44 #ifndef ROL_PROBLEM_HPP 45 #define ROL_PROBLEM_HPP 48 #include <unordered_map> 50 #include "ROL_Ptr.hpp" 59 template<
typename Real>
78 Ptr<BoundConstraint<Real>>
bnd_;
79 Ptr<Constraint<Real>>
con_;
82 Ptr<PolyhedralProjection<Real>>
proj_;
85 Ptr<ReduceLinearConstraint<Real>>
rlc_;
95 std::unordered_map<std::string,ConstraintData<Real>>
INPUT_con_;
258 Real
checkLinearity(
bool printToStream =
false, std::ostream &outStream = std::cout)
const;
265 void checkVectors(
bool printToStream =
false, std::ostream &outStream = std::cout)
const;
272 void checkDerivatives(
bool printToStream =
false, std::ostream &outStream = std::cout)
const;
280 void check(
bool printToStream =
false, std::ostream &outStream = std::cout)
const;
294 virtual void finalize(
bool lumpConstraints =
false,
bool printToStream =
false,
295 std::ostream &outStream = std::cout);
316 #endif // ROL_NEWOPTIMIZATIONPROBLEM_HPP Provides the interface to evaluate objective functions.
const Ptr< Constraint< Real > > & getConstraint()
Get the equality constraint.
bool hasLinearInequality_
const Ptr< Vector< Real > > & getPrimalOptimizationVector()
Get the primal optimization space vector.
Ptr< Vector< Real > > xprim_
void addBoundConstraint(const Ptr< BoundConstraint< Real >> &bnd)
Add a bound constraint.
void checkVectors(bool printToStream=false, std::ostream &outStream=std::cout) const
Run vector checks for user-supplied vectors.
void addLinearConstraint(std::string name, const Ptr< Constraint< Real >> &linear_econ, const Ptr< Vector< Real >> &linear_emul, const Ptr< Vector< Real >> &linear_eres=nullPtr, bool reset=false)
Add a linear equality constraint.
void removeBoundConstraint()
Remove an existing bound constraint.
Ptr< Vector< Real > > INPUT_xdual_
Contains definitions of custom data types in ROL.
void removeLinearConstraint(std::string name)
Remove an existing linear constraint.
const Ptr< BoundConstraint< Real > > & getBoundConstraint()
Get the bound constraint.
unsigned cnt_linear_econ_
Defines the linear algebra or vector space interface.
Ptr< BoundConstraint< Real > > INPUT_bnd_
virtual void finalize(bool lumpConstraints=false, bool printToStream=false, std::ostream &outStream=std::cout)
Tranform user-supplied constraints to consist of only bounds and equalities. Optimization problem can...
Ptr< Vector< Real > > res_
Ptr< Vector< Real > > xfeas_
unsigned cnt_linear_icon_
const Ptr< Objective< Real > > & getObjective()
Get the objective function.
Ptr< Objective< Real > > obj_
Real checkLinearity(bool printToStream=false, std::ostream &outStream=std::cout) const
Check if user-supplied linear constraints are affine.
void checkDerivatives(bool printToStream=false, std::ostream &outStream=std::cout) const
Run derivative checks for user-supplied objective function and constraints.
Problem(const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x, const Ptr< Vector< Real >> &g=nullPtr)
Default constructor for OptimizationProblem.
const Ptr< Vector< Real > > & getResidualVector()
Get the primal constraint space vector.
const Ptr< Vector< Real > > & getMultiplierVector()
Get the dual constraint space vector.
void finalizeIteration()
Transform the optimization variables to the native parameterization after an optimization algorithm h...
Ptr< Vector< Real > > mul_
Ptr< BoundConstraint< Real > > bnd_
Ptr< Vector< Real > > INPUT_xprim_
Ptr< ReduceLinearConstraint< Real > > rlc_
bool isFinalized() const
Indicate whether or no finalize has been called.
std::unordered_map< std::string, ConstraintData< Real > > INPUT_con_
Ptr< PolyhedralProjection< Real > > proj_
Provides the interface to apply upper and lower bound constraints.
void addConstraint(std::string name, const Ptr< Constraint< Real >> &econ, const Ptr< Vector< Real >> &emul, const Ptr< Vector< Real >> &eres=nullPtr, bool reset=false)
Add an equality constraint.
Ptr< Vector< Real > > xdual_
const Ptr< PolyhedralProjection< Real > > & getPolyhedralProjection()
Get the polyhedral projection object. This is a null pointer if no linear constraints and/or bounds a...
EProblem getProblemType()
Get the optimization problem type (U, B, E, or G).
void removeConstraint(std::string name)
Remove an existing constraint.
std::unordered_map< std::string, ConstraintData< Real > > INPUT_linear_con_
Ptr< Constraint< Real > > con_
virtual void edit()
Resume editting optimization problem after finalize has been called.
const Ptr< Vector< Real > > & getDualOptimizationVector()
Get the dual optimization space vector.
void check(bool printToStream=false, std::ostream &outStream=std::cout) const
Run vector, linearity and derivative checks for user-supplied vectors, objective function and constra...
Defines the general constraint operator interface.
void setProjectionAlgorithm(ParameterList &parlist)
Set polyhedral projection algorithm.
Ptr< Objective< Real > > INPUT_obj_