Constraint_SimOpt Class Reference

Defines the constraint operator interface for simulation-based optimization. More...

#include <ROL_Constraint_SimOpt.hpp>

Inheritance diagram for Constraint_SimOpt:

Public Member Functions
	Constraint_SimOpt ()
virtual void	update (const Vector< Real > &u, const Vector< Real > &z, 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.
virtual void	update (const Vector< Real > &u, const Vector< Real > &z, UpdateType type, int iter=-1)
virtual void	update_1 (const Vector< Real > &u, bool flag=true, int iter=-1)
	Update constraint functions with respect to Sim variable. x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count.
virtual void	update_1 (const Vector< Real > &u, UpdateType type, int iter=-1)
virtual void	update_2 (const Vector< Real > &z, bool flag=true, int iter=-1)
	Update constraint functions with respect to Opt variable. x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count.
virtual void	update_2 (const Vector< Real > &z, UpdateType type, int iter=-1)
virtual void	solve_update (const Vector< Real > &u, const Vector< Real > &z, UpdateType type, int iter=-1)
	Update SimOpt constraint during solve (disconnected from optimization updates).
virtual void	value (Vector< Real > &c, const Vector< Real > &u, const Vector< Real > &z, Real &tol)=0
	Evaluate the constraint operator \(c:\mathcal{U}\times\mathcal{Z} \rightarrow \mathcal{C}\) at \((u,z)\).
virtual void	solve (Vector< Real > &c, Vector< Real > &u, const Vector< Real > &z, Real &tol)
	Given \(z\), solve \(c(u,z)=0\) for \(u\).
virtual void	setSolveParameters (ParameterList &parlist)
	Set solve parameters.
virtual void	applyJacobian_1 (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
	Apply the partial constraint Jacobian at \((u,z)\), \(c_u(u,z) \in L(\mathcal{U}, \mathcal{C})\), to the vector \(v\).
virtual void	applyJacobian_2 (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
	Apply the partial constraint Jacobian at \((u,z)\), \(c_z(u,z) \in L(\mathcal{Z}, \mathcal{C})\), to the vector \(v\).
virtual void	applyInverseJacobian_1 (Vector< Real > &ijv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
	Apply the inverse partial constraint Jacobian at \((u,z)\), \(c_u(u,z)^{-1} \in L(\mathcal{C}, \mathcal{U})\), to the vector \(v\).
virtual void	applyAdjointJacobian_1 (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
	Apply the adjoint of the partial constraint Jacobian at \((u,z)\), \(c_u(u,z)^* \in L(\mathcal{C}^*, \mathcal{U}^*)\), to the vector \(v\). This is the primary interface.
virtual void	applyAdjointJacobian_1 (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &dualv, Real &tol)
	Apply the adjoint of the partial constraint Jacobian at \((u,z)\), \(c_u(u,z)^* \in L(\mathcal{C}^*, \mathcal{U}^*)\), to the vector \(v\). This is the secondary interface, for use with dual spaces where the user does not define the dual() operation.
virtual void	applyAdjointJacobian_2 (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
	Apply the adjoint of the partial constraint Jacobian at \((u,z)\), \(c_z(u,z)^* \in L(\mathcal{C}^*, \mathcal{Z}^*)\), to vector \(v\). This is the primary interface.
virtual void	applyAdjointJacobian_2 (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &dualv, Real &tol)
	Apply the adjoint of the partial constraint Jacobian at \((u,z)\), \(c_z(u,z)^* \in L(\mathcal{C}^*, \mathcal{Z}^*)\), to vector \(v\). This is the secondary interface, for use with dual spaces where the user does not define the dual() operation.
virtual void	applyInverseAdjointJacobian_1 (Vector< Real > &iajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
	Apply the inverse of the adjoint of the partial constraint Jacobian at \((u,z)\), \(c_u(u,z)^{-*} \in L(\mathcal{U}^*, \mathcal{C}^*)\), to the vector \(v\).
virtual void	applyAdjointHessian_11 (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
	Apply the simulation-space derivative of the adjoint of the constraint simulation-space Jacobian at \((u,z)\) to the vector \(w\) in the direction \(v\), according to \(v\mapsto c_{uu}(u,z)(v,\cdot)^*w\).
virtual void	applyAdjointHessian_12 (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
	Apply the optimization-space derivative of the adjoint of the constraint simulation-space Jacobian at \((u,z)\) to the vector \(w\) in the direction \(v\), according to \(v\mapsto c_{uz}(u,z)(v,\cdot)^*w\).
virtual void	applyAdjointHessian_21 (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
	Apply the simulation-space derivative of the adjoint of the constraint optimization-space Jacobian at \((u,z)\) to the vector \(w\) in the direction \(v\), according to \(v\mapsto c_{zu}(u,z)(v,\cdot)^*w\).
virtual void	applyAdjointHessian_22 (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
	Apply the optimization-space derivative of the adjoint of the constraint optimization-space Jacobian at \((u,z)\) to the vector \(w\) in the direction \(v\), according to \(v\mapsto c_{zz}(u,z)(v,\cdot)^*w\).
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
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 \(v\). In general, this preconditioner satisfies the following relationship:
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.
virtual void	update (const Vector< Real > &x, UpdateType type, int iter=-1)
virtual void	value (Vector< Real > &c, const Vector< Real > &x, Real &tol)
virtual void	applyJacobian (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
virtual void	applyAdjointJacobian (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
virtual void	applyAdjointHessian (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
virtual Real	checkSolve (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &c, const bool printToStream=true, std::ostream &outStream=std::cout)
virtual Real	checkAdjointConsistencyJacobian_1 (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout)
	Check the consistency of the Jacobian and its adjoint. This is the primary interface.
virtual Real	checkAdjointConsistencyJacobian_1 (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &dualw, const Vector< Real > &dualv, const bool printToStream=true, std::ostream &outStream=std::cout)
	Check the consistency of the Jacobian and its adjoint. This is the secondary interface, for use with dual spaces where the user does not define the dual() operation.
virtual Real	checkAdjointConsistencyJacobian_2 (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout)
	Check the consistency of the Jacobian and its adjoint. This is the primary interface.
virtual Real	checkAdjointConsistencyJacobian_2 (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &dualw, const Vector< Real > &dualv, const bool printToStream=true, std::ostream &outStream=std::cout)
	Check the consistency of the Jacobian and its adjoint. This is the secondary interface, for use with dual spaces where the user does not define the dual() operation.
virtual Real	checkInverseJacobian_1 (const Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout)
virtual Real	checkInverseAdjointJacobian_1 (const Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout)
std::vector< std::vector< Real > >	checkApplyJacobian_1 (const Vector< Real > &u, const Vector< Real > &z, 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)
std::vector< std::vector< Real > >	checkApplyJacobian_1 (const Vector< Real > &u, const Vector< Real > &z, 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)
std::vector< std::vector< Real > >	checkApplyJacobian_2 (const Vector< Real > &u, const Vector< Real > &z, 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)
std::vector< std::vector< Real > >	checkApplyJacobian_2 (const Vector< Real > &u, const Vector< Real > &z, 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)
std::vector< std::vector< Real > >	checkApplyAdjointHessian_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > >	checkApplyAdjointHessian_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
std::vector< std::vector< Real > >	checkApplyAdjointHessian_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
	\( u\in U \), \( z\in Z \), \( p\in C^\ast \), \( v \in U \), \( hv \in U^\ast \)
std::vector< std::vector< Real > >	checkApplyAdjointHessian_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
	\( u\in U \), \( z\in Z \), \( p\in C^\ast \), \( v \in U \), \( hv \in U^\ast \)
std::vector< std::vector< Real > >	checkApplyAdjointHessian_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
	\( u\in U \), \( z\in Z \), \( p\in C^\ast \), \( v \in U \), \( hv \in U^\ast \)
std::vector< std::vector< Real > >	checkApplyAdjointHessian_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
std::vector< std::vector< Real > >	checkApplyAdjointHessian_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
std::vector< std::vector< Real > >	checkApplyAdjointHessian_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
Public Member Functions inherited from ROL::Constraint< Real >
virtual	~Constraint (void)
	Constraint (void)
virtual void	update (const Vector< Real > &x, UpdateType type, int iter=-1)
	Update constraint function.
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.
virtual void	value (Vector< Real > &c, const Vector< Real > &x, Real &tol)=0
	Evaluate the constraint operator \(c:\mathcal{X} \rightarrow \mathcal{C}\) at \(x\).
virtual 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 \(v\).
virtual 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 \(v\).
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 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 \( v \mapsto c''(x)(v,\cdot)^*u \).
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
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:
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.
virtual void	setParameter (const std::vector< Real > &param)

Protected Attributes
Real	atol_
Real	rtol_
Real	stol_
Real	factor_
Real	decr_
int	maxit_
bool	print_
bool	zero_
int	solverType_
bool	firstSolve_

Private Attributes
Ptr< Vector< Real > >	unew_
Ptr< Vector< Real > >	jv_
const Real	DEFAULT_atol_
const Real	DEFAULT_rtol_
const Real	DEFAULT_stol_
const Real	DEFAULT_factor_
const Real	DEFAULT_decr_
const int	DEFAULT_maxit_
const bool	DEFAULT_print_
const bool	DEFAULT_zero_
const int	DEFAULT_solverType_

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

Detailed Description

Defines the constraint operator interface for simulation-based optimization.

This constraint interface inherits from ROL_Constraint, for the use case when \(\mathcal{X}=\mathcal{U}\times\mathcal{Z}\) where \(\mathcal{U}\) and \(\mathcal{Z}\) are Banach spaces. \(\mathcal{U}\) denotes the "simulation space" and \(\mathcal{Z}\) denotes the "optimization space" (of designs, controls, parameters). The simulation-based constraints are of the form

\[ c(u,z) = 0 \,. \]

The basic operator interface, to be implemented by the user, requires:

• value – constraint evaluation.
• applyJacobian_1 – action of the partial constraint Jacobian –derivatives are with respect to the first component \(\mathcal{U}\);
• applyJacobian_2 – action of the partial constraint Jacobian –derivatives are with respect to the second component \(\mathcal{Z}\);
• applyAdjointJacobian_1 – action of the adjoint of the partial constraint Jacobian –derivatives are with respect to the first component \(\mathcal{U}\);
• applyAdjointJacobian_2 – action of the adjoint of the partial constraint Jacobian –derivatives are with respect to the second component \(\mathcal{Z}\);

The user may also overload:

• applyAdjointHessian_11 – action of the adjoint of the partial constraint Hessian –derivatives are with respect to the first component only;
• applyAdjointHessian_12 – action of the adjoint of the partial constraint Hessian –derivatives are with respect to the first and second components;
• applyAdjointHessian_21 – action of the adjoint of the partial constraint Hessian –derivatives are with respect to the second and first components;
• applyAdjointHessian_22 – action of the adjoint of the partial constraint Hessian –derivatives are with respect to the second component only;
• solveAugmentedSystem – solution of the augmented system –the default is an iterative scheme based on the action of the Jacobian and its adjoint.
• applyPreconditioner – action of a constraint preconditioner –the default is null-op.

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Constructor & Destructor Documentation

Constraint_SimOpt()

Constraint_SimOpt::Constraint_SimOpt ( )

inline

Definition at line 142 of file ROL_Constraint_SimOpt.hpp.

References ROL::Constraint< Real >::Constraint().

Member Function Documentation

update() [1/4]

virtual void Constraint_SimOpt::update ( const Vector< Real > & u, const Vector< Real > & z, 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.

Definition at line 163 of file ROL_Constraint_SimOpt.hpp.

References flag, iter, Constraint_SimOpt::update_1(), and Constraint_SimOpt::update_2().

Referenced by Constraint_SimOpt::applyAdjointHessian_11(), Constraint_SimOpt::applyAdjointHessian_12(), Constraint_SimOpt::applyAdjointHessian_21(), Constraint_SimOpt::applyAdjointHessian_22(), Constraint_SimOpt::applyAdjointJacobian_1(), Constraint_SimOpt::applyAdjointJacobian_2(), Constraint_SimOpt::applyJacobian_1(), Constraint_SimOpt::applyJacobian_2(), Constraint_SimOpt::checkAdjointConsistencyJacobian_1(), Constraint_SimOpt::checkAdjointConsistencyJacobian_2(), Constraint_SimOpt::checkApplyAdjointHessian_11(), Constraint_SimOpt::checkApplyAdjointHessian_12(), Constraint_SimOpt::checkApplyAdjointHessian_21(), Constraint_SimOpt::checkApplyAdjointHessian_22(), Constraint_SimOpt::checkApplyJacobian_1(), Constraint_SimOpt::checkApplyJacobian_2(), Constraint_SimOpt::checkInverseAdjointJacobian_1(), Constraint_SimOpt::checkInverseJacobian_1(), Constraint_SimOpt::checkSolve(), Constraint_SimOpt::update(), and Constraint_SimOpt::update().

update() [2/4]

virtual void Constraint_SimOpt::update ( const Vector< Real > & u, const Vector< Real > & z, UpdateType type, int iter = -1 )

inlinevirtual

Definition at line 167 of file ROL_Constraint_SimOpt.hpp.

References iter, Constraint_SimOpt::update_1(), and Constraint_SimOpt::update_2().

update_1() [1/2]

virtual void Constraint_SimOpt::update_1 ( const Vector< Real > & u, bool flag = true, int iter = -1 )

inlinevirtual

Update constraint functions with respect to Sim variable.
x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count.

Definition at line 177 of file ROL_Constraint_SimOpt.hpp.

Referenced by Constraint_SimOpt::update(), and Constraint_SimOpt::update().

update_1() [2/2]

virtual void Constraint_SimOpt::update_1 ( const Vector< Real > & u, UpdateType type, int iter = -1 )

inlinevirtual

Definition at line 178 of file ROL_Constraint_SimOpt.hpp.

update_2() [1/2]

virtual void Constraint_SimOpt::update_2 ( const Vector< Real > & z, bool flag = true, int iter = -1 )

inlinevirtual

Update constraint functions with respect to Opt variable. x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count.

Definition at line 185 of file ROL_Constraint_SimOpt.hpp.

Referenced by Constraint_SimOpt::update(), and Constraint_SimOpt::update().

update_2() [2/2]

virtual void Constraint_SimOpt::update_2 ( const Vector< Real > & z, UpdateType type, int iter = -1 )

inlinevirtual

Definition at line 186 of file ROL_Constraint_SimOpt.hpp.

solve_update()

virtual void Constraint_SimOpt::solve_update ( const Vector< Real > & u, const Vector< Real > & z, UpdateType type, int iter = -1 )

inlinevirtual

Update SimOpt constraint during solve (disconnected from optimization updates).

     @param[in]    x is the optimization variable
     @param[in] type is the update type
     @param[in] iter is the solver iteration count

Definition at line 194 of file ROL_Constraint_SimOpt.hpp.

Referenced by Constraint_SimOpt::solve().

value() [1/2]

virtual void Constraint_SimOpt::value ( Vector< Real > & c, const Vector< Real > & u, const Vector< Real > & z, Real & tol )

pure virtual

Evaluate the constraint operator \(c:\mathcal{U}\times\mathcal{Z} \rightarrow \mathcal{C}\) at \((u,z)\).

Parameters

[out]	c	is the result of evaluating the constraint operator at \((u,z)\); a constraint-space vector
[in]	u	is the constraint argument; a simulation-space vector
[in]	z	is the constraint argument; an optimization-space vector
[in,out]	tol	is a tolerance for inexact evaluations; currently unused

On return, \(\mathsf{c} = c(u,z)\), where \(\mathsf{c} \in \mathcal{C}\), \(\mathsf{u} \in \mathcal{U}\), and $ \(\mathsf{z} \in\mathcal{Z}\).

---

solve()

virtual void Constraint_SimOpt::solve ( Vector< Real > & c, Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlinevirtual

Given \(z\), solve \(c(u,z)=0\) for \(u\).

  @param[out]      c   is the result of evaluating the constraint operator at @b \f$(u,z)\f$; a constraint-space vector
  @param[in,out]   u   is the solution vector; a simulation-space vector
  @param[in]       z   is the constraint argument; an optimization-space vector
  @param[in,out]   tol is a tolerance for inexact evaluations; currently unused

  The defualt implementation is Newton's method globalized with a backtracking line search.

  ---

Definition at line 225 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::applyInverseJacobian_1(), cnorm, Constraint_SimOpt::solve_update(), and value.

Referenced by Constraint_SimOpt::checkSolve().

setSolveParameters()

virtual void Constraint_SimOpt::setSolveParameters ( ParameterList & parlist )

inlinevirtual

Set solve parameters.

  @param[in]       parlist   ParameterList containing solve parameters

  For the default implementation, parlist has two sublist ("SimOpt"
  and "Solve") and the "Solve" sublist has six input parameters.

     - "Residual Tolerance": Absolute tolerance for the norm of the residual (Real)
     - "Iteration Limit": Maximum number of Newton iterations (int)
     - "Sufficient Decrease Tolerance": Tolerance signifying sufficient decrease in the residual norm, between 0 and 1 (Real)
     - "Step Tolerance": Absolute tolerance for the step size parameter (Real)
     - "Backtracking Factor": Rate for decreasing step size during backtracking, between 0 and 1 (Real)
     - "Output Iteration History": Set to true in order to print solve iteration history (bool)
     - "Zero Initial Guess": Use a vector of zeros as an initial guess for the solve (bool)
     - "Solver Type": Determine which solver to use (0: Newton with line search, 1: Levenberg-Marquardt, 2: SQP) (int)

  These parameters are accessed as parlist.sublist("SimOpt").sublist("Solve").get(...).

  ---

Definition at line 337 of file ROL_Constraint_SimOpt.hpp.

Referenced by main().

applyJacobian_1()

virtual void Constraint_SimOpt::applyJacobian_1 ( Vector< Real > & jv, const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlinevirtual

Apply the partial constraint Jacobian at \((u,z)\), \(c_u(u,z) \in L(\mathcal{U}, \mathcal{C})\), to the vector \(v\).

Parameters

[out]	jv	is the result of applying the constraint Jacobian to v at \((u,z)\); a constraint-space vector
[in]	v	is a simulation-space vector
[in]	u	is the constraint argument; an simulation-space vector
[in]	z	is the constraint argument; an optimization-space vector
[in,out]	tol	is a tolerance for inexact evaluations; currently unused

On return, \(\mathsf{jv} = c_u(u,z)v\), where \(v \in \mathcal{U}\), \(\mathsf{jv} \in \mathcal{C}\).

---

Definition at line 365 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::update(), and value.

Referenced by Constraint_SimOpt::applyJacobian(), Constraint_SimOpt::checkAdjointConsistencyJacobian_1(), Constraint_SimOpt::checkApplyJacobian_1(), and Constraint_SimOpt::checkInverseJacobian_1().

applyJacobian_2()

virtual void Constraint_SimOpt::applyJacobian_2 ( Vector< Real > & jv, const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlinevirtual

Apply the partial constraint Jacobian at \((u,z)\), \(c_z(u,z) \in L(\mathcal{Z}, \mathcal{C})\), to the vector \(v\).

Parameters

[out]	jv	is the result of applying the constraint Jacobian to v at \((u,z)\); a constraint-space vector
[in]	v	is an optimization-space vector
[in]	u	is the constraint argument; a simulation-space vector
[in]	z	is the constraint argument; an optimization-space vector
[in,out]	tol	is a tolerance for inexact evaluations; currently unused

On return, \(\mathsf{jv} = c_z(u,z)v\), where \(v \in \mathcal{Z}\), \(\mathsf{jv} \in \mathcal{C}\).

---

Definition at line 408 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::update(), and value.

Referenced by Constraint_SimOpt::applyJacobian(), Constraint_SimOpt::checkAdjointConsistencyJacobian_2(), and Constraint_SimOpt::checkApplyJacobian_2().

applyInverseJacobian_1()

virtual void Constraint_SimOpt::applyInverseJacobian_1 ( Vector< Real > & ijv, const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlinevirtual

Apply the inverse partial constraint Jacobian at \((u,z)\), \(c_u(u,z)^{-1} \in L(\mathcal{C}, \mathcal{U})\), to the vector \(v\).

Parameters

[out]	ijv	is the result of applying the inverse constraint Jacobian to v at \((u,z)\); a simulation-space vector
[in]	v	is a constraint-space vector
[in]	u	is the constraint argument; a simulation-space vector
[in]	z	is the constraint argument; an optimization-space vector
[in,out]	tol	is a tolerance for inexact evaluations; currently unused

On return, \(\mathsf{ijv} = c_u(u,z)^{-1}v\), where \(v \in \mathcal{C}\), \(\mathsf{ijv} \in \mathcal{U}\).

---

Definition at line 450 of file ROL_Constraint_SimOpt.hpp.

Referenced by Constraint_SimOpt::applyPreconditioner(), Constraint_SimOpt::checkInverseJacobian_1(), and Constraint_SimOpt::solve().

applyAdjointJacobian_1() [1/2]

virtual void Constraint_SimOpt::applyAdjointJacobian_1 ( Vector< Real > & ajv, const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlinevirtual

Apply the adjoint of the partial constraint Jacobian at \((u,z)\), \(c_u(u,z)^* \in L(\mathcal{C}^*, \mathcal{U}^*)\), to the vector \(v\). This is the primary interface.

Parameters

[out]	ajv	is the result of applying the adjoint of the constraint Jacobian to v at (u,z); a dual simulation-space vector
[in]	v	is a dual constraint-space vector
[in]	u	is the constraint argument; a simulation-space vector
[in]	z	is the constraint argument; an optimization-space vector
[in,out]	tol	is a tolerance for inexact evaluations; currently unused

On return, \(\mathsf{ajv} = c_u(u,z)^*v\), where \(v \in \mathcal{C}^*\), \(\mathsf{ajv} \in \mathcal{U}^*\).

---

Definition at line 474 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::applyAdjointJacobian_1().

Referenced by Constraint_SimOpt::applyAdjointHessian_11(), Constraint_SimOpt::applyAdjointHessian_21(), Constraint_SimOpt::applyAdjointJacobian(), Constraint_SimOpt::applyAdjointJacobian_1(), Constraint_SimOpt::checkAdjointConsistencyJacobian_1(), Constraint_SimOpt::checkApplyAdjointHessian_11(), Constraint_SimOpt::checkApplyAdjointHessian_21(), and Constraint_SimOpt::checkInverseAdjointJacobian_1().

applyAdjointJacobian_1() [2/2]

virtual void Constraint_SimOpt::applyAdjointJacobian_1 ( Vector< Real > & ajv, const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, const Vector< Real > & dualv, Real & tol )

inlinevirtual

Apply the adjoint of the partial constraint Jacobian at \((u,z)\), \(c_u(u,z)^* \in L(\mathcal{C}^*, \mathcal{U}^*)\), to the vector \(v\). This is the secondary interface, for use with dual spaces where the user does not define the dual() operation.

Parameters

[out]	ajv	is the result of applying the adjoint of the constraint Jacobian to v at (u,z); a dual simulation-space vector
[in]	v	is a dual constraint-space vector
[in]	u	is the constraint argument; a simulation-space vector
[in]	z	is the constraint argument; an optimization-space vector
[in]	dualv	is a vector used for temporary variables; a constraint-space vector
[in,out]	tol	is a tolerance for inexact evaluations; currently unused

On return, \(\mathsf{ajv} = c_u(u,z)^*v\), where \(v \in \mathcal{C}^*\), \(\mathsf{ajv} \in \mathcal{U}^*\).

---

Definition at line 500 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::update(), and value.

applyAdjointJacobian_2() [1/2]

virtual void Constraint_SimOpt::applyAdjointJacobian_2 ( Vector< Real > & ajv, const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlinevirtual

Apply the adjoint of the partial constraint Jacobian at \((u,z)\), \(c_z(u,z)^* \in L(\mathcal{C}^*, \mathcal{Z}^*)\), to vector \(v\). This is the primary interface.

Parameters

[out]	ajv	is the result of applying the adjoint of the constraint Jacobian to v at \((u,z)\); a dual optimization-space vector
[in]	v	is a dual constraint-space vector
[in]	u	is the constraint argument; a simulation-space vector
[in]	z	is the constraint argument; an optimization-space vector
[in,out]	tol	is a tolerance for inexact evaluations; currently unused

On return, \(\mathsf{ajv} = c_z(u,z)^*v\), where \(v \in \mathcal{C}^*\), \(\mathsf{ajv} \in \mathcal{Z}^*\).

---

Definition at line 545 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::applyAdjointJacobian_2().

Referenced by Constraint_SimOpt::applyAdjointHessian_12(), Constraint_SimOpt::applyAdjointHessian_22(), Constraint_SimOpt::applyAdjointJacobian(), Constraint_SimOpt::applyAdjointJacobian_2(), Constraint_SimOpt::checkAdjointConsistencyJacobian_2(), Constraint_SimOpt::checkApplyAdjointHessian_12(), and Constraint_SimOpt::checkApplyAdjointHessian_22().

applyAdjointJacobian_2() [2/2]

virtual void Constraint_SimOpt::applyAdjointJacobian_2 ( Vector< Real > & ajv, const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, const Vector< Real > & dualv, Real & tol )

inlinevirtual

Apply the adjoint of the partial constraint Jacobian at \((u,z)\), \(c_z(u,z)^* \in L(\mathcal{C}^*, \mathcal{Z}^*)\), to vector \(v\). This is the secondary interface, for use with dual spaces where the user does not define the dual() operation.

Parameters

[out]	ajv	is the result of applying the adjoint of the constraint Jacobian to v at \((u,z)\); a dual optimization-space vector
[in]	v	is a dual constraint-space vector
[in]	u	is the constraint argument; a simulation-space vector
[in]	z	is the constraint argument; an optimization-space vector
[in]	dualv	is a vector used for temporary variables; a constraint-space vector
[in,out]	tol	is a tolerance for inexact evaluations; currently unused

On return, \(\mathsf{ajv} = c_z(u,z)^*v\), where \(v \in \mathcal{C}^*\), \(\mathsf{ajv} \in \mathcal{Z}^*\).

---

Definition at line 571 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::update(), and value.

applyInverseAdjointJacobian_1()

virtual void Constraint_SimOpt::applyInverseAdjointJacobian_1 ( Vector< Real > & iajv, const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlinevirtual

Apply the inverse of the adjoint of the partial constraint Jacobian at \((u,z)\), \(c_u(u,z)^{-*} \in L(\mathcal{U}^*, \mathcal{C}^*)\), to the vector \(v\).

Parameters

[out]	iajv	is the result of applying the inverse adjoint of the constraint Jacobian to v at (u,z); a dual constraint-space vector
[in]	v	is a dual simulation-space vector
[in]	u	is the constraint argument; a simulation-space vector
[in]	z	is the constraint argument; an optimization-space vector
[in,out]	tol	is a tolerance for inexact evaluations; currently unused

On return, \(\mathsf{iajv} = c_u(u,z)^{-*}v\), where \(v \in \mathcal{U}^*\), \(\mathsf{iajv} \in \mathcal{C}^*\).

---

Definition at line 615 of file ROL_Constraint_SimOpt.hpp.

Referenced by Constraint_SimOpt::applyPreconditioner(), and Constraint_SimOpt::checkInverseAdjointJacobian_1().

applyAdjointHessian_11()

virtual void Constraint_SimOpt::applyAdjointHessian_11 ( Vector< Real > & ahwv, const Vector< Real > & w, const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlinevirtual

Apply the simulation-space derivative of the adjoint of the constraint simulation-space Jacobian at \((u,z)\) to the vector \(w\) in the direction \(v\), according to \(v\mapsto c_{uu}(u,z)(v,\cdot)^*w\).

Parameters

[out]	ahwv	is the result of applying the simulation-space derivative of the adjoint of the constraint simulation-space Jacobian at \((u,z)\) to the vector \(w\) in direction \(w\); a dual simulation-space vector
[in]	w	is the direction vector; a dual constraint-space vector
[in]	v	is a simulation-space vector
[in]	u	is the constraint argument; a simulation-space vector
[in]	z	is the constraint argument; an optimization-space vector
[in,out]	tol	is a tolerance for inexact evaluations; currently unused

On return, \(\mathsf{ahwv} = c_{uu}(u,z)(v,\cdot)^*w\), where \(w \in \mathcal{C}^*\), \(v \in \mathcal{U}\), and \(\mathsf{ahwv} \in \mathcal{U}^*\).

---

Definition at line 641 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::applyAdjointJacobian_1(), and Constraint_SimOpt::update().

Referenced by Constraint_SimOpt::applyAdjointHessian(), and Constraint_SimOpt::checkApplyAdjointHessian_11().

applyAdjointHessian_12()

virtual void Constraint_SimOpt::applyAdjointHessian_12 ( Vector< Real > & ahwv, const Vector< Real > & w, const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlinevirtual

Apply the optimization-space derivative of the adjoint of the constraint simulation-space Jacobian at \((u,z)\) to the vector \(w\) in the direction \(v\), according to \(v\mapsto c_{uz}(u,z)(v,\cdot)^*w\).

Parameters

[out]	ahwv	is the result of applying the optimization-space derivative of the adjoint of the constraint simulation-space Jacobian at \((u,z)\) to the vector \(w\) in direction \(w\); a dual optimization-space vector
[in]	w	is the direction vector; a dual constraint-space vector
[in]	v	is a simulation-space vector
[in]	u	is the constraint argument; a simulation-space vector
[in]	z	is the constraint argument; an optimization-space vector
[in,out]	tol	is a tolerance for inexact evaluations; currently unused

On return, \(\mathsf{ahwv} = c_{uz}(u,z)(v,\cdot)^*w\), where \(w \in \mathcal{C}^*\), \(v \in \mathcal{U}\), and \(\mathsf{ahwv} \in \mathcal{Z}^*\).

---

Definition at line 686 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::applyAdjointJacobian_2(), and Constraint_SimOpt::update().

Referenced by Constraint_SimOpt::applyAdjointHessian(), and Constraint_SimOpt::checkApplyAdjointHessian_12().

applyAdjointHessian_21()

virtual void Constraint_SimOpt::applyAdjointHessian_21 ( Vector< Real > & ahwv, const Vector< Real > & w, const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlinevirtual

Apply the simulation-space derivative of the adjoint of the constraint optimization-space Jacobian at \((u,z)\) to the vector \(w\) in the direction \(v\), according to \(v\mapsto c_{zu}(u,z)(v,\cdot)^*w\).

Parameters

[out]	ahwv	is the result of applying the simulation-space derivative of the adjoint of the constraint optimization-space Jacobian at \((u,z)\) to the vector \(w\) in direction \(w\); a dual simulation-space vector
[in]	w	is the direction vector; a dual constraint-space vector
[in]	v	is a optimization-space vector
[in]	u	is the constraint argument; a simulation-space vector
[in]	z	is the constraint argument; an optimization-space vector
[in,out]	tol	is a tolerance for inexact evaluations; currently unused

On return, \(\mathsf{ahwv} = c_{zu}(u,z)(v,\cdot)^*w\), where \(w \in \mathcal{C}^*\), \(v \in \mathcal{Z}\), and \(\mathsf{ahwv} \in \mathcal{U}^*\).

---

Definition at line 731 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::applyAdjointJacobian_1(), and Constraint_SimOpt::update().

Referenced by Constraint_SimOpt::applyAdjointHessian(), and Constraint_SimOpt::checkApplyAdjointHessian_21().

applyAdjointHessian_22()

virtual void Constraint_SimOpt::applyAdjointHessian_22 ( Vector< Real > & ahwv, const Vector< Real > & w, const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, Real & tol )

inlinevirtual

Apply the optimization-space derivative of the adjoint of the constraint optimization-space Jacobian at \((u,z)\) to the vector \(w\) in the direction \(v\), according to \(v\mapsto c_{zz}(u,z)(v,\cdot)^*w\).

Parameters

[out]	ahwv	is the result of applying the optimization-space derivative of the adjoint of the constraint optimization-space Jacobian at \((u,z)\) to the vector \(w\) in direction \(w\); a dual optimization-space vector
[in]	w	is the direction vector; a dual constraint-space vector
[in]	v	is a optimization-space vector
[in]	u	is the constraint argument; a simulation-space vector
[in]	z	is the constraint argument; an optimization-space vector
[in,out]	tol	is a tolerance for inexact evaluations; currently unused

On return, \(\mathsf{ahwv} = c_{zz}(u,z)(v,\cdot)^*w\), where \(w \in \mathcal{C}^*\), \(v \in \mathcal{Z}\), and \(\mathsf{ahwv} \in \mathcal{Z}^*\).

---

Definition at line 775 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::applyAdjointJacobian_2(), and Constraint_SimOpt::update().

Referenced by Constraint_SimOpt::applyAdjointHessian(), and Constraint_SimOpt::checkApplyAdjointHessian_22().

solveAugmentedSystem()

virtual std::vector< Real > Constraint_SimOpt::solveAugmentedSystem ( Vector< Real > & v1, Vector< Real > & v2, const Vector< Real > & b1, const Vector< Real > & b2, const Vector< Real > & x, Real & tol )

inlinevirtual

Approximately solves the augmented system

\[ \begin{pmatrix} I & c'(x)^* \\ c'(x) & 0 \end{pmatrix} \begin{pmatrix} v_{1} \\ v_{2} \end{pmatrix} = \begin{pmatrix} b_{1} \\ b_{2} \end{pmatrix} \]

where \(v_{1} \in \mathcal{X}\), \(v_{2} \in \mathcal{C}^*\), \(b_{1} \in \mathcal{X}^*\), \(b_{2} \in \mathcal{C}\), \(I : \mathcal{X} \rightarrow \mathcal{X}^*\) is an identity operator, and \(0 : \mathcal{C}^* \rightarrow \mathcal{C}\) is a zero operator.

Parameters

[out]	v1	is the optimization-space component of the result
[out]	v2	is the dual constraint-space component of the result
[in]	b1	is the dual optimization-space component of the right-hand side
[in]	b2	is the constraint-space component of the right-hand side
[in]	x	is the constraint argument; an optimization-space vector
[in,out]	tol	is the nominal relative residual tolerance

On return, \( [\mathsf{v1} \,\, \mathsf{v2}] \) approximately solves the augmented system, where the size of the residual is governed by special stopping conditions.

The default implementation is the preconditioned generalized minimal residual (GMRES) method, which enables the use of nonsymmetric preconditioners.

---

Definition at line 840 of file ROL_Constraint_SimOpt.hpp.

applyPreconditioner()

virtual void Constraint_SimOpt::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 \(v\). In general, this preconditioner satisfies the following relationship:

\[ c'(x) c'(x)^* P(x) v \approx v \,. \]

It is used by the solveAugmentedSystem method.

Parameters

[out]	pv	is the result of applying the constraint preconditioner to v at x; a constraint-space vector
[in]	v	is a constraint-space vector
[in]	x	is the preconditioner argument; an optimization-space vector
[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 a null-op.

---

Definition at line 868 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::applyInverseAdjointJacobian_1(), and Constraint_SimOpt::applyInverseJacobian_1().

update() [3/4]

virtual void Constraint_SimOpt::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.

Definition at line 903 of file ROL_Constraint_SimOpt.hpp.

References flag, iter, and Constraint_SimOpt::update().

update() [4/4]

virtual void Constraint_SimOpt::update ( const Vector< Real > & x, UpdateType type, int iter = -1 )

inlinevirtual

Definition at line 908 of file ROL_Constraint_SimOpt.hpp.

References iter, and Constraint_SimOpt::update().

value() [2/2]

virtual void Constraint_SimOpt::value ( Vector< Real > & c, const Vector< Real > & x, Real & tol )

inlinevirtual

Definition at line 914 of file ROL_Constraint_SimOpt.hpp.

References value.

applyJacobian()

virtual void Constraint_SimOpt::applyJacobian ( Vector< Real > & jv, const Vector< Real > & v, const Vector< Real > & x, Real & tol )

inlinevirtual

Definition at line 923 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::applyJacobian_1(), and Constraint_SimOpt::applyJacobian_2().

applyAdjointJacobian()

virtual void Constraint_SimOpt::applyAdjointJacobian ( Vector< Real > & ajv, const Vector< Real > & v, const Vector< Real > & x, Real & tol )

inlinevirtual

Definition at line 939 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::applyAdjointJacobian_1(), and Constraint_SimOpt::applyAdjointJacobian_2().

applyAdjointHessian()

virtual void Constraint_SimOpt::applyAdjointHessian ( Vector< Real > & ahwv, const Vector< Real > & w, const Vector< Real > & v, const Vector< Real > & x, Real & tol )

inlinevirtual

Definition at line 956 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::applyAdjointHessian_11(), Constraint_SimOpt::applyAdjointHessian_12(), Constraint_SimOpt::applyAdjointHessian_21(), and Constraint_SimOpt::applyAdjointHessian_22().

checkSolve()

virtual Real Constraint_SimOpt::checkSolve ( const Vector< Real > & u, const Vector< Real > & z, const Vector< Real > & c, const bool printToStream = true, std::ostream & outStream = std::cout )

inlinevirtual

Definition at line 985 of file ROL_Constraint_SimOpt.hpp.

References cnorm, Constraint_SimOpt::solve(), Constraint_SimOpt::update(), and value.

Referenced by main().

checkAdjointConsistencyJacobian_1() [1/2]

virtual Real Constraint_SimOpt::checkAdjointConsistencyJacobian_1 ( const Vector< Real > & w, const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, const bool printToStream = true, std::ostream & outStream = std::cout )

inlinevirtual

Check the consistency of the Jacobian and its adjoint. This is the primary interface.

Parameters

[out]	w	is a dual constraint-space vector
[in]	v	is a simulation-space vector
[in]	u	is the constraint argument; a simulation-space vector
[in]	z	is the constraint argument; an optimization-space vector
[in]	printToStream	is is a flag that turns on/off output
[in]	outStream	is the output stream

---

Definition at line 1026 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::checkAdjointConsistencyJacobian_1().

Referenced by Constraint_SimOpt::checkAdjointConsistencyJacobian_1(), and main().

checkAdjointConsistencyJacobian_1() [2/2]

virtual Real Constraint_SimOpt::checkAdjointConsistencyJacobian_1 ( const Vector< Real > & w, const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, const Vector< Real > & dualw, const Vector< Real > & dualv, const bool printToStream = true, std::ostream & outStream = std::cout )

inlinevirtual

Check the consistency of the Jacobian and its adjoint. This is the secondary interface, for use with dual spaces where the user does not define the dual() operation.

Parameters

[out]	w	is a dual constraint-space vector
[in]	v	is a simulation-space vector
[in]	u	is the constraint argument; a simulation-space vector
[in]	z	is the constraint argument; an optimization-space vector
[in]	dualw	is a constraint-space vector
[in]	dualv	is a dual simulation-space vector
[in]	printToStream	is is a flag that turns on/off output
[in]	outStream	is the output stream

---

Definition at line 1051 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::applyAdjointJacobian_1(), Constraint_SimOpt::applyJacobian_1(), and Constraint_SimOpt::update().

checkAdjointConsistencyJacobian_2() [1/2]

virtual Real Constraint_SimOpt::checkAdjointConsistencyJacobian_2 ( const Vector< Real > & w, const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, const bool printToStream = true, std::ostream & outStream = std::cout )

inlinevirtual

Check the consistency of the Jacobian and its adjoint. This is the primary interface.

Parameters

[out]	w	is a dual constraint-space vector
[in]	v	is an optimization-space vector
[in]	u	is the constraint argument; a simulation-space vector
[in]	z	is the constraint argument; an optimization-space vector
[in]	printToStream	is is a flag that turns on/off output
[in]	outStream	is the output stream

---

Definition at line 1096 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::checkAdjointConsistencyJacobian_2().

Referenced by Constraint_SimOpt::checkAdjointConsistencyJacobian_2(), and main().

checkAdjointConsistencyJacobian_2() [2/2]

virtual Real Constraint_SimOpt::checkAdjointConsistencyJacobian_2 ( const Vector< Real > & w, const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, const Vector< Real > & dualw, const Vector< Real > & dualv, const bool printToStream = true, std::ostream & outStream = std::cout )

inlinevirtual

Check the consistency of the Jacobian and its adjoint. This is the secondary interface, for use with dual spaces where the user does not define the dual() operation.

Parameters

[out]	w	is a dual constraint-space vector
[in]	v	is an optimization-space vector
[in]	u	is the constraint argument; a simulation-space vector
[in]	z	is the constraint argument; an optimization-space vector
[in]	dualw	is a constraint-space vector
[in]	dualv	is a dual optimization-space vector
[in]	printToStream	is is a flag that turns on/off output
[in]	outStream	is the output stream

---

Definition at line 1120 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::applyAdjointJacobian_2(), Constraint_SimOpt::applyJacobian_2(), and Constraint_SimOpt::update().

checkInverseJacobian_1()

virtual Real Constraint_SimOpt::checkInverseJacobian_1 ( const Vector< Real > & jv, const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, const bool printToStream = true, std::ostream & outStream = std::cout )

inlinevirtual

Definition at line 1152 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::applyInverseJacobian_1(), Constraint_SimOpt::applyJacobian_1(), and Constraint_SimOpt::update().

Referenced by main().

checkInverseAdjointJacobian_1()

virtual Real Constraint_SimOpt::checkInverseAdjointJacobian_1 ( const Vector< Real > & jv, const Vector< Real > & v, const Vector< Real > & u, const Vector< Real > & z, const bool printToStream = true, std::ostream & outStream = std::cout )

inlinevirtual

Definition at line 1182 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::applyAdjointJacobian_1(), Constraint_SimOpt::applyInverseAdjointJacobian_1(), and Constraint_SimOpt::update().

Referenced by main().

checkApplyJacobian_1() [1/2]

std::vector< std::vector< Real > > Constraint_SimOpt::checkApplyJacobian_1 ( const Vector< Real > & u, const Vector< Real > & z, 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 )

inline

Definition at line 1214 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::checkApplyJacobian_1().

Referenced by Constraint_SimOpt::checkApplyJacobian_1(), and main().

checkApplyJacobian_1() [2/2]

std::vector< std::vector< Real > > Constraint_SimOpt::checkApplyJacobian_1 ( const Vector< Real > & u, const Vector< Real > & z, 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 )

inline

Definition at line 1233 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::applyJacobian_1(), Constraint_SimOpt::update(), and value.

checkApplyJacobian_2() [1/2]

std::vector< std::vector< Real > > Constraint_SimOpt::checkApplyJacobian_2 ( const Vector< Real > & u, const Vector< Real > & z, 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 )

inline

Definition at line 1339 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::checkApplyJacobian_2().

Referenced by Constraint_SimOpt::checkApplyJacobian_2(), and main().

checkApplyJacobian_2() [2/2]

std::vector< std::vector< Real > > Constraint_SimOpt::checkApplyJacobian_2 ( const Vector< Real > & u, const Vector< Real > & z, 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 )

inline

Definition at line 1358 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::applyJacobian_2(), Constraint_SimOpt::update(), and value.

checkApplyAdjointHessian_11() [1/2]

std::vector< std::vector< Real > > Constraint_SimOpt::checkApplyAdjointHessian_11 ( const Vector< Real > & u, const Vector< Real > & z, const Vector< Real > & p, const Vector< Real > & v, const Vector< Real > & hv, const bool printToStream = true, std::ostream & outStream = std::cout, const int numSteps = ROL_NUM_CHECKDERIV_STEPS, const int order = 1 )

inline

Definition at line 1465 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::checkApplyAdjointHessian_11().

Referenced by Constraint_SimOpt::checkApplyAdjointHessian_11(), and main().

checkApplyAdjointHessian_11() [2/2]

std::vector< std::vector< Real > > Constraint_SimOpt::checkApplyAdjointHessian_11 ( const Vector< Real > & u, const Vector< Real > & z, const Vector< Real > & p, const Vector< Real > & v, const Vector< Real > & hv, const std::vector< Real > & steps, const bool printToStream = true, std::ostream & outStream = std::cout, const int order = 1 )

inline

Definition at line 1483 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::applyAdjointHessian_11(), Constraint_SimOpt::applyAdjointJacobian_1(), and Constraint_SimOpt::update().

checkApplyAdjointHessian_21() [1/2]

std::vector< std::vector< Real > > Constraint_SimOpt::checkApplyAdjointHessian_21 ( const Vector< Real > & u, const Vector< Real > & z, const Vector< Real > & p, const Vector< Real > & v, const Vector< Real > & hv, const bool printToStream = true, std::ostream & outStream = std::cout, const int numSteps = ROL_NUM_CHECKDERIV_STEPS, const int order = 1 )

inline

\( u\in U \), \( z\in Z \), \( p\in C^\ast \), \( v \in U \), \( hv \in U^\ast \)

Definition at line 1588 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::checkApplyAdjointHessian_21().

Referenced by Constraint_SimOpt::checkApplyAdjointHessian_21(), and main().

checkApplyAdjointHessian_21() [2/2]

std::vector< std::vector< Real > > Constraint_SimOpt::checkApplyAdjointHessian_21 ( const Vector< Real > & u, const Vector< Real > & z, const Vector< Real > & p, const Vector< Real > & v, const Vector< Real > & hv, const std::vector< Real > & steps, const bool printToStream = true, std::ostream & outStream = std::cout, const int order = 1 )

inline

\( u\in U \), \( z\in Z \), \( p\in C^\ast \), \( v \in U \), \( hv \in U^\ast \)

Definition at line 1609 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::applyAdjointHessian_21(), Constraint_SimOpt::applyAdjointJacobian_1(), and Constraint_SimOpt::update().

checkApplyAdjointHessian_12() [1/2]

std::vector< std::vector< Real > > Constraint_SimOpt::checkApplyAdjointHessian_12 ( const Vector< Real > & u, const Vector< Real > & z, const Vector< Real > & p, const Vector< Real > & v, const Vector< Real > & hv, const bool printToStream = true, std::ostream & outStream = std::cout, const int numSteps = ROL_NUM_CHECKDERIV_STEPS, const int order = 1 )

inline

\( u\in U \), \( z\in Z \), \( p\in C^\ast \), \( v \in U \), \( hv \in U^\ast \)

Definition at line 1714 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::checkApplyAdjointHessian_12().

Referenced by Constraint_SimOpt::checkApplyAdjointHessian_12(), and main().

checkApplyAdjointHessian_12() [2/2]

std::vector< std::vector< Real > > Constraint_SimOpt::checkApplyAdjointHessian_12 ( const Vector< Real > & u, const Vector< Real > & z, const Vector< Real > & p, const Vector< Real > & v, const Vector< Real > & hv, const std::vector< Real > & steps, const bool printToStream = true, std::ostream & outStream = std::cout, const int order = 1 )

inline

Definition at line 1733 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::applyAdjointHessian_12(), Constraint_SimOpt::applyAdjointJacobian_2(), and Constraint_SimOpt::update().

checkApplyAdjointHessian_22() [1/2]

std::vector< std::vector< Real > > Constraint_SimOpt::checkApplyAdjointHessian_22 ( const Vector< Real > & u, const Vector< Real > & z, const Vector< Real > & p, const Vector< Real > & v, const Vector< Real > & hv, const bool printToStream = true, std::ostream & outStream = std::cout, const int numSteps = ROL_NUM_CHECKDERIV_STEPS, const int order = 1 )

inline

Definition at line 1835 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::checkApplyAdjointHessian_22().

Referenced by Constraint_SimOpt::checkApplyAdjointHessian_22(), and main().

checkApplyAdjointHessian_22() [2/2]

std::vector< std::vector< Real > > Constraint_SimOpt::checkApplyAdjointHessian_22 ( const Vector< Real > & u, const Vector< Real > & z, const Vector< Real > & p, const Vector< Real > & v, const Vector< Real > & hv, const std::vector< Real > & steps, const bool printToStream = true, std::ostream & outStream = std::cout, const int order = 1 )

inline

Definition at line 1853 of file ROL_Constraint_SimOpt.hpp.

References Constraint_SimOpt::applyAdjointHessian_22(), Constraint_SimOpt::applyAdjointJacobian_2(), and Constraint_SimOpt::update().

Member Data Documentation

unew_

Ptr<Vector<Real> > Constraint_SimOpt::unew_

private

Definition at line 111 of file ROL_Constraint_SimOpt.hpp.

jv_

Ptr<Vector<Real> > Constraint_SimOpt::jv_

private

Definition at line 112 of file ROL_Constraint_SimOpt.hpp.

DEFAULT_atol_

const Real Constraint_SimOpt::DEFAULT_atol_

private

Definition at line 115 of file ROL_Constraint_SimOpt.hpp.

DEFAULT_rtol_

const Real Constraint_SimOpt::DEFAULT_rtol_

private

Definition at line 116 of file ROL_Constraint_SimOpt.hpp.

DEFAULT_stol_

const Real Constraint_SimOpt::DEFAULT_stol_

private

Definition at line 117 of file ROL_Constraint_SimOpt.hpp.

DEFAULT_factor_

const Real Constraint_SimOpt::DEFAULT_factor_

private

Definition at line 118 of file ROL_Constraint_SimOpt.hpp.

DEFAULT_decr_

const Real Constraint_SimOpt::DEFAULT_decr_

private

Definition at line 119 of file ROL_Constraint_SimOpt.hpp.

DEFAULT_maxit_

const int Constraint_SimOpt::DEFAULT_maxit_

private

Definition at line 120 of file ROL_Constraint_SimOpt.hpp.

DEFAULT_print_

const bool Constraint_SimOpt::DEFAULT_print_

private

Definition at line 121 of file ROL_Constraint_SimOpt.hpp.

DEFAULT_zero_

const bool Constraint_SimOpt::DEFAULT_zero_

private

Definition at line 122 of file ROL_Constraint_SimOpt.hpp.

DEFAULT_solverType_

const int Constraint_SimOpt::DEFAULT_solverType_

private

Definition at line 123 of file ROL_Constraint_SimOpt.hpp.

atol_

Real Constraint_SimOpt::atol_

protected

Definition at line 128 of file ROL_Constraint_SimOpt.hpp.

rtol_

Real Constraint_SimOpt::rtol_

protected

Definition at line 129 of file ROL_Constraint_SimOpt.hpp.

stol_

Real Constraint_SimOpt::stol_

protected

Definition at line 130 of file ROL_Constraint_SimOpt.hpp.

factor_

Real Constraint_SimOpt::factor_

protected

Definition at line 131 of file ROL_Constraint_SimOpt.hpp.

decr_

Real Constraint_SimOpt::decr_

protected

Definition at line 132 of file ROL_Constraint_SimOpt.hpp.

maxit_

int Constraint_SimOpt::maxit_

protected

Definition at line 133 of file ROL_Constraint_SimOpt.hpp.

print_

bool Constraint_SimOpt::print_

protected

Definition at line 134 of file ROL_Constraint_SimOpt.hpp.

zero_

bool Constraint_SimOpt::zero_

protected

Definition at line 135 of file ROL_Constraint_SimOpt.hpp.

solverType_

int Constraint_SimOpt::solverType_

protected

Definition at line 136 of file ROL_Constraint_SimOpt.hpp.

firstSolve_

bool Constraint_SimOpt::firstSolve_

protected

Definition at line 139 of file ROL_Constraint_SimOpt.hpp.

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

• ROL_Constraint_SimOpt.hpp