ROL
Public Member Functions | Protected Attributes | Private Attributes | List of all members
ROL::Problem< Real > Class Template Reference

#include <ROL_Problem.hpp>

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

Public Member Functions

virtual ~Problem ()
 
 Problem (const Ptr< Objective< Real >> &obj, const Ptr< Vector< Real >> &x, const Ptr< Vector< Real >> &g=nullPtr)
 Default constructor for OptimizationProblem. More...
 
void addBoundConstraint (const Ptr< BoundConstraint< Real >> &bnd)
 Add a bound constraint. More...
 
void removeBoundConstraint ()
 Remove an existing bound constraint. More...
 
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. More...
 
void addConstraint (std::string name, const Ptr< Constraint< Real >> &icon, const Ptr< Vector< Real >> &imul, const Ptr< BoundConstraint< Real >> &ibnd, const Ptr< Vector< Real >> &ires=nullPtr, bool reset=false)
 Add an inequality constraint. More...
 
void removeConstraint (std::string name)
 Remove an existing constraint. More...
 
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. More...
 
void addLinearConstraint (std::string name, const Ptr< Constraint< Real >> &linear_icon, const Ptr< Vector< Real >> &linear_imul, const Ptr< BoundConstraint< Real >> &linear_ibnd, const Ptr< Vector< Real >> &linear_ires=nullPtr, bool reset=false)
 Add a linear inequality constraint. More...
 
void removeLinearConstraint (std::string name)
 Remove an existing linear constraint. More...
 
void setProjectionAlgorithm (ParameterList &parlist)
 Set polyhedral projection algorithm. More...
 
const Ptr< Objective< Real > > & getObjective ()
 Get the objective function. More...
 
const Ptr< Vector< Real > > & getPrimalOptimizationVector ()
 Get the primal optimization space vector. More...
 
const Ptr< Vector< Real > > & getDualOptimizationVector ()
 Get the dual optimization space vector. More...
 
const Ptr< BoundConstraint< Real > > & getBoundConstraint ()
 Get the bound constraint. More...
 
const Ptr< Constraint< Real > > & getConstraint ()
 Get the equality constraint. More...
 
const Ptr< Vector< Real > > & getMultiplierVector ()
 Get the dual constraint space vector. More...
 
const Ptr< Vector< Real > > & getResidualVector ()
 Get the primal constraint space vector. More...
 
const Ptr< PolyhedralProjection< Real > > & getPolyhedralProjection ()
 Get the polyhedral projection object. This is a null pointer if no linear constraints and/or bounds are present. More...
 
EProblem getProblemType ()
 Get the optimization problem type (U, B, E, or G). More...
 
Real checkLinearity (bool printToStream=false, std::ostream &outStream=std::cout) const
 Check if user-supplied linear constraints are affine. More...
 
void checkVectors (bool printToStream=false, std::ostream &outStream=std::cout) const
 Run vector checks for user-supplied vectors. More...
 
void checkDerivatives (bool printToStream=false, std::ostream &outStream=std::cout) const
 Run derivative checks for user-supplied objective function and constraints. More...
 
void check (bool printToStream=false, std::ostream &outStream=std::cout) const
 Run vector, linearity and derivative checks for user-supplied vectors, objective function and constraints. More...
 
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 cannot be modified after finalize has been called without calling the edit function. More...
 
bool isFinalized () const
 Indicate whether or no finalize has been called. More...
 
virtual void edit ()
 Resume editting optimization problem after finalize has been called. More...
 
void finalizeIteration ()
 Transform the optimization variables to the native parameterization after an optimization algorithm has finished. More...
 

Protected Attributes

Ptr< Objective< Real > > INPUT_obj_
 
Ptr< Vector< Real > > INPUT_xprim_
 
Ptr< Vector< Real > > INPUT_xdual_
 
Ptr< BoundConstraint< Real > > INPUT_bnd_
 
std::unordered_map< std::string, ConstraintData< Real > > INPUT_con_
 
std::unordered_map< std::string, ConstraintData< Real > > INPUT_linear_con_
 

Private Attributes

bool isFinalized_
 
bool hasBounds_
 
bool hasEquality_
 
bool hasInequality_
 
bool hasLinearEquality_
 
bool hasLinearInequality_
 
unsigned cnt_econ_
 
unsigned cnt_icon_
 
unsigned cnt_linear_econ_
 
unsigned cnt_linear_icon_
 
ParameterList ppa_list_
 
Ptr< Objective< Real > > obj_
 
Ptr< Vector< Real > > xprim_
 
Ptr< Vector< Real > > xdual_
 
Ptr< BoundConstraint< Real > > bnd_
 
Ptr< Constraint< Real > > con_
 
Ptr< Vector< Real > > mul_
 
Ptr< Vector< Real > > res_
 
Ptr< PolyhedralProjection< Real > > proj_
 
Ptr< Vector< Real > > xfeas_
 
Ptr< ReduceLinearConstraint< Real > > rlc_
 
EProblem problemType_
 

Detailed Description

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

Definition at line 60 of file ROL_Problem.hpp.

Constructor & Destructor Documentation

◆ ~Problem()

template<typename Real>
virtual ROL::Problem< Real >::~Problem ( )
inlinevirtual

Definition at line 99 of file ROL_Problem.hpp.

◆ Problem()

template<typename Real >
ROL::Problem< Real >::Problem ( const Ptr< Objective< Real >> &  obj,
const Ptr< Vector< Real >> &  x,
const Ptr< Vector< Real >> &  g = nullPtr 
)

Default constructor for OptimizationProblem.

Parameters
[in]objobjective function object
[in]xprimal optimization space vector
[in]gdual optimization space vector

Definition at line 52 of file ROL_Problem_Def.hpp.

References ROL::Problem< Real >::INPUT_bnd_, ROL::Problem< Real >::INPUT_con_, ROL::Problem< Real >::INPUT_linear_con_, ROL::Problem< Real >::INPUT_obj_, ROL::Problem< Real >::INPUT_xdual_, and ROL::Problem< Real >::INPUT_xprim_.

Member Function Documentation

◆ addBoundConstraint()

template<typename Real >
void ROL::Problem< Real >::addBoundConstraint ( const Ptr< BoundConstraint< Real >> &  bnd)

◆ removeBoundConstraint()

template<typename Real >
void ROL::Problem< Real >::removeBoundConstraint ( )

Remove an existing bound constraint.

Definition at line 81 of file ROL_Problem_Def.hpp.

◆ addConstraint() [1/2]

template<typename Real >
void ROL::Problem< Real >::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.

Parameters
[in]namethe unique constraint identifier
[in]econconstraint object
[in]emuldual constraint space vector
[in]eresprimal constraint space vector
[in]resetwhether or not to clear constraint container

Definition at line 90 of file ROL_Problem_Def.hpp.

Referenced by ROL::StochasticProblem< Real >::edit(), ROL::StochasticProblem< Real >::finalize(), ROL::StochasticProblem< Real >::makeConstraintStochastic(), ROL::StochasticProblem< Real >::resetStochasticConstraint(), ROL::TypeE::Algorithm< Real >::run(), and ROL::TypeG::Algorithm< Real >::run().

◆ addConstraint() [2/2]

template<typename Real >
void ROL::Problem< Real >::addConstraint ( std::string  name,
const Ptr< Constraint< Real >> &  icon,
const Ptr< Vector< Real >> &  imul,
const Ptr< BoundConstraint< Real >> &  ibnd,
const Ptr< Vector< Real >> &  ires = nullPtr,
bool  reset = false 
)

Add an inequality constraint.

Parameters
[in]namethe unique constraint identifier
[in]iconconstraint object
[in]imuldual constraint space vector
[in]ibndbound constraint
[in]iresprimal constraint space vector
[in]resetwhether or not to clear constraint container

Definition at line 110 of file ROL_Problem_Def.hpp.

◆ removeConstraint()

template<typename Real >
void ROL::Problem< Real >::removeConstraint ( std::string  name)

◆ addLinearConstraint() [1/2]

template<typename Real >
void ROL::Problem< Real >::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.

Parameters
[in]namethe unique constraint identifier
[in]linear_econconstraint object
[in]linear_emuldual constraint space vector
[in]linear_eresprimal constraint space vector
[in]resetwhether or not to clear linear constraint container

Definition at line 146 of file ROL_Problem_Def.hpp.

Referenced by ROL::StochasticProblem< Real >::edit(), ROL::StochasticProblem< Real >::finalize(), ROL::StochasticProblem< Real >::makeLinearConstraintStochastic(), ROL::StochasticProblem< Real >::resetStochasticLinearConstraint(), ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), ROL::TypeG::StabilizedLCLAlgorithm< Real >::run(), ROL::TypeE::Algorithm< Real >::run(), ROL::TypeB::Algorithm< Real >::run(), and ROL::TypeG::Algorithm< Real >::run().

◆ addLinearConstraint() [2/2]

template<typename Real >
void ROL::Problem< Real >::addLinearConstraint ( std::string  name,
const Ptr< Constraint< Real >> &  linear_icon,
const Ptr< Vector< Real >> &  linear_imul,
const Ptr< BoundConstraint< Real >> &  linear_ibnd,
const Ptr< Vector< Real >> &  linear_ires = nullPtr,
bool  reset = false 
)

Add a linear inequality constraint.

Parameters
[in]namethe unique constraint identifier
[in]linear_iconconstraint object
[in]linear_imuldual constraint space vector
[in]linear_ibndbound constraint
[in]linear_iresprimal constraint space vector
[in]resetwhether or not to clear linear constraint container

Definition at line 166 of file ROL_Problem_Def.hpp.

◆ removeLinearConstraint()

template<typename Real >
void ROL::Problem< Real >::removeLinearConstraint ( std::string  name)

◆ setProjectionAlgorithm()

template<typename Real >
void ROL::Problem< Real >::setProjectionAlgorithm ( ParameterList &  parlist)

Set polyhedral projection algorithm.

Parameters
[in]ppapolyhedral projection algorithm

Definition at line 202 of file ROL_Problem_Def.hpp.

Referenced by ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().

◆ getObjective()

template<typename Real >
const Ptr< Objective< Real > > & ROL::Problem< Real >::getObjective ( void  )

◆ getPrimalOptimizationVector()

template<typename Real >
const Ptr< Vector< Real > > & ROL::Problem< Real >::getPrimalOptimizationVector ( )

◆ getDualOptimizationVector()

template<typename Real >
const Ptr< Vector< Real > > & ROL::Problem< Real >::getDualOptimizationVector ( )

◆ getBoundConstraint()

template<typename Real >
const Ptr< BoundConstraint< Real > > & ROL::Problem< Real >::getBoundConstraint ( void  )

◆ getConstraint()

template<typename Real >
const Ptr< Constraint< Real > > & ROL::Problem< Real >::getConstraint ( void  )

◆ getMultiplierVector()

template<typename Real >
const Ptr< Vector< Real > > & ROL::Problem< Real >::getMultiplierVector ( void  )

◆ getResidualVector()

template<typename Real >
const Ptr< Vector< Real > > & ROL::Problem< Real >::getResidualVector ( )

◆ getPolyhedralProjection()

template<typename Real >
const Ptr< PolyhedralProjection< Real > > & ROL::Problem< Real >::getPolyhedralProjection ( )

◆ getProblemType()

template<typename Real >
EProblem ROL::Problem< Real >::getProblemType ( void  )

◆ checkLinearity()

template<typename Real >
Real ROL::Problem< Real >::checkLinearity ( bool  printToStream = false,
std::ostream &  outStream = std::cout 
) const

Check if user-supplied linear constraints are affine.

This function computes the error

\[ \|c(x+\alpha y) - (c(x)+\alpha (c(y)-c(0)))\| \]

for each user-supplied linear constraint and returns the maximum.

Parameters
[in]printToStreamdetermines whether to print to the supplied std::ostream
[in,out]outStreamuser supplied std::ostream

Definition at line 497 of file ROL_Problem_Def.hpp.

References ROL::Temp.

◆ checkVectors()

template<typename Real >
void ROL::Problem< Real >::checkVectors ( bool  printToStream = false,
std::ostream &  outStream = std::cout 
) const

Run vector checks for user-supplied vectors.

Parameters
[in]printToStreamdetermines whether to print to the supplied std::ostream
[in,out]outStreamuser supplied std::ostream

Definition at line 546 of file ROL_Problem_Def.hpp.

◆ checkDerivatives()

template<typename Real >
void ROL::Problem< Real >::checkDerivatives ( bool  printToStream = false,
std::ostream &  outStream = std::cout 
) const

Run derivative checks for user-supplied objective function and constraints.

Parameters
[in]printToStreamdetermines whether to print to the supplied std::ostream
[in,out]outStreamuser supplied std::ostream

Definition at line 605 of file ROL_Problem_Def.hpp.

◆ check()

template<typename Real >
void ROL::Problem< Real >::check ( bool  printToStream = false,
std::ostream &  outStream = std::cout 
) const

Run vector, linearity and derivative checks for user-supplied vectors, objective function and constraints.

Parameters
[in]printToStreamdetermines whether to print to the supplied std::ostream
[in,out]outStreamuser supplied std::ostream

Definition at line 646 of file ROL_Problem_Def.hpp.

Referenced by ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().

◆ finalize()

template<typename Real >
void ROL::Problem< Real >::finalize ( bool  lumpConstraints = false,
bool  printToStream = false,
std::ostream &  outStream = std::cout 
)
virtual

◆ isFinalized()

template<typename Real >
bool ROL::Problem< Real >::isFinalized ( ) const

Indicate whether or no finalize has been called.

Definition at line 655 of file ROL_Problem_Def.hpp.

◆ edit()

template<typename Real >
void ROL::Problem< Real >::edit ( void  )
virtual

Resume editting optimization problem after finalize has been called.

Reimplemented in ROL::StochasticProblem< Real >.

Definition at line 660 of file ROL_Problem_Def.hpp.

Referenced by ROL::StochasticProblem< Real >::edit(), ROL::TypeE::StabilizedLCLAlgorithm< Real >::run(), and ROL::TypeG::StabilizedLCLAlgorithm< Real >::run().

◆ finalizeIteration()

template<typename Real >
void ROL::Problem< Real >::finalizeIteration ( )

Member Data Documentation

◆ isFinalized_

template<typename Real>
bool ROL::Problem< Real >::isFinalized_
private

Definition at line 62 of file ROL_Problem.hpp.

◆ hasBounds_

template<typename Real>
bool ROL::Problem< Real >::hasBounds_
private

Definition at line 63 of file ROL_Problem.hpp.

◆ hasEquality_

template<typename Real>
bool ROL::Problem< Real >::hasEquality_
private

Definition at line 64 of file ROL_Problem.hpp.

◆ hasInequality_

template<typename Real>
bool ROL::Problem< Real >::hasInequality_
private

Definition at line 65 of file ROL_Problem.hpp.

◆ hasLinearEquality_

template<typename Real>
bool ROL::Problem< Real >::hasLinearEquality_
private

Definition at line 66 of file ROL_Problem.hpp.

◆ hasLinearInequality_

template<typename Real>
bool ROL::Problem< Real >::hasLinearInequality_
private

Definition at line 67 of file ROL_Problem.hpp.

◆ cnt_econ_

template<typename Real>
unsigned ROL::Problem< Real >::cnt_econ_
private

Definition at line 68 of file ROL_Problem.hpp.

◆ cnt_icon_

template<typename Real>
unsigned ROL::Problem< Real >::cnt_icon_
private

Definition at line 69 of file ROL_Problem.hpp.

◆ cnt_linear_econ_

template<typename Real>
unsigned ROL::Problem< Real >::cnt_linear_econ_
private

Definition at line 70 of file ROL_Problem.hpp.

◆ cnt_linear_icon_

template<typename Real>
unsigned ROL::Problem< Real >::cnt_linear_icon_
private

Definition at line 71 of file ROL_Problem.hpp.

◆ ppa_list_

template<typename Real>
ParameterList ROL::Problem< Real >::ppa_list_
private

Definition at line 73 of file ROL_Problem.hpp.

◆ obj_

template<typename Real>
Ptr<Objective<Real> > ROL::Problem< Real >::obj_
private

Definition at line 75 of file ROL_Problem.hpp.

◆ xprim_

template<typename Real>
Ptr<Vector<Real> > ROL::Problem< Real >::xprim_
private

Definition at line 76 of file ROL_Problem.hpp.

◆ xdual_

template<typename Real>
Ptr<Vector<Real> > ROL::Problem< Real >::xdual_
private

Definition at line 77 of file ROL_Problem.hpp.

◆ bnd_

template<typename Real>
Ptr<BoundConstraint<Real> > ROL::Problem< Real >::bnd_
private

Definition at line 78 of file ROL_Problem.hpp.

◆ con_

template<typename Real>
Ptr<Constraint<Real> > ROL::Problem< Real >::con_
private

Definition at line 79 of file ROL_Problem.hpp.

◆ mul_

template<typename Real>
Ptr<Vector<Real> > ROL::Problem< Real >::mul_
private

Definition at line 80 of file ROL_Problem.hpp.

◆ res_

template<typename Real>
Ptr<Vector<Real> > ROL::Problem< Real >::res_
private

Definition at line 81 of file ROL_Problem.hpp.

◆ proj_

template<typename Real>
Ptr<PolyhedralProjection<Real> > ROL::Problem< Real >::proj_
private

Definition at line 82 of file ROL_Problem.hpp.

◆ xfeas_

template<typename Real>
Ptr<Vector<Real> > ROL::Problem< Real >::xfeas_
private

Definition at line 84 of file ROL_Problem.hpp.

◆ rlc_

template<typename Real>
Ptr<ReduceLinearConstraint<Real> > ROL::Problem< Real >::rlc_
private

Definition at line 85 of file ROL_Problem.hpp.

◆ problemType_

template<typename Real>
EProblem ROL::Problem< Real >::problemType_
private

Definition at line 87 of file ROL_Problem.hpp.

◆ INPUT_obj_

template<typename Real>
Ptr<Objective<Real> > ROL::Problem< Real >::INPUT_obj_
protected

Definition at line 91 of file ROL_Problem.hpp.

Referenced by ROL::Problem< Real >::Problem().

◆ INPUT_xprim_

template<typename Real>
Ptr<Vector<Real> > ROL::Problem< Real >::INPUT_xprim_
protected

Definition at line 92 of file ROL_Problem.hpp.

Referenced by ROL::Problem< Real >::Problem().

◆ INPUT_xdual_

template<typename Real>
Ptr<Vector<Real> > ROL::Problem< Real >::INPUT_xdual_
protected

Definition at line 93 of file ROL_Problem.hpp.

Referenced by ROL::Problem< Real >::Problem().

◆ INPUT_bnd_

template<typename Real>
Ptr<BoundConstraint<Real> > ROL::Problem< Real >::INPUT_bnd_
protected

Definition at line 94 of file ROL_Problem.hpp.

Referenced by ROL::Problem< Real >::Problem().

◆ INPUT_con_

template<typename Real>
std::unordered_map<std::string,ConstraintData<Real> > ROL::Problem< Real >::INPUT_con_
protected

Definition at line 95 of file ROL_Problem.hpp.

Referenced by ROL::Problem< Real >::Problem().

◆ INPUT_linear_con_

template<typename Real>
std::unordered_map<std::string,ConstraintData<Real> > ROL::Problem< Real >::INPUT_linear_con_
protected

Definition at line 96 of file ROL_Problem.hpp.

Referenced by ROL::Problem< Real >::Problem().


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