ROL
ROL_CompositeConstraint_SimOpt_Def.hpp
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43
44#ifndef ROL_COMPOSITECONSTRAINT_SIMOPT_DEF_H
45#define ROL_COMPOSITECONSTRAINT_SIMOPT_DEF_H
46
47namespace ROL {
48
49template<typename Real>
51 const ROL::Ptr<Constraint_SimOpt<Real>> &conVal,
52 const ROL::Ptr<Constraint_SimOpt<Real>> &conRed,
53 const Vector<Real> &cVal,
54 const Vector<Real> &cRed,
55 const Vector<Real> &u,
56 const Vector<Real> &Sz,
57 const Vector<Real> &z,
58 bool storage,
59 bool isConRedParametrized)
60 : Constraint_SimOpt<Real>(), conVal_(conVal), conRed_(conRed),
61 updateFlag_(true), newUpdate_(false), updateIter_(0), updateType_(UpdateType::Initial),
62 storage_(storage), isConRedParametrized_(isConRedParametrized) {
63 Sz_ = Sz.clone();
64 primRed_ = cRed.clone();
65 dualRed_ = cRed.dual().clone();
66 primZ_ = z.clone();
67 dualZ_ = z.dual().clone();
68 dualZ1_ = z.dual().clone();
69 primU_ = u.clone();
70 stateStore_ = ROL::makePtr<VectorController<Real>>();
71}
72
73template<typename Real>
75 const Vector<Real> &z,
76 bool flag, int iter) {
77 update_1(u,flag,iter);
78 update_2(z,flag,iter);
79}
80
81template<typename Real>
83 bool flag, int iter) {
84 primU_->set(u);
85 conVal_->update_1(u, flag, iter);
86}
87
88template<typename Real>
90 bool flag, int iter) {
91 conRed_->update_2(z,flag,iter);
92 updateFlag_ = flag;
93 updateIter_ = iter;
94 stateStore_->constraintUpdate(true);
95}
96
97template<typename Real>
99 const Vector<Real> &z,
100 UpdateType type, int iter) {
101 update_1(u,type,iter);
102 update_2(z,type,iter);
103}
104
105template<typename Real>
107 UpdateType type, int iter) {
108 primU_->set(u);
109 conVal_->update_1(u,type,iter);
110}
111
112template<typename Real>
114 UpdateType type, int iter) {
115 conRed_->update_2(z,type,iter);
116 updateType_ = type;
117 updateIter_ = iter;
118 stateStore_->constraintUpdate(type);
119}
120
121template<typename Real>
123 const Vector<Real> &z,
124 UpdateType type, int iter) {
125 Real ctol(std::sqrt(ROL_EPSILON<Real>()));
126 solveConRed(*Sz_, z, ctol);
127 conVal_->solve_update(u,*Sz_,type,iter);
128}
129
130template<typename Real>
132 const Vector<Real> &u,
133 const Vector<Real> &z,
134 Real &tol) {
135 solveConRed(*Sz_, z, tol);
136 conVal_->value(c, u, *Sz_, tol);
137}
138
139template<typename Real>
141 Vector<Real> &u,
142 const Vector<Real> &z,
143 Real &tol) {
144 solveConRed(*Sz_, z, tol);
145 conVal_->solve(c, u, *Sz_, tol);
146}
147
148template<typename Real>
150 const Vector<Real> &v,
151 const Vector<Real> &u,
152 const Vector<Real> &z,
153 Real &tol) {
154 solveConRed(*Sz_, z, tol);
155 conVal_->applyJacobian_1(jv, v, u, *Sz_, tol);
156}
157
158template<typename Real>
160 const Vector<Real> &v,
161 const Vector<Real> &u,
162 const Vector<Real> &z,
163 Real &tol) {
164 solveConRed(*Sz_, z, tol);
165 applySens(*primZ_, v, *Sz_, z, tol);
166 conVal_->applyJacobian_2(jv, *primZ_, u, *Sz_, tol);
167}
168
169template<typename Real>
171 const Vector<Real> &v,
172 const Vector<Real> &u,
173 const Vector<Real> &z,
174 Real &tol) {
175 solveConRed(*Sz_, z, tol);
176 conVal_->applyInverseJacobian_1(ijv, v, u, *Sz_, tol);
177}
178
179template<typename Real>
181 const Vector<Real> &v,
182 const Vector<Real> &u,
183 const Vector<Real> &z,
184 Real &tol) {
185 solveConRed(*Sz_, z, tol);
186 conVal_->applyAdjointJacobian_1(ajv, v, u, *Sz_, tol);
187}
188
189template<typename Real>
191 const Vector<Real> &v,
192 const Vector<Real> &u,
193 const Vector<Real> &z,
194 Real &tol) {
195 solveConRed(*Sz_, z, tol);
196 conVal_->applyAdjointJacobian_2(*dualZ_, v, u, *Sz_, tol);
197 applyAdjointSens(ajv, *dualZ_, *Sz_, z, tol);
198}
199
200template<typename Real>
202 const Vector<Real> &v,
203 const Vector<Real> &u,
204 const Vector<Real> &z,
205 Real &tol) {
206 solveConRed(*Sz_, z, tol);
207 conVal_->applyInverseAdjointJacobian_1(ijv, v, u, *Sz_, tol);
208}
209
210template<typename Real>
212 const Vector<Real> &w,
213 const Vector<Real> &v,
214 const Vector<Real> &u,
215 const Vector<Real> &z,
216 Real &tol) {
217 solveConRed(*Sz_, z, tol);
218 conVal_->applyAdjointHessian_11(ahwv, w, v, u, *Sz_, tol);
219}
220
221template<typename Real>
223 const Vector<Real> &w,
224 const Vector<Real> &v,
225 const Vector<Real> &u,
226 const Vector<Real> &z,
227 Real &tol) {
228 solveConRed(*Sz_, z, tol);
229 conVal_->applyAdjointHessian_12(*dualZ_, w, v, u, *Sz_, tol);
230 applyAdjointSens(ahwv, *dualZ_, *Sz_, z, tol);
231}
232
233template<typename Real>
235 const Vector<Real> &w,
236 const Vector<Real> &v,
237 const Vector<Real> &u,
238 const Vector<Real> &z,
239 Real &tol) {
240 solveConRed(*Sz_, z, tol);
241 applySens(*primZ_, v, *Sz_, z, tol);
242 conVal_->applyAdjointHessian_21(ahwv, w, *primZ_, u, *Sz_, tol);
243}
244
245template<typename Real>
247 const Vector<Real> &w,
248 const Vector<Real> &v,
249 const Vector<Real> &u,
250 const Vector<Real> &z,
251 Real &tol) {
252 ahwv.zero();
253 solveConRed(*Sz_, z, tol);
254 applySens(*primZ_, v, *Sz_, z, tol);
255
256 conVal_->applyAdjointJacobian_2(*dualZ_, w, u, *Sz_, tol);
257 conRed_->applyInverseAdjointJacobian_1(*dualRed_, *dualZ_, *Sz_, z, tol);
258 conRed_->applyAdjointHessian_22(*dualZ_, *dualRed_, v, *Sz_, z, tol);
259 ahwv.axpy(static_cast<Real>(-1), *dualZ_);
260 conRed_->applyAdjointHessian_12(*dualZ_, *dualRed_, *primZ_, *Sz_, z, tol);
261 ahwv.axpy(static_cast<Real>(-1), *dualZ_);
262
263 conRed_->applyAdjointHessian_11(*dualZ1_, *dualRed_, *primZ_, *Sz_, z, tol);
264 conRed_->applyAdjointHessian_21(*dualZ_, *dualRed_, v, *Sz_, z, tol);
265 dualZ1_->plus(*dualZ_);
266 dualZ1_->scale(static_cast<Real>(-1));
267
268 conVal_->applyAdjointHessian_22(*dualZ_, w, *primZ_, u, *Sz_, tol);
269 dualZ1_->plus(*dualZ_);
270
271 applyAdjointSens(*dualZ_, *dualZ1_, *Sz_, z, tol);
272 ahwv.plus(*dualZ_);
273}
274
275template<typename Real>
276void CompositeConstraint_SimOpt<Real>::setParameter(const std::vector<Real> &param) {
277 conVal_->setParameter(param);
278 if (isConRedParametrized_) {
279 conRed_->setParameter(param);
281 }
282}
283
284template<typename Real>
286 const Vector<Real> &z,
287 Real &tol) {
288 std::vector<Real> param = Constraint_SimOpt<Real>::getParameter();
289 // Check if state has been computed.
290 bool isComputed = false;
291 if (storage_) isComputed = stateStore_->get(Sz,param);
292 // Solve state equation if not done already.
293 if (!isComputed || !storage_) {
294 // Solve state equation.
295 conRed_->solve(*primRed_,Sz,z,tol);
296 // Update equality constraint with new Sim variable.
297 if (newUpdate_) conRed_->update_1(Sz,updateType_,updateIter_);
298 else conRed_->update_1(Sz,updateFlag_,updateIter_);
299 // Update equality constraint.
300 if (newUpdate_) conRed_->update(Sz,z,updateType_,updateIter_);
301 else conRed_->update(Sz,z,updateFlag_,updateIter_);
302 if (newUpdate_) conVal_->update(*primU_,Sz,updateType_,updateIter_);
303 else conVal_->update(*primU_,Sz,updateFlag_,updateIter_);
304 // Store state.
305 if (storage_) stateStore_->set(Sz,param);
306 }
307}
308
309template<typename Real>
311 const Vector<Real> &v,
312 const Vector<Real> &Sz,
313 const Vector<Real> &z,
314 Real &tol) {
315 // Solve linearization of reducible constraint in direction v
316 conRed_->applyJacobian_2(*primRed_, v, Sz, z, tol);
317 conRed_->applyInverseJacobian_1(jv, *primRed_, Sz, z, tol);
318 jv.scale(static_cast<Real>(-1));
319}
320
321template<typename Real>
323 const Vector<Real> &v,
324 const Vector<Real> &Sz,
325 const Vector<Real> &z,
326 Real &tol) {
327 // Solve adjoint of linearized reducible constraint
328 conRed_->applyInverseAdjointJacobian_1(*dualRed_, v, Sz, z, tol);
329 conRed_->applyAdjointJacobian_2(ajv, *dualRed_, Sz, z, tol);
330 ajv.scale(static_cast<Real>(-1));
331}
332
333} // namespace ROL
334
335#endif
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)
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 .
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.
virtual void setParameter(const std::vector< Real > &param)
const std::vector< Real > getParameter(void) const
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84
virtual void scale(const Real alpha)=0
Compute where .
virtual const Vector & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis,...
Definition: ROL_Vector.hpp:226
virtual void plus(const Vector &x)=0
Compute , where .
virtual void zero()
Set to zero vector.
Definition: ROL_Vector.hpp:167
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
virtual void axpy(const Real alpha, const Vector &x)
Compute where .
Definition: ROL_Vector.hpp:153
virtual void update_2(const Vector< Real > &z, bool flag=true, int iter=-1) override
Update constraint functions with respect to Opt variable. z is the control variable,...