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ROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual > Class Template Reference

Equality constraints c_i(x) = 0, where: c1(x) = x1^2+x2^2+x3^2+x4^2+x5^2 - 10 c2(x) = x2*x3-5*x4*x5 c3(x) = x1^3 + x2^3 + 1. More...

#include <ROL_SimpleEqConstrained.hpp>

+ Inheritance diagram for ROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual >:

Public Member Functions

 EqualityConstraint_SimpleEqConstrained ()
 
void value (Vector< Real > &c, const Vector< Real > &x, Real &tol)
 Evaluate the constraint operator \(c:\mathcal{X} \rightarrow \mathcal{C}\) at \(x\).
 
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 \(v\).
 
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 \(v\).
 
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 \( v \mapsto c''(x)(v,\cdot)^*u \).
 
- 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)
 

Private Types

typedef std::vector< Real > vector
 
typedef Vector< Real > V
 
typedef vector::size_type uint
 

Private Member Functions

template<class VectorType >
ROL::Ptr< const vectorgetVector (const V &x)
 
template<class VectorType >
ROL::Ptr< vectorgetVector (V &x)
 

Additional Inherited Members

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

Detailed Description

template<class Real, class XPrim = StdVector<Real>, class XDual = StdVector<Real>, class CPrim = StdVector<Real>, class CDual = StdVector<Real>>
class ROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual >

Equality constraints c_i(x) = 0, where: c1(x) = x1^2+x2^2+x3^2+x4^2+x5^2 - 10 c2(x) = x2*x3-5*x4*x5 c3(x) = x1^3 + x2^3 + 1.

Definition at line 217 of file ROL_SimpleEqConstrained.hpp.

Member Typedef Documentation

◆ vector

template<class Real , class XPrim = StdVector<Real>, class XDual = StdVector<Real>, class CPrim = StdVector<Real>, class CDual = StdVector<Real>>
typedef std::vector<Real> ROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual >::vector
private

Definition at line 219 of file ROL_SimpleEqConstrained.hpp.

◆ V

template<class Real , class XPrim = StdVector<Real>, class XDual = StdVector<Real>, class CPrim = StdVector<Real>, class CDual = StdVector<Real>>
typedef Vector<Real> ROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual >::V
private

Definition at line 220 of file ROL_SimpleEqConstrained.hpp.

◆ uint

template<class Real , class XPrim = StdVector<Real>, class XDual = StdVector<Real>, class CPrim = StdVector<Real>, class CDual = StdVector<Real>>
typedef vector::size_type ROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual >::uint
private

Definition at line 222 of file ROL_SimpleEqConstrained.hpp.

Constructor & Destructor Documentation

◆ EqualityConstraint_SimpleEqConstrained()

template<class Real , class XPrim = StdVector<Real>, class XDual = StdVector<Real>, class CPrim = StdVector<Real>, class CDual = StdVector<Real>>
ROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual >::EqualityConstraint_SimpleEqConstrained ( )
inline

Definition at line 238 of file ROL_SimpleEqConstrained.hpp.

Member Function Documentation

◆ getVector() [1/2]

template<class Real , class XPrim = StdVector<Real>, class XDual = StdVector<Real>, class CPrim = StdVector<Real>, class CDual = StdVector<Real>>
template<class VectorType >
ROL::Ptr< const vector > ROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual >::getVector ( const V x)
inlineprivate

◆ getVector() [2/2]

template<class Real , class XPrim = StdVector<Real>, class XDual = StdVector<Real>, class CPrim = StdVector<Real>, class CDual = StdVector<Real>>
template<class VectorType >
ROL::Ptr< vector > ROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual >::getVector ( V x)
inlineprivate

◆ value()

template<class Real , class XPrim = StdVector<Real>, class XDual = StdVector<Real>, class CPrim = StdVector<Real>, class CDual = StdVector<Real>>
void ROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual >::value ( Vector< Real > &  c,
const Vector< Real > &  x,
Real &  tol 
)
inlinevirtual

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, \(\mathsf{c} = c(x)\), where \(\mathsf{c} \in \mathcal{C}\), \(\mathsf{x} \in \mathcal{X}\).


Implements ROL::Constraint< Real >.

Definition at line 240 of file ROL_SimpleEqConstrained.hpp.

◆ applyJacobian()

template<class Real , class XPrim = StdVector<Real>, class XDual = StdVector<Real>, class CPrim = StdVector<Real>, class CDual = StdVector<Real>>
void ROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual >::applyJacobian ( Vector< Real > &  jv,
const Vector< Real > &  v,
const Vector< Real > &  x,
Real &  tol 
)
inlinevirtual

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, \(\mathsf{jv} = c'(x)v\), 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 265 of file ROL_SimpleEqConstrained.hpp.

◆ applyAdjointJacobian()

template<class Real , class XPrim = StdVector<Real>, class XDual = StdVector<Real>, class CPrim = StdVector<Real>, class CDual = StdVector<Real>>
void ROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual >::applyAdjointJacobian ( Vector< Real > &  ajv,
const Vector< Real > &  v,
const Vector< Real > &  x,
Real &  tol 
)
inlinevirtual

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,out]tolis a tolerance for inexact evaluations; currently unused

On return, \(\mathsf{ajv} = c'(x)^*v\), 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 301 of file ROL_SimpleEqConstrained.hpp.

◆ applyAdjointHessian()

template<class Real , class XPrim = StdVector<Real>, class XDual = StdVector<Real>, class CPrim = StdVector<Real>, class CDual = StdVector<Real>>
void ROL::ZOO::EqualityConstraint_SimpleEqConstrained< Real, XPrim, XDual, CPrim, CDual >::applyAdjointHessian ( Vector< Real > &  ahuv,
const Vector< Real > &  u,
const Vector< Real > &  v,
const Vector< Real > &  x,
Real &  tol 
)
inlinevirtual

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, \( \mathsf{ahuv} = c''(x)(v,\cdot)^*u \), 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 338 of file ROL_SimpleEqConstrained.hpp.


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