#include <ROL_Reduced_Objective_SimOpt.hpp>

Inheritance diagram for ROL::Reduced_Objective_SimOpt< Real >:

Public Member Functions
	Reduced_Objective_SimOpt (const Ptr< Objective_SimOpt< Real > > &obj, const Ptr< Constraint_SimOpt< Real > > &con, const Ptr< Vector< Real > > &state, const Ptr< Vector< Real > > &control, const Ptr< Vector< Real > > &adjoint, const bool storage=true, const bool useFDhessVec=false)
	Constructor.
	Reduced_Objective_SimOpt (const Ptr< Objective_SimOpt< Real > > &obj, const Ptr< Constraint_SimOpt< Real > > &con, const Ptr< Vector< Real > > &state, const Ptr< Vector< Real > > &control, const Ptr< Vector< Real > > &adjoint, const Ptr< Vector< Real > > &dualstate, const Ptr< Vector< Real > > &dualcontrol, const Ptr< Vector< Real > > &dualadjoint, const bool storage=true, const bool useFDhessVec=false)
	Secondary, general constructor for use with dual optimization vector spaces where the user does not define the dual() method.
	Reduced_Objective_SimOpt (const Ptr< Objective_SimOpt< Real > > &obj, const Ptr< Constraint_SimOpt< Real > > &con, const Ptr< VectorController< Real > > &stateStore, const Ptr< Vector< Real > > &state, const Ptr< Vector< Real > > &control, const Ptr< Vector< Real > > &adjoint, const bool storage=true, const bool useFDhessVec=false)
	Constructor.
	Reduced_Objective_SimOpt (const Ptr< Objective_SimOpt< Real > > &obj, const Ptr< Constraint_SimOpt< Real > > &con, const Ptr< VectorController< Real > > &stateStore, const Ptr< Vector< Real > > &state, const Ptr< Vector< Real > > &control, const Ptr< Vector< Real > > &adjoint, const Ptr< Vector< Real > > &dualstate, const Ptr< Vector< Real > > &dualcontrol, const Ptr< Vector< Real > > &dualadjoint, const bool storage=true, const bool useFDhessVec=false)
	Secondary, general constructor for use with dual optimization vector spaces where the user does not define the dual() method.
void	update (const Vector< Real > &z, bool flag=true, int iter=-1) override
	Update the SimOpt objective function and equality constraint.
void	update (const Vector< Real > &z, UpdateType type, int iter=-1) override
Real	value (const Vector< Real > &z, Real &tol) override
	Given \(z\in\mathcal{Z}\), evaluate the objective function \(\widehat{J}(z) = J(u(z),z)\) where \(u=u(z)\in\mathcal{U}\) solves \(e(u,z) = 0\).
void	gradient (Vector< Real > &g, const Vector< Real > &z, Real &tol) override
	Given \(z\in\mathcal{Z}\), evaluate the gradient of the objective function \(\nabla\widehat{J}(z) = J_z(z) + c_z(u,z)^\lambda\) where \(\lambda=\lambda(u,z)\in\mathcal{C}^\) solves \(e_u(u,z)^*\lambda+J_u(u,z) = 0\).
void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &z, Real &tol) override
	Given \(z\in\mathcal{Z}\), evaluate the Hessian of the objective function \(\nabla^2\widehat{J}(z)\) in the direction \(v\in\mathcal{Z}\).
virtual void	precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &z, Real &tol) override
	Apply a reduced Hessian preconditioner.
void	summarize (std::ostream &stream, const Ptr< BatchManager< Real > > &bman=nullPtr) const
void	reset ()
void	setParameter (const std::vector< Real > &param) override
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.

Private Member Functions
void	solve_state_equation (const Vector< Real > &z, Real &tol)
void	solve_adjoint_equation (const Vector< Real > &z, Real &tol)
	Given \((u,z)\in\mathcal{U}\times\mathcal{Z}\) which solves the state equation, solve the adjoint equation \(c_u(u,z)^\lambda + J_u(u,z) = 0\) 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 > &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 Ptr< Objective_SimOpt< Real > >	obj_
const Ptr< Constraint_SimOpt< Real > >	con_
Ptr< VectorController< Real > >	stateStore_
Ptr< VectorController< Real > >	adjointStore_
Ptr< Vector< Real > >	state_
Ptr< Vector< Real > >	adjoint_
Ptr< Vector< Real > >	state_sens_
Ptr< Vector< Real > >	adjoint_sens_
Ptr< Vector< Real > >	dualstate_
Ptr< Vector< Real > >	dualstate1_
Ptr< Vector< Real > >	dualadjoint_
Ptr< Vector< Real > >	dualcontrol_
const bool	storage_
const bool	useFDhessVec_
unsigned	nupda_
unsigned	nvalu_
unsigned	ngrad_
unsigned	nhess_
unsigned	nprec_
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::Objective< Real >
const std::vector< Real >	getParameter (void) const

Detailed Description

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

Definition at line 21 of file ROL_Reduced_Objective_SimOpt.hpp.

Constructor & Destructor Documentation

◆ Reduced_Objective_SimOpt() [1/4]

template<typename Real>

ROL::Reduced_Objective_SimOpt< Real >::Reduced_Objective_SimOpt	(	const Ptr< Objective_SimOpt< Real > > &	obj,
		const Ptr< Constraint_SimOpt< Real > > &	con,
		const Ptr< Vector< Real > > &	state,
		const Ptr< Vector< Real > > &	control,
		const Ptr< Vector< Real > > &	adjoint,
		const bool	storage = true,
		const bool	useFDhessVec = false )

Constructor.

Parameters

[in]	obj	is a pointer to a SimOpt objective function.
[in]	con	is a pointer to a SimOpt equality constraint.
[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, \(\mathcal{C}^*\).
[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 16 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

References adjoint_, adjoint_sens_, adjointStore_, con_, dualadjoint_, dualcontrol_, dualstate1_, dualstate_, isUpdated_, nadjo_, nasen_, newUpdate_, ngrad_, nhess_, nprec_, nssen_, nstat_, nupda_, nvalu_, obj_, state_, state_sens_, stateStore_, storage_, updateFlag_, updateIter_, updateType_, and useFDhessVec_.

◆ Reduced_Objective_SimOpt() [2/4]

template<typename Real>

ROL::Reduced_Objective_SimOpt< Real >::Reduced_Objective_SimOpt	(	const Ptr< Objective_SimOpt< Real > > &	obj,
		const Ptr< Constraint_SimOpt< Real > > &	con,
		const Ptr< Vector< Real > > &	state,
		const Ptr< Vector< Real > > &	control,
		const Ptr< Vector< Real > > &	adjoint,
		const Ptr< Vector< Real > > &	dualstate,
		const Ptr< Vector< Real > > &	dualcontrol,
		const Ptr< Vector< Real > > &	dualadjoint,
		const bool	storage = true,
		const bool	useFDhessVec = false )

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

Parameters

[in]	obj	is a pointer to a SimOpt objective function.
[in]	con	is a pointer to a SimOpt equality constraint.
[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, \(\mathcal{C}^*\).
[in]	dualstate	is a pointer to a dual state space vector, \(\mathcal{U}^*\).
[in]	dualadjoint	is a pointer to a constraint space vector, \(\mathcal{C}\).
[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 43 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

References adjoint_, adjoint_sens_, adjointStore_, con_, dualadjoint_, dualcontrol_, dualstate1_, dualstate_, isUpdated_, nadjo_, nasen_, newUpdate_, ngrad_, nhess_, nprec_, nssen_, nstat_, nupda_, nvalu_, obj_, state_, state_sens_, stateStore_, storage_, updateFlag_, updateIter_, updateType_, and useFDhessVec_.

◆ Reduced_Objective_SimOpt() [3/4]

template<typename Real>

ROL::Reduced_Objective_SimOpt< Real >::Reduced_Objective_SimOpt	(	const Ptr< Objective_SimOpt< Real > > &	obj,
		const Ptr< Constraint_SimOpt< Real > > &	con,
		const Ptr< VectorController< Real > > &	stateStore,
		const Ptr< Vector< Real > > &	state,
		const Ptr< Vector< Real > > &	control,
		const Ptr< Vector< Real > > &	adjoint,
		const bool	storage = true,
		const bool	useFDhessVec = false )

Constructor.

Parameters

[in]	obj	is a pointer to a SimOpt objective function.
[in]	con	is a pointer to a SimOpt equality constraint.
[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, \(\mathcal{C}^*\).
[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 73 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

References adjoint_, adjoint_sens_, adjointStore_, con_, dualadjoint_, dualcontrol_, dualstate1_, dualstate_, isUpdated_, nadjo_, nasen_, newUpdate_, ngrad_, nhess_, nprec_, nssen_, nstat_, nupda_, nvalu_, obj_, state_, state_sens_, stateStore_, storage_, updateFlag_, updateIter_, updateType_, and useFDhessVec_.

◆ Reduced_Objective_SimOpt() [4/4]

template<typename Real>

ROL::Reduced_Objective_SimOpt< Real >::Reduced_Objective_SimOpt	(	const Ptr< Objective_SimOpt< Real > > &	obj,
		const Ptr< Constraint_SimOpt< Real > > &	con,
		const Ptr< VectorController< Real > > &	stateStore,
		const Ptr< Vector< Real > > &	state,
		const Ptr< Vector< Real > > &	control,
		const Ptr< Vector< Real > > &	adjoint,
		const Ptr< Vector< Real > > &	dualstate,
		const Ptr< Vector< Real > > &	dualcontrol,
		const Ptr< Vector< Real > > &	dualadjoint,
		const bool	storage = true,
		const bool	useFDhessVec = false )

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

Parameters

[in]	obj	is a pointer to a SimOpt objective function.
[in]	con	is a pointer to a SimOpt equality constraint.
[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, \(\mathcal{C}^*\).
[in]	dualstate	is a pointer to a dual state space vector, \(\mathcal{U}^*\).
[in]	dualadjoint	is a pointer to a constraint space vector, \(\mathcal{C}\).
[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 100 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

References adjoint_, adjoint_sens_, adjointStore_, con_, dualadjoint_, dualcontrol_, dualstate1_, dualstate_, isUpdated_, nadjo_, nasen_, newUpdate_, ngrad_, nhess_, nprec_, nssen_, nstat_, nupda_, nvalu_, obj_, state_, state_sens_, stateStore_, storage_, updateFlag_, updateIter_, updateType_, and useFDhessVec_.

Member Function Documentation

◆ update() [1/2]

template<typename Real>

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

override

Update the SimOpt objective function and equality constraint.

Definition at line 130 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

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

◆ update() [2/2]

template<typename Real>

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

override

Definition at line 141 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

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

◆ value()

template<typename Real>

Real ROL::Reduced_Objective_SimOpt< Real >::value	(	const Vector< Real > &	z,
		Real &	tol )

override

Given \(z\in\mathcal{Z}\), evaluate the objective function \(\widehat{J}(z) = J(u(z),z)\) where \(u=u(z)\in\mathcal{U}\) solves \(e(u,z) = 0\).

Definition at line 152 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

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

◆ gradient()

template<typename Real>

void ROL::Reduced_Objective_SimOpt< Real >::gradient	(	Vector< Real > &	g,
		const Vector< Real > &	z,
		Real &	tol )

override

Given \(z\in\mathcal{Z}\), evaluate the gradient of the objective function \(\nabla\widehat{J}(z) = J_z(z) + c_z(u,z)^*\lambda\) where \(\lambda=\lambda(u,z)\in\mathcal{C}^*\) solves \(e_u(u,z)^*\lambda+J_u(u,z) = 0\).

Definition at line 161 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

References adjoint_, con_, dualcontrol_, ngrad_, obj_, ROL::Vector< Real >::plus(), solve_adjoint_equation(), solve_state_equation(), and state_.

◆ hessVec()

template<typename Real>

void ROL::Reduced_Objective_SimOpt< Real >::hessVec	(	Vector< Real > &	hv,
		const Vector< Real > &	v,
		const Vector< Real > &	z,
		Real &	tol )

override

Given \(z\in\mathcal{Z}\), evaluate the Hessian of the objective function \(\nabla^2\widehat{J}(z)\) in the direction \(v\in\mathcal{Z}\).

Definition at line 175 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

References adjoint_, adjoint_sens_, con_, dualcontrol_, ROL::Objective< Real >::hessVec(), nhess_, obj_, ROL::Vector< Real >::plus(), solve_adjoint_equation(), solve_adjoint_sensitivity(), solve_state_equation(), solve_state_sensitivity(), state_, state_sens_, and useFDhessVec_.

◆ precond()

template<typename Real>

void ROL::Reduced_Objective_SimOpt< Real >::precond	(	Vector< Real > &	Pv,
		const Vector< Real > &	v,
		const Vector< Real > &	z,
		Real &	tol )

overridevirtual

Apply a reduced Hessian preconditioner.

Definition at line 203 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

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

◆ summarize()

template<typename Real>

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

Write summary to stream.

Definition at line 216 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

References nadjo_, nasen_, ngrad_, nhess_, nprec_, nssen_, nstat_, nupda_, and nvalu_.

◆ reset()

template<typename Real>

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

Reset summary data.

Definition at line 262 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

References nadjo_, nasen_, ngrad_, nhess_, nprec_, nssen_, nstat_, nupda_, and nvalu_.

◆ setParameter()

template<typename Real>

void ROL::Reduced_Objective_SimOpt< Real >::setParameter ( const std::vector< Real > & param )

overridevirtual

Reimplemented from ROL::ROL::Objective< Real >.

Definition at line 209 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

References con_, obj_, and ROL::Objective< Real >::setParameter().

◆ solve_state_equation()

template<typename Real>

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

private

Definition at line 268 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

References con_, dualadjoint_, ROL::Objective< Real >::getParameter(), isUpdated_, newUpdate_, nstat_, obj_, state_, stateStore_, storage_, updateFlag_, updateIter_, and updateType_.

Referenced by gradient(), hessVec(), and value().

◆ solve_adjoint_equation()

template<typename Real>

void ROL::Reduced_Objective_SimOpt< Real >::solve_adjoint_equation	(	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 \(c_u(u,z)^*\lambda + J_u(u,z) = 0\) for \(\lambda=\lambda(u,z)\in\mathcal{C}^*\).

Definition at line 296 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

References adjoint_, adjointStore_, con_, dualstate_, ROL::Objective< Real >::getParameter(), nadjo_, obj_, state_, and storage_.

Referenced by gradient(), and hessVec().

◆ solve_state_sensitivity()

template<typename Real>

void ROL::Reduced_Objective_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 313 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

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

Referenced by hessVec().

◆ solve_adjoint_sensitivity()

template<typename Real>

void ROL::Reduced_Objective_SimOpt< Real >::solve_adjoint_sensitivity	(	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 322 of file ROL_Reduced_Objective_SimOpt_Def.hpp.

References adjoint_, adjoint_sens_, con_, dualstate1_, dualstate_, nasen_, obj_, state_, and state_sens_.

Referenced by hessVec().