#include <ROL_RiskNeutralConstraint.hpp>

Inheritance diagram for ROL::RiskNeutralConstraint< Real >:

Public Member Functions
	RiskNeutralConstraint (const Ptr< Constraint< Real > > &con, const Ptr< SampleGenerator< Real > > &xsampler, const Ptr< BatchManager< Real > > &cbman)
void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
void	update (const Vector< Real > &x, UpdateType type, int iter=-1)
void	value (Vector< Real > &c, const Vector< Real > &x, Real &tol)
void	applyJacobian (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
void	applyAdjointJacobian (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
void	applyAdjointHessian (Vector< Real > &ahuv, const Vector< Real > &u, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
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 Member Functions
void	init (const Vector< Real > &c, const Vector< Real > &x)

Private Attributes
const Ptr< Constraint< Real > >	con_
const Ptr< SampleGenerator< Real > >	xsampler_
const Ptr< BatchManager< Real > >	cbman_
Ptr< Vector< Real > >	conVec_
Ptr< Vector< Real > >	optVec_
bool	initialized_

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::RiskNeutralConstraint< Real >

Definition at line 21 of file ROL_RiskNeutralConstraint.hpp.

Constructor & Destructor Documentation

◆ RiskNeutralConstraint()

template<class Real>

ROL::RiskNeutralConstraint< Real >::RiskNeutralConstraint	(	const Ptr< Constraint< Real > > &	con,
		const Ptr< SampleGenerator< Real > > &	xsampler,
		const Ptr< BatchManager< Real > > &	cbman )

inline

Definition at line 41 of file ROL_RiskNeutralConstraint.hpp.

References cbman_, con_, ROL::ROL::Constraint< Real >::Constraint(), initialized_, and xsampler_.

Member Function Documentation

◆ init()

template<class Real>

void ROL::RiskNeutralConstraint< Real >::init	(	const Vector< Real > &	c,
		const Vector< Real > &	x )

inlineprivate

Definition at line 32 of file ROL_RiskNeutralConstraint.hpp.

References ROL::Vector< Real >::clone(), conVec_, ROL::Vector< Real >::dual(), initialized_, and optVec_.

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

◆ update() [1/2]

template<class Real>

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

inline

Definition at line 46 of file ROL_RiskNeutralConstraint.hpp.

References con_.

◆ update() [2/2]

template<class Real>

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

inline

Definition at line 50 of file ROL_RiskNeutralConstraint.hpp.

References con_.

◆ value()

template<class Real>

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

inline

Definition at line 54 of file ROL_RiskNeutralConstraint.hpp.

References cbman_, con_, conVec_, init(), xsampler_, and ROL::Vector< Real >::zero().

◆ applyJacobian()

template<class Real>

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

inline

Definition at line 66 of file ROL_RiskNeutralConstraint.hpp.

References cbman_, con_, conVec_, init(), xsampler_, and ROL::Vector< Real >::zero().

◆ applyAdjointJacobian()

template<class Real>

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

inline

Definition at line 78 of file ROL_RiskNeutralConstraint.hpp.

References con_, ROL::Vector< Real >::dual(), init(), optVec_, xsampler_, and ROL::Vector< Real >::zero().

◆ applyAdjointHessian()

template<class Real>

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