Provides the interface to evaluate the quadratic constraint penalty. More...

#include <ROL_QuadraticPenalty.hpp>

Inheritance diagram for QuadraticPenalty:

Public Member Functions
	QuadraticPenalty (const ROL::Ptr< Constraint< Real > > &con, const Vector< Real > &multiplier, const Real penaltyParameter, const Vector< Real > &optVec, const Vector< Real > &conVec, const bool useScaling=false, const int HessianApprox=0)

void	setScaling (const Real cscale=1)

virtual void	update (const Vector< Real > &x, bool flag=true, int iter=-1)

virtual Real	value (const Vector< Real > &x, Real &tol)

virtual void	gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)

virtual void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)

virtual void	getConstraintVec (Vector< Real > &c, const Vector< Real > &x)

virtual int	getNumberConstraintEvaluations (void) const

virtual void	reset (const Vector< Real > &multiplier, const Real penaltyParameter)

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

	Objective ()

virtual void	update (const Vector< Real > &x, UpdateType type, int iter=-1)
	Update objective function.

virtual void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
	Update objective function.

virtual Real	value (const Vector< Real > &x, Real &tol)=0
	Compute value.

virtual void	gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
	Compute gradient.

virtual Real	dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol)
	Compute directional derivative.

virtual void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply Hessian approximation to vector.

virtual void	invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply inverse Hessian approximation to vector.

virtual void	precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply preconditioner to vector.

virtual std::vector< std::vector< Real > >	checkGradient (const Vector< Real > &x, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
	Finite-difference gradient check.

virtual std::vector< std::vector< Real > >	checkGradient (const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
	Finite-difference gradient check.

virtual std::vector< std::vector< Real > >	checkGradient (const Vector< Real > &x, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
	Finite-difference gradient check with specified step sizes.

virtual std::vector< std::vector< Real > >	checkGradient (const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
	Finite-difference gradient check with specified step sizes.

virtual std::vector< std::vector< Real > >	checkHessVec (const Vector< Real > &x, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
	Finite-difference Hessian-applied-to-vector check.

virtual std::vector< std::vector< Real > >	checkHessVec (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
	Finite-difference Hessian-applied-to-vector check.

virtual std::vector< std::vector< Real > >	checkHessVec (const Vector< Real > &x, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
	Finite-difference Hessian-applied-to-vector check with specified step sizes.

virtual std::vector< std::vector< Real > >	checkHessVec (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
	Finite-difference Hessian-applied-to-vector check with specified step sizes.

virtual std::vector< Real >	checkHessSym (const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &w, const bool printToStream=true, std::ostream &outStream=std::cout)
	Hessian symmetry check.

virtual std::vector< Real >	checkHessSym (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &w, const bool printToStream=true, std::ostream &outStream=std::cout)
	Hessian symmetry check.

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

Private Member Functions
void	evaluateConstraint (const Vector< Real > &x, Real &tol)

Private Attributes
const ROL::Ptr< Constraint< Real > >	con_

ROL::Ptr< Vector< Real > >	multiplier_

Real	penaltyParameter_

ROL::Ptr< Vector< Real > >	primalMultiplierVector_

ROL::Ptr< Vector< Real > >	dualOptVector_

ROL::Ptr< Vector< Real > >	primalConVector_

ROL::Ptr< Vector< Real > >	conValue_

Real	cscale_

int	ncval_

const bool	useScaling_

const int	HessianApprox_

bool	isConstraintComputed_

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

Detailed Description

Provides the interface to evaluate the quadratic constraint penalty.

This class implements the quadratic constraint penalty functional. Given an equality constraint \(c:\mathcal{X}\to\mathcal{C}\), the quadratic penalty functional is

\[ Q(x,\lambda,\mu) = \langle \lambda, c(x)\rangle_{\mathcal{C}^*,\mathcal{C}} + \frac{\mu}{2} \langle \mathfrak{R}c(x),c(x)\rangle_{\mathcal{C}^*,\mathcal{C}} \]

where \(\lambda\in\mathcal{C}^*\) denotes a multiplier, \(\mu > 0\) is the penalty parameter and \(\mathfrak{R}\in\mathcal{L}(\mathcal{C},\mathcal{C}^*)\) is the Riesz operator on the constraint space.

This implementation permits the scaling of \(Q\) by \(\mu^{-1}\) and also permits the Hessian approximation

\[ \nabla^2_x Q(x,\lambda,\mu)v \approx \mu c'(x)^*\mathfrak{R} c'(x)v. \]

Constructor & Destructor Documentation

◆ QuadraticPenalty()

QuadraticPenalty::QuadraticPenalty	(	const ROL::Ptr< Constraint< Real > > &	con,
		const Vector< Real > &	multiplier,
		const Real	penaltyParameter,
		const Vector< Real > &	optVec,
		const Vector< Real > &	conVec,
		const bool	useScaling = false,
		const int	HessianApprox = 0 )

inline

Definition at line 119 of file ROL_QuadraticPenalty.hpp.

Member Function Documentation

◆ evaluateConstraint()

void QuadraticPenalty::evaluateConstraint	(	const Vector< Real > &	x,
		Real &	tol )

inlineprivate

Definition at line 110 of file ROL_QuadraticPenalty.hpp.

References con_.

Referenced by QuadraticPenalty::getConstraintVec(), QuadraticPenalty::gradient(), QuadraticPenalty::hessVec(), and QuadraticPenalty::value().

◆ setScaling()

void QuadraticPenalty::setScaling ( const Real cscale = 1 )

inline

Definition at line 136 of file ROL_QuadraticPenalty.hpp.

◆ update()

virtual void QuadraticPenalty::update	(	const Vector< Real > &	x,
		bool	flag = true,
		int	iter = -1 )

inlinevirtual

Definition at line 140 of file ROL_QuadraticPenalty.hpp.

References con_, flag, and iter.

◆ value()

virtual Real QuadraticPenalty::value	(	const Vector< Real > &	x,
		Real &	tol )

inlinevirtual

Definition at line 145 of file ROL_QuadraticPenalty.hpp.

References QuadraticPenalty::evaluateConstraint().

◆ gradient()

virtual void QuadraticPenalty::gradient	(	Vector< Real > &	g,
		const Vector< Real > &	x,
		Real &	tol )

inlinevirtual

Definition at line 164 of file ROL_QuadraticPenalty.hpp.

References con_, and QuadraticPenalty::evaluateConstraint().

◆ hessVec()

virtual void QuadraticPenalty::hessVec	(	Vector< Real > &	hv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol )

inlinevirtual

Definition at line 180 of file ROL_QuadraticPenalty.hpp.

References con_, and QuadraticPenalty::evaluateConstraint().

◆ getConstraintVec()

virtual void QuadraticPenalty::getConstraintVec	(	Vector< Real > &	c,
		const Vector< Real > &	x )

inlinevirtual

Definition at line 229 of file ROL_QuadraticPenalty.hpp.

References QuadraticPenalty::evaluateConstraint().

◆ getNumberConstraintEvaluations()

virtual int QuadraticPenalty::getNumberConstraintEvaluations ( void ) const

inlinevirtual

Definition at line 237 of file ROL_QuadraticPenalty.hpp.

◆ reset()

virtual void QuadraticPenalty::reset	(	const Vector< Real > &	multiplier,
		const Real	penaltyParameter )

inlinevirtual

Definition at line 242 of file ROL_QuadraticPenalty.hpp.

Member Data Documentation

◆ con_

const ROL::Ptr<Constraint<Real> > QuadraticPenalty::con_

private

Definition at line 87 of file ROL_QuadraticPenalty.hpp.

◆ multiplier_

ROL::Ptr<Vector<Real> > QuadraticPenalty::multiplier_

private

Definition at line 88 of file ROL_QuadraticPenalty.hpp.

◆ penaltyParameter_

Real QuadraticPenalty::penaltyParameter_

private

Definition at line 89 of file ROL_QuadraticPenalty.hpp.

◆ primalMultiplierVector_

ROL::Ptr<Vector<Real> > QuadraticPenalty::primalMultiplierVector_

private

Definition at line 92 of file ROL_QuadraticPenalty.hpp.

◆ dualOptVector_

ROL::Ptr<Vector<Real> > QuadraticPenalty::dualOptVector_

private

Definition at line 93 of file ROL_QuadraticPenalty.hpp.

◆ primalConVector_

ROL::Ptr<Vector<Real> > QuadraticPenalty::primalConVector_

private

Definition at line 94 of file ROL_QuadraticPenalty.hpp.

◆ conValue_

ROL::Ptr<Vector<Real> > QuadraticPenalty::conValue_

private

Definition at line 97 of file ROL_QuadraticPenalty.hpp.

◆ cscale_

Real QuadraticPenalty::cscale_

private

Definition at line 98 of file ROL_QuadraticPenalty.hpp.

◆ ncval_

int QuadraticPenalty::ncval_

private

Definition at line 101 of file ROL_QuadraticPenalty.hpp.

◆ useScaling_

const bool QuadraticPenalty::useScaling_

private

Definition at line 104 of file ROL_QuadraticPenalty.hpp.

◆ HessianApprox_

const int QuadraticPenalty::HessianApprox_

private

Definition at line 105 of file ROL_QuadraticPenalty.hpp.

◆ isConstraintComputed_

bool QuadraticPenalty::isConstraintComputed_

private

Definition at line 108 of file ROL_QuadraticPenalty.hpp.

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

ROL_QuadraticPenalty.hpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ QuadraticPenalty()

Member Function Documentation

◆ evaluateConstraint()

◆ setScaling()

◆ update()

◆ value()

◆ gradient()

◆ hessVec()

◆ getConstraintVec()

◆ getNumberConstraintEvaluations()

◆ reset()

Member Data Documentation

◆ con_

◆ multiplier_

◆ penaltyParameter_

◆ primalMultiplierVector_

◆ dualOptVector_

◆ primalConVector_

◆ conValue_

◆ cscale_

◆ ncval_

◆ useScaling_

◆ HessianApprox_

◆ isConstraintComputed_