Equality constraints c_i(x) = 0, where: c1(x) = x1^2+x2^2+x3^2+x4^2+x5^2 - 10 c2(x) = x2*x3-5*x4*x5 c3(x) = x1^3 + x2^3 + 1. More...

#include <ROL_SimpleEqConstrained.hpp>

Inheritance diagram for ROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual >:

Public Member Functions
	EqualityConstraint_SimpleEqConstrained ()

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...

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
typedef std::vector< Real >	vector

typedef Vector< Real >	V

typedef vector::size_type	uint

Private Member Functions
template<class VectorType >
ROL::Ptr< const vector >	getVector (const V &x)

template<class VectorType >
ROL::Ptr< vector >	getVector (V &x)

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

Detailed Description

template<class Real, class XPrim = StdVector<Real>, class XDual = StdVector<Real>, class CPrim = StdVector<Real>, class CDual = StdVector<Real>>
class ROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual >

Equality constraints c_i(x) = 0, where: c1(x) = x1^2+x2^2+x3^2+x4^2+x5^2 - 10 c2(x) = x2*x3-5*x4*x5 c3(x) = x1^3 + x2^3 + 1.

Definition at line 213 of file ROL_SimpleEqConstrained.hpp.

Member Typedef Documentation

◆ vector

template<class Real , class XPrim = StdVector<Real>, class XDual = StdVector<Real>, class CPrim = StdVector<Real>, class CDual = StdVector<Real>>

typedef std::vector<Real> ROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual >::vector

private

Definition at line 215 of file ROL_SimpleEqConstrained.hpp.

◆ V

template<class Real , class XPrim = StdVector<Real>, class XDual = StdVector<Real>, class CPrim = StdVector<Real>, class CDual = StdVector<Real>>

typedef Vector<Real> ROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual >::V

private

Definition at line 216 of file ROL_SimpleEqConstrained.hpp.

◆ uint

template<class Real , class XPrim = StdVector<Real>, class XDual = StdVector<Real>, class CPrim = StdVector<Real>, class CDual = StdVector<Real>>

typedef vector::size_type ROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual >::uint

private

Definition at line 218 of file ROL_SimpleEqConstrained.hpp.

Constructor & Destructor Documentation

◆ EqualityConstraint_SimpleEqConstrained()

template<class Real , class XPrim = StdVector<Real>, class XDual = StdVector<Real>, class CPrim = StdVector<Real>, class CDual = StdVector<Real>>

ROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual >::EqualityConstraint_SimpleEqConstrained ( )

inline

Definition at line 234 of file ROL_SimpleEqConstrained.hpp.

Member Function Documentation

◆ getVector() [1/2]

template<class Real , class XPrim = StdVector<Real>, class XDual = StdVector<Real>, class CPrim = StdVector<Real>, class CDual = StdVector<Real>>

template<class VectorType >

ROL::Ptr<const vector> ROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual >::getVector ( const V & x )

inlineprivate

Definition at line 222 of file ROL_SimpleEqConstrained.hpp.

◆ getVector() [2/2]

template<class Real , class XPrim = StdVector<Real>, class XDual = StdVector<Real>, class CPrim = StdVector<Real>, class CDual = StdVector<Real>>

template<class VectorType >

ROL::Ptr<vector> ROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual >::getVector ( V & x )

inlineprivate

Definition at line 228 of file ROL_SimpleEqConstrained.hpp.

◆ value()

template<class Real , class XPrim = StdVector<Real>, class XDual = StdVector<Real>, class CPrim = StdVector<Real>, class CDual = StdVector<Real>>

void ROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual >::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 236 of file ROL_SimpleEqConstrained.hpp.

◆ applyJacobian()

template<class Real , class XPrim = StdVector<Real>, class XDual = StdVector<Real>, class CPrim = StdVector<Real>, class CDual = StdVector<Real>>

void ROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual >::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 261 of file ROL_SimpleEqConstrained.hpp.

◆ applyAdjointJacobian()

template<class Real , class XPrim = StdVector<Real>, class XDual = StdVector<Real>, class CPrim = StdVector<Real>, class CDual = StdVector<Real>>

void ROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual >::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 297 of file ROL_SimpleEqConstrained.hpp.

◆ applyAdjointHessian()

template<class Real , class XPrim = StdVector<Real>, class XDual = StdVector<Real>, class CPrim = StdVector<Real>, class CDual = StdVector<Real>>

void ROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual >::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 334 of file ROL_SimpleEqConstrained.hpp.

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