ROL
ROL_Reduced_Objective_SimOpt.hpp
Go to the documentation of this file.
1// @HEADER
2// ************************************************************************
3//
4// Rapid Optimization Library (ROL) Package
5// Copyright (2014) Sandia Corporation
6//
7// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
8// license for use of this work by or on behalf of the U.S. Government.
9//
10// Redistribution and use in source and binary forms, with or without
11// modification, are permitted provided that the following conditions are
12// met:
13//
14// 1. Redistributions of source code must retain the above copyright
15// notice, this list of conditions and the following disclaimer.
16//
17// 2. Redistributions in binary form must reproduce the above copyright
18// notice, this list of conditions and the following disclaimer in the
19// documentation and/or other materials provided with the distribution.
20//
21// 3. Neither the name of the Corporation nor the names of the
22// contributors may be used to endorse or promote products derived from
23// this software without specific prior written permission.
24//
25// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
26// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
27// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
28// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
29// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
30// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
31// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
32// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
33// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
34// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
35// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
36//
37// Questions? Contact lead developers:
38// Drew Kouri (dpkouri@sandia.gov) and
39// Denis Ridzal (dridzal@sandia.gov)
40//
41// ************************************************************************
42// @HEADER
43
44#ifndef ROL_REDUCED_OBJECTIVE_SIMOPT_H
45#define ROL_REDUCED_OBJECTIVE_SIMOPT_H
46
50#include "ROL_BatchManager.hpp"
51
52namespace ROL {
53
54template<typename Real>
55class Reduced_Objective_SimOpt : public Objective<Real> {
56private:
57 const Ptr<Objective_SimOpt<Real>> obj_;
58 const Ptr<Constraint_SimOpt<Real>> con_;
59 Ptr<VectorController<Real>> stateStore_;
60 Ptr<VectorController<Real>> adjointStore_;
61
62 // Primal vectors
63 Ptr<Vector<Real>> state_;
64 Ptr<Vector<Real>> adjoint_;
65 Ptr<Vector<Real>> state_sens_;
66 Ptr<Vector<Real>> adjoint_sens_;
67
68 // Dual vectors
69 Ptr<Vector<Real>> dualstate_;
70 Ptr<Vector<Real>> dualstate1_;
71 Ptr<Vector<Real>> dualadjoint_;
72 Ptr<Vector<Real>> dualcontrol_;
73
74 const bool storage_;
75 const bool useFDhessVec_;
76
79
85
86public:
98 const Ptr<Objective_SimOpt<Real>> &obj,
99 const Ptr<Constraint_SimOpt<Real>> &con,
100 const Ptr<Vector<Real>> &state,
101 const Ptr<Vector<Real>> &control,
102 const Ptr<Vector<Real>> &adjoint,
103 const bool storage = true,
104 const bool useFDhessVec = false);
105
120 const Ptr<Objective_SimOpt<Real>> &obj,
121 const Ptr<Constraint_SimOpt<Real>> &con,
122 const Ptr<Vector<Real>> &state,
123 const Ptr<Vector<Real>> &control,
124 const Ptr<Vector<Real>> &adjoint,
125 const Ptr<Vector<Real>> &dualstate,
126 const Ptr<Vector<Real>> &dualcontrol,
127 const Ptr<Vector<Real>> &dualadjoint,
128 const bool storage = true,
129 const bool useFDhessVec = false);
130
143 const Ptr<Objective_SimOpt<Real>> &obj,
144 const Ptr<Constraint_SimOpt<Real>> &con,
145 const Ptr<VectorController<Real>> &stateStore,
146 const Ptr<Vector<Real>> &state,
147 const Ptr<Vector<Real>> &control,
148 const Ptr<Vector<Real>> &adjoint,
149 const bool storage = true,
150 const bool useFDhessVec = false);
151
167 const Ptr<Objective_SimOpt<Real>> &obj,
168 const Ptr<Constraint_SimOpt<Real>> &con,
169 const Ptr<VectorController<Real>> &stateStore,
170 const Ptr<Vector<Real>> &state,
171 const Ptr<Vector<Real>> &control,
172 const Ptr<Vector<Real>> &adjoint,
173 const Ptr<Vector<Real>> &dualstate,
174 const Ptr<Vector<Real>> &dualcontrol,
175 const Ptr<Vector<Real>> &dualadjoint,
176 const bool storage = true,
177 const bool useFDhessVec = false);
178
181 void update( const Vector<Real> &z, bool flag = true, int iter = -1 ) override;
182 void update( const Vector<Real> &z, UpdateType type, int iter = -1 ) override;
183
188 Real value( const Vector<Real> &z, Real &tol ) override;
189
195 void gradient( Vector<Real> &g, const Vector<Real> &z, Real &tol ) override;
196
200 void hessVec( Vector<Real> &hv, const Vector<Real> &v, const Vector<Real> &z, Real &tol ) override;
201
204 virtual void precond( Vector<Real> &Pv, const Vector<Real> &v, const Vector<Real> &z, Real &tol ) override;
205
208 void summarize(std::ostream &stream, const Ptr<BatchManager<Real>> &bman = nullPtr) const;
209
212 void reset();
213
214// For parametrized (stochastic) objective functions and constraints
215public:
216 void setParameter(const std::vector<Real> &param) override;
217
218private:
219 void solve_state_equation(const Vector<Real> &z, Real &tol);
220
225 void solve_adjoint_equation(const Vector<Real> &z, Real &tol);
226
231 void solve_state_sensitivity(const Vector<Real> &v, const Vector<Real> &z, Real &tol);
232
240 void solve_adjoint_sensitivity(const Vector<Real> &v, const Vector<Real> &z, Real &tol);
241
242}; // class Reduced_Objective_SimOpt
243
244} // namespace ROL
245
247
248#endif
Defines the constraint operator interface for simulation-based optimization.
Provides the interface to evaluate simulation-based objective functions.
Provides the interface to evaluate objective functions.
virtual void precond(Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &z, Real &tol) override
Apply a reduced Hessian preconditioner.
Ptr< VectorController< Real > > adjointStore_
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &z, Real &tol) override
Given , evaluate the Hessian of the objective function in the direction .
void solve_state_sensitivity(const Vector< Real > &v, const Vector< Real > &z, Real &tol)
Given which solves the state equation and a direction , solve the state senstivity equation for .
Real value(const Vector< Real > &z, Real &tol) override
Given , evaluate the objective function where solves .
const Ptr< Constraint_SimOpt< Real > > con_
void solve_adjoint_equation(const Vector< Real > &z, Real &tol)
Given which solves the state equation, solve the adjoint equation for .
Ptr< VectorController< Real > > stateStore_
void update(const Vector< Real > &z, bool flag=true, int iter=-1) override
Update the SimOpt objective function and equality constraint.
void solve_state_equation(const Vector< Real > &z, Real &tol)
void gradient(Vector< Real > &g, const Vector< Real > &z, Real &tol) override
Given , evaluate the gradient of the objective function where solves .
void solve_adjoint_sensitivity(const Vector< Real > &v, const Vector< Real > &z, Real &tol)
Given , the adjoint variable , and a direction , solve the adjoint sensitvity equation for .
void setParameter(const std::vector< Real > &param) override
void summarize(std::ostream &stream, const Ptr< BatchManager< Real > > &bman=nullPtr) const
const Ptr< Objective_SimOpt< Real > > obj_
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84