ROL
Public Member Functions | Private Member Functions | Private Attributes | List of all members
ROL::OptimizationProblem< Real > Class Template Reference

#include <ROL_OptimizationProblem.hpp>

Public Member Functions

virtual ~OptimizationProblem (void)
 OptimizationProblem (void)
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< BoundConstraint< Real > > &bnd, const std::vector< Ptr< Constraint< Real > > > &econ, const std::vector< Ptr< Vector< Real > > > &emul, const std::vector< Ptr< Constraint< Real > > > &icon, const std::vector< Ptr< Vector< Real > > > &imul, const std::vector< Ptr< BoundConstraint< Real > > > &ibnd)
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< BoundConstraint< Real > > &bnd, const Ptr< Constraint< Real > > &econ, const Ptr< Vector< Real > > &emul, const std::vector< Ptr< Constraint< Real > > > &icon, const std::vector< Ptr< Vector< Real > > > &imul, const std::vector< Ptr< BoundConstraint< Real > > > &ibnd)
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< BoundConstraint< Real > > &bnd, const std::vector< Ptr< Constraint< Real > > > &econ, const std::vector< Ptr< Vector< Real > > > &emul, const Ptr< Constraint< Real > > &icon, const Ptr< Vector< Real > > &imul, const Ptr< BoundConstraint< Real > > &ibnd)
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< BoundConstraint< Real > > &bnd, const Ptr< Constraint< Real > > &econ, const Ptr< Vector< Real > > &emul, const Ptr< Constraint< Real > > &icon, const Ptr< Vector< Real > > &imul, const Ptr< BoundConstraint< Real > > &ibnd)
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const std::vector< Ptr< Constraint< Real > > > &econ, const std::vector< Ptr< Vector< Real > > > &emul, const std::vector< Ptr< Constraint< Real > > > &icon, const std::vector< Ptr< Vector< Real > > > &imul, const std::vector< Ptr< BoundConstraint< Real > > > &ibnd)
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< Constraint< Real > > &econ, const Ptr< Vector< Real > > &emul, const std::vector< Ptr< Constraint< Real > > > &icon, const std::vector< Ptr< Vector< Real > > > &imul, const std::vector< Ptr< BoundConstraint< Real > > > &ibnd)
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const std::vector< Ptr< Constraint< Real > > > &econ, const std::vector< Ptr< Vector< Real > > > &emul, const Ptr< Constraint< Real > > &icon, const Ptr< Vector< Real > > &imul, const Ptr< BoundConstraint< Real > > &ibnd)
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< Constraint< Real > > &econ, const Ptr< Vector< Real > > &emul, const Ptr< Constraint< Real > > &icon, const Ptr< Vector< Real > > &imul, const Ptr< BoundConstraint< Real > > &ibnd)
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< BoundConstraint< Real > > &bnd, const std::vector< Ptr< Constraint< Real > > > &econ, const std::vector< Ptr< Vector< Real > > > &emul)
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< BoundConstraint< Real > > &bnd, const Ptr< Constraint< Real > > &econ, const Ptr< Vector< Real > > &emul)
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< BoundConstraint< Real > > &bnd, const std::vector< Ptr< Constraint< Real > > > &icon, const std::vector< Ptr< Vector< Real > > > &imul, const std::vector< Ptr< BoundConstraint< Real > > > &ibnd)
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< BoundConstraint< Real > > &bnd, const Ptr< Constraint< Real > > &icon, const Ptr< Vector< Real > > &imul, const Ptr< BoundConstraint< Real > > &ibnd)
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const std::vector< Ptr< Constraint< Real > > > &econ, const std::vector< Ptr< Vector< Real > > > &emul)
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< Constraint< Real > > &econ, const Ptr< Vector< Real > > &emul)
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const std::vector< Ptr< Constraint< Real > > > &icon, const std::vector< Ptr< Vector< Real > > > &imul, const std::vector< Ptr< BoundConstraint< Real > > > &ibnd)
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< Constraint< Real > > &icon, const Ptr< Vector< Real > > &imul, const Ptr< BoundConstraint< Real > > &ibnd)
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< BoundConstraint< Real > > &bnd)
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x)
virtual Ptr< Objective< Real > > getObjective (void)
virtual Ptr< Vector< Real > > getSolutionVector (void)
virtual Ptr< BoundConstraint< Real > > getBoundConstraint (void)
virtual Ptr< Constraint< Real > > getConstraint (void)
virtual Ptr< Vector< Real > > getMultiplierVector (void)
EProblem getProblemType (void)
void setMeanValueObjective (const Ptr< SampleGenerator< Real > > &sampler)
 Set objective function to mean value objective.
void setRiskNeutralObjective (const Ptr< SampleGenerator< Real > > &vsampler, const Ptr< SampleGenerator< Real > > &gsampler=nullPtr, const Ptr< SampleGenerator< Real > > &hsampler=nullPtr, const bool storage=true)
 Set objective function to risk neutral objective.
void setMeanValueEquality (const Ptr< SampleGenerator< Real > > &sampler, const int index=0)
 Set objective function to risk averse objective.
void setRiskNeutralEquality (const Ptr< SampleGenerator< Real > > &xsampler, const Ptr< BatchManager< Real > > &cbman, const int index=0)
void setAlmostSureEquality (const Ptr< SampleGenerator< Real > > &sampler, const int index=0)
void setStochasticEquality (std::vector< ParameterList > &parlist, const std::vector< Ptr< SampleGenerator< Real > > > &xsampler, const std::vector< Ptr< BatchManager< Real > > > &cbman)
void setStochasticEquality (ParameterList &parlist, const Ptr< SampleGenerator< Real > > &xsampler, const Ptr< BatchManager< Real > > &cbman)
void setMeanValueInequality (const Ptr< SampleGenerator< Real > > &sampler, const int index=0)
void setRiskNeutralInequality (const Ptr< SampleGenerator< Real > > &xsampler, const Ptr< BatchManager< Real > > &cbman, const int index=0)
void setRiskAverseInequality (ParameterList &parlist, const Ptr< SampleGenerator< Real > > &sampler, const int index=0)
void setAlmostSureInequality (const Ptr< SampleGenerator< Real > > &sampler, const int index=0)
void setStochasticInequality (std::vector< ParameterList > &parlist, const std::vector< Ptr< SampleGenerator< Real > > > &xsampler, const std::vector< Ptr< BatchManager< Real > > > &cbman)
void setStochasticInequality (ParameterList &parlist, const Ptr< SampleGenerator< Real > > &xsampler, const Ptr< BatchManager< Real > > &cbman)
Real getSolutionStatistic (int comp=0, int index=0)
 Returns the statistic from the soluton vector.
std::vector< Real > getObjectiveStatistic (void) const
std::vector< Real > getConstraintStatistic (const int index=0) const
void reset (void)
void checkSolutionVector (Vector< Real > &x, Vector< Real > &y, Vector< Real > &u, std::ostream &outStream=std::cout)
void checkSolutionVector (OptimizationProblemCheckData< Real > &data, Vector< Real > &x, Vector< Real > &y, Vector< Real > &u, std::ostream &outStream=std::cout)
void checkObjective (Vector< Real > &x, Vector< Real > &u, Vector< Real > &v, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
void checkObjective (OptimizationProblemCheckData< Real > &data, Vector< Real > &x, Vector< Real > &u, Vector< Real > &v, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
void checkMultiplierVector (Vector< Real > &w, Vector< Real > &q, Vector< Real > &l, std::ostream &outStream=std::cout)
void checkMultiplierVector (OptimizationProblemCheckData< Real > &data, Vector< Real > &w, Vector< Real > &q, Vector< Real > &l, std::ostream &outStream=std::cout)
void checkConstraint (Vector< Real > &x, Vector< Real > &u, Vector< Real > &v, Vector< Real > &c, Vector< Real > &l, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
void checkConstraint (OptimizationProblemCheckData< Real > &data, Vector< Real > &x, Vector< Real > &u, Vector< Real > &v, Vector< Real > &c, Vector< Real > &l, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
void check (std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
void check (OptimizationProblemCheckData< Real > &data, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)

Private Member Functions

void initialize (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< BoundConstraint< Real > > &bnd, const std::vector< Ptr< Constraint< Real > > > &econ, const std::vector< Ptr< Vector< Real > > > &emul, const std::vector< Ptr< Constraint< Real > > > &icon, const std::vector< Ptr< Vector< Real > > > &imul, const std::vector< Ptr< BoundConstraint< Real > > > &ibnd)
const Ptr< Constraint< Real > > setRiskLessCon (const Ptr< Constraint< Real > > &con, const bool needRiskLess) const
const Ptr< Objective< Real > > setRiskLessObj (const Ptr< Objective< Real > > &obj, const bool needRiskLess) const
std::vector< Real > computeSampleMean (const Ptr< SampleGenerator< Real > > &sampler) const
void initStochastic (void)
void buildRiskVec (Ptr< Vector< Real > > &x)
void buildRiskBnd (Ptr< BoundConstraint< Real > > &bnd)

Private Attributes

Ptr< Objective< Real > > INPUT_obj_
Ptr< Vector< Real > > INPUT_sol_
Ptr< BoundConstraint< Real > > INPUT_bnd_
std::vector< Ptr< Constraint< Real > > > INPUT_econ_
std::vector< Ptr< Vector< Real > > > INPUT_emul_
std::vector< Ptr< Constraint< Real > > > INPUT_icon_
std::vector< Ptr< Vector< Real > > > INPUT_imul_
std::vector< Ptr< BoundConstraint< Real > > > INPUT_ibnd_
Ptr< Objective< Real > > INTERMEDIATE_obj_
Ptr< Vector< Real > > INTERMEDIATE_sol_
Ptr< BoundConstraint< Real > > INTERMEDIATE_bnd_
std::vector< Ptr< Constraint< Real > > > INTERMEDIATE_econ_
std::vector< Ptr< Vector< Real > > > INTERMEDIATE_emul_
std::vector< Ptr< Constraint< Real > > > INTERMEDIATE_icon_
std::vector< Ptr< Vector< Real > > > INTERMEDIATE_imul_
std::vector< Ptr< BoundConstraint< Real > > > INTERMEDIATE_ibnd_
Ptr< SampleGenerator< Real > > vsampler_
Ptr< SampleGenerator< Real > > gsampler_
Ptr< SampleGenerator< Real > > hsampler_
std::vector< Ptr< SampleGenerator< Real > > > exsampler_
std::vector< Ptr< BatchManager< Real > > > ecbman_
std::vector< Ptr< SampleGenerator< Real > > > ixsampler_
std::vector< Ptr< BatchManager< Real > > > icbman_
Ptr< ParameterList > parlistObj_
std::vector< Ptr< ParameterList > > parlistCon_
Ptr< Objective< Real > > obj_
Ptr< Vector< Real > > sol_
Ptr< BoundConstraint< Real > > bnd_
Ptr< Constraint< Real > > con_
Ptr< Vector< Real > > mul_
Ptr< ConstraintManager< Real > > conManager_
EProblem problemType_
bool isInitialized_
bool needRiskLessObj_
std::vector< bool > needRiskLessEcon_
std::vector< bool > needRiskLessIcon_
bool isStochastic_

Detailed Description

template<class Real>
class ROL::OptimizationProblem< Real >

Definition at line 54 of file ROL_OptimizationProblem.hpp.

Constructor & Destructor Documentation

◆ ~OptimizationProblem()

template<class Real>
virtual ROL::OptimizationProblem< Real >::~OptimizationProblem ( void )
inlinevirtual

Definition at line 259 of file ROL_OptimizationProblem.hpp.

◆ OptimizationProblem() [1/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( void )
inline

Definition at line 262 of file ROL_OptimizationProblem.hpp.

References isInitialized_, and isStochastic_.

Referenced by OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), and OptimizationProblem().

◆ OptimizationProblem() [2/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< BoundConstraint< Real > > & bnd,
const std::vector< Ptr< Constraint< Real > > > & econ,
const std::vector< Ptr< Vector< Real > > > & emul,
const std::vector< Ptr< Constraint< Real > > > & icon,
const std::vector< Ptr< Vector< Real > > > & imul,
const std::vector< Ptr< BoundConstraint< Real > > > & ibnd )
inline

Definition at line 266 of file ROL_OptimizationProblem.hpp.

References INPUT_bnd_, INPUT_econ_, INPUT_emul_, INPUT_ibnd_, INPUT_icon_, INPUT_imul_, INPUT_obj_, INPUT_sol_, INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, INTERMEDIATE_sol_, isInitialized_, and isStochastic_.

◆ OptimizationProblem() [3/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< BoundConstraint< Real > > & bnd,
const Ptr< Constraint< Real > > & econ,
const Ptr< Vector< Real > > & emul,
const std::vector< Ptr< Constraint< Real > > > & icon,
const std::vector< Ptr< Vector< Real > > > & imul,
const std::vector< Ptr< BoundConstraint< Real > > > & ibnd )
inline

Definition at line 282 of file ROL_OptimizationProblem.hpp.

References INPUT_bnd_, INPUT_econ_, INPUT_emul_, INPUT_ibnd_, INPUT_icon_, INPUT_imul_, INPUT_obj_, INPUT_sol_, INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, INTERMEDIATE_sol_, isInitialized_, and isStochastic_.

◆ OptimizationProblem() [4/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< BoundConstraint< Real > > & bnd,
const std::vector< Ptr< Constraint< Real > > > & econ,
const std::vector< Ptr< Vector< Real > > > & emul,
const Ptr< Constraint< Real > > & icon,
const Ptr< Vector< Real > > & imul,
const Ptr< BoundConstraint< Real > > & ibnd )
inline

Definition at line 303 of file ROL_OptimizationProblem.hpp.

References INPUT_bnd_, INPUT_econ_, INPUT_emul_, INPUT_ibnd_, INPUT_icon_, INPUT_imul_, INPUT_obj_, INPUT_sol_, INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, INTERMEDIATE_sol_, isInitialized_, and isStochastic_.

◆ OptimizationProblem() [5/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< BoundConstraint< Real > > & bnd,
const Ptr< Constraint< Real > > & econ,
const Ptr< Vector< Real > > & emul,
const Ptr< Constraint< Real > > & icon,
const Ptr< Vector< Real > > & imul,
const Ptr< BoundConstraint< Real > > & ibnd )
inline

Definition at line 327 of file ROL_OptimizationProblem.hpp.

References INPUT_bnd_, INPUT_econ_, INPUT_emul_, INPUT_ibnd_, INPUT_icon_, INPUT_imul_, INPUT_obj_, INPUT_sol_, INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, INTERMEDIATE_sol_, isInitialized_, and isStochastic_.

◆ OptimizationProblem() [6/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const std::vector< Ptr< Constraint< Real > > > & econ,
const std::vector< Ptr< Vector< Real > > > & emul,
const std::vector< Ptr< Constraint< Real > > > & icon,
const std::vector< Ptr< Vector< Real > > > & imul,
const std::vector< Ptr< BoundConstraint< Real > > > & ibnd )
inline

Definition at line 356 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [7/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< Constraint< Real > > & econ,
const Ptr< Vector< Real > > & emul,
const std::vector< Ptr< Constraint< Real > > > & icon,
const std::vector< Ptr< Vector< Real > > > & imul,
const std::vector< Ptr< BoundConstraint< Real > > > & ibnd )
inline

Definition at line 365 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [8/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const std::vector< Ptr< Constraint< Real > > > & econ,
const std::vector< Ptr< Vector< Real > > > & emul,
const Ptr< Constraint< Real > > & icon,
const Ptr< Vector< Real > > & imul,
const Ptr< BoundConstraint< Real > > & ibnd )
inline

Definition at line 374 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [9/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< Constraint< Real > > & econ,
const Ptr< Vector< Real > > & emul,
const Ptr< Constraint< Real > > & icon,
const Ptr< Vector< Real > > & imul,
const Ptr< BoundConstraint< Real > > & ibnd )
inline

Definition at line 383 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [10/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< BoundConstraint< Real > > & bnd,
const std::vector< Ptr< Constraint< Real > > > & econ,
const std::vector< Ptr< Vector< Real > > > & emul )
inline

Definition at line 393 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [11/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< BoundConstraint< Real > > & bnd,
const Ptr< Constraint< Real > > & econ,
const Ptr< Vector< Real > > & emul )
inline

Definition at line 400 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [12/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< BoundConstraint< Real > > & bnd,
const std::vector< Ptr< Constraint< Real > > > & icon,
const std::vector< Ptr< Vector< Real > > > & imul,
const std::vector< Ptr< BoundConstraint< Real > > > & ibnd )
inline

Definition at line 408 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [13/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< BoundConstraint< Real > > & bnd,
const Ptr< Constraint< Real > > & icon,
const Ptr< Vector< Real > > & imul,
const Ptr< BoundConstraint< Real > > & ibnd )
inline

Definition at line 416 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [14/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const std::vector< Ptr< Constraint< Real > > > & econ,
const std::vector< Ptr< Vector< Real > > > & emul )
inline

Definition at line 425 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [15/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< Constraint< Real > > & econ,
const Ptr< Vector< Real > > & emul )
inline

Definition at line 431 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [16/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const std::vector< Ptr< Constraint< Real > > > & icon,
const std::vector< Ptr< Vector< Real > > > & imul,
const std::vector< Ptr< BoundConstraint< Real > > > & ibnd )
inline

Definition at line 438 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [17/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< Constraint< Real > > & icon,
const Ptr< Vector< Real > > & imul,
const Ptr< BoundConstraint< Real > > & ibnd )
inline

Definition at line 445 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [18/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< BoundConstraint< Real > > & bnd )
inline

Definition at line 453 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [19/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x )
inline

Definition at line 459 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

Member Function Documentation

◆ initialize()

template<class Real>
void ROL::OptimizationProblem< Real >::initialize ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< BoundConstraint< Real > > & bnd,
const std::vector< Ptr< Constraint< Real > > > & econ,
const std::vector< Ptr< Vector< Real > > > & emul,
const std::vector< Ptr< Constraint< Real > > > & icon,
const std::vector< Ptr< Vector< Real > > > & imul,
const std::vector< Ptr< BoundConstraint< Real > > > & ibnd )
inlineprivate

Definition at line 102 of file ROL_OptimizationProblem.hpp.

References bnd_, con_, conManager_, isInitialized_, isStochastic_, mul_, needRiskLessEcon_, needRiskLessIcon_, needRiskLessObj_, obj_, problemType_, setRiskLessCon(), setRiskLessObj(), sol_, ROL::TYPE_B, ROL::TYPE_E, ROL::TYPE_EB, and ROL::TYPE_U.

Referenced by check(), checkConstraint(), checkMultiplierVector(), checkObjective(), checkSolutionVector(), getBoundConstraint(), getConstraint(), getMultiplierVector(), getObjective(), getProblemType(), getSolutionVector(), and reset().

◆ setRiskLessCon()

template<class Real>
const Ptr< Constraint< Real > > ROL::OptimizationProblem< Real >::setRiskLessCon ( const Ptr< Constraint< Real > > & con,
const bool needRiskLess ) const
inlineprivate

Definition at line 180 of file ROL_OptimizationProblem.hpp.

Referenced by initialize().

◆ setRiskLessObj()

template<class Real>
const Ptr< Objective< Real > > ROL::OptimizationProblem< Real >::setRiskLessObj ( const Ptr< Objective< Real > > & obj,
const bool needRiskLess ) const
inlineprivate

Definition at line 189 of file ROL_OptimizationProblem.hpp.

Referenced by initialize().

◆ computeSampleMean()

template<class Real>
std::vector< Real > ROL::OptimizationProblem< Real >::computeSampleMean ( const Ptr< SampleGenerator< Real > > & sampler) const
inlineprivate

Definition at line 198 of file ROL_OptimizationProblem.hpp.

References dim.

Referenced by setMeanValueEquality(), setMeanValueInequality(), and setMeanValueObjective().

◆ initStochastic()

template<class Real>
void ROL::OptimizationProblem< Real >::initStochastic ( void )
inlineprivate

Definition at line 214 of file ROL_OptimizationProblem.hpp.

References ecbman_, exsampler_, icbman_, INPUT_econ_, INPUT_icon_, isStochastic_, ixsampler_, needRiskLessEcon_, needRiskLessIcon_, needRiskLessObj_, parlistCon_, and parlistObj_.

Referenced by setAlmostSureEquality(), setAlmostSureInequality(), setMeanValueEquality(), setMeanValueInequality(), setMeanValueObjective(), setRiskAverseInequality(), setRiskNeutralEquality(), setRiskNeutralInequality(), setRiskNeutralObjective(), setStochasticEquality(), and setStochasticInequality().

◆ buildRiskVec()

template<class Real>
void ROL::OptimizationProblem< Real >::buildRiskVec ( Ptr< Vector< Real > > & x)
inlineprivate

Definition at line 234 of file ROL_OptimizationProblem.hpp.

References INPUT_icon_, INTERMEDIATE_sol_, parlistCon_, and parlistObj_.

Referenced by setAlmostSureEquality(), setAlmostSureInequality(), setMeanValueEquality(), setMeanValueInequality(), setMeanValueObjective(), setRiskAverseInequality(), setRiskNeutralEquality(), setRiskNeutralInequality(), setRiskNeutralObjective(), setStochasticEquality(), and setStochasticInequality().

◆ buildRiskBnd()

template<class Real>
void ROL::OptimizationProblem< Real >::buildRiskBnd ( Ptr< BoundConstraint< Real > > & bnd)
inlineprivate

Definition at line 251 of file ROL_OptimizationProblem.hpp.

References INPUT_bnd_, INTERMEDIATE_bnd_, parlistCon_, and parlistObj_.

Referenced by setAlmostSureEquality(), setAlmostSureInequality(), setMeanValueEquality(), setMeanValueInequality(), setMeanValueObjective(), setRiskAverseInequality(), setRiskNeutralEquality(), setRiskNeutralInequality(), setRiskNeutralObjective(), setStochasticEquality(), and setStochasticInequality().

◆ getObjective()

template<class Real>
virtual Ptr< Objective< Real > > ROL::OptimizationProblem< Real >::getObjective ( void )
inlinevirtual

Definition at line 465 of file ROL_OptimizationProblem.hpp.

References initialize(), INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, INTERMEDIATE_sol_, and obj_.

Referenced by main(), and ROL::OptimizationSolver< Real >::OptimizationSolver().

◆ getSolutionVector()

template<class Real>
virtual Ptr< Vector< Real > > ROL::OptimizationProblem< Real >::getSolutionVector ( void )
inlinevirtual

Definition at line 475 of file ROL_OptimizationProblem.hpp.

References initialize(), INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, INTERMEDIATE_sol_, and sol_.

Referenced by main(), and ROL::OptimizationSolver< Real >::OptimizationSolver().

◆ getBoundConstraint()

template<class Real>
virtual Ptr< BoundConstraint< Real > > ROL::OptimizationProblem< Real >::getBoundConstraint ( void )
inlinevirtual

Definition at line 485 of file ROL_OptimizationProblem.hpp.

References bnd_, initialize(), INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, and INTERMEDIATE_sol_.

Referenced by main(), and ROL::OptimizationSolver< Real >::OptimizationSolver().

◆ getConstraint()

template<class Real>
virtual Ptr< Constraint< Real > > ROL::OptimizationProblem< Real >::getConstraint ( void )
inlinevirtual

Definition at line 492 of file ROL_OptimizationProblem.hpp.

References con_, initialize(), INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, and INTERMEDIATE_sol_.

Referenced by main(), and ROL::OptimizationSolver< Real >::OptimizationSolver().

◆ getMultiplierVector()

template<class Real>
virtual Ptr< Vector< Real > > ROL::OptimizationProblem< Real >::getMultiplierVector ( void )
inlinevirtual

Definition at line 499 of file ROL_OptimizationProblem.hpp.

References initialize(), INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, INTERMEDIATE_sol_, and mul_.

Referenced by main(), and ROL::OptimizationSolver< Real >::OptimizationSolver().

◆ getProblemType()

template<class Real>
EProblem ROL::OptimizationProblem< Real >::getProblemType ( void )
inline

Definition at line 506 of file ROL_OptimizationProblem.hpp.

References initialize(), INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, INTERMEDIATE_sol_, and problemType_.

Referenced by ROL::OptimizationSolver< Real >::OptimizationSolver().

◆ setMeanValueObjective()

template<class Real>
void ROL::OptimizationProblem< Real >::setMeanValueObjective ( const Ptr< SampleGenerator< Real > > & sampler)
inline

Set objective function to mean value objective.

We assume the objective function is parametrized by an additional variable (other than the optimization variable). This variable could, e.g., be random. The mean value objective function evaluates the the parametrized objective function at the sample average of the auxiliary variable.

Parameters
[in]sampleris the SampleGenerator defining the distribution of the auxiliary parameter

Definition at line 526 of file ROL_OptimizationProblem.hpp.

References buildRiskBnd(), buildRiskVec(), computeSampleMean(), gsampler_, hsampler_, initStochastic(), INPUT_bnd_, INPUT_obj_, INPUT_sol_, INTERMEDIATE_obj_, isInitialized_, and vsampler_.

◆ setRiskNeutralObjective()

template<class Real>
void ROL::OptimizationProblem< Real >::setRiskNeutralObjective ( const Ptr< SampleGenerator< Real > > & vsampler,
const Ptr< SampleGenerator< Real > > & gsampler = nullPtr,
const Ptr< SampleGenerator< Real > > & hsampler = nullPtr,
const bool storage = true )
inline

Set objective function to risk neutral objective.

We assume the objective function is parametrized by an additional variable (other than the optimization variable). This variable could, e.g., be random. The risk neutral objective function evaluates the the average of parametrized objective function.

Parameters
[in]vsampleris the SampleGenerator defining the distribution of the auxiliary parameter for the value
[in]gsampleris the SampleGenerator defining the distribution of the auxiliary parameter for the gradient
[in]hsampleris the SampleGenerator defining the distribution of the auxiliary parameter for the Hessian
[in]storagewhether or not to store the sampled value and gradient

Definition at line 560 of file ROL_OptimizationProblem.hpp.

References buildRiskBnd(), buildRiskVec(), gsampler_, hsampler_, initStochastic(), INPUT_bnd_, INPUT_obj_, INPUT_sol_, INTERMEDIATE_obj_, isInitialized_, and vsampler_.

◆ setMeanValueEquality()

template<class Real>
void ROL::OptimizationProblem< Real >::setMeanValueEquality ( const Ptr< SampleGenerator< Real > > & sampler,
const int index = 0 )
inline

Set objective function to risk averse objective.

We assume the objective function is parametrized by an additional variable (other than the optimization variable). This variable could, e.g., be random. The risk averse objective function evaluates the the ``risk'' of parametrized objective function.

Parameters
[in]parlistcontains the information defining the risk measure
[in]vsampleris the SampleGenerator defining the distribution of the auxiliary parameter for the value
[in]gsampleris the SampleGenerator defining the distribution of the auxiliary parameter for the gradient
[in]hsampleris the SampleGenerator defining the distribution of the auxiliary parameter for the Hessian */ void setRiskAverseObjective(ParameterList &parlist, const Ptr<SampleGenerator<Real>> &vsampler, const Ptr<SampleGenerator<Real>> &gsampler = nullPtr, const Ptr<SampleGenerator<Real>> &hsampler = nullPtr) { initStochastic(); Set objective function samplers vsampler_ = vsampler; gsampler_ = gsampler; hsampler_ = hsampler; if ( gsampler == nullPtr ) { gsampler_ = vsampler_; } if ( hsampler == nullPtr ) { hsampler_ = gsampler_; } Construct risk-averse/probabilistic objective function if ( vsampler_ == nullPtr ) { throw Exception::NotImplemented(">>> ROL::OptimizationProblem::setRiskAverseObjective: Objective function value sampler is null!"); } else { needRiskLessObj_ = false; parlistObj_ = makePtrFromRef(parlist); INTERMEDIATE_obj_ = makePtr<StochasticObjective<Real>>(INPUT_obj_,parlist,vsampler_,gsampler_,hsampler_); } Set vector and bound constraint buildRiskVec(INPUT_sol_); buildRiskBnd(INPUT_bnd_);

isInitialized_ = false; }

void setStochasticObjective(ParameterList &parlist, const Ptr<SampleGenerator<Real>> &vsampler, const Ptr<SampleGenerator<Real>> &gsampler = nullPtr, const Ptr<SampleGenerator<Real>> &hsampler = nullPtr) { Determine Stochastic Objective Type std::string type = parlist.sublist("SOL").get("Type","Risk Neutral"); if ( type == "Risk Neutral" ) { bool storage = parlist.sublist("SOL").get("Store Sampled Value and Gradient",true); setRiskNeutralObjective(vsampler,gsampler,hsampler,storage); } else if ( type == "Risk Averse" || type == "Deviation" || type == "Error" || type == "Regret" || type == "Probability" ) { setRiskAverseObjective(parlist,vsampler,gsampler,hsampler); } else if ( type == "Mean Value" ) { setMeanValueObjective(vsampler); } else { throw Exception::NotImplemented(">>> ROL::OptimizationProblem::setStochasticObjective: Invalid stochastic optimization type!"); } Set vector and bound constraint buildRiskVec(INPUT_sol_); buildRiskBnd(INPUT_bnd_);

isInitialized_ = false; }

/* Equality Constraint

Definition at line 665 of file ROL_OptimizationProblem.hpp.

References buildRiskBnd(), buildRiskVec(), computeSampleMean(), exsampler_, initStochastic(), INPUT_bnd_, INPUT_econ_, INPUT_emul_, INPUT_sol_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, and isInitialized_.

Referenced by setStochasticEquality().

◆ setRiskNeutralEquality()

template<class Real>
void ROL::OptimizationProblem< Real >::setRiskNeutralEquality ( const Ptr< SampleGenerator< Real > > & xsampler,
const Ptr< BatchManager< Real > > & cbman,
const int index = 0 )
inline

Definition at line 684 of file ROL_OptimizationProblem.hpp.

References buildRiskBnd(), buildRiskVec(), ecbman_, exsampler_, initStochastic(), INPUT_bnd_, INPUT_econ_, INPUT_emul_, INPUT_sol_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, and isInitialized_.

Referenced by setStochasticEquality().

◆ setAlmostSureEquality()

template<class Real>
void ROL::OptimizationProblem< Real >::setAlmostSureEquality ( const Ptr< SampleGenerator< Real > > & sampler,
const int index = 0 )
inline

Definition at line 707 of file ROL_OptimizationProblem.hpp.

References buildRiskBnd(), buildRiskVec(), exsampler_, initStochastic(), INPUT_bnd_, INPUT_econ_, INPUT_emul_, INPUT_sol_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, and isInitialized_.

Referenced by setStochasticEquality().

◆ setStochasticEquality() [1/2]

template<class Real>
void ROL::OptimizationProblem< Real >::setStochasticEquality ( std::vector< ParameterList > & parlist,
const std::vector< Ptr< SampleGenerator< Real > > > & xsampler,
const std::vector< Ptr< BatchManager< Real > > > & cbman )
inline

Definition at line 734 of file ROL_OptimizationProblem.hpp.

References buildRiskBnd(), buildRiskVec(), initStochastic(), INPUT_bnd_, INPUT_econ_, INPUT_emul_, INPUT_sol_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, isInitialized_, setAlmostSureEquality(), setMeanValueEquality(), and setRiskNeutralEquality().

Referenced by setStochasticEquality().

◆ setStochasticEquality() [2/2]

template<class Real>
void ROL::OptimizationProblem< Real >::setStochasticEquality ( ParameterList & parlist,
const Ptr< SampleGenerator< Real > > & xsampler,
const Ptr< BatchManager< Real > > & cbman )
inline

Definition at line 770 of file ROL_OptimizationProblem.hpp.

References setStochasticEquality().

◆ setMeanValueInequality()

template<class Real>
void ROL::OptimizationProblem< Real >::setMeanValueInequality ( const Ptr< SampleGenerator< Real > > & sampler,
const int index = 0 )
inline

Definition at line 780 of file ROL_OptimizationProblem.hpp.

References buildRiskBnd(), buildRiskVec(), computeSampleMean(), initStochastic(), INPUT_bnd_, INPUT_ibnd_, INPUT_icon_, INPUT_imul_, INPUT_sol_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, isInitialized_, and ixsampler_.

Referenced by setStochasticInequality().

◆ setRiskNeutralInequality()

template<class Real>
void ROL::OptimizationProblem< Real >::setRiskNeutralInequality ( const Ptr< SampleGenerator< Real > > & xsampler,
const Ptr< BatchManager< Real > > & cbman,
const int index = 0 )
inline

Definition at line 801 of file ROL_OptimizationProblem.hpp.

References buildRiskBnd(), buildRiskVec(), icbman_, initStochastic(), INPUT_bnd_, INPUT_ibnd_, INPUT_icon_, INPUT_imul_, INPUT_sol_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, isInitialized_, and ixsampler_.

Referenced by setStochasticInequality().

◆ setRiskAverseInequality()

template<class Real>
void ROL::OptimizationProblem< Real >::setRiskAverseInequality ( ParameterList & parlist,
const Ptr< SampleGenerator< Real > > & sampler,
const int index = 0 )
inline

Definition at line 825 of file ROL_OptimizationProblem.hpp.

References buildRiskBnd(), buildRiskVec(), initStochastic(), INPUT_bnd_, INPUT_ibnd_, INPUT_icon_, INPUT_imul_, INPUT_sol_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, isInitialized_, ixsampler_, needRiskLessIcon_, and parlistCon_.

Referenced by setStochasticInequality().

◆ setAlmostSureInequality()

template<class Real>
void ROL::OptimizationProblem< Real >::setAlmostSureInequality ( const Ptr< SampleGenerator< Real > > & sampler,
const int index = 0 )
inline

Definition at line 848 of file ROL_OptimizationProblem.hpp.

References buildRiskBnd(), buildRiskVec(), initStochastic(), INPUT_bnd_, INPUT_ibnd_, INPUT_icon_, INPUT_imul_, INPUT_sol_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, isInitialized_, and ixsampler_.

Referenced by setStochasticInequality().

◆ setStochasticInequality() [1/2]

template<class Real>
void ROL::OptimizationProblem< Real >::setStochasticInequality ( std::vector< ParameterList > & parlist,
const std::vector< Ptr< SampleGenerator< Real > > > & xsampler,
const std::vector< Ptr< BatchManager< Real > > > & cbman )
inline

Definition at line 876 of file ROL_OptimizationProblem.hpp.

References buildRiskBnd(), buildRiskVec(), initStochastic(), INPUT_bnd_, INPUT_ibnd_, INPUT_icon_, INPUT_imul_, INPUT_sol_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, isInitialized_, setAlmostSureInequality(), setMeanValueInequality(), setRiskAverseInequality(), and setRiskNeutralInequality().

Referenced by setStochasticInequality().

◆ setStochasticInequality() [2/2]

template<class Real>
void ROL::OptimizationProblem< Real >::setStochasticInequality ( ParameterList & parlist,
const Ptr< SampleGenerator< Real > > & xsampler,
const Ptr< BatchManager< Real > > & cbman )
inline

Definition at line 920 of file ROL_OptimizationProblem.hpp.

References setStochasticInequality().

◆ getSolutionStatistic()

template<class Real>
Real ROL::OptimizationProblem< Real >::getSolutionStatistic ( int comp = 0,
int index = 0 )
inline

Returns the statistic from the soluton vector.

Parameters
[in]compis the component of the risk vector (0 for objective, 1 for inequality constraint)
[in]indexis the inequality constraint index

Definition at line 934 of file ROL_OptimizationProblem.hpp.

References computeStatistic(), INTERMEDIATE_icon_, INTERMEDIATE_obj_, and INTERMEDIATE_sol_.

Referenced by main().

◆ getObjectiveStatistic()

template<class Real>
std::vector< Real > ROL::OptimizationProblem< Real >::getObjectiveStatistic ( void ) const
inline

Definition at line 962 of file ROL_OptimizationProblem.hpp.

References INTERMEDIATE_sol_.

◆ getConstraintStatistic()

template<class Real>
std::vector< Real > ROL::OptimizationProblem< Real >::getConstraintStatistic ( const int index = 0) const
inline

Definition at line 980 of file ROL_OptimizationProblem.hpp.

References INTERMEDIATE_sol_.

◆ reset()

template<class Real>
void ROL::OptimizationProblem< Real >::reset ( void )
inline

Definition at line 998 of file ROL_OptimizationProblem.hpp.

References conManager_, initialize(), INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, and INTERMEDIATE_sol_.

◆ checkSolutionVector() [1/2]

template<class Real>
void ROL::OptimizationProblem< Real >::checkSolutionVector ( Vector< Real > & x,
Vector< Real > & y,
Vector< Real > & u,
std::ostream & outStream = std::cout )
inline

Definition at line 1006 of file ROL_OptimizationProblem.hpp.

References checkSolutionVector().

Referenced by check(), and checkSolutionVector().

◆ checkSolutionVector() [2/2]

template<class Real>
void ROL::OptimizationProblem< Real >::checkSolutionVector ( OptimizationProblemCheckData< Real > & data,
Vector< Real > & x,
Vector< Real > & y,
Vector< Real > & u,
std::ostream & outStream = std::cout )
inline

Definition at line 1015 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblemCheckData< Real >::checkSolutionVector, ROL::Vector< Real >::checkVector(), initialize(), INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, INTERMEDIATE_sol_, and obj_.

◆ checkObjective() [1/2]

template<class Real>
void ROL::OptimizationProblem< Real >::checkObjective ( Vector< Real > & x,
Vector< Real > & u,
Vector< Real > & v,
std::ostream & outStream = std::cout,
const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
const int order = 1 )
inline

Definition at line 1031 of file ROL_OptimizationProblem.hpp.

References checkObjective(), and ROL_NUM_CHECKDERIV_STEPS.

Referenced by check(), and checkObjective().

◆ checkObjective() [2/2]

template<class Real>
void ROL::OptimizationProblem< Real >::checkObjective ( OptimizationProblemCheckData< Real > & data,
Vector< Real > & x,
Vector< Real > & u,
Vector< Real > & v,
std::ostream & outStream = std::cout,
const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
const int order = 1 )
inline

Definition at line 1041 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblemCheckData< Real >::checkGradient, ROL::OptimizationProblemCheckData< Real >::checkHessSym, ROL::OptimizationProblemCheckData< Real >::checkHessVec, initialize(), INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, INTERMEDIATE_sol_, obj_, and ROL_NUM_CHECKDERIV_STEPS.

◆ checkMultiplierVector() [1/2]

template<class Real>
void ROL::OptimizationProblem< Real >::checkMultiplierVector ( Vector< Real > & w,
Vector< Real > & q,
Vector< Real > & l,
std::ostream & outStream = std::cout )
inline

Definition at line 1064 of file ROL_OptimizationProblem.hpp.

References checkMultiplierVector().

Referenced by check(), and checkMultiplierVector().

◆ checkMultiplierVector() [2/2]

template<class Real>
void ROL::OptimizationProblem< Real >::checkMultiplierVector ( OptimizationProblemCheckData< Real > & data,
Vector< Real > & w,
Vector< Real > & q,
Vector< Real > & l,
std::ostream & outStream = std::cout )
inline

Definition at line 1072 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblemCheckData< Real >::checkMultiplierVector, ROL::Vector< Real >::checkVector(), con_, initialize(), INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, and INTERMEDIATE_sol_.

◆ checkConstraint() [1/2]

template<class Real>
void ROL::OptimizationProblem< Real >::checkConstraint ( Vector< Real > & x,
Vector< Real > & u,
Vector< Real > & v,
Vector< Real > & c,
Vector< Real > & l,
std::ostream & outStream = std::cout,
const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
const int order = 1 )
inline

Definition at line 1088 of file ROL_OptimizationProblem.hpp.

References checkConstraint(), and ROL_NUM_CHECKDERIV_STEPS.

Referenced by check(), and checkConstraint().

◆ checkConstraint() [2/2]

template<class Real>
void ROL::OptimizationProblem< Real >::checkConstraint ( OptimizationProblemCheckData< Real > & data,
Vector< Real > & x,
Vector< Real > & u,
Vector< Real > & v,
Vector< Real > & c,
Vector< Real > & l,
std::ostream & outStream = std::cout,
const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
const int order = 1 )
inline

Definition at line 1100 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblemCheckData< Real >::checkAdjointConsistencyJacobian, ROL::OptimizationProblemCheckData< Real >::checkApplyAdjointHessian, ROL::OptimizationProblemCheckData< Real >::checkApplyJacobian, con_, initialize(), INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, INTERMEDIATE_sol_, and ROL_NUM_CHECKDERIV_STEPS.

◆ check() [1/2]

template<class Real>
void ROL::OptimizationProblem< Real >::check ( std::ostream & outStream = std::cout,
const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
const int order = 1 )
inline

Definition at line 1126 of file ROL_OptimizationProblem.hpp.

References check(), and ROL_NUM_CHECKDERIV_STEPS.

Referenced by check(), main(), and ROL::SROMGenerator< Real >::SROMGenerator().

◆ check() [2/2]

template<class Real>
void ROL::OptimizationProblem< Real >::check ( OptimizationProblemCheckData< Real > & data,
std::ostream & outStream = std::cout,
const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
const int order = 1 )
inline

Definition at line 1133 of file ROL_OptimizationProblem.hpp.

References checkConstraint(), checkMultiplierVector(), checkObjective(), checkSolutionVector(), con_, initialize(), INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, INTERMEDIATE_sol_, mul_, ROL_NUM_CHECKDERIV_STEPS, and sol_.

Member Data Documentation

◆ INPUT_obj_

template<class Real>
Ptr<Objective<Real> > ROL::OptimizationProblem< Real >::INPUT_obj_
private

Definition at line 56 of file ROL_OptimizationProblem.hpp.

Referenced by OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), setMeanValueObjective(), and setRiskNeutralObjective().

◆ INPUT_sol_

template<class Real>
Ptr<Vector<Real> > ROL::OptimizationProblem< Real >::INPUT_sol_
private

Definition at line 57 of file ROL_OptimizationProblem.hpp.

Referenced by OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), setAlmostSureEquality(), setAlmostSureInequality(), setMeanValueEquality(), setMeanValueInequality(), setMeanValueObjective(), setRiskAverseInequality(), setRiskNeutralEquality(), setRiskNeutralInequality(), setRiskNeutralObjective(), setStochasticEquality(), and setStochasticInequality().

◆ INPUT_bnd_

template<class Real>
Ptr<BoundConstraint<Real> > ROL::OptimizationProblem< Real >::INPUT_bnd_
private

Definition at line 58 of file ROL_OptimizationProblem.hpp.

Referenced by buildRiskBnd(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), setAlmostSureEquality(), setAlmostSureInequality(), setMeanValueEquality(), setMeanValueInequality(), setMeanValueObjective(), setRiskAverseInequality(), setRiskNeutralEquality(), setRiskNeutralInequality(), setRiskNeutralObjective(), setStochasticEquality(), and setStochasticInequality().

◆ INPUT_econ_

template<class Real>
std::vector<Ptr<Constraint<Real> > > ROL::OptimizationProblem< Real >::INPUT_econ_
private

Definition at line 59 of file ROL_OptimizationProblem.hpp.

Referenced by initStochastic(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), setAlmostSureEquality(), setMeanValueEquality(), setRiskNeutralEquality(), and setStochasticEquality().

◆ INPUT_emul_

template<class Real>
std::vector<Ptr<Vector<Real> > > ROL::OptimizationProblem< Real >::INPUT_emul_
private

Definition at line 60 of file ROL_OptimizationProblem.hpp.

Referenced by OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), setAlmostSureEquality(), setMeanValueEquality(), setRiskNeutralEquality(), and setStochasticEquality().

◆ INPUT_icon_

template<class Real>
std::vector<Ptr<Constraint<Real> > > ROL::OptimizationProblem< Real >::INPUT_icon_
private

Definition at line 61 of file ROL_OptimizationProblem.hpp.

Referenced by buildRiskVec(), initStochastic(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), setAlmostSureInequality(), setMeanValueInequality(), setRiskAverseInequality(), setRiskNeutralInequality(), and setStochasticInequality().

◆ INPUT_imul_

template<class Real>
std::vector<Ptr<Vector<Real> > > ROL::OptimizationProblem< Real >::INPUT_imul_
private

Definition at line 62 of file ROL_OptimizationProblem.hpp.

Referenced by OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), setAlmostSureInequality(), setMeanValueInequality(), setRiskAverseInequality(), setRiskNeutralInequality(), and setStochasticInequality().

◆ INPUT_ibnd_

template<class Real>
std::vector<Ptr<BoundConstraint<Real> > > ROL::OptimizationProblem< Real >::INPUT_ibnd_
private

Definition at line 63 of file ROL_OptimizationProblem.hpp.

Referenced by OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), setAlmostSureInequality(), setMeanValueInequality(), setRiskAverseInequality(), setRiskNeutralInequality(), and setStochasticInequality().

◆ INTERMEDIATE_obj_

template<class Real>
Ptr<Objective<Real> > ROL::OptimizationProblem< Real >::INTERMEDIATE_obj_
private

Definition at line 65 of file ROL_OptimizationProblem.hpp.

Referenced by check(), checkConstraint(), checkMultiplierVector(), checkObjective(), checkSolutionVector(), getBoundConstraint(), getConstraint(), getMultiplierVector(), getObjective(), getProblemType(), getSolutionStatistic(), getSolutionVector(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), reset(), setMeanValueObjective(), and setRiskNeutralObjective().

◆ INTERMEDIATE_sol_

template<class Real>
Ptr<Vector<Real> > ROL::OptimizationProblem< Real >::INTERMEDIATE_sol_
private

Definition at line 66 of file ROL_OptimizationProblem.hpp.

Referenced by buildRiskVec(), check(), checkConstraint(), checkMultiplierVector(), checkObjective(), checkSolutionVector(), getBoundConstraint(), getConstraint(), getConstraintStatistic(), getMultiplierVector(), getObjective(), getObjectiveStatistic(), getProblemType(), getSolutionStatistic(), getSolutionVector(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), and reset().

◆ INTERMEDIATE_bnd_

template<class Real>
Ptr<BoundConstraint<Real> > ROL::OptimizationProblem< Real >::INTERMEDIATE_bnd_
private

Definition at line 67 of file ROL_OptimizationProblem.hpp.

Referenced by buildRiskBnd(), check(), checkConstraint(), checkMultiplierVector(), checkObjective(), checkSolutionVector(), getBoundConstraint(), getConstraint(), getMultiplierVector(), getObjective(), getProblemType(), getSolutionVector(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), and reset().

◆ INTERMEDIATE_econ_

template<class Real>
std::vector<Ptr<Constraint<Real> > > ROL::OptimizationProblem< Real >::INTERMEDIATE_econ_
private

Definition at line 68 of file ROL_OptimizationProblem.hpp.

Referenced by check(), checkConstraint(), checkMultiplierVector(), checkObjective(), checkSolutionVector(), getBoundConstraint(), getConstraint(), getMultiplierVector(), getObjective(), getProblemType(), getSolutionVector(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), reset(), setAlmostSureEquality(), setMeanValueEquality(), setRiskNeutralEquality(), and setStochasticEquality().

◆ INTERMEDIATE_emul_

template<class Real>
std::vector<Ptr<Vector<Real> > > ROL::OptimizationProblem< Real >::INTERMEDIATE_emul_
private

Definition at line 69 of file ROL_OptimizationProblem.hpp.

Referenced by check(), checkConstraint(), checkMultiplierVector(), checkObjective(), checkSolutionVector(), getBoundConstraint(), getConstraint(), getMultiplierVector(), getObjective(), getProblemType(), getSolutionVector(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), reset(), setAlmostSureEquality(), setMeanValueEquality(), setRiskNeutralEquality(), and setStochasticEquality().

◆ INTERMEDIATE_icon_

template<class Real>
std::vector<Ptr<Constraint<Real> > > ROL::OptimizationProblem< Real >::INTERMEDIATE_icon_
private

Definition at line 70 of file ROL_OptimizationProblem.hpp.

Referenced by check(), checkConstraint(), checkMultiplierVector(), checkObjective(), checkSolutionVector(), getBoundConstraint(), getConstraint(), getMultiplierVector(), getObjective(), getProblemType(), getSolutionStatistic(), getSolutionVector(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), reset(), setAlmostSureInequality(), setMeanValueInequality(), setRiskAverseInequality(), setRiskNeutralInequality(), and setStochasticInequality().

◆ INTERMEDIATE_imul_

template<class Real>
std::vector<Ptr<Vector<Real> > > ROL::OptimizationProblem< Real >::INTERMEDIATE_imul_
private

Definition at line 71 of file ROL_OptimizationProblem.hpp.

Referenced by check(), checkConstraint(), checkMultiplierVector(), checkObjective(), checkSolutionVector(), getBoundConstraint(), getConstraint(), getMultiplierVector(), getObjective(), getProblemType(), getSolutionVector(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), reset(), setAlmostSureInequality(), setMeanValueInequality(), setRiskAverseInequality(), setRiskNeutralInequality(), and setStochasticInequality().

◆ INTERMEDIATE_ibnd_

template<class Real>
std::vector<Ptr<BoundConstraint<Real> > > ROL::OptimizationProblem< Real >::INTERMEDIATE_ibnd_
private

Definition at line 72 of file ROL_OptimizationProblem.hpp.

Referenced by check(), checkConstraint(), checkMultiplierVector(), checkObjective(), checkSolutionVector(), getBoundConstraint(), getConstraint(), getMultiplierVector(), getObjective(), getProblemType(), getSolutionVector(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), reset(), setAlmostSureInequality(), setMeanValueInequality(), setRiskAverseInequality(), setRiskNeutralInequality(), and setStochasticInequality().

◆ vsampler_

template<class Real>
Ptr<SampleGenerator<Real> > ROL::OptimizationProblem< Real >::vsampler_
private

Definition at line 74 of file ROL_OptimizationProblem.hpp.

Referenced by setMeanValueObjective(), and setRiskNeutralObjective().

◆ gsampler_

template<class Real>
Ptr<SampleGenerator<Real> > ROL::OptimizationProblem< Real >::gsampler_
private

Definition at line 75 of file ROL_OptimizationProblem.hpp.

Referenced by setMeanValueObjective(), and setRiskNeutralObjective().

◆ hsampler_

template<class Real>
Ptr<SampleGenerator<Real> > ROL::OptimizationProblem< Real >::hsampler_
private

Definition at line 76 of file ROL_OptimizationProblem.hpp.

Referenced by setMeanValueObjective(), and setRiskNeutralObjective().

◆ exsampler_

template<class Real>
std::vector<Ptr<SampleGenerator<Real> > > ROL::OptimizationProblem< Real >::exsampler_
private

Definition at line 77 of file ROL_OptimizationProblem.hpp.

Referenced by initStochastic(), setAlmostSureEquality(), setMeanValueEquality(), and setRiskNeutralEquality().

◆ ecbman_

template<class Real>
std::vector<Ptr<BatchManager<Real> > > ROL::OptimizationProblem< Real >::ecbman_
private

Definition at line 78 of file ROL_OptimizationProblem.hpp.

Referenced by initStochastic(), and setRiskNeutralEquality().

◆ ixsampler_

template<class Real>
std::vector<Ptr<SampleGenerator<Real> > > ROL::OptimizationProblem< Real >::ixsampler_
private

Definition at line 79 of file ROL_OptimizationProblem.hpp.

Referenced by initStochastic(), setAlmostSureInequality(), setMeanValueInequality(), setRiskAverseInequality(), and setRiskNeutralInequality().

◆ icbman_

template<class Real>
std::vector<Ptr<BatchManager<Real> > > ROL::OptimizationProblem< Real >::icbman_
private

Definition at line 80 of file ROL_OptimizationProblem.hpp.

Referenced by initStochastic(), and setRiskNeutralInequality().

◆ parlistObj_

template<class Real>
Ptr<ParameterList> ROL::OptimizationProblem< Real >::parlistObj_
private

Definition at line 82 of file ROL_OptimizationProblem.hpp.

Referenced by buildRiskBnd(), buildRiskVec(), and initStochastic().

◆ parlistCon_

template<class Real>
std::vector<Ptr<ParameterList> > ROL::OptimizationProblem< Real >::parlistCon_
private

Definition at line 83 of file ROL_OptimizationProblem.hpp.

Referenced by buildRiskBnd(), buildRiskVec(), initStochastic(), and setRiskAverseInequality().

◆ obj_

template<class Real>
Ptr<Objective<Real> > ROL::OptimizationProblem< Real >::obj_
private

Definition at line 85 of file ROL_OptimizationProblem.hpp.

Referenced by checkObjective(), checkSolutionVector(), getObjective(), and initialize().

◆ sol_

template<class Real>
Ptr<Vector<Real> > ROL::OptimizationProblem< Real >::sol_
private

Definition at line 86 of file ROL_OptimizationProblem.hpp.

Referenced by check(), getSolutionVector(), and initialize().

◆ bnd_

template<class Real>
Ptr<BoundConstraint<Real> > ROL::OptimizationProblem< Real >::bnd_
private

Definition at line 87 of file ROL_OptimizationProblem.hpp.

Referenced by getBoundConstraint(), and initialize().

◆ con_

template<class Real>
Ptr<Constraint<Real> > ROL::OptimizationProblem< Real >::con_
private

Definition at line 88 of file ROL_OptimizationProblem.hpp.

Referenced by check(), checkConstraint(), checkMultiplierVector(), getConstraint(), and initialize().

◆ mul_

template<class Real>
Ptr<Vector<Real> > ROL::OptimizationProblem< Real >::mul_
private

Definition at line 89 of file ROL_OptimizationProblem.hpp.

Referenced by check(), getMultiplierVector(), and initialize().

◆ conManager_

template<class Real>
Ptr<ConstraintManager<Real> > ROL::OptimizationProblem< Real >::conManager_
private

Definition at line 91 of file ROL_OptimizationProblem.hpp.

Referenced by initialize(), and reset().

◆ problemType_

template<class Real>
EProblem ROL::OptimizationProblem< Real >::problemType_
private

Definition at line 93 of file ROL_OptimizationProblem.hpp.

Referenced by getProblemType(), and initialize().

◆ isInitialized_

template<class Real>
bool ROL::OptimizationProblem< Real >::isInitialized_
private

Definition at line 95 of file ROL_OptimizationProblem.hpp.

Referenced by initialize(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), setAlmostSureEquality(), setAlmostSureInequality(), setMeanValueEquality(), setMeanValueInequality(), setMeanValueObjective(), setRiskAverseInequality(), setRiskNeutralEquality(), setRiskNeutralInequality(), setRiskNeutralObjective(), setStochasticEquality(), and setStochasticInequality().

◆ needRiskLessObj_

template<class Real>
bool ROL::OptimizationProblem< Real >::needRiskLessObj_
private

Definition at line 97 of file ROL_OptimizationProblem.hpp.

Referenced by initialize(), and initStochastic().

◆ needRiskLessEcon_

template<class Real>
std::vector<bool> ROL::OptimizationProblem< Real >::needRiskLessEcon_
private

Definition at line 98 of file ROL_OptimizationProblem.hpp.

Referenced by initialize(), and initStochastic().

◆ needRiskLessIcon_

template<class Real>
std::vector<bool> ROL::OptimizationProblem< Real >::needRiskLessIcon_
private

Definition at line 99 of file ROL_OptimizationProblem.hpp.

Referenced by initialize(), initStochastic(), and setRiskAverseInequality().

◆ isStochastic_

template<class Real>
bool ROL::OptimizationProblem< Real >::isStochastic_
private

Definition at line 100 of file ROL_OptimizationProblem.hpp.

Referenced by initialize(), initStochastic(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), and OptimizationProblem().

The documentation for this class was generated from the following file:
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