_Constraint_SimOpt.hpp.
Referenced by Constraint_SimOpt(), setSolveParameters(), and solve().
◆ print_
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Definition at line 100 of file ROL_Constraint_SimOpt.hpp.
Referenced by Constraint_SimOpt(), setSolveParameters(), and solve().
◆ zero_
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Definition at line 101 of file ROL_Constraint_SimOpt.hpp.
Referenced by Constraint_SimOpt(), setSolveParameters(), and solve().
◆ solverType_
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Definition at line 102 of file ROL_Constraint_SimOpt.hpp.
Referenced by Constraint_SimOpt(), setSolveParameters(), and solve().
◆ firstSolve_
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Definition at line 105 of file ROL_Constraint_SimOpt.hpp.
Referenced by Constraint_SimOpt(), and solve().
The documentation for this class was generated from the following file:
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