ROL
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ROL::SlacklessConstraint< Real > Class Template Reference

This class strips out the slack variables from constraint evaluations to create the new constraint \( C(x,s) = c(x) \). More...

#include <ROL_SlacklessConstraint.hpp>

+ Inheritance diagram for ROL::SlacklessConstraint< Real >:

Public Member Functions

 SlacklessConstraint (const Ptr< Constraint< Real >> &con)
 
void update (const Vector< Real > &x, UpdateType type, int iter=-1) override
 Update constraint function. More...
 
void update (const Vector< Real > &x, bool flag=true, int iter=-1) override
 Update constraint functions.
x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count. More...
 
void value (Vector< Real > &c, const Vector< Real > &x, Real &tol) override
 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) override
 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, const Vector< Real > &dualv, Real &tol) override
 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) override
 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...
 
void setParameter (const std::vector< Real > &param) override
 
- Public Member Functions inherited from ROL::Constraint< Real >
virtual ~Constraint (void)
 
 Constraint (void)
 
virtual void applyAdjointJacobian (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &x, 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

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

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 or Riesz operator, and \(0 : \mathcal{C}^* \rightarrow \mathcal{C}\) is a zero operator. 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:

\[ \left[c'(x) \circ R \circ c'(x)^* \circ P(x)\right] v = v \,, \]

where R is the appropriate Riesz map in \(L(\mathcal{X}^*, \mathcal{X})\). It is used by the solveAugmentedSystem method. More...

 
void activate (void)
 Turn on constraints. More...
 
void deactivate (void)
 Turn off constraints. More...
 
bool isActivated (void)
 Check if constraints are on. More...
 
virtual std::vector< std::vector< Real > > checkApplyJacobian (const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &jv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
 Finite-difference check for the constraint Jacobian application. More...
 
virtual std::vector< std::vector< Real > > checkApplyJacobian (const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &jv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 Finite-difference check for the constraint Jacobian application. More...
 
virtual std::vector< std::vector< Real > > checkApplyAdjointJacobian (const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &c, const Vector< Real > &ajv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS)
 Finite-difference check for the application of the adjoint of constraint Jacobian. More...
 
virtual Real checkAdjointConsistencyJacobian (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &x, const bool printToStream=true, std::ostream &outStream=std::cout)
 
virtual Real checkAdjointConsistencyJacobian (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &dualw, const Vector< Real > &dualv, const bool printToStream=true, std::ostream &outStream=std::cout)
 
virtual std::vector< std::vector< Real > > checkApplyAdjointHessian (const Vector< Real > &x, const Vector< Real > &u, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &step, const bool printToScreen=true, std::ostream &outStream=std::cout, const int order=1)
 Finite-difference check for the application of the adjoint of constraint Hessian. More...
 
virtual std::vector< std::vector< Real > > checkApplyAdjointHessian (const Vector< Real > &x, const Vector< Real > &u, const Vector< Real > &v, const Vector< Real > &hv, const bool printToScreen=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 Finite-difference check for the application of the adjoint of constraint Hessian. More...
 

Private Member Functions

Ptr< Vector< Real > > getOpt (Vector< Real > &xs) const
 
Ptr< const Vector< Real > > getOpt (const Vector< Real > &xs) const
 
void zeroSlack (Vector< Real > &x) const
 

Private Attributes

const Ptr< Constraint< Real > > con_
 

Additional Inherited Members

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

Detailed Description

template<typename Real>
class ROL::SlacklessConstraint< Real >

This class strips out the slack variables from constraint evaluations to create the new constraint \( C(x,s) = c(x) \).

Definition at line 59 of file ROL_SlacklessConstraint.hpp.

Constructor & Destructor Documentation

◆ SlacklessConstraint()

template<typename Real >
ROL::SlacklessConstraint< Real >::SlacklessConstraint ( const Ptr< Constraint< Real >> &  con)

Definition at line 50 of file ROL_SlacklessConstraint_Def.hpp.

Member Function Documentation

◆ update() [1/2]

template<typename Real >
void ROL::SlacklessConstraint< Real >::update ( const Vector< Real > &  x,
UpdateType  type,
int  iter = -1 
)
overridevirtual

Update constraint function.

This function updates the constraint function at new iterations.

Parameters
[in]xis the new iterate.
[in]typeis the type of update requested.
[in]iteris the outer algorithm iterations count.

Reimplemented from ROL::Constraint< Real >.

Definition at line 53 of file ROL_SlacklessConstraint_Def.hpp.

◆ update() [2/2]

template<typename Real >
void ROL::SlacklessConstraint< Real >::update ( const Vector< Real > &  x,
bool  flag = true,
int  iter = -1 
)
overridevirtual

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

Reimplemented from ROL::Constraint< Real >.

Definition at line 58 of file ROL_SlacklessConstraint_Def.hpp.

◆ value()

template<typename Real >
void ROL::SlacklessConstraint< Real >::value ( Vector< Real > &  c,
const Vector< Real > &  x,
Real &  tol 
)
overridevirtual

Evaluate the constraint operator \(c:\mathcal{X} \rightarrow \mathcal{C}\) at \(x\).

Parameters
[out]cis the result of evaluating the constraint operator at x; a constraint-space vector
[in]xis the constraint argument; an optimization-space vector
[in,out]tolis a tolerance for inexact evaluations; currently unused
   On return, \form#74,
   where \form#75, \form#76.

   ---

Implements ROL::Constraint< Real >.

Definition at line 63 of file ROL_SlacklessConstraint_Def.hpp.

◆ applyJacobian()

template<typename Real >
void ROL::SlacklessConstraint< Real >::applyJacobian ( Vector< Real > &  jv,
const Vector< Real > &  v,
const Vector< Real > &  x,
Real &  tol 
)
overridevirtual

Apply the constraint Jacobian at \(x\), \(c'(x) \in L(\mathcal{X}, \mathcal{C})\), to vector \(v\).

Parameters
[out]jvis the result of applying the constraint Jacobian to v at x; a constraint-space vector
[in]vis an optimization-space vector
[in]xis the constraint argument; an optimization-space vector
[in,out]tolis a tolerance for inexact evaluations; currently unused
   On return, \form#79, 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 68 of file ROL_SlacklessConstraint_Def.hpp.

◆ applyAdjointJacobian()

template<typename Real >
void ROL::SlacklessConstraint< Real >::applyAdjointJacobian ( Vector< Real > &  ajv,
const Vector< Real > &  v,
const Vector< Real > &  x,
const Vector< Real > &  dualv,
Real &  tol 
)
overridevirtual

Apply the adjoint of the the constraint Jacobian at \(x\), \(c'(x)^* \in L(\mathcal{C}^*, \mathcal{X}^*)\), to vector \(v\).

Parameters
[out]ajvis the result of applying the adjoint of the constraint Jacobian to v at x; a dual optimization-space vector
[in]vis a dual constraint-space vector
[in]xis the constraint argument; an optimization-space vector
[in]dualvis a vector used for temporary variables; a constraint-space vector
[in,out]tolis a tolerance for inexact evaluations; currently unused
   On return, \form#83, 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 73 of file ROL_SlacklessConstraint_Def.hpp.

◆ applyAdjointHessian()

template<typename Real >
void ROL::SlacklessConstraint< Real >::applyAdjointHessian ( Vector< Real > &  ahuv,
const Vector< Real > &  u,
const Vector< Real > &  v,
const Vector< Real > &  x,
Real &  tol 
)
overridevirtual

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]ahuvis 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]uis the direction vector; a dual constraint-space vector
[in]vis an optimization-space vector
[in]xis the constraint argument; an optimization-space vector
[in,out]tolis a tolerance for inexact evaluations; currently unused
   On return, \form#88, 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 79 of file ROL_SlacklessConstraint_Def.hpp.

◆ setParameter()

template<typename Real >
void ROL::SlacklessConstraint< Real >::setParameter ( const std::vector< Real > &  param)
overridevirtual

Reimplemented from ROL::Constraint< Real >.

Definition at line 85 of file ROL_SlacklessConstraint_Def.hpp.

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

◆ getOpt() [1/2]

template<typename Real >
Ptr< Vector< Real > > ROL::SlacklessConstraint< Real >::getOpt ( Vector< Real > &  xs) const
private

Definition at line 91 of file ROL_SlacklessConstraint_Def.hpp.

◆ getOpt() [2/2]

template<typename Real >
Ptr< const Vector< Real > > ROL::SlacklessConstraint< Real >::getOpt ( const Vector< Real > &  xs) const
private

Definition at line 96 of file ROL_SlacklessConstraint_Def.hpp.

◆ zeroSlack()

template<typename Real >
void ROL::SlacklessConstraint< Real >::zeroSlack ( Vector< Real > &  x) const
private

Member Data Documentation

◆ con_

template<typename Real >
const Ptr<Constraint<Real> > ROL::SlacklessConstraint< Real >::con_
private

Definition at line 61 of file ROL_SlacklessConstraint.hpp.


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