Has both inequality and equality constraints. Treat inequality constraint as equality with slack variable. More...

#include <ROL_Constraint_Partitioned.hpp>

Inheritance diagram for ROL::Constraint_Partitioned< Real >:

Public Member Functions
	Constraint_Partitioned (const std::vector< ROL::Ptr< Constraint< Real > > > &cvec, bool isInequality=false)

	Constraint_Partitioned (const std::vector< ROL::Ptr< Constraint< Real > > > &cvec, const std::vector< bool > &isInequality)

int	getNumberConstraintEvaluations (void) const

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...

void	value (Vector< Real > &c, const Vector< Real > &x, Real &tol)
	Evaluate the constraint operator \(c:\mathcal{X} \rightarrow \mathcal{C}\) at \(x\). More...

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 \(v\). More...

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 \(v\). More...

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

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 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...

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 Member Functions
Vector< Real > &	getOpt (Vector< Real > &xs)

const Vector< Real > &	getOpt (const Vector< Real > &xs)

Vector< Real > &	getSlack (Vector< Real > &xs, const int ind)

const Vector< Real > &	getSlack (const Vector< Real > &xs, const int ind)

Private Attributes
std::vector< ROL::Ptr< Constraint< Real > > >	cvec_

std::vector< bool >	isInequality_

ROL::Ptr< Vector< Real > >	scratch_

int	ncval_

bool	initialized_

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::Constraint_Partitioned< Real >

Has both inequality and equality constraints. Treat inequality constraint as equality with slack variable.

Definition at line 56 of file ROL_Constraint_Partitioned.hpp.

Constructor & Destructor Documentation

◆ Constraint_Partitioned() [1/2]

template<class Real >

ROL::Constraint_Partitioned< Real >::Constraint_Partitioned	(	const std::vector< ROL::Ptr< Constraint< Real > > > &	cvec,
		bool	isInequality = `false`
	)

inline

Definition at line 92 of file ROL_Constraint_Partitioned.hpp.

References ROL::Constraint_Partitioned< Real >::isInequality_.

◆ Constraint_Partitioned() [2/2]

template<class Real >

ROL::Constraint_Partitioned< Real >::Constraint_Partitioned	(	const std::vector< ROL::Ptr< Constraint< Real > > > &	cvec,
		const std::vector< bool > &	isInequality
	)

inline

Definition at line 99 of file ROL_Constraint_Partitioned.hpp.

Member Function Documentation

◆ getOpt() [1/2]

template<class Real >

Vector<Real>& ROL::Constraint_Partitioned< Real >::getOpt ( Vector< Real > & xs )

inlineprivate

Definition at line 64 of file ROL_Constraint_Partitioned.hpp.

Referenced by ROL::Constraint_Partitioned< Real >::applyAdjointHessian(), ROL::Constraint_Partitioned< Real >::applyAdjointJacobian(), ROL::Constraint_Partitioned< Real >::applyJacobian(), ROL::Constraint_Partitioned< Real >::applyPreconditioner(), ROL::Constraint_Partitioned< Real >::update(), and ROL::Constraint_Partitioned< Real >::value().

◆ getOpt() [2/2]

template<class Real >

const Vector<Real>& ROL::Constraint_Partitioned< Real >::getOpt ( const Vector< Real > & xs )

inlineprivate

Definition at line 73 of file ROL_Constraint_Partitioned.hpp.

◆ getSlack() [1/2]

template<class Real >

Vector<Real>& ROL::Constraint_Partitioned< Real >::getSlack	(	Vector< Real > &	xs,
		const int	ind
	)

inlineprivate

Definition at line 82 of file ROL_Constraint_Partitioned.hpp.

Referenced by ROL::Constraint_Partitioned< Real >::applyAdjointHessian(), ROL::Constraint_Partitioned< Real >::applyAdjointJacobian(), ROL::Constraint_Partitioned< Real >::applyJacobian(), and ROL::Constraint_Partitioned< Real >::value().

◆ getSlack() [2/2]

template<class Real >

const Vector<Real>& ROL::Constraint_Partitioned< Real >::getSlack	(	const Vector< Real > &	xs,
		const int	ind
	)

inlineprivate

Definition at line 86 of file ROL_Constraint_Partitioned.hpp.

◆ getNumberConstraintEvaluations()

template<class Real >

int ROL::Constraint_Partitioned< Real >::getNumberConstraintEvaluations ( void ) const

inline

Definition at line 104 of file ROL_Constraint_Partitioned.hpp.

References ROL::Constraint_Partitioned< Real >::ncval_.

◆ update()

template<class Real >

void ROL::Constraint_Partitioned< 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 108 of file ROL_Constraint_Partitioned.hpp.

References ROL::Constraint_Partitioned< Real >::cvec_, and ROL::Constraint_Partitioned< Real >::getOpt().

◆ value()

template<class Real >

void ROL::Constraint_Partitioned< 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]	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 115 of file ROL_Constraint_Partitioned.hpp.

References ROL::Constraint_Partitioned< Real >::cvec_, ROL::PartitionedVector< Real >::get(), ROL::Constraint_Partitioned< Real >::getOpt(), ROL::Constraint_Partitioned< Real >::getSlack(), ROL::Constraint_Partitioned< Real >::isInequality_, and ROL::Constraint_Partitioned< Real >::ncval_.

◆ applyJacobian()

template<class Real >

void ROL::Constraint_Partitioned< 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]	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 131 of file ROL_Constraint_Partitioned.hpp.

References ROL::Constraint_Partitioned< Real >::cvec_, ROL::PartitionedVector< Real >::get(), ROL::Constraint_Partitioned< Real >::getOpt(), ROL::Constraint_Partitioned< Real >::getSlack(), and ROL::Constraint_Partitioned< Real >::isInequality_.

◆ applyAdjointJacobian()

template<class Real >

void ROL::Constraint_Partitioned< 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]	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 149 of file ROL_Constraint_Partitioned.hpp.

References ROL::Constraint_Partitioned< Real >::cvec_, ROL::PartitionedVector< Real >::get(), ROL::Constraint_Partitioned< Real >::getOpt(), ROL::Constraint_Partitioned< Real >::getSlack(), ROL::Constraint_Partitioned< Real >::initialized_, ROL::Constraint_Partitioned< Real >::isInequality_, and ROL::Constraint_Partitioned< Real >::scratch_.

◆ applyAdjointHessian()

template<class Real >

void ROL::Constraint_Partitioned< 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]	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 176 of file ROL_Constraint_Partitioned.hpp.

References ROL::Constraint_Partitioned< Real >::cvec_, ROL::PartitionedVector< Real >::get(), ROL::Constraint_Partitioned< Real >::getOpt(), ROL::Constraint_Partitioned< Real >::getSlack(), ROL::Constraint_Partitioned< Real >::initialized_, ROL::Constraint_Partitioned< Real >::isInequality_, and ROL::Constraint_Partitioned< Real >::scratch_.

◆ applyPreconditioner()

template<class Real >

virtual void ROL::Constraint_Partitioned< 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]	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 204 of file ROL_Constraint_Partitioned.hpp.

References ROL::Constraint_Partitioned< Real >::cvec_, ROL::PartitionedVector< Real >::get(), and ROL::Constraint_Partitioned< Real >::getOpt().