ROL
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ROL::ConstraintFromObjective< Real > Class Template Reference

Creates a constraint from an objective function and a offset value. More...

#include <ROL_ConstraintFromObjective.hpp>

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

Public Member Functions

 ConstraintFromObjective (const ROL::Ptr< Objective< Real > > &obj, const Real offset=0)
 
const ROL::Ptr< Objective< Real > > getObjective (void) const
 
void setParameter (const std::vector< Real > &param)
 
void update (const V &x, bool flag=true, int iter=-1)
 Update constraint. More...
 
void value (V &c, const V &x, Real &tol)
 Evaluate constraint c(x) = f(x)-offset. More...
 
void applyJacobian (V &jv, const V &v, const V &x, Real &tol)
 Apply the constraint Jacobian at \(x\), \(c'(x) \in L(\mathcal{X}, \mathcal{C})\), to vector \(v\). More...
 
void applyAdjointJacobian (V &ajv, const V &v, const V &x, Real &tol)
 Apply the adjoint of the the constraint Jacobian at \(x\), \(c'(x)^\ast \in L(\mathcal{C}^\ast, \mathcal{X}^\ast)\), to vector \(v\). More...
 
- 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 \(v\). More...
 
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 \( v \mapsto c''(x)(v,\cdot)^*u \). 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...
 

Private Types

using V = ROL::Vector< Real >
 

Private Member Functions

Real getValue (const V &x)
 
void setValue (V &x, Real val)
 

Private Attributes

const ROL::Ptr< Objective< Real > > obj_
 
ROL::Ptr< VdualVector_
 
const Real offset_
 
bool isDualInitialized_
 

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::ConstraintFromObjective< Real >

Creates a constraint from an objective function and a offset value.

Example: Suppose we have an objective function f(x) and we wish to impose, e.g., a condition f(x)-offset = 0, then this class creates the scalar constraint c(x) = f(x)-offset

Definition at line 64 of file ROL_ConstraintFromObjective.hpp.

Member Typedef Documentation

◆ V

template<class Real >
using ROL::ConstraintFromObjective< Real >::V = ROL::Vector<Real>
private

Definition at line 66 of file ROL_ConstraintFromObjective.hpp.

Constructor & Destructor Documentation

◆ ConstraintFromObjective()

template<class Real >
ROL::ConstraintFromObjective< Real >::ConstraintFromObjective ( const ROL::Ptr< Objective< Real > > &  obj,
const Real  offset = 0 
)
inline

Definition at line 85 of file ROL_ConstraintFromObjective.hpp.

Member Function Documentation

◆ getValue()

template<class Real >
Real ROL::ConstraintFromObjective< Real >::getValue ( const V x)
inlineprivate

◆ setValue()

template<class Real >
void ROL::ConstraintFromObjective< Real >::setValue ( V x,
Real  val 
)
inlineprivate

◆ getObjective()

template<class Real >
const ROL::Ptr<Objective<Real> > ROL::ConstraintFromObjective< Real >::getObjective ( void  ) const
inline

◆ setParameter()

template<class Real >
void ROL::ConstraintFromObjective< Real >::setParameter ( const std::vector< Real > &  param)
inlinevirtual

◆ update()

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

Update constraint.

Reimplemented from ROL::Constraint< Real >.

Definition at line 99 of file ROL_ConstraintFromObjective.hpp.

References ROL::ConstraintFromObjective< Real >::obj_.

◆ value()

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

◆ applyJacobian()

template<class Real >
void ROL::ConstraintFromObjective< Real >::applyJacobian ( V jv,
const V v,
const V x,
Real &  tol 
)
inlinevirtual

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

\[ c'(x)v = \lim_{t\rightarrow 0} \frac{d}{dt} f(x+tv) = \langle \nabla f(x),v\rangle \]

Reimplemented from ROL::Constraint< Real >.

Definition at line 115 of file ROL_ConstraintFromObjective.hpp.

References ROL::Vector< Real >::clone(), ROL::Vector< Real >::dot(), ROL::Vector< Real >::dual(), ROL::ConstraintFromObjective< Real >::dualVector_, ROL::ConstraintFromObjective< Real >::isDualInitialized_, ROL::ConstraintFromObjective< Real >::obj_, and ROL::ConstraintFromObjective< Real >::setValue().

◆ applyAdjointJacobian()

template<class Real >
void ROL::ConstraintFromObjective< Real >::applyAdjointJacobian ( V ajv,
const V v,
const V x,
Real &  tol 
)
inlinevirtual

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

\[ c'(x)^\ast v = v\nabla f(x) \]

Reimplemented from ROL::Constraint< Real >.

Definition at line 130 of file ROL_ConstraintFromObjective.hpp.

References ROL::ConstraintFromObjective< Real >::getValue(), ROL::ConstraintFromObjective< Real >::obj_, and ROL::Vector< Real >::scale().

Member Data Documentation

◆ obj_

template<class Real >
const ROL::Ptr<Objective<Real> > ROL::ConstraintFromObjective< Real >::obj_
private

◆ dualVector_

template<class Real >
ROL::Ptr<V> ROL::ConstraintFromObjective< Real >::dualVector_
private

◆ offset_

template<class Real >
const Real ROL::ConstraintFromObjective< Real >::offset_
private

◆ isDualInitialized_

template<class Real >
bool ROL::ConstraintFromObjective< Real >::isDualInitialized_
private

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