ROL
ROL_CompositeConstraint_SimOpt.hpp
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43
44#ifndef ROL_COMPOSITECONSTRAINT_SIMOPT_H
45#define ROL_COMPOSITECONSTRAINT_SIMOPT_H
46
49
71namespace ROL {
72
73template<typename Real>
75private:
76 // Constraints
77 const ROL::Ptr<Constraint_SimOpt<Real>> conVal_, conRed_;
78 // Additional vector storage for solve
79 ROL::Ptr<Vector<Real>> Sz_, primRed_, dualRed_, primZ_, dualZ_, dualZ1_, primU_;
80 // State storage through VectorController interface
81 ROL::Ptr<VectorController<Real>> stateStore_;
82 // Update information
86 // Boolean variables
88
89public:
91 const ROL::Ptr<Constraint_SimOpt<Real>> &conRed,
92 const Vector<Real> &cVal,
93 const Vector<Real> &cRed,
94 const Vector<Real> &u,
95 const Vector<Real> &Sz,
96 const Vector<Real> &z,
97 bool storage = true,
98 bool isConRedParametrized = false);
99
100 void update(const Vector<Real> &u, const Vector<Real> &z, bool flag = true, int iter = -1) override;
101 void update_1(const Vector<Real> &u, bool flag = true, int iter = -1) override;
102 void update_2(const Vector<Real> &z, bool flag = true, int iter = -1) override;
103 void update(const Vector<Real> &u, const Vector<Real> &z, UpdateType type, int iter = -1) override;
104 void update_1(const Vector<Real> &u, UpdateType type, int iter = -1) override;
105 void update_2(const Vector<Real> &z, UpdateType type, int iter = -1) override;
106 void solve_update(const Vector<Real> &u, const Vector<Real> &z, UpdateType type, int iter = -1) override;
107 void value(Vector<Real> &c, const Vector<Real> &u, const Vector<Real> &z, Real &tol) override;
108 void solve(Vector<Real> &c, Vector<Real> &u, const Vector<Real> &z, Real &tol) override;
109 void applyJacobian_1(Vector<Real> &jv, const Vector<Real> &v, const Vector<Real> &u,
110 const Vector<Real> &z, Real &tol) override;
111 void applyJacobian_2(Vector<Real> &jv, const Vector<Real> &v, const Vector<Real> &u,
112 const Vector<Real> &z, Real &tol) override;
113 void applyInverseJacobian_1(Vector<Real> &ijv, const Vector<Real> &v, const Vector<Real> &u,
114 const Vector<Real> &z, Real &tol) override;
115 void applyAdjointJacobian_1(Vector<Real> &ajv, const Vector<Real> &v, const Vector<Real> &u,
116 const Vector<Real> &z, Real &tol) override;
117 void applyAdjointJacobian_2(Vector<Real> &ajv, const Vector<Real> &v, const Vector<Real> &u,
118 const Vector<Real> &z, Real &tol) override;
120 const Vector<Real> &z, Real &tol) override;
121 void applyAdjointHessian_11(Vector<Real> &ahwv, const Vector<Real> &w, const Vector<Real> &v,
122 const Vector<Real> &u, const Vector<Real> &z, Real &tol) override;
123 void applyAdjointHessian_12(Vector<Real> &ahwv, const Vector<Real> &w, const Vector<Real> &v,
124 const Vector<Real> &u, const Vector<Real> &z, Real &tol) override;
125 void applyAdjointHessian_21(Vector<Real> &ahwv, const Vector<Real> &w, const Vector<Real> &v,
126 const Vector<Real> &u, const Vector<Real> &z, Real &tol) override;
127 void applyAdjointHessian_22(Vector<Real> &ahwv, const Vector<Real> &w, const Vector<Real> &v,
128 const Vector<Real> &u, const Vector<Real> &z, Real &tol) override;
129
130// Definitions for parametrized (stochastic) equality constraints
131public:
132 void setParameter(const std::vector<Real> &param) override;
133
134private:
135 void solveConRed(Vector<Real> &Sz, const Vector<Real> &z, Real &tol);
136 void applySens(Vector<Real> &jv, const Vector<Real> &v, const Vector<Real> &Sz, const Vector<Real> &z, Real &tol);
137 void applyAdjointSens(Vector<Real> &ajv, const Vector<Real> &v, const Vector<Real> &Sz, const Vector<Real> &z, Real &tol);
138}; // class CompositeConstraint_SimOpt
139
140} // namespace ROL
141
143
144#endif
Defines a composite equality constraint operator interface for simulation-based optimization.
void applyInverseJacobian_1(Vector< Real > &ijv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
Apply the inverse partial constraint Jacobian at , , to the vector .
void applyAdjointHessian_11(Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
Apply the simulation-space derivative of the adjoint of the constraint simulation-space Jacobian at ...
void solve(Vector< Real > &c, Vector< Real > &u, const Vector< Real > &z, Real &tol) override
Given , solve for .
void update_2(const Vector< Real > &z, bool flag=true, int iter=-1) override
Update constraint functions with respect to Opt variable. x is the optimization variable,...
void applyAdjointHessian_22(Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
Apply the optimization-space derivative of the adjoint of the constraint optimization-space Jacobian ...
void applyJacobian_2(Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
Apply the partial constraint Jacobian at , , to the vector .
void applyAdjointSens(Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &Sz, const Vector< Real > &z, Real &tol)
void solve_update(const Vector< Real > &u, const Vector< Real > &z, UpdateType type, int iter=-1) override
Update SimOpt constraint during solve (disconnected from optimization updates).
void solveConRed(Vector< Real > &Sz, const Vector< Real > &z, Real &tol)
void applyAdjointHessian_21(Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
Apply the simulation-space derivative of the adjoint of the constraint optimization-space Jacobian at...
ROL::Ptr< VectorController< Real > > stateStore_
void update_1(const Vector< Real > &u, bool flag=true, int iter=-1) override
Update constraint functions with respect to Sim variable. x is the optimization variable,...
void value(Vector< Real > &c, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
Evaluate the constraint operator at .
void applyAdjointJacobian_2(Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
Apply the adjoint of the partial constraint Jacobian at , , to vector . This is the primary interface...
void applySens(Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &Sz, const Vector< Real > &z, Real &tol)
const ROL::Ptr< Constraint_SimOpt< Real > > conVal_
void applyAdjointHessian_12(Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
Apply the optimization-space derivative of the adjoint of the constraint simulation-space Jacobian at...
void setParameter(const std::vector< Real > &param) override
void update(const Vector< Real > &u, const Vector< Real > &z, bool flag=true, int iter=-1) override
Update constraint functions. x is the optimization variable, flag = true if optimization variable i...
void applyAdjointJacobian_1(Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
Apply the adjoint of the partial constraint Jacobian at , , to the vector . This is the primary inter...
void applyInverseAdjointJacobian_1(Vector< Real > &ijv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
Apply the inverse of the adjoint of the partial constraint Jacobian at , , to the vector .
void applyJacobian_1(Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) override
Apply the partial constraint Jacobian at , , to the vector .
const ROL::Ptr< Constraint_SimOpt< Real > > conRed_
CompositeConstraint_SimOpt(const ROL::Ptr< Constraint_SimOpt< Real > > &conVal, const ROL::Ptr< Constraint_SimOpt< Real > > &conRed, const Vector< Real > &cVal, const Vector< Real > &cRed, const Vector< Real > &u, const Vector< Real > &Sz, const Vector< Real > &z, bool storage=true, bool isConRedParametrized=false)
Defines the constraint operator interface for simulation-based optimization.
Defines the linear algebra or vector space interface.