ROL
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Has both inequality and equality constraints. Treat inequality constraint as equality with slack variable. More...
#include <ROL_Constraint_Partitioned.hpp>
Public Member Functions | |
Constraint_Partitioned (const std::vector< Ptr< Constraint< Real > > > &cvec, bool isInequality=false, int offset=0) | |
Constraint_Partitioned (const std::vector< Ptr< Constraint< Real > > > &cvec, std::vector< bool > isInequality, int offset=0) | |
int | getNumberConstraintEvaluations (void) const |
Ptr< Constraint< Real > > | get (int ind=0) const |
void | update (const Vector< Real > &x, UpdateType type, int iter=-1) override |
Update constraint function. | |
void | update (const Vector< Real > &x, bool flag=true, int iter=-1) override |
Update constraint functions. x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count. | |
void | value (Vector< Real > &c, const Vector< Real > &x, Real &tol) override |
Evaluate the constraint operator \(c:\mathcal{X} \rightarrow \mathcal{C}\) at \(x\). | |
void | applyJacobian (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override |
Apply the constraint Jacobian at \(x\), \(c'(x) \in L(\mathcal{X}, \mathcal{C})\), to vector \(v\). | |
void | applyAdjointJacobian (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override |
Apply the adjoint of the the constraint Jacobian at \(x\), \(c'(x)^* \in L(\mathcal{C}^*, \mathcal{X}^*)\), to vector \(v\). | |
void | applyAdjointHessian (Vector< Real > &ahuv, const Vector< Real > &u, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override |
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) override |
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 | setParameter (const std::vector< Real > ¶m) override |
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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. | |
Private Member Functions | |
Vector< Real > & | getOpt (Vector< Real > &xs) const |
const Vector< Real > & | getOpt (const Vector< Real > &xs) const |
Vector< Real > & | getSlack (Vector< Real > &xs, int ind) const |
const Vector< Real > & | getSlack (const Vector< Real > &xs, int ind) const |
Private Attributes | |
std::vector< Ptr< Constraint< Real > > > | cvec_ |
std::vector< bool > | isInequality_ |
const int | offset_ |
Ptr< Vector< Real > > | scratch_ |
int | ncval_ |
bool | initialized_ |
Additional Inherited Members | |
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const std::vector< Real > | getParameter (void) const |
Has both inequality and equality constraints. Treat inequality constraint as equality with slack variable.
Definition at line 56 of file ROL_Constraint_Partitioned.hpp.
ROL::Constraint_Partitioned< Real >::Constraint_Partitioned | ( | const std::vector< Ptr< Constraint< Real > > > & | cvec, |
bool | isInequality = false, | ||
int | offset = 0 ) |
Definition at line 47 of file ROL_Constraint_Partitioned_Def.hpp.
References ROL::Constraint_Partitioned< Real >::isInequality_.
ROL::Constraint_Partitioned< Real >::Constraint_Partitioned | ( | const std::vector< Ptr< Constraint< Real > > > & | cvec, |
std::vector< bool > | isInequality, | ||
int | offset = 0 ) |
Definition at line 56 of file ROL_Constraint_Partitioned_Def.hpp.
int ROL::Constraint_Partitioned< Real >::getNumberConstraintEvaluations | ( | void | ) | const |
Definition at line 63 of file ROL_Constraint_Partitioned_Def.hpp.
Ptr< Constraint< Real > > ROL::Constraint_Partitioned< Real >::get | ( | int | ind = 0 | ) | const |
Definition at line 68 of file ROL_Constraint_Partitioned_Def.hpp.
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Update constraint function.
This function updates the constraint function at new iterations.
[in] | x | is the new iterate. |
[in] | type | is the type of update requested. |
[in] | iter | is the outer algorithm iterations count. |
Reimplemented from ROL::Constraint< Real >.
Definition at line 76 of file ROL_Constraint_Partitioned_Def.hpp.
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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 84 of file ROL_Constraint_Partitioned_Def.hpp.
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Evaluate the constraint operator \(c:\mathcal{X} \rightarrow \mathcal{C}\) at \(x\).
[out] | c | is the result of evaluating the constraint operator at x; a constraint-space vector |
[in] | x | is the constraint argument; an optimization-space vector |
[in,out] | tol | is 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 92 of file ROL_Constraint_Partitioned_Def.hpp.
References ROL::PartitionedVector< Real >::get().
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Apply the constraint Jacobian at \(x\), \(c'(x) \in L(\mathcal{X}, \mathcal{C})\), to vector \(v\).
[out] | jv | is the result of applying the constraint Jacobian to v at x; a constraint-space vector |
[in] | v | is an optimization-space vector |
[in] | x | is the constraint argument; an optimization-space vector |
[in,out] | tol | is 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 109 of file ROL_Constraint_Partitioned_Def.hpp.
References ROL::PartitionedVector< Real >::get().
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Apply the adjoint of the the constraint Jacobian at \(x\), \(c'(x)^* \in L(\mathcal{C}^*, \mathcal{X}^*)\), to vector \(v\).
[out] | ajv | is the result of applying the adjoint of the constraint Jacobian to v at x; a dual optimization-space vector |
[in] | v | is a dual constraint-space vector |
[in] | x | is the constraint argument; an optimization-space vector |
[in,out] | tol | is 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 128 of file ROL_Constraint_Partitioned_Def.hpp.
References ROL::PartitionedVector< Real >::get(), and ROL::PartitionedVector< Real >::zero().
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Apply the derivative of the adjoint of the constraint Jacobian at \(x\) to vector \(u\) in direction \(v\), according to \( v \mapsto c''(x)(v,\cdot)^*u \).
[out] | ahuv | is 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] | u | is the direction vector; a dual constraint-space vector |
[in] | v | is an optimization-space vector |
[in] | x | is the constraint argument; an optimization-space vector |
[in,out] | tol | is 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 156 of file ROL_Constraint_Partitioned_Def.hpp.
References ROL::PartitionedVector< Real >::get(), and ROL::PartitionedVector< Real >::zero().
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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.
[out] | pv | is the result of applying the constraint preconditioner to v at x; a dual constraint-space vector |
[in] | v | is a constraint-space vector |
[in] | x | is the preconditioner argument; an optimization-space vector |
[in] | g | is the preconditioner argument; a dual optimization-space vector, unused |
[in,out] | tol | is 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 185 of file ROL_Constraint_Partitioned_Def.hpp.
References ROL::PartitionedVector< Real >::get().
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Reimplemented from ROL::Constraint< Real >.
Definition at line 202 of file ROL_Constraint_Partitioned_Def.hpp.
References ROL::Constraint< Real >::setParameter().
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Definition at line 211 of file ROL_Constraint_Partitioned_Def.hpp.
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Definition at line 221 of file ROL_Constraint_Partitioned_Def.hpp.
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Definition at line 231 of file ROL_Constraint_Partitioned_Def.hpp.
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Definition at line 236 of file ROL_Constraint_Partitioned_Def.hpp.
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Definition at line 58 of file ROL_Constraint_Partitioned.hpp.
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Definition at line 59 of file ROL_Constraint_Partitioned.hpp.
Referenced by ROL::Constraint_Partitioned< Real >::Constraint_Partitioned().
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Definition at line 60 of file ROL_Constraint_Partitioned.hpp.
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Definition at line 61 of file ROL_Constraint_Partitioned.hpp.
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Definition at line 62 of file ROL_Constraint_Partitioned.hpp.
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Definition at line 63 of file ROL_Constraint_Partitioned.hpp.