#include <ROL_Reduced_Constraint_SimOpt.hpp>

Inheritance diagram for ROL::Reduced_Constraint_SimOpt< Real >:

Public Member Functions
	Reduced_Constraint_SimOpt (const ROL::Ptr< Constraint_SimOpt< Real > > &conVal, const ROL::Ptr< Constraint_SimOpt< Real > > &conRed, const ROL::Ptr< VectorController< Real > > &stateStore, const ROL::Ptr< Vector< Real > > &state, const ROL::Ptr< Vector< Real > > &control, const ROL::Ptr< Vector< Real > > &adjoint, const ROL::Ptr< Vector< Real > > &residual, bool storage=true, bool useFDhessVec=false)
	Constructor.
	Reduced_Constraint_SimOpt (const ROL::Ptr< Constraint_SimOpt< Real > > &conVal, const ROL::Ptr< Constraint_SimOpt< Real > > &conRed, const ROL::Ptr< VectorController< Real > > &stateStore, const ROL::Ptr< Vector< Real > > &state, const ROL::Ptr< Vector< Real > > &control, const ROL::Ptr< Vector< Real > > &adjoint, const ROL::Ptr< Vector< Real > > &residual, const ROL::Ptr< Vector< Real > > &dualstate, const ROL::Ptr< Vector< Real > > &dualcontrol, const ROL::Ptr< Vector< Real > > &dualadjoint, const ROL::Ptr< Vector< Real > > &dualresidual, bool storage=true, bool useFDhessVec=false)
	Secondary, general constructor for use with dual optimization vector spaces where the user does not define the dual() method.
void	summarize (std::ostream &stream, const Ptr< BatchManager< Real > > &bman=nullPtr) const
void	reset ()
void	update (const Vector< Real > &z, bool flag=true, int iter=-1)
	Update the SimOpt objective function and equality constraint.
void	update (const Vector< Real > &z, UpdateType type, int iter=-1)
void	value (Vector< Real > &c, const Vector< Real > &z, Real &tol)
	Given \(z\in\mathcal{Z}\), evaluate the equality constraint \(\widehat{c}(z) = c(u(z),z)\) where \(u=u(z)\in\mathcal{U}\) solves \(e(u,z) = 0\).
void	applyJacobian (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &z, Real &tol)
	Given \(z\in\mathcal{Z}\), apply the Jacobian to a vector \(\widehat{c}'(z)v = c_u(u,z)s + c_z(u,z)v\) where \(s=s(u,z,v)\in\mathcal{U}^*\) solves \(e_u(u,z)s+e_z(u,z)v = 0\).
void	applyAdjointJacobian (Vector< Real > &ajw, const Vector< Real > &w, const Vector< Real > &z, Real &tol)
void	applyAdjointHessian (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &z, Real &tol)
	Given \(z\in\mathcal{Z}\), evaluate the Hessian of the objective function \(\nabla^2\widehat{J}(z)\) in the direction \(v\in\mathcal{Z}\).
void	setParameter (const std::vector< Real > &param)
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.

Private Member Functions
void	solve_state_equation (const Vector< Real > &z, Real &tol)
void	solve_adjoint_equation (const Vector< Real > &w, const Vector< Real > &z, Real &tol)
	Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\) which solves the state equation, solve the adjoint equation \(c_u(u,z)^\lambda + c_u(u,z)^w = 0\) for \(\lambda=\lambda(u,z)\in\mathcal{C}^*\).
void	solve_state_sensitivity (const Vector< Real > &v, const Vector< Real > &z, Real &tol)
	Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\) which solves the state equation and a direction \(v\in\mathcal{Z}\), solve the state senstivity equation \(c_u(u,z)s + c_z(u,z)v = 0\) for \(s=u_z(z)v\in\mathcal{U}\).
void	solve_adjoint_sensitivity (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &z, Real &tol)
	Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\), the adjoint variable \(\lambda\in\mathcal{C}^\), and a direction \(v\in\mathcal{Z}\), solve the adjoint sensitvity equation \(c_u(u,z)^p + J_{uu}(u,z)s + J_{uz}(u,z)v + c_{uu}(u,z)(\cdot,s)^\lambda + c_{zu}(u,z)(\cdot,v)^\lambda = 0\) for \(p = \lambda_z(u(z),z)v\in\mathcal{C}^*\).

Private Attributes
const ROL::Ptr< Constraint_SimOpt< Real > >	conVal_
const ROL::Ptr< Constraint_SimOpt< Real > >	conRed_
const ROL::Ptr< VectorController< Real > >	stateStore_
const ROL::Ptr< VectorController< Real > >	adjointStore_
const ROL::Ptr< Vector< Real > >	state_
const ROL::Ptr< Vector< Real > >	adjoint_
const ROL::Ptr< Vector< Real > >	residual_
const ROL::Ptr< Vector< Real > >	state_sens_
const ROL::Ptr< Vector< Real > >	adjoint_sens_
const ROL::Ptr< Vector< Real > >	dualstate_
const ROL::Ptr< Vector< Real > >	dualstate1_
const ROL::Ptr< Vector< Real > >	dualadjoint_
const ROL::Ptr< Vector< Real > >	dualcontrol_
const ROL::Ptr< Vector< Real > >	dualresidual_
const bool	storage_
const bool	useFDhessVec_
unsigned	nupda_
unsigned	nvalu_
unsigned	njaco_
unsigned	najac_
unsigned	nhess_
unsigned	nstat_
unsigned	nadjo_
unsigned	nssen_
unsigned	nasen_
bool	updateFlag_
int	updateIter_
UpdateType	updateType_
bool	newUpdate_
bool	isUpdated_

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

Detailed Description

template<class Real>
class ROL::Reduced_Constraint_SimOpt< Real >

Definition at line 20 of file ROL_Reduced_Constraint_SimOpt.hpp.

Constructor & Destructor Documentation

◆ Reduced_Constraint_SimOpt() [1/2]

template<class Real>

ROL::Reduced_Constraint_SimOpt< Real >::Reduced_Constraint_SimOpt	(	const ROL::Ptr< Constraint_SimOpt< Real > > &	conVal,
		const ROL::Ptr< Constraint_SimOpt< Real > > &	conRed,
		const ROL::Ptr< VectorController< Real > > &	stateStore,
		const ROL::Ptr< Vector< Real > > &	state,
		const ROL::Ptr< Vector< Real > > &	control,
		const ROL::Ptr< Vector< Real > > &	adjoint,
		const ROL::Ptr< Vector< Real > > &	residual,
		bool	storage = true,
		bool	useFDhessVec = false )

Constructor.

Parameters

[in]	conVal	is a pointer to a SimOpt constraint, to be evaluated.
[in]	conRed	is a pointer to a SimOpt constraint, to be reduced.
[in]	stateStore	is a pointer to a VectorController object.
[in]	state	is a pointer to a state space vector, \(\mathcal{U}\).
[in]	control	is a pointer to a optimization space vector, \(\mathcal{Z}\).
[in]	adjoint	is a pointer to a dual constraint space vector, \(\mathcal{C}_{\text{red}}^*\).
[in]	residual	is a pointer to a primal constraint space vector, \(\mathcal{C}_{\text{val}}\).
[in]	storage	is a flag whether or not to store computed states and adjoints.
[in]	useFDhessVec	is a flag whether or not to use a finite-difference Hessian approximation.

Definition at line 122 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

References adjoint_, adjoint_sens_, adjointStore_, conRed_, conVal_, dualadjoint_, dualcontrol_, dualresidual_, dualstate1_, dualstate_, isUpdated_, nadjo_, najac_, nasen_, newUpdate_, nhess_, njaco_, nssen_, nstat_, nupda_, nvalu_, residual_, state_, state_sens_, stateStore_, storage_, updateFlag_, updateIter_, updateType_, and useFDhessVec_.

◆ Reduced_Constraint_SimOpt() [2/2]

template<class Real>

ROL::Reduced_Constraint_SimOpt< Real >::Reduced_Constraint_SimOpt	(	const ROL::Ptr< Constraint_SimOpt< Real > > &	conVal,
		const ROL::Ptr< Constraint_SimOpt< Real > > &	conRed,
		const ROL::Ptr< VectorController< Real > > &	stateStore,
		const ROL::Ptr< Vector< Real > > &	state,
		const ROL::Ptr< Vector< Real > > &	control,
		const ROL::Ptr< Vector< Real > > &	adjoint,
		const ROL::Ptr< Vector< Real > > &	residual,
		const ROL::Ptr< Vector< Real > > &	dualstate,
		const ROL::Ptr< Vector< Real > > &	dualcontrol,
		const ROL::Ptr< Vector< Real > > &	dualadjoint,
		const ROL::Ptr< Vector< Real > > &	dualresidual,
		bool	storage = true,
		bool	useFDhessVec = false )

Secondary, general constructor for use with dual optimization vector spaces where the user does not define the dual() method.

Parameters

[in]	conVal	is a pointer to a SimOpt constraint, to be evaluated.
[in]	conRed	is a pointer to a SimOpt constraint, to be reduced.
[in]	stateStore	is a pointer to a VectorController object.
[in]	state	is a pointer to a state space vector, \(\mathcal{U}\).
[in]	control	is a pointer to a optimization space vector, \(\mathcal{Z}\).
[in]	adjoint	is a pointer to a dual constraint space vector, \(\mathcal{C}_{\text{red}}^*\).
[in]	residual	is a pointer to a primal constraint space vector, \(\mathcal{C}_{\text{val}}\).
[in]	dualstate	is a pointer to a dual state space vector, \(\mathcal{U}^*\).
[in]	dualadjoint	is a pointer to a constraint space vector, \(\mathcal{C}_{\text{red}}\).
[in]	dualresidual	is a pointer to a dual constraint space vector, \(\mathcal{C}_{\text{val}}^*\).
[in]	storage	is a flag whether or not to store computed states and adjoints.
[in]	useFDhessVec	is a flag whether or not to use a finite-difference Hessian approximation.

Definition at line 153 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

References adjoint_, adjoint_sens_, adjointStore_, conRed_, conVal_, dualadjoint_, dualcontrol_, dualresidual_, dualstate1_, dualstate_, isUpdated_, nadjo_, najac_, nasen_, newUpdate_, nhess_, njaco_, nssen_, nstat_, nupda_, nvalu_, residual_, state_, state_sens_, stateStore_, storage_, updateFlag_, updateIter_, updateType_, and useFDhessVec_.

Member Function Documentation

◆ solve_state_equation()

template<class Real>

void ROL::Reduced_Constraint_SimOpt< Real >::solve_state_equation	(	const Vector< Real > &	z,
		Real &	tol )

private

Definition at line 51 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

References conRed_, conVal_, dualadjoint_, ROL::Constraint< Real >::getParameter(), isUpdated_, newUpdate_, nstat_, state_, stateStore_, storage_, updateFlag_, updateIter_, and updateType_.

Referenced by applyAdjointHessian(), applyAdjointJacobian(), applyJacobian(), and value().

◆ solve_adjoint_equation()

template<class Real>

void ROL::Reduced_Constraint_SimOpt< Real >::solve_adjoint_equation	(	const Vector< Real > &	w,
		const Vector< Real > &	z,
		Real &	tol )

private

Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\) which solves the state equation, solve the adjoint equation \(c_u(u,z)^*\lambda + c_u(u,z)^*w = 0\) for \(\lambda=\lambda(u,z)\in\mathcal{C}^*\).

Definition at line 79 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

References adjoint_, adjointStore_, conRed_, conVal_, dualstate_, ROL::Constraint< Real >::getParameter(), nadjo_, state_, and storage_.

Referenced by applyAdjointHessian(), and applyAdjointJacobian().

◆ solve_state_sensitivity()

template<class Real>

void ROL::Reduced_Constraint_SimOpt< Real >::solve_state_sensitivity	(	const Vector< Real > &	v,
		const Vector< Real > &	z,
		Real &	tol )

private

Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\) which solves the state equation and a direction \(v\in\mathcal{Z}\), solve the state senstivity equation \(c_u(u,z)s + c_z(u,z)v = 0\) for \(s=u_z(z)v\in\mathcal{U}\).

Definition at line 96 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

References conRed_, dualadjoint_, nssen_, state_, and state_sens_.

Referenced by applyAdjointHessian(), and applyJacobian().

◆ solve_adjoint_sensitivity()

template<class Real>

void ROL::Reduced_Constraint_SimOpt< Real >::solve_adjoint_sensitivity	(	const Vector< Real > &	w,
		const Vector< Real > &	v,
		const Vector< Real > &	z,
		Real &	tol )

private

Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\), the adjoint variable \(\lambda\in\mathcal{C}^*\), and a direction \(v\in\mathcal{Z}\), solve the adjoint sensitvity equation \(c_u(u,z)^*p + J_{uu}(u,z)s + J_{uz}(u,z)v + c_{uu}(u,z)(\cdot,s)^*\lambda + c_{zu}(u,z)(\cdot,v)^*\lambda = 0\) for \(p = \lambda_z(u(z),z)v\in\mathcal{C}^*\).

Definition at line 105 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

References adjoint_, adjoint_sens_, conRed_, conVal_, dualstate1_, dualstate_, nasen_, state_, and state_sens_.

Referenced by applyAdjointHessian().

◆ summarize()

template<class Real>

void ROL::Reduced_Constraint_SimOpt< Real >::summarize	(	std::ostream &	stream,
		const Ptr< BatchManager< Real > > &	bman = nullPtr ) const

Definition at line 188 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

References nadjo_, najac_, nasen_, nhess_, njaco_, nssen_, nstat_, nupda_, and nvalu_.

◆ reset()

template<class Real>

void ROL::Reduced_Constraint_SimOpt< Real >::reset ( )

Definition at line 234 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

References nadjo_, najac_, nasen_, nhess_, njaco_, nssen_, nstat_, nupda_, and nvalu_.

◆ update() [1/2]

template<class Real>

void ROL::Reduced_Constraint_SimOpt< Real >::update	(	const Vector< Real > &	z,
		bool	flag = true,
		int	iter = -1 )

Update the SimOpt objective function and equality constraint.

Definition at line 240 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

References adjointStore_, nupda_, stateStore_, updateFlag_, and updateIter_.

◆ update() [2/2]

template<class Real>

void ROL::Reduced_Constraint_SimOpt< Real >::update	(	const Vector< Real > &	z,
		UpdateType	type,
		int	iter = -1 )

Definition at line 248 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

References adjointStore_, isUpdated_, newUpdate_, nupda_, stateStore_, updateIter_, and updateType_.

◆ value()

template<class Real>

void ROL::Reduced_Constraint_SimOpt< Real >::value	(	Vector< Real > &	c,
		const Vector< Real > &	z,
		Real &	tol )

Given \(z\in\mathcal{Z}\), evaluate the equality constraint \(\widehat{c}(z) = c(u(z),z)\) where \(u=u(z)\in\mathcal{U}\) solves \(e(u,z) = 0\).

Definition at line 259 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

References conVal_, nvalu_, solve_state_equation(), and state_.

◆ applyJacobian()

template<class Real>

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

Given \(z\in\mathcal{Z}\), apply the Jacobian to a vector \(\widehat{c}'(z)v = c_u(u,z)s + c_z(u,z)v\) where \(s=s(u,z,v)\in\mathcal{U}^*\) solves \(e_u(u,z)s+e_z(u,z)v = 0\).

Definition at line 268 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

References conVal_, njaco_, ROL::Vector< Real >::plus(), residual_, solve_state_equation(), solve_state_sensitivity(), state_, and state_sens_.

◆ applyAdjointJacobian()

template<class Real>

void ROL::Reduced_Constraint_SimOpt< Real >::applyAdjointJacobian	(	Vector< Real > &	ajw,
		const Vector< Real > &	w,
		const Vector< Real > &	z,
		Real &	tol )

Definition at line 283 of file ROL_Reduced_Constraint_SimOpt_Def.hpp.

References adjoint_, conRed_, conVal_, dualcontrol_, najac_, ROL::Vector< Real >::plus(), solve_adjoint_equation(), solve_state_equation(), and state_.

◆ applyAdjointHessian()

template<class Real>

void ROL::Reduced_Constraint_SimOpt< Real >::applyAdjointHessian	(	Vector< Real > &	ahwv,
		const Vector< Real > &	w,
		const Vector< Real > &	v,
		const Vector< Real > &	z,
		Real &	tol )