Implements an equality constraint function that evaluates to zero on the surface of a bounded parallelpiped and is positive in the interior. More...

#include <ROL_BinaryConstraint.hpp>

Inheritance diagram for ROL::BinaryConstraint< Real >:

Classes
class	BoundsCheck

Public Member Functions
	BinaryConstraint (const ROL::Ptr< const V > &lo, const ROL::Ptr< const V > &up, Real gamma)

	BinaryConstraint (const BoundConstraint< Real > &bnd, Real gamma)

	BinaryConstraint (const ROL::Ptr< const BoundConstraint< Real >> &bnd, Real gamma)

void	value (V &c, const V &x, Real &tol)
	Evaluate constraint. More...

void	applyJacobian (V &jv, const V &v, const V &x, Real &tol)

void	applyAdjointJacobian (V &ajv, const V &v, const V &x, Real &tol)
	Apply the adjoint of the the constraint Jacobian at \(x\), \(c'(x)^* \in L(\mathcal{C}^, \mathcal{X}^)\), to vector \(v\). More...

void	applyAdjointHessian (V &ahuv, const V &u, const V &v, const V &x, Real &tol)

void	setPenalty (Real gamma)

Public Member Functions inherited from ROL::Constraint< Real >
virtual	~Constraint (void)

	Constraint (void)

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. More...

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 \(v\). More...

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 More...

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: More...

void	activate (void)
	Turn on constraints. More...

void	deactivate (void)
	Turn off constraints. More...

bool	isActivated (void)
	Check if constraints are on. More...

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. More...

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. More...

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. More...

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. More...

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. More...

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

Private Types
using	V = Vector< Real >

Private Attributes
const ROL::Ptr< const V >	lo_

const ROL::Ptr< const V >	up_

ROL::Ptr< V >	d_

Real	gamma_

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::BinaryConstraint< Real >

Implements an equality constraint function that evaluates to zero on the surface of a bounded parallelpiped and is positive in the interior.

Definition at line 61 of file ROL_BinaryConstraint.hpp.

Member Typedef Documentation

◆ V

template<class Real >

using ROL::BinaryConstraint< Real >::V = Vector<Real>

private

Definition at line 63 of file ROL_BinaryConstraint.hpp.

Constructor & Destructor Documentation

◆ BinaryConstraint() [1/3]

template<class Real >

ROL::BinaryConstraint< Real >::BinaryConstraint	(	const ROL::Ptr< const V > &	lo,
		const ROL::Ptr< const V > &	up,
		Real	gamma
	)

inline

Definition at line 128 of file ROL_BinaryConstraint.hpp.

◆ BinaryConstraint() [2/3]

template<class Real >

ROL::BinaryConstraint< Real >::BinaryConstraint	(	const BoundConstraint< Real > &	bnd,
		Real	gamma
	)

inline

Definition at line 131 of file ROL_BinaryConstraint.hpp.

◆ BinaryConstraint() [3/3]

template<class Real >

ROL::BinaryConstraint< Real >::BinaryConstraint	(	const ROL::Ptr< const BoundConstraint< Real >> &	bnd,
		Real	gamma
	)

inline

Definition at line 135 of file ROL_BinaryConstraint.hpp.

Member Function Documentation

◆ value()

template<class Real >

void ROL::BinaryConstraint< Real >::value	(	V &	c,
		const V &	x,
		Real &	tol
	)

inlinevirtual

Evaluate constraint.

\[ c_i(x) = \begin{cases} \gamma(u_i-x_i)(x_i-l_i) & -\infty<l_i,u_i<\infty \\ \gamma(x_i-l_i) & -\infty<l_i,u_i=\infty \\ \gamma(u_i-x_i) & l_i=-\infty,u_i<\infty \\ 0 & l_i=-\infty,u_i=\infty \end{cases} \]

Implements ROL::Constraint< Real >.

Definition at line 148 of file ROL_BinaryConstraint.hpp.

References ROL::Vector< Real >::applyBinary(), ROL::Vector< Real >::axpy(), ROL::BinaryConstraint< Real >::d_, ROL::BinaryConstraint< Real >::gamma_, ROL::BinaryConstraint< Real >::lo_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), and ROL::BinaryConstraint< Real >::up_.

◆ applyJacobian()

template<class Real >

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

inlinevirtual

Evaluate constraint Jacobian at x in the direction v

\[ c_i'(x)v = \begin{cases} \gamma(u_i+l_i-2x_i)v_i & -\infty<l_i,u_i<\infty \\ \gamma v_i & -\infty<l_i,u_i=\infty \\ -\gamma v_i & l_i=-\infty,u_i<\infty \\ 0 & l_i=-\infty,u_i=\infty \end{cases} \]

Reimplemented from ROL::Constraint< Real >.

Definition at line 173 of file ROL_BinaryConstraint.hpp.

References ROL::Vector< Real >::applyBinary(), ROL::Vector< Real >::axpy(), ROL::BinaryConstraint< Real >::d_, ROL::BinaryConstraint< Real >::gamma_, ROL::BinaryConstraint< Real >::lo_, ROL::Vector< Real >::scale(), ROL::Vector< Real >::set(), and ROL::BinaryConstraint< Real >::up_.

Referenced by ROL::BinaryConstraint< Real >::applyAdjointJacobian().

◆ applyAdjointJacobian()

template<class Real >

void ROL::BinaryConstraint< Real >::applyAdjointJacobian	(	V &	ajv,
		const V &	v,
		const V &	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]	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 189 of file ROL_BinaryConstraint.hpp.

References ROL::BinaryConstraint< Real >::applyJacobian().