ROL
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ROL::ReducedDynamicObjective< Real > Class Template Reference
User Interface » Functional Interface

Defines the reduced time-dependent objective function interface for simulation-based optimization. More...

#include <ROL_ReducedDynamicObjective.hpp>

Inheritance diagram for ROL::ReducedDynamicObjective< Real >:

Public Member Functions

 ReducedDynamicObjective (const Ptr< DynamicObjective< Real > > &obj, const Ptr< DynamicConstraint< Real > > &con, const Ptr< Vector< Real > > &u0, const Ptr< Vector< Real > > &zvec, const Ptr< Vector< Real > > &cvec, const std::vector< TimeStamp< Real > > &timeStamp, ROL::ParameterList &pl, const Ptr< std::ostream > &stream=nullPtr)
Ptr< Vector< Real > > makeDynamicVector (const Vector< Real > &x) const
size_type getStateRank () const
size_type getAdjointRank () const
size_type getStateSensitivityRank () const
void update (const Vector< Real > &x, bool flag=true, int iter=-1)
void update (const Vector< Real > &x, UpdateType type, int iter=-1)
Real value (const Vector< Real > &x, Real &tol)
void gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Public Member Functions inherited from ROL::ROL::Objective< Real >
virtual ~Objective ()
 Objective ()
virtual void update (const Vector< Real > &x, UpdateType type, int iter=-1)
 Update objective function.
virtual void update (const Vector< Real > &x, bool flag=true, int iter=-1)
 Update objective function.
virtual Real value (const Vector< Real > &x, Real &tol)=0
 Compute value.
virtual void gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
 Compute gradient.
virtual Real dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol)
 Compute directional derivative.
virtual void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply Hessian approximation to vector.
virtual void invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply inverse Hessian approximation to vector.
virtual void precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply preconditioner to vector.
virtual void prox (Vector< Real > &Pv, const Vector< Real > &v, Real t, Real &tol)
 Compute the proximity operator.
virtual void proxJacVec (Vector< Real > &Jv, const Vector< Real > &v, const Vector< Real > &x, Real t, Real &tol)
 Apply the Jacobian of the proximity operator.
virtual std::vector< std::vector< Real > > checkGradient (const Vector< Real > &x, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 Finite-difference gradient check.
virtual std::vector< std::vector< Real > > checkGradient (const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 Finite-difference gradient check.
virtual std::vector< std::vector< Real > > checkGradient (const Vector< Real > &x, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
 Finite-difference gradient check with specified step sizes.
virtual std::vector< std::vector< Real > > checkGradient (const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
 Finite-difference gradient check with specified step sizes.
virtual std::vector< std::vector< Real > > checkHessVec (const Vector< Real > &x, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 Finite-difference Hessian-applied-to-vector check.
virtual std::vector< std::vector< Real > > checkHessVec (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 Finite-difference Hessian-applied-to-vector check.
virtual std::vector< std::vector< Real > > checkHessVec (const Vector< Real > &x, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
 Finite-difference Hessian-applied-to-vector check with specified step sizes.
virtual std::vector< std::vector< Real > > checkHessVec (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
 Finite-difference Hessian-applied-to-vector check with specified step sizes.
virtual std::vector< Real > checkHessSym (const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &w, const bool printToStream=true, std::ostream &outStream=std::cout)
 Hessian symmetry check.
virtual std::vector< Real > checkHessSym (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &w, const bool printToStream=true, std::ostream &outStream=std::cout)
 Hessian symmetry check.
virtual std::vector< std::vector< Real > > checkProxJacVec (const Vector< Real > &x, const Vector< Real > &v, Real t=Real(1), bool printToStream=true, std::ostream &outStream=std::cout, int numSteps=ROL_NUM_CHECKDERIV_STEPS)
 Finite-difference proximity operator Jacobian-applied-to-vector check.
virtual void setParameter (const std::vector< Real > &param)

Private Types

using size_type = typename std::vector<Real>::size_type

Private Member Functions

PartitionedVector< Real > & partition (Vector< Real > &x) const
const PartitionedVector< Real > & partition (const Vector< Real > &x) const
void throwError (const int err, const std::string &sfunc, const std::string &func, const int line) const
Real solveState (const Vector< Real > &x)
Real updateSketch (const Vector< Real > &x, const Real tol)
void setTerminalCondition (Vector< Real > &l, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void computeAdjointRHS (Vector< Real > &rhs, const Vector< Real > &l, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void advanceAdjoint (Vector< Real > &l, Vector< Real > &rhs, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void solveAdjoint (const Vector< Real > &x)
void updateGradient (Vector< Real > &g, const Vector< Real > &l, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void advanceStateSens (Vector< Real > &wnew, const Vector< Real > &v, const Vector< Real > &wold, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void setTerminalConditionHess (Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &l, const Vector< Real > &wold, const Vector< Real > &wnew, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void computeOldStateHessLag (Vector< Real > &Hv, const Vector< Real > &l, const Vector< Real > &wold, const Vector< Real > &wnew, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts, const bool sumInto=false)
void computeOldMixedHessLag (Vector< Real > &Hv, const Vector< Real > &v, const Vector< Real > &l, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts, const bool sumInto=false)
void computeNewStateJacobian (Vector< Real > &Hv, const Vector< Real > &p, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts, const bool sumInto=false)
void computeNewStateHessLag (Vector< Real > &Hv, const Vector< Real > &l, const Vector< Real > &wold, const Vector< Real > &wnew, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts, const bool sumInto=false)
void computeNewMixedHessLag (Vector< Real > &Hv, const Vector< Real > &v, const Vector< Real > &l, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts, const bool sumInto=false)
void advanceAdjointSens (Vector< Real > &p, Vector< Real > &rhs, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void computeControlHessLag (Vector< Real > &Hv, const Vector< Real > &v, const Vector< Real > &l, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void addMixedHessLag (Vector< Real > &Hv, const Vector< Real > &l, const Vector< Real > &wold, const Vector< Real > &wnew, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)
void addAdjointSens (Vector< Real > &Hv, const Vector< Real > &p, const Vector< Real > &uold, const Vector< Real > &unew, const Vector< Real > &z, const TimeStamp< Real > &ts)

Private Attributes

const Ptr< DynamicObjective< Real > > obj_
const Ptr< DynamicConstraint< Real > > con_
const Ptr< Vector< Real > > u0_
const std::vector< TimeStamp< Real > > timeStamp_
const size_type Nt_
const bool useSketch_
size_type rankState_
Ptr< Sketch< Real > > stateSketch_
Ptr< Sketch< Real > > stateSketchCache_
size_type rankAdjoint_
Ptr< Sketch< Real > > adjointSketch_
size_type rankStateSens_
Ptr< Sketch< Real > > stateSensSketch_
const bool useInexact_
const size_type updateFactor_
const size_type maxRank_
const bool syncHessRank_
const bool sumRankUpdate_
const bool useDefaultRankUpdate_
const Real a_
const Real b_
const Real maxTol_
std::vector< Ptr< Vector< Real > > > uhist_
std::vector< Ptr< Vector< Real > > > lhist_
std::vector< Ptr< Vector< Real > > > whist_
std::vector< Ptr< Vector< Real > > > phist_
Ptr< Vector< Real > > cprimal_
Ptr< Vector< Real > > crhs_
Ptr< Vector< Real > > udual_
Ptr< Vector< Real > > rhs_
Ptr< Vector< Real > > zdual_
Real val_
Real valCache_
bool isValueComputed_
bool isStateComputed_
bool isAdjointComputed_
bool isValueCached_
bool isStateCached_
bool useHessian_
bool useSymHess_
Ptr< std::ostream > stream_
const bool print_
const int freq_

Additional Inherited Members

Protected Member Functions inherited from ROL::ROL::Objective< Real >
const std::vector< Real > getParameter (void) const

Detailed Description

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

Defines the reduced time-dependent objective function interface for simulation-based optimization.

This objective function implements the implicitly defined objective function given by

\[ F(z) := \sum_{n=1}^{N_t} f_n(u_{n-1}(z),u_n(z),z_n) \]

where \(f_n:\mathcal{U}\times\mathcal{U}\times\mathcal{Z}\to\mathbb{R}\), and \(u_n\in\mathcal{U}\) solves the system of equations

\[ c_n(u_{n-1},u_n,z_n) = 0,\quad n=1,\ldots,N_t \]

with \(u_0\) provided.

Disclaimer: This is currently only set up for single step time integrators and piecewise-constant-in-time controls.

Definition at line 46 of file ROL_ReducedDynamicObjective.hpp.

Member Typedef Documentation

◆ size_type

template<typename Real>
using ROL::ReducedDynamicObjective< Real >::size_type = typename std::vector<Real>::size_type
private

Definition at line 47 of file ROL_ReducedDynamicObjective.hpp.

Constructor & Destructor Documentation

◆ ReducedDynamicObjective()

template<typename Real>
ROL::ReducedDynamicObjective< Real >::ReducedDynamicObjective ( const Ptr< DynamicObjective< Real > > & obj,
const Ptr< DynamicConstraint< Real > > & con,
const Ptr< Vector< Real > > & u0,
const Ptr< Vector< Real > > & zvec,
const Ptr< Vector< Real > > & cvec,
const std::vector< TimeStamp< Real > > & timeStamp,
ROL::ParameterList & pl,
const Ptr< std::ostream > & stream = nullPtr )
inline

Definition at line 128 of file ROL_ReducedDynamicObjective.hpp.

References a_, adjointSketch_, b_, con_, cprimal_, crhs_, freq_, isAdjointComputed_, isStateCached_, isStateComputed_, isValueCached_, isValueComputed_, lhist_, maxRank_, maxTol_, Nt_, obj_, phist_, print_, rankAdjoint_, rankState_, rankStateSens_, rhs_, ROL::ROL_EPSILON(), ROL::ROL_INF(), stateSensSketch_, stateSketch_, stateSketchCache_, stream_, sumRankUpdate_, syncHessRank_, timeStamp_, u0_, udual_, uhist_, updateFactor_, useDefaultRankUpdate_, useHessian_, useInexact_, useSketch_, useSymHess_, whist_, and zdual_.

Member Function Documentation

◆ partition() [1/2]

template<typename Real>
PartitionedVector< Real > & ROL::ReducedDynamicObjective< Real >::partition ( Vector< Real > & x) const
inlineprivate

Definition at line 100 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), hessVec(), solveAdjoint(), solveState(), updateSketch(), and value().

◆ partition() [2/2]

template<typename Real>
const PartitionedVector< Real > & ROL::ReducedDynamicObjective< Real >::partition ( const Vector< Real > & x) const
inlineprivate

Definition at line 104 of file ROL_ReducedDynamicObjective.hpp.

◆ throwError()

template<typename Real>
void ROL::ReducedDynamicObjective< Real >::throwError ( const int err,
const std::string & sfunc,
const std::string & func,
const int line ) const
inlineprivate

Definition at line 108 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), hessVec(), solveAdjoint(), solveState(), updateSketch(), and value().

◆ makeDynamicVector()

template<typename Real>
Ptr< Vector< Real > > ROL::ReducedDynamicObjective< Real >::makeDynamicVector ( const Vector< Real > & x) const
inline

Definition at line 216 of file ROL_ReducedDynamicObjective.hpp.

References ROL::ROL::PartitionedVector< Real >::create(), and Nt_.

◆ getStateRank()

template<typename Real>
size_type ROL::ReducedDynamicObjective< Real >::getStateRank ( ) const
inline

Definition at line 220 of file ROL_ReducedDynamicObjective.hpp.

References rankState_.

◆ getAdjointRank()

template<typename Real>
size_type ROL::ReducedDynamicObjective< Real >::getAdjointRank ( ) const
inline

Definition at line 221 of file ROL_ReducedDynamicObjective.hpp.

References rankAdjoint_.

◆ getStateSensitivityRank()

template<typename Real>
size_type ROL::ReducedDynamicObjective< Real >::getStateSensitivityRank ( ) const
inline

Definition at line 222 of file ROL_ReducedDynamicObjective.hpp.

References rankStateSens_.

◆ update() [1/2]

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

Definition at line 224 of file ROL_ReducedDynamicObjective.hpp.

References adjointSketch_, freq_, isAdjointComputed_, isStateComputed_, isValueComputed_, ROL::Vector< Real >::print(), print_, stateSensSketch_, stateSketch_, uhist_, useHessian_, useSketch_, val_, and zero.

◆ update() [2/2]

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

Definition at line 248 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Accept, adjointSketch_, freq_, ROL::Initial, isAdjointComputed_, isStateCached_, isStateComputed_, isValueCached_, isValueComputed_, ROL::Vector< Real >::print(), print_, ROL::Revert, stateSensSketch_, stateSketch_, stateSketchCache_, ROL::Temp, ROL::Trial, uhist_, useHessian_, useSketch_, val_, valCache_, and zero.

◆ value()

template<typename Real>
Real ROL::ReducedDynamicObjective< Real >::value ( const Vector< Real > & x,
Real & tol )
inline

Definition at line 352 of file ROL_ReducedDynamicObjective.hpp.

References con_, cprimal_, ROL::PartitionedVector< Real >::get(), isStateComputed_, isValueComputed_, Nt_, obj_, partition(), stateSketch_, throwError(), timeStamp_, u0_, uhist_, useSketch_, and val_.

◆ gradient()

template<typename Real>
void ROL::ReducedDynamicObjective< Real >::gradient ( Vector< Real > & g,
const Vector< Real > & x,
Real & tol )
inline

Definition at line 393 of file ROL_ReducedDynamicObjective.hpp.

References adjointSketch_, advanceAdjoint(), computeAdjointRHS(), con_, ROL::PartitionedVector< Real >::get(), isAdjointComputed_, lhist_, Nt_, obj_, partition(), rankState_, rhs_, setTerminalCondition(), solveState(), stateSketch_, stream_, throwError(), timeStamp_, u0_, uhist_, updateGradient(), updateSketch(), useInexact_, and useSketch_.

◆ hessVec()

template<typename Real>
void ROL::ReducedDynamicObjective< Real >::hessVec ( Vector< Real > & hv,
const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
inline

Definition at line 488 of file ROL_ReducedDynamicObjective.hpp.

References addAdjointSens(), addMixedHessLag(), adjointSketch_, advanceAdjointSens(), advanceStateSens(), computeControlHessLag(), computeNewMixedHessLag(), computeNewStateHessLag(), computeNewStateJacobian(), computeOldMixedHessLag(), computeOldStateHessLag(), con_, ROL::PartitionedVector< Real >::get(), ROL::Objective< Real >::hessVec(), lhist_, Nt_, obj_, partition(), phist_, rhs_, setTerminalConditionHess(), solveAdjoint(), solveState(), stateSensSketch_, stateSketch_, throwError(), timeStamp_, u0_, uhist_, useHessian_, useSketch_, useSymHess_, and whist_.

◆ solveState()

template<typename Real>
Real ROL::ReducedDynamicObjective< Real >::solveState ( const Vector< Real > & x)
inlineprivate

Definition at line 659 of file ROL_ReducedDynamicObjective.hpp.

References con_, cprimal_, ROL::PartitionedVector< Real >::get(), isStateComputed_, Nt_, partition(), stateSketch_, throwError(), timeStamp_, u0_, uhist_, and useSketch_.

Referenced by gradient(), hessVec(), solveAdjoint(), and updateSketch().

◆ updateSketch()

template<typename Real>
Real ROL::ReducedDynamicObjective< Real >::updateSketch ( const Vector< Real > & x,
const Real tol )
inlineprivate

Definition at line 694 of file ROL_ReducedDynamicObjective.hpp.

References a_, adjointSketch_, b_, con_, cprimal_, ROL::PartitionedVector< Real >::get(), isAdjointComputed_, isStateComputed_, maxRank_, maxTol_, Nt_, partition(), rankAdjoint_, rankState_, rankStateSens_, solveState(), stateSensSketch_, stateSketch_, stream_, sumRankUpdate_, syncHessRank_, throwError(), timeStamp_, u0_, uhist_, updateFactor_, and useDefaultRankUpdate_.

Referenced by gradient().

◆ setTerminalCondition()

template<typename Real>
void ROL::ReducedDynamicObjective< Real >::setTerminalCondition ( Vector< Real > & l,
const Vector< Real > & uold,
const Vector< Real > & unew,
const Vector< Real > & z,
const TimeStamp< Real > & ts )
inlineprivate

Definition at line 758 of file ROL_ReducedDynamicObjective.hpp.

References con_, obj_, and udual_.

Referenced by gradient(), and solveAdjoint().

◆ computeAdjointRHS()

template<typename Real>
void ROL::ReducedDynamicObjective< Real >::computeAdjointRHS ( Vector< Real > & rhs,
const Vector< Real > & l,
const Vector< Real > & uold,
const Vector< Real > & unew,
const Vector< Real > & z,
const TimeStamp< Real > & ts )
inlineprivate

Definition at line 765 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), con_, obj_, and udual_.

Referenced by gradient(), and solveAdjoint().

◆ advanceAdjoint()

template<typename Real>
void ROL::ReducedDynamicObjective< Real >::advanceAdjoint ( Vector< Real > & l,
Vector< Real > & rhs,
const Vector< Real > & uold,
const Vector< Real > & unew,
const Vector< Real > & z,
const TimeStamp< Real > & ts )
inlineprivate

Definition at line 774 of file ROL_ReducedDynamicObjective.hpp.

References con_, obj_, ROL::Vector< Real >::plus(), and udual_.

Referenced by gradient(), and solveAdjoint().

◆ solveAdjoint()

template<typename Real>
void ROL::ReducedDynamicObjective< Real >::solveAdjoint ( const Vector< Real > & x)
inlineprivate

Definition at line 782 of file ROL_ReducedDynamicObjective.hpp.

References adjointSketch_, advanceAdjoint(), computeAdjointRHS(), con_, ROL::PartitionedVector< Real >::get(), isAdjointComputed_, lhist_, Nt_, obj_, partition(), rhs_, setTerminalCondition(), solveState(), stateSketch_, throwError(), timeStamp_, u0_, uhist_, and useSketch_.

Referenced by hessVec().

◆ updateGradient()

template<typename Real>
void ROL::ReducedDynamicObjective< Real >::updateGradient ( Vector< Real > & g,
const Vector< Real > & l,
const Vector< Real > & uold,
const Vector< Real > & unew,
const Vector< Real > & z,
const TimeStamp< Real > & ts )
inlineprivate

Definition at line 846 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), con_, obj_, and zdual_.

Referenced by gradient().

◆ advanceStateSens()

template<typename Real>
void ROL::ReducedDynamicObjective< Real >::advanceStateSens ( Vector< Real > & wnew,
const Vector< Real > & v,
const Vector< Real > & wold,
const Vector< Real > & uold,
const Vector< Real > & unew,
const Vector< Real > & z,
const TimeStamp< Real > & ts )
inlineprivate

Definition at line 858 of file ROL_ReducedDynamicObjective.hpp.

References con_, cprimal_, and crhs_.

Referenced by hessVec().

◆ setTerminalConditionHess()

template<typename Real>
void ROL::ReducedDynamicObjective< Real >::setTerminalConditionHess ( Vector< Real > & p,
const Vector< Real > & v,
const Vector< Real > & l,
const Vector< Real > & wold,
const Vector< Real > & wnew,
const Vector< Real > & uold,
const Vector< Real > & unew,
const Vector< Real > & z,
const TimeStamp< Real > & ts )
inlineprivate

Definition at line 872 of file ROL_ReducedDynamicObjective.hpp.

References con_, obj_, rhs_, and udual_.

Referenced by hessVec().

◆ computeOldStateHessLag()

template<typename Real>
void ROL::ReducedDynamicObjective< Real >::computeOldStateHessLag ( Vector< Real > & Hv,
const Vector< Real > & l,
const Vector< Real > & wold,
const Vector< Real > & wnew,
const Vector< Real > & uold,
const Vector< Real > & unew,
const Vector< Real > & z,
const TimeStamp< Real > & ts,
const bool sumInto = false )
inlineprivate

Definition at line 895 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), con_, obj_, ROL::Vector< Real >::plus(), and udual_.

Referenced by hessVec().

◆ computeOldMixedHessLag()

template<typename Real>
void ROL::ReducedDynamicObjective< Real >::computeOldMixedHessLag ( Vector< Real > & Hv,
const Vector< Real > & v,
const Vector< Real > & l,
const Vector< Real > & uold,
const Vector< Real > & unew,
const Vector< Real > & z,
const TimeStamp< Real > & ts,
const bool sumInto = false )
inlineprivate

Definition at line 918 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), con_, obj_, ROL::Vector< Real >::plus(), and udual_.

Referenced by hessVec().

◆ computeNewStateJacobian()

template<typename Real>
void ROL::ReducedDynamicObjective< Real >::computeNewStateJacobian ( Vector< Real > & Hv,
const Vector< Real > & p,
const Vector< Real > & uold,
const Vector< Real > & unew,
const Vector< Real > & z,
const TimeStamp< Real > & ts,
const bool sumInto = false )
inlineprivate

Definition at line 936 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), con_, ROL::Vector< Real >::scale(), and udual_.

Referenced by hessVec().

◆ computeNewStateHessLag()

template<typename Real>
void ROL::ReducedDynamicObjective< Real >::computeNewStateHessLag ( Vector< Real > & Hv,
const Vector< Real > & l,
const Vector< Real > & wold,
const Vector< Real > & wnew,
const Vector< Real > & uold,
const Vector< Real > & unew,
const Vector< Real > & z,
const TimeStamp< Real > & ts,
const bool sumInto = false )
inlineprivate

Definition at line 951 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), con_, obj_, ROL::Vector< Real >::plus(), and udual_.

Referenced by hessVec().

◆ computeNewMixedHessLag()

template<typename Real>
void ROL::ReducedDynamicObjective< Real >::computeNewMixedHessLag ( Vector< Real > & Hv,
const Vector< Real > & v,
const Vector< Real > & l,
const Vector< Real > & uold,
const Vector< Real > & unew,
const Vector< Real > & z,
const TimeStamp< Real > & ts,
const bool sumInto = false )
inlineprivate

Definition at line 974 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), con_, obj_, ROL::Vector< Real >::plus(), and udual_.

Referenced by hessVec().

◆ advanceAdjointSens()

template<typename Real>
void ROL::ReducedDynamicObjective< Real >::advanceAdjointSens ( Vector< Real > & p,
Vector< Real > & rhs,
const Vector< Real > & uold,
const Vector< Real > & unew,
const Vector< Real > & z,
const TimeStamp< Real > & ts )
inlineprivate

Definition at line 992 of file ROL_ReducedDynamicObjective.hpp.

References con_.

Referenced by hessVec().

◆ computeControlHessLag()

template<typename Real>
void ROL::ReducedDynamicObjective< Real >::computeControlHessLag ( Vector< Real > & Hv,
const Vector< Real > & v,
const Vector< Real > & l,
const Vector< Real > & uold,
const Vector< Real > & unew,
const Vector< Real > & z,
const TimeStamp< Real > & ts )
inlineprivate

Definition at line 1002 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), con_, obj_, and zdual_.

Referenced by hessVec().

◆ addMixedHessLag()

template<typename Real>
void ROL::ReducedDynamicObjective< Real >::addMixedHessLag ( Vector< Real > & Hv,
const Vector< Real > & l,
const Vector< Real > & wold,
const Vector< Real > & wnew,
const Vector< Real > & uold,
const Vector< Real > & unew,
const Vector< Real > & z,
const TimeStamp< Real > & ts )
inlineprivate

Definition at line 1013 of file ROL_ReducedDynamicObjective.hpp.

References ROL::Vector< Real >::axpy(), con_, obj_, ROL::Vector< Real >::plus(), and zdual_.

Referenced by hessVec().

◆ addAdjointSens()

template<typename Real>
void ROL::ReducedDynamicObjective< Real >::addAdjointSens ( Vector< Real > & Hv,
const Vector< Real > & p,
const Vector< Real > & uold,
const Vector< Real > & unew,
const Vector< Real > & z,
const TimeStamp< Real > & ts )
inlineprivate

Definition at line 1030 of file ROL_ReducedDynamicObjective.hpp.

References con_, ROL::Vector< Real >::plus(), and zdual_.

Referenced by hessVec().

Member Data Documentation

◆ obj_

template<typename Real>
const Ptr<DynamicObjective<Real> > ROL::ReducedDynamicObjective< Real >::obj_
private

Definition at line 50 of file ROL_ReducedDynamicObjective.hpp.

Referenced by addMixedHessLag(), advanceAdjoint(), computeAdjointRHS(), computeControlHessLag(), computeNewMixedHessLag(), computeNewStateHessLag(), computeOldMixedHessLag(), computeOldStateHessLag(), gradient(), hessVec(), ReducedDynamicObjective(), setTerminalCondition(), setTerminalConditionHess(), solveAdjoint(), updateGradient(), and value().

◆ con_

template<typename Real>
const Ptr<DynamicConstraint<Real> > ROL::ReducedDynamicObjective< Real >::con_
private

Definition at line 51 of file ROL_ReducedDynamicObjective.hpp.

Referenced by addAdjointSens(), addMixedHessLag(), advanceAdjoint(), advanceAdjointSens(), advanceStateSens(), computeAdjointRHS(), computeControlHessLag(), computeNewMixedHessLag(), computeNewStateHessLag(), computeNewStateJacobian(), computeOldMixedHessLag(), computeOldStateHessLag(), gradient(), hessVec(), ReducedDynamicObjective(), setTerminalCondition(), setTerminalConditionHess(), solveAdjoint(), solveState(), updateGradient(), updateSketch(), and value().

◆ u0_

template<typename Real>
const Ptr<Vector<Real> > ROL::ReducedDynamicObjective< Real >::u0_
private

Definition at line 52 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), hessVec(), ReducedDynamicObjective(), solveAdjoint(), solveState(), updateSketch(), and value().

◆ timeStamp_

template<typename Real>
const std::vector<TimeStamp<Real> > ROL::ReducedDynamicObjective< Real >::timeStamp_
private

Definition at line 53 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), hessVec(), ReducedDynamicObjective(), solveAdjoint(), solveState(), updateSketch(), and value().

◆ Nt_

template<typename Real>
const size_type ROL::ReducedDynamicObjective< Real >::Nt_
private

Definition at line 54 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), hessVec(), makeDynamicVector(), ReducedDynamicObjective(), solveAdjoint(), solveState(), updateSketch(), and value().

◆ useSketch_

template<typename Real>
const bool ROL::ReducedDynamicObjective< Real >::useSketch_
private

Definition at line 56 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), hessVec(), ReducedDynamicObjective(), solveAdjoint(), solveState(), update(), update(), and value().

◆ rankState_

template<typename Real>
size_type ROL::ReducedDynamicObjective< Real >::rankState_
private

Definition at line 58 of file ROL_ReducedDynamicObjective.hpp.

Referenced by getStateRank(), gradient(), ReducedDynamicObjective(), and updateSketch().

◆ stateSketch_

template<typename Real>
Ptr<Sketch<Real> > ROL::ReducedDynamicObjective< Real >::stateSketch_
private

Definition at line 59 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), hessVec(), ReducedDynamicObjective(), solveAdjoint(), solveState(), update(), update(), updateSketch(), and value().

◆ stateSketchCache_

template<typename Real>
Ptr<Sketch<Real> > ROL::ReducedDynamicObjective< Real >::stateSketchCache_
private

Definition at line 60 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ReducedDynamicObjective(), and update().

◆ rankAdjoint_

template<typename Real>
size_type ROL::ReducedDynamicObjective< Real >::rankAdjoint_
private

Definition at line 62 of file ROL_ReducedDynamicObjective.hpp.

Referenced by getAdjointRank(), ReducedDynamicObjective(), and updateSketch().

◆ adjointSketch_

template<typename Real>
Ptr<Sketch<Real> > ROL::ReducedDynamicObjective< Real >::adjointSketch_
private

Definition at line 63 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), hessVec(), ReducedDynamicObjective(), solveAdjoint(), update(), update(), and updateSketch().

◆ rankStateSens_

template<typename Real>
size_type ROL::ReducedDynamicObjective< Real >::rankStateSens_
private

Definition at line 65 of file ROL_ReducedDynamicObjective.hpp.

Referenced by getStateSensitivityRank(), ReducedDynamicObjective(), and updateSketch().

◆ stateSensSketch_

template<typename Real>
Ptr<Sketch<Real> > ROL::ReducedDynamicObjective< Real >::stateSensSketch_
private

Definition at line 66 of file ROL_ReducedDynamicObjective.hpp.

Referenced by hessVec(), ReducedDynamicObjective(), update(), update(), and updateSketch().

◆ useInexact_

template<typename Real>
const bool ROL::ReducedDynamicObjective< Real >::useInexact_
private

Definition at line 68 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), and ReducedDynamicObjective().

◆ updateFactor_

template<typename Real>
const size_type ROL::ReducedDynamicObjective< Real >::updateFactor_
private

Definition at line 69 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ReducedDynamicObjective(), and updateSketch().

◆ maxRank_

template<typename Real>
const size_type ROL::ReducedDynamicObjective< Real >::maxRank_
private

Definition at line 70 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ReducedDynamicObjective(), and updateSketch().

◆ syncHessRank_

template<typename Real>
const bool ROL::ReducedDynamicObjective< Real >::syncHessRank_
private

Definition at line 71 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ReducedDynamicObjective(), and updateSketch().

◆ sumRankUpdate_

template<typename Real>
const bool ROL::ReducedDynamicObjective< Real >::sumRankUpdate_
private

Definition at line 72 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ReducedDynamicObjective(), and updateSketch().

◆ useDefaultRankUpdate_

template<typename Real>
const bool ROL::ReducedDynamicObjective< Real >::useDefaultRankUpdate_
private

Definition at line 73 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ReducedDynamicObjective(), and updateSketch().

◆ a_

template<typename Real>
const Real ROL::ReducedDynamicObjective< Real >::a_
private

Definition at line 74 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ReducedDynamicObjective(), and updateSketch().

◆ b_

template<typename Real>
const Real ROL::ReducedDynamicObjective< Real >::b_
private

Definition at line 74 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ReducedDynamicObjective(), and updateSketch().

◆ maxTol_

template<typename Real>
const Real ROL::ReducedDynamicObjective< Real >::maxTol_
private

Definition at line 75 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ReducedDynamicObjective(), and updateSketch().

◆ uhist_

template<typename Real>
std::vector<Ptr<Vector<Real> > > ROL::ReducedDynamicObjective< Real >::uhist_
private

Definition at line 77 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), hessVec(), ReducedDynamicObjective(), solveAdjoint(), solveState(), update(), update(), updateSketch(), and value().

◆ lhist_

template<typename Real>
std::vector<Ptr<Vector<Real> > > ROL::ReducedDynamicObjective< Real >::lhist_
private

Definition at line 78 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), hessVec(), ReducedDynamicObjective(), and solveAdjoint().

◆ whist_

template<typename Real>
std::vector<Ptr<Vector<Real> > > ROL::ReducedDynamicObjective< Real >::whist_
private

Definition at line 79 of file ROL_ReducedDynamicObjective.hpp.

Referenced by hessVec(), and ReducedDynamicObjective().

◆ phist_

template<typename Real>
std::vector<Ptr<Vector<Real> > > ROL::ReducedDynamicObjective< Real >::phist_
private

Definition at line 80 of file ROL_ReducedDynamicObjective.hpp.

Referenced by hessVec(), and ReducedDynamicObjective().

◆ cprimal_

template<typename Real>
Ptr<Vector<Real> > ROL::ReducedDynamicObjective< Real >::cprimal_
private

Definition at line 81 of file ROL_ReducedDynamicObjective.hpp.

Referenced by advanceStateSens(), ReducedDynamicObjective(), solveState(), updateSketch(), and value().

◆ crhs_

template<typename Real>
Ptr<Vector<Real> > ROL::ReducedDynamicObjective< Real >::crhs_
private

Definition at line 82 of file ROL_ReducedDynamicObjective.hpp.

Referenced by advanceStateSens(), and ReducedDynamicObjective().

◆ udual_

template<typename Real>
Ptr<Vector<Real> > ROL::ReducedDynamicObjective< Real >::udual_
private

Definition at line 83 of file ROL_ReducedDynamicObjective.hpp.

Referenced by advanceAdjoint(), computeAdjointRHS(), computeNewMixedHessLag(), computeNewStateHessLag(), computeNewStateJacobian(), computeOldMixedHessLag(), computeOldStateHessLag(), ReducedDynamicObjective(), setTerminalCondition(), and setTerminalConditionHess().

◆ rhs_

template<typename Real>
Ptr<Vector<Real> > ROL::ReducedDynamicObjective< Real >::rhs_
private

Definition at line 84 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), hessVec(), ReducedDynamicObjective(), setTerminalConditionHess(), and solveAdjoint().

◆ zdual_

template<typename Real>
Ptr<Vector<Real> > ROL::ReducedDynamicObjective< Real >::zdual_
private

Definition at line 85 of file ROL_ReducedDynamicObjective.hpp.

Referenced by addAdjointSens(), addMixedHessLag(), computeControlHessLag(), ReducedDynamicObjective(), and updateGradient().

◆ val_

template<typename Real>
Real ROL::ReducedDynamicObjective< Real >::val_
private

Definition at line 86 of file ROL_ReducedDynamicObjective.hpp.

Referenced by update(), update(), and value().

◆ valCache_

template<typename Real>
Real ROL::ReducedDynamicObjective< Real >::valCache_
private

Definition at line 86 of file ROL_ReducedDynamicObjective.hpp.

Referenced by update().

◆ isValueComputed_

template<typename Real>
bool ROL::ReducedDynamicObjective< Real >::isValueComputed_
private

Definition at line 88 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ReducedDynamicObjective(), update(), update(), and value().

◆ isStateComputed_

template<typename Real>
bool ROL::ReducedDynamicObjective< Real >::isStateComputed_
private

Definition at line 89 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ReducedDynamicObjective(), solveState(), update(), update(), updateSketch(), and value().

◆ isAdjointComputed_

template<typename Real>
bool ROL::ReducedDynamicObjective< Real >::isAdjointComputed_
private

Definition at line 90 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), ReducedDynamicObjective(), solveAdjoint(), update(), update(), and updateSketch().

◆ isValueCached_

template<typename Real>
bool ROL::ReducedDynamicObjective< Real >::isValueCached_
private

Definition at line 91 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ReducedDynamicObjective(), and update().

◆ isStateCached_

template<typename Real>
bool ROL::ReducedDynamicObjective< Real >::isStateCached_
private

Definition at line 92 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ReducedDynamicObjective(), and update().

◆ useHessian_

template<typename Real>
bool ROL::ReducedDynamicObjective< Real >::useHessian_
private

Definition at line 93 of file ROL_ReducedDynamicObjective.hpp.

Referenced by hessVec(), ReducedDynamicObjective(), update(), and update().

◆ useSymHess_

template<typename Real>
bool ROL::ReducedDynamicObjective< Real >::useSymHess_
private

Definition at line 94 of file ROL_ReducedDynamicObjective.hpp.

Referenced by hessVec(), and ReducedDynamicObjective().

◆ stream_

template<typename Real>
Ptr<std::ostream> ROL::ReducedDynamicObjective< Real >::stream_
private

Definition at line 96 of file ROL_ReducedDynamicObjective.hpp.

Referenced by gradient(), ReducedDynamicObjective(), and updateSketch().

◆ print_

template<typename Real>
const bool ROL::ReducedDynamicObjective< Real >::print_
private

Definition at line 97 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ReducedDynamicObjective(), update(), and update().

◆ freq_

template<typename Real>
const int ROL::ReducedDynamicObjective< Real >::freq_
private

Definition at line 98 of file ROL_ReducedDynamicObjective.hpp.

Referenced by ReducedDynamicObjective(), update(), and update().

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