Reduce the input of a linear constraint based on the active set associated with a vector \(x\), i.e., let \(\mathcal{I}\) denote the inactive set associated with \(x\) and the bounds \(\ell\le u\), then. More...

#include <ROL_ReducedLinearConstraint.hpp>

Inheritance diagram for ROL::ReducedLinearConstraint< Real >:

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

Private Attributes
const Ptr< Constraint< Real > >	con_
const Ptr< BoundConstraint< Real > >	bnd_
Ptr< const Vector< Real > >	x_
const Ptr< Vector< Real > >	prim_

Additional Inherited Members
Protected Member Functions inherited from ROL::ROL::Constraint< Real >
const std::vector< Real >	getParameter (void) const

Detailed Description

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

Reduce the input of a linear constraint based on the active set associated with a vector \(x\), i.e., let \(\mathcal{I}\) denote the inactive set associated with \(x\) and the bounds \(\ell\le u\), then.

\[ C(v) = c(v_\mathcal{I}), \]

where \(v_\mathcal{I}\) denotes the vector that is equal to \(v\) on \(\mathcal{I}\) and zero otherwise.

Definition at line 33 of file ROL_ReducedLinearConstraint.hpp.

Constructor & Destructor Documentation

◆ ReducedLinearConstraint()

template<typename Real>

ROL::ReducedLinearConstraint< Real >::ReducedLinearConstraint	(	const Ptr< Constraint< Real > > &	con,
		const Ptr< BoundConstraint< Real > > &	bnd,
		const Ptr< const Vector< Real > > &	x )

Definition at line 16 of file ROL_ReducedLinearConstraint_Def.hpp.

References bnd_, con_, ROL::ROL::Constraint< Real >::Constraint(), prim_, and x_.

Member Function Documentation

◆ setX()

template<typename Real>

void ROL::ReducedLinearConstraint< Real >::setX ( const Ptr< const Vector< Real > > & x )

Definition at line 22 of file ROL_ReducedLinearConstraint_Def.hpp.

References x_.

◆ value()

template<typename Real>

void ROL::ReducedLinearConstraint< Real >::value	(	Vector< Real > &	c,
		const Vector< Real > &	x,
		Real &	tol )

override

Definition at line 27 of file ROL_ReducedLinearConstraint_Def.hpp.

References bnd_, con_, prim_, x_, and zero.

◆ applyJacobian()

template<typename Real>

void ROL::ReducedLinearConstraint< Real >::applyJacobian	(	Vector< Real > &	jv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol )

override

Definition at line 35 of file ROL_ReducedLinearConstraint_Def.hpp.

References bnd_, con_, prim_, x_, and zero.

◆ applyAdjointJacobian()

template<typename Real>

void ROL::ReducedLinearConstraint< Real >::applyAdjointJacobian	(	Vector< Real > &	jv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol )

override

Definition at line 45 of file ROL_ReducedLinearConstraint_Def.hpp.

References bnd_, con_, x_, and zero.

◆ applyAdjointHessian()

template<typename Real>

void ROL::ReducedLinearConstraint< Real >::applyAdjointHessian	(	Vector< Real > &	ahuv,
		const Vector< Real > &	u,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol )