ROL
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ROL::SimulatedConstraint< Real > Class Template Reference

#include <ROL_SimulatedConstraint.hpp>

+ Inheritance diagram for ROL::SimulatedConstraint< Real >:

Public Member Functions

virtual ~SimulatedConstraint ()
 
 SimulatedConstraint (const ROL::Ptr< SampleGenerator< Real > > &sampler, const ROL::Ptr< Constraint_SimOpt< Real > > &pcon, const bool useWeights=true)
 
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.
 
void update (const Vector< Real > &x, UpdateType type, int iter=-1)
 Update constraint function.
 
void value (Vector< Real > &c, const Vector< Real > &x, Real &tol)
 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 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 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:
 
- Public Member Functions inherited from ROL::Constraint< Real >
virtual ~Constraint (void)
 
 Constraint (void)
 
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 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
 
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 ROL::Ptr< SampleGenerator< Real > > sampler_
 
const ROL::Ptr< Constraint_SimOpt< Real > > pcon_
 
const bool useWeights_
 

Additional Inherited Members

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

Detailed Description

template<class Real>
class ROL::SimulatedConstraint< Real >

Definition at line 54 of file ROL_SimulatedConstraint.hpp.

Constructor & Destructor Documentation

◆ ~SimulatedConstraint()

template<class Real >
virtual ROL::SimulatedConstraint< Real >::~SimulatedConstraint ( )
inlinevirtual

Definition at line 62 of file ROL_SimulatedConstraint.hpp.

◆ SimulatedConstraint()

template<class Real >
ROL::SimulatedConstraint< Real >::SimulatedConstraint ( const ROL::Ptr< SampleGenerator< Real > > & sampler,
const ROL::Ptr< Constraint_SimOpt< Real > > & pcon,
const bool useWeights = true )
inline

Definition at line 64 of file ROL_SimulatedConstraint.hpp.

Member Function Documentation

◆ update() [1/2]

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

Update constraint functions.
x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count.

Reimplemented from ROL::Constraint< Real >.

Definition at line 69 of file ROL_SimulatedConstraint.hpp.

References ROL::SimulatedConstraint< Real >::pcon_.

◆ update() [2/2]

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

Update constraint function.

This function updates the constraint function at new iterations.

Parameters
[in]xis the new iterate.
[in]typeis the type of update requested.
[in]iteris the outer algorithm iterations count.

Reimplemented from ROL::Constraint< Real >.

Definition at line 72 of file ROL_SimulatedConstraint.hpp.

References ROL::SimulatedConstraint< Real >::pcon_.

◆ value()

template<class Real >
void ROL::SimulatedConstraint< Real >::value ( Vector< Real > & c,
const Vector< Real > & x,
Real & tol )
inlinevirtual

Evaluate the constraint operator \(c:\mathcal{X} \rightarrow \mathcal{C}\) at \(x\).

Parameters
[out]cis the result of evaluating the constraint operator at x; a constraint-space vector
[in]xis the constraint argument; an optimization-space vector
[in,out]tolis a tolerance for inexact evaluations; currently unused

On return, \(\mathsf{c} = c(x)\), where \(\mathsf{c} \in \mathcal{C}\), \(\mathsf{x} \in \mathcal{X}\).


Implements ROL::Constraint< Real >.

Definition at line 76 of file ROL_SimulatedConstraint.hpp.

References ROL::SimulatedVector< Real >::get(), ROL::RiskVector< Real >::getVector(), ROL::SimulatedVector< Real >::numVectors(), ROL::SimulatedConstraint< Real >::pcon_, ROL::SimulatedConstraint< Real >::sampler_, ROL::SimulatedConstraint< Real >::useWeights_, and ROL::Vector< Real >::zero().

◆ applyJacobian()

template<class Real >
virtual void ROL::SimulatedConstraint< Real >::applyJacobian ( Vector< Real > & jv,
const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
inlinevirtual

Apply the constraint Jacobian at \(x\), \(c'(x) \in L(\mathcal{X}, \mathcal{C})\), to vector \(v\).

Parameters
[out]jvis the result of applying the constraint Jacobian to v at x; a constraint-space vector
[in]vis an optimization-space vector
[in]xis the constraint argument; an optimization-space vector
[in,out]tolis a tolerance for inexact evaluations; currently unused

On return, \(\mathsf{jv} = c'(x)v\), where \(v \in \mathcal{X}\), \(\mathsf{jv} \in \mathcal{C}\).

The default implementation is a finite-difference approximation.


Reimplemented from ROL::Constraint< Real >.

Definition at line 106 of file ROL_SimulatedConstraint.hpp.

References ROL::SimulatedVector< Real >::get(), ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::RiskVector< Real >::getVector(), ROL::SimulatedVector< Real >::numVectors(), ROL::SimulatedConstraint< Real >::pcon_, ROL::SimulatedConstraint< Real >::sampler_, ROL::SimulatedConstraint< Real >::useWeights_, and ROL::Vector< Real >::zero().

◆ applyAdjointJacobian()

template<class Real >
virtual void ROL::SimulatedConstraint< Real >::applyAdjointJacobian ( Vector< Real > & ajv,
const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
inlinevirtual

Apply the adjoint of the the constraint Jacobian at \(x\), \(c'(x)^* \in L(\mathcal{C}^*, \mathcal{X}^*)\), to vector \(v\).

Parameters
[out]ajvis the result of applying the adjoint of the constraint Jacobian to v at x; a dual optimization-space vector
[in]vis a dual constraint-space vector
[in]xis the constraint argument; an optimization-space vector
[in,out]tolis a tolerance for inexact evaluations; currently unused

On return, \(\mathsf{ajv} = c'(x)^*v\), where \(v \in \mathcal{C}^*\), \(\mathsf{ajv} \in \mathcal{X}^*\).

The default implementation is a finite-difference approximation.


Reimplemented from ROL::Constraint< Real >.

Definition at line 150 of file ROL_SimulatedConstraint.hpp.

References ROL::SimulatedVector< Real >::get(), ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::RiskVector< Real >::getVector(), ROL::SimulatedVector< Real >::numVectors(), ROL::SimulatedConstraint< Real >::pcon_, ROL::SimulatedConstraint< Real >::sampler_, ROL::Vector_SimOpt< Real >::scale(), ROL::SimulatedConstraint< Real >::useWeights_, and ROL::Vector< Real >::zero().

◆ applyAdjointHessian()

template<class Real >
virtual void ROL::SimulatedConstraint< Real >::applyAdjointHessian ( Vector< Real > & ahuv,
const Vector< Real > & u,
const Vector< Real > & v,
const Vector< Real > & x,
Real & tol )
inlinevirtual

Apply the derivative of the adjoint of the constraint Jacobian at \(x\) to vector \(u\) in direction \(v\), according to \( v \mapsto c''(x)(v,\cdot)^*u \).

Parameters
[out]ahuvis the result of applying the derivative of the adjoint of the constraint Jacobian at x to vector u in direction v; a dual optimization-space vector
[in]uis the direction vector; a dual constraint-space vector
[in]vis an optimization-space vector
[in]xis the constraint argument; an optimization-space vector
[in,out]tolis a tolerance for inexact evaluations; currently unused

On return, \( \mathsf{ahuv} = c''(x)(v,\cdot)^*u \), where \(u \in \mathcal{C}^*\), \(v \in \mathcal{X}\), and \(\mathsf{ahuv} \in \mathcal{X}^*\).

The default implementation is a finite-difference approximation based on the adjoint Jacobian.


Reimplemented from ROL::Constraint< Real >.

Definition at line 199 of file ROL_SimulatedConstraint.hpp.

References ROL::SimulatedVector< Real >::get(), ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::RiskVector< Real >::getVector(), ROL::SimulatedVector< Real >::numVectors(), ROL::SimulatedConstraint< Real >::pcon_, ROL::SimulatedConstraint< Real >::sampler_, ROL::Vector_SimOpt< Real >::scale(), ROL::SimulatedConstraint< Real >::useWeights_, and ROL::Vector< Real >::zero().

◆ applyPreconditioner()

template<class Real >
virtual void ROL::SimulatedConstraint< Real >::applyPreconditioner ( Vector< Real > & pv,
const Vector< Real > & v,
const Vector< Real > & x,
const Vector< Real > & g,
Real & tol )
inlinevirtual

Apply a constraint preconditioner at \(x\), \(P(x) \in L(\mathcal{C}, \mathcal{C}^*)\), to vector \(v\). Ideally, this preconditioner satisfies the following relationship:

\[ \left[c'(x) \circ R \circ c'(x)^* \circ P(x)\right] v = v \,, \]

where R is the appropriate Riesz map in \(L(\mathcal{X}^*, \mathcal{X})\). It is used by the solveAugmentedSystem method.

Parameters
[out]pvis the result of applying the constraint preconditioner to v at x; a dual constraint-space vector
[in]vis a constraint-space vector
[in]xis the preconditioner argument; an optimization-space vector
[in]gis the preconditioner argument; a dual optimization-space vector, unused
[in,out]tolis a tolerance for inexact evaluations

On return, \(\mathsf{pv} = P(x)v\), where \(v \in \mathcal{C}\), \(\mathsf{pv} \in \mathcal{C}^*\).

The default implementation is the Riesz map in \(L(\mathcal{C}, \mathcal{C}^*)\).


Reimplemented from ROL::Constraint< Real >.

Definition at line 259 of file ROL_SimulatedConstraint.hpp.

References ROL::SimulatedVector< Real >::get(), ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::RiskVector< Real >::getVector(), ROL::SimulatedVector< Real >::numVectors(), ROL::SimulatedConstraint< Real >::pcon_, ROL::SimulatedConstraint< Real >::sampler_, ROL::SimulatedConstraint< Real >::useWeights_, and ROL::Vector< Real >::zero().

Member Data Documentation

◆ sampler_

template<class Real >
const ROL::Ptr<SampleGenerator<Real> > ROL::SimulatedConstraint< Real >::sampler_
private

◆ pcon_

template<class Real >
const ROL::Ptr<Constraint_SimOpt<Real> > ROL::SimulatedConstraint< Real >::pcon_
private

◆ useWeights_

template<class Real >
const bool ROL::SimulatedConstraint< Real >::useWeights_
private

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