ROL
ROL::ROL::Constraint< Real > Class Template Referenceabstract

#include <ROL_Constraint_SerialSimOpt.hpp>

Inheritance diagram for ROL::ROL::Constraint< Real >:

Public Member Functions

virtual ~Constraint (void)
 Constraint (void)
virtual void update (const Vector< Real > &x, UpdateType type, int iter=-1)
 Update constraint function.
virtual void update (const Vector< Real > &x, bool flag=true, int iter=-1)
 Update constraint functions.
x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count.
virtual void value (Vector< Real > &c, const Vector< Real > &x, Real &tol)=0
 Evaluate the constraint operator \(c:\mathcal{X} \rightarrow \mathcal{C}\) at \(x\).
virtual void applyJacobian (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply the constraint Jacobian at \(x\), \(c'(x) \in L(\mathcal{X}, \mathcal{C})\), to vector \(v\).
virtual void applyAdjointJacobian (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply the adjoint of the the constraint Jacobian at \(x\), \(c'(x)^* \in L(\mathcal{C}^*, \mathcal{X}^*)\), to vector \(v\).
virtual void applyAdjointJacobian (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &dualv, Real &tol)
 Apply the adjoint of the the constraint Jacobian at \(x\), \(c'(x)^* \in L(\mathcal{C}^*, \mathcal{X}^*)\), to vector \(v\).
virtual void applyAdjointHessian (Vector< Real > &ahuv, const Vector< Real > &u, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply the derivative of the adjoint of the constraint Jacobian at \(x\) to vector \(u\) in direction \(v\), according to \( v \mapsto c''(x)(v,\cdot)^*u \).
virtual std::vector< Real > solveAugmentedSystem (Vector< Real > &v1, Vector< Real > &v2, const Vector< Real > &b1, const Vector< Real > &b2, const Vector< Real > &x, Real &tol)
 Approximately solves the augmented system .
virtual void applyPreconditioner (Vector< Real > &pv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g, Real &tol)
 Apply a constraint preconditioner at \(x\), \(P(x) \in L(\mathcal{C}, \mathcal{C}^*)\), to vector \(v\). Ideally, this preconditioner satisfies the following relationship:
void activate (void)
 Turn on constraints.
void deactivate (void)
 Turn off constraints.
bool isActivated (void)
 Check if constraints are on.
virtual std::vector< std::vector< Real > > checkApplyJacobian (const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &jv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
 Finite-difference check for the constraint Jacobian application.
virtual std::vector< std::vector< Real > > checkApplyJacobian (const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &jv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 Finite-difference check for the constraint Jacobian application.
virtual std::vector< std::vector< Real > > checkApplyAdjointJacobian (const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &c, const Vector< Real > &ajv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS)
 Finite-difference check for the application of the adjoint of constraint Jacobian.
virtual Real checkAdjointConsistencyJacobian (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &x, const bool printToStream=true, std::ostream &outStream=std::cout)
virtual Real checkAdjointConsistencyJacobian (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &dualw, const Vector< Real > &dualv, const bool printToStream=true, std::ostream &outStream=std::cout)
virtual std::vector< std::vector< Real > > checkApplyAdjointHessian (const Vector< Real > &x, const Vector< Real > &u, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &step, const bool printToScreen=true, std::ostream &outStream=std::cout, const int order=1)
 Finite-difference check for the application of the adjoint of constraint Hessian.
virtual std::vector< std::vector< Real > > checkApplyAdjointHessian (const Vector< Real > &x, const Vector< Real > &u, const Vector< Real > &v, const Vector< Real > &hv, const bool printToScreen=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 Finite-difference check for the application of the adjoint of constraint Hessian.
virtual void setParameter (const std::vector< Real > &param)

Protected Member Functions

const std::vector< Real > getParameter (void) const

Private Attributes

bool activated_
std::vector< Real > param_

Detailed Description

template<class Real>
class ROL::ROL::Constraint< Real >

Definition at line 52 of file ROL_Constraint_SerialSimOpt.hpp.

Constructor & Destructor Documentation

◆ ~Constraint()

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

Definition at line 57 of file ROL_Constraint_SerialSimOpt.hpp.

◆ Constraint()

Member Function Documentation

◆ update() [1/2]

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

Update constraint function.

This function updates the constraint function at new iterations.

Parameters
[in]xis the new iterate.
[in]typeis the type of update requested.
[in]iteris the outer algorithm iterations count.

Reimplemented in ROL::ROL::AffineTransformConstraint< Real >, ROL::ROL::Constraint_SimOpt< Real >, ROL::ROL::LinearConstraint< Real >, and ROL::ROL::SimConstraint< Real >.

Definition at line 68 of file ROL_Constraint_SerialSimOpt.hpp.

◆ update() [2/2]

template<class Real>
virtual void ROL::ROL::Constraint< Real >::update ( const Vector< Real > & x,
bool flag = true,
int iter = -1 )
inlinevirtual

Update constraint functions.
x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count.

Reimplemented in ROL::ROL::AffineTransformConstraint< Real >, ROL::ROL::Constraint_SimOpt< Real >, ROL::ROL::LinearConstraint< Real >, and ROL::ROL::SimConstraint< Real >.

Definition at line 79 of file ROL_Constraint_SerialSimOpt.hpp.

◆ value()

template<class Real>
virtual void ROL::ROL::Constraint< Real >::value ( Vector< Real > & c,
const Vector< Real > & x,
Real & tol )
pure virtual

Evaluate the constraint operator \(c:\mathcal{X} \rightarrow \mathcal{C}\) at \(x\).

Parameters
[out]cis the result of evaluating the constraint operator at x; a constraint-space vector
[in]xis the constraint argument; an optimization-space vector
[in,out]tolis a tolerance for inexact evaluations; currently unused

On return, \(\mathsf{c} = c(x)\), where \(\mathsf{c} \in \mathcal{C}\), \(\mathsf{x} \in \mathcal{X}\).


Implemented in ROL::ROL::AffineTransformConstraint< Real >, ROL::ROL::Constraint_SimOpt< Real >, ROL::ROL::LinearConstraint< Real >, and ROL::ROL::SimConstraint< Real >.

◆ applyJacobian()

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

Apply the constraint Jacobian at \(x\), \(c'(x) \in L(\mathcal{X}, \mathcal{C})\), to vector \(v\).

Parameters
[out]jvis the result of applying the constraint Jacobian to v at x; a constraint-space vector
[in]vis an optimization-space vector
[in]xis the constraint argument; an optimization-space vector
[in,out]tolis a tolerance for inexact evaluations; currently unused

On return, \(\mathsf{jv} = c'(x)v\), where \(v \in \mathcal{X}\), \(\mathsf{jv} \in \mathcal{C}\).

The default implementation is a finite-difference approximation.


Reimplemented in ROL::ROL::AffineTransformConstraint< Real >, ROL::ROL::Constraint_SimOpt< Real >, ROL::ROL::LinearConstraint< Real >, and ROL::ROL::SimConstraint< Real >.

Definition at line 19 of file ROL_ConstraintDef.hpp.

References ROL::ROL::Vector< Real >::axpy(), ROL::ROL::Vector< Real >::clone(), ROL::ROL::Vector< Real >::norm(), ROL::ROL::ROL_EPSILON(), ROL::ROL::Vector< Real >::scale(), ROL::ROL::Temp, update(), ROL::value(), and ROL::ROL::Vector< Real >::zero().

◆ applyAdjointJacobian() [1/2]

template<class Real>
void ROL::ROL::Constraint< Real >::applyAdjointJacobian ( Vector< Real > & ajv,
const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
virtual

Apply the adjoint of the the constraint Jacobian at \(x\), \(c'(x)^* \in L(\mathcal{C}^*, \mathcal{X}^*)\), to vector \(v\).

Parameters
[out]ajvis the result of applying the adjoint of the constraint Jacobian to v at x; a dual optimization-space vector
[in]vis a dual constraint-space vector
[in]xis the constraint argument; an optimization-space vector
[in,out]tolis a tolerance for inexact evaluations; currently unused

On return, \(\mathsf{ajv} = c'(x)^*v\), where \(v \in \mathcal{C}^*\), \(\mathsf{ajv} \in \mathcal{X}^*\).

The default implementation is a finite-difference approximation.


Reimplemented in ROL::ROL::AffineTransformConstraint< Real >, ROL::ROL::Constraint_SimOpt< Real >, ROL::ROL::LinearConstraint< Real >, and ROL::ROL::SimConstraint< Real >.

Definition at line 52 of file ROL_ConstraintDef.hpp.

References applyAdjointJacobian(), and ROL::ROL::Vector< Real >::dual().

Referenced by applyAdjointHessian(), applyAdjointJacobian(), checkAdjointConsistencyJacobian(), checkApplyAdjointHessian(), checkApplyAdjointJacobian(), and solveAugmentedSystem().

◆ applyAdjointJacobian() [2/2]

template<class Real>
void ROL::ROL::Constraint< Real >::applyAdjointJacobian ( Vector< Real > & ajv,
const Vector< Real > & v,
const Vector< Real > & x,
const Vector< Real > & dualv,
Real & tol )
virtual

Apply the adjoint of the the constraint Jacobian at \(x\), \(c'(x)^* \in L(\mathcal{C}^*, \mathcal{X}^*)\), to vector \(v\).

Parameters
[out]ajvis the result of applying the adjoint of the constraint Jacobian to v at x; a dual optimization-space vector
[in]vis a dual constraint-space vector
[in]xis the constraint argument; an optimization-space vector
[in]dualvis a vector used for temporary variables; a constraint-space vector
[in,out]tolis a tolerance for inexact evaluations; currently unused

On return, \(\mathsf{ajv} = c'(x)^*v\), where \(v \in \mathcal{C}^*\), \(\mathsf{ajv} \in \mathcal{X}^*\).

The default implementation is a finite-difference approximation.


Reimplemented in ROL::ROL::LinearConstraint< Real >.

Definition at line 64 of file ROL_ConstraintDef.hpp.

References ROL::ROL::Vector< Real >::axpy(), ROL::ROL::Vector< Real >::basis(), ROL::ROL::Vector< Real >::clone(), ROL::ROL::Vector< Real >::dimension(), ROL::ROL::Vector< Real >::norm(), ROL::ROL::ROL_EPSILON(), ROL::ROL::Temp, update(), ROL::value(), and ROL::ROL::Vector< Real >::zero().

◆ applyAdjointHessian()

template<class Real>
void ROL::ROL::Constraint< Real >::applyAdjointHessian ( Vector< Real > & ahuv,
const Vector< Real > & u,
const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
virtual

Apply the derivative of the adjoint of the constraint Jacobian at \(x\) to vector \(u\) in direction \(v\), according to \( v \mapsto c''(x)(v,\cdot)^*u \).

Parameters
[out]ahuvis the result of applying the derivative of the adjoint of the constraint Jacobian at x to vector u in direction v; a dual optimization-space vector
[in]uis the direction vector; a dual constraint-space vector
[in]vis an optimization-space vector
[in]xis the constraint argument; an optimization-space vector
[in,out]tolis a tolerance for inexact evaluations; currently unused

On return, \( \mathsf{ahuv} = c''(x)(v,\cdot)^*u \), where \(u \in \mathcal{C}^*\), \(v \in \mathcal{X}\), and \(\mathsf{ahuv} \in \mathcal{X}^*\).

The default implementation is a finite-difference approximation based on the adjoint Jacobian.


Reimplemented in ROL::ROL::AffineTransformConstraint< Real >, ROL::ROL::Constraint_SimOpt< Real >, ROL::ROL::LinearConstraint< Real >, and ROL::ROL::SimConstraint< Real >.

Definition at line 132 of file ROL_ConstraintDef.hpp.

References applyAdjointJacobian(), ROL::ROL::Vector< Real >::axpy(), ROL::ROL::Vector< Real >::clone(), ROL::ROL::Vector< Real >::norm(), ROL::ROL::Vector< Real >::scale(), ROL::ROL::Temp, update(), and ROL::ROL::Vector< Real >::zero().

Referenced by checkApplyAdjointHessian().

◆ solveAugmentedSystem()

template<class Real>
std::vector< Real > ROL::ROL::Constraint< Real >::solveAugmentedSystem ( Vector< Real > & v1,
Vector< Real > & v2,
const Vector< Real > & b1,
const Vector< Real > & b2,
const Vector< Real > & x,
Real & tol )
virtual

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 or Riesz operator, and \(0 : \mathcal{C}^* \rightarrow \mathcal{C}\) is a zero operator.

Parameters
[out]v1is the optimization-space component of the result
[out]v2is the dual constraint-space component of the result
[in]b1is the dual optimization-space component of the right-hand side
[in]b2is the constraint-space component of the right-hand side
[in]xis the constraint argument; an optimization-space vector
[in,out]tolis 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.


Reimplemented in ROL::ROL::Constraint_SimOpt< Real >.

Definition at line 161 of file ROL_ConstraintDef.hpp.

References applyAdjointJacobian(), applyJacobian(), applyPreconditioner(), ROL::ROL::Vector< Real >::clone(), ROL::ROL::Vector< Real >::dot(), ROL::ROL::Vector< Real >::set(), ROL::ROL::Vector< Real >::zero(), and zero.

◆ applyPreconditioner()

template<class Real>
virtual void ROL::ROL::Constraint< Real >::applyPreconditioner ( Vector< Real > & pv,
const Vector< Real > & v,
const Vector< Real > & x,
const Vector< Real > & g,
Real & tol )
inlinevirtual

Apply a constraint preconditioner at \(x\), \(P(x) \in L(\mathcal{C}, \mathcal{C}^*)\), to vector \(v\). Ideally, this preconditioner satisfies the following relationship:

\[ \left[c'(x) \circ R \circ c'(x)^* \circ P(x)\right] v = v \,, \]

where R is the appropriate Riesz map in \(L(\mathcal{X}^*, \mathcal{X})\). It is used by the solveAugmentedSystem method.

Parameters
[out]pvis the result of applying the constraint preconditioner to v at x; a dual constraint-space vector
[in]vis a constraint-space vector
[in]xis the preconditioner argument; an optimization-space vector
[in]gis the preconditioner argument; a dual optimization-space vector, unused
[in,out]tolis 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 the Riesz map in \(L(\mathcal{C}, \mathcal{C}^*)\).


Reimplemented in ROL::ROL::Constraint_SimOpt< Real >, and ROL::ROL::SimConstraint< Real >.

Definition at line 249 of file ROL_Constraint_SerialSimOpt.hpp.

Referenced by solveAugmentedSystem().

◆ activate()

template<class Real>
void ROL::ROL::Constraint< Real >::activate ( void )
inline

Turn on constraints.

Definition at line 259 of file ROL_Constraint_SerialSimOpt.hpp.

◆ deactivate()

template<class Real>
void ROL::ROL::Constraint< Real >::deactivate ( void )
inline

Turn off constraints.

Definition at line 263 of file ROL_Constraint_SerialSimOpt.hpp.

◆ isActivated()

template<class Real>
bool ROL::ROL::Constraint< Real >::isActivated ( void )
inline

Check if constraints are on.

Definition at line 267 of file ROL_Constraint_SerialSimOpt.hpp.

◆ checkApplyJacobian() [1/2]

template<class Real>
std::vector< std::vector< Real > > ROL::ROL::Constraint< 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 )
virtual

Finite-difference check for the constraint Jacobian application.

Details here.

Definition at line 351 of file ROL_ConstraintDef.hpp.

References applyJacobian(), ROL::ROL::Vector< Real >::clone(), ROL::ROL::ROL_EPSILON(), ROL::ROL::Finite_Difference_Arrays::shifts, ROL::ROL::Temp, update(), ROL::value(), and ROL::ROL::Finite_Difference_Arrays::weights.

Referenced by checkApplyJacobian(), and main().

◆ checkApplyJacobian() [2/2]

template<class Real>
std::vector< std::vector< Real > > ROL::ROL::Constraint< 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 )
virtual

Finite-difference check for the constraint Jacobian application.

Details here.

Definition at line 332 of file ROL_ConstraintDef.hpp.

References checkApplyJacobian().

◆ checkApplyAdjointJacobian()

template<class Real>
std::vector< std::vector< Real > > ROL::ROL::Constraint< 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 )
virtual

Finite-difference check for the application of the adjoint of constraint Jacobian.

Details here. (This function should be deprecated)

Definition at line 456 of file ROL_ConstraintDef.hpp.

References applyAdjointJacobian(), ROL::ROL::Vector< Real >::basis(), ROL::ROL::Vector< Real >::clone(), ROL::ROL::Vector< Real >::dimension(), ROL::ROL::ROL_EPSILON(), ROL::ROL::Temp, update(), and ROL::value().

Referenced by main().

◆ checkAdjointConsistencyJacobian() [1/2]

template<class Real>
virtual Real ROL::ROL::Constraint< Real >::checkAdjointConsistencyJacobian ( const Vector< Real > & w,
const Vector< Real > & v,
const Vector< Real > & x,
const bool printToStream = true,
std::ostream & outStream = std::cout )
inlinevirtual

Definition at line 320 of file ROL_Constraint_SerialSimOpt.hpp.

Referenced by main().

◆ checkAdjointConsistencyJacobian() [2/2]

template<class Real>
Real ROL::ROL::Constraint< 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

◆ checkApplyAdjointHessian() [1/2]

template<class Real>
std::vector< std::vector< Real > > ROL::ROL::Constraint< 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 )
virtual

Finite-difference check for the application of the adjoint of constraint Hessian.

Details here.

Definition at line 606 of file ROL_ConstraintDef.hpp.

References applyAdjointHessian(), applyAdjointJacobian(), ROL::ROL::Vector< Real >::clone(), ROL::ROL::ROL_EPSILON(), ROL::ROL::Finite_Difference_Arrays::shifts, ROL::ROL::Temp, update(), and ROL::ROL::Finite_Difference_Arrays::weights.

Referenced by checkApplyAdjointHessian(), and main().

◆ checkApplyAdjointHessian() [2/2]

template<class Real>
std::vector< std::vector< Real > > ROL::ROL::Constraint< 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 )
virtual

Finite-difference check for the application of the adjoint of constraint Hessian.

Details here.

Definition at line 588 of file ROL_ConstraintDef.hpp.

References checkApplyAdjointHessian().

◆ getParameter()

◆ setParameter()

Member Data Documentation

◆ activated_

template<class Real>
bool ROL::ROL::Constraint< Real >::activated_
private

Definition at line 54 of file ROL_Constraint_SerialSimOpt.hpp.

◆ param_

template<class Real>
std::vector<Real> ROL::ROL::Constraint< Real >::param_
private

Definition at line 366 of file ROL_Constraint_SerialSimOpt.hpp.


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