ROL
ROL_Problem.hpp
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43 
44 #ifndef ROL_PROBLEM_HPP
45 #define ROL_PROBLEM_HPP
46 
47 #include <utility>
48 #include <unordered_map>
49 
50 #include "ROL_Ptr.hpp"
51 #include "ROL_Types.hpp"
56 
57 namespace ROL {
58 
59 template<typename Real>
60 class Problem {
61 private:
63  bool hasBounds_;
68  unsigned cnt_econ_;
69  unsigned cnt_icon_;
70  unsigned cnt_linear_econ_;
71  unsigned cnt_linear_icon_;
72 
73  ParameterList ppa_list_;
74 
75  Ptr<Objective<Real>> obj_;
76  Ptr<Vector<Real>> xprim_;
77  Ptr<Vector<Real>> xdual_;
78  Ptr<BoundConstraint<Real>> bnd_;
79  Ptr<Constraint<Real>> con_;
80  Ptr<Vector<Real>> mul_;
81  Ptr<Vector<Real>> res_;
82  Ptr<PolyhedralProjection<Real>> proj_;
83 
84  Ptr<Vector<Real>> xfeas_;
85  Ptr<ReduceLinearConstraint<Real>> rlc_;
86 
88 
89 protected:
90 
91  Ptr<Objective<Real>> INPUT_obj_;
92  Ptr<Vector<Real>> INPUT_xprim_;
93  Ptr<Vector<Real>> INPUT_xdual_;
94  Ptr<BoundConstraint<Real>> INPUT_bnd_;
95  std::unordered_map<std::string,ConstraintData<Real>> INPUT_con_;
96  std::unordered_map<std::string,ConstraintData<Real>> INPUT_linear_con_;
97 
98 public:
99  virtual ~Problem() {}
100 
107  Problem( const Ptr<Objective<Real>> &obj,
108  const Ptr<Vector<Real>> &x,
109  const Ptr<Vector<Real>> &g = nullPtr);
110 
111  /***************************************************************************/
112  /*** Set and remove methods for constraints ********************************/
113  /***************************************************************************/
114 
119  void addBoundConstraint(const Ptr<BoundConstraint<Real>> &bnd);
120 
123  void removeBoundConstraint();
124 
133  void addConstraint(std::string name,
134  const Ptr<Constraint<Real>> &econ,
135  const Ptr<Vector<Real>> &emul,
136  const Ptr<Vector<Real>> &eres = nullPtr,
137  bool reset = false);
138 
148  void addConstraint(std::string name,
149  const Ptr<Constraint<Real>> &icon,
150  const Ptr<Vector<Real>> &imul,
151  const Ptr<BoundConstraint<Real>> &ibnd,
152  const Ptr<Vector<Real>> &ires = nullPtr,
153  bool reset = false);
154 
159  void removeConstraint(std::string name);
160 
169  void addLinearConstraint(std::string name,
170  const Ptr<Constraint<Real>> &linear_econ,
171  const Ptr<Vector<Real>> &linear_emul,
172  const Ptr<Vector<Real>> &linear_eres = nullPtr,
173  bool reset = false);
174 
184  void addLinearConstraint(std::string name,
185  const Ptr<Constraint<Real>> &linear_icon,
186  const Ptr<Vector<Real>> &linear_imul,
187  const Ptr<BoundConstraint<Real>> &linear_ibnd,
188  const Ptr<Vector<Real>> &linear_ires = nullPtr,
189  bool reset = false);
190 
195  void removeLinearConstraint(std::string name);
196 
201  void setProjectionAlgorithm(ParameterList &parlist);
202 
203  /***************************************************************************/
204  /*** Accessor methods ******************************************************/
205  /***************************************************************************/
206 
209  const Ptr<Objective<Real>>& getObjective();
210 
213  const Ptr<Vector<Real>>& getPrimalOptimizationVector();
214 
217  const Ptr<Vector<Real>>& getDualOptimizationVector();
218 
221  const Ptr<BoundConstraint<Real>>& getBoundConstraint();
222 
225  const Ptr<Constraint<Real>>& getConstraint();
226 
229  const Ptr<Vector<Real>>& getMultiplierVector();
230 
233  const Ptr<Vector<Real>>& getResidualVector();
234 
238  const Ptr<PolyhedralProjection<Real>>& getPolyhedralProjection();
239 
243 
244  /***************************************************************************/
245  /*** Consistency checks ****************************************************/
246  /***************************************************************************/
247 
258  Real checkLinearity(bool printToStream = false, std::ostream &outStream = std::cout) const;
259 
265  void checkVectors(bool printToStream = false, std::ostream &outStream = std::cout) const;
266 
272  void checkDerivatives(bool printToStream = false, std::ostream &outStream = std::cout) const;
273 
280  void check(bool printToStream = false, std::ostream &outStream = std::cout) const;
281 
282  /***************************************************************************/
283  /*** Finalize and edit methods *********************************************/
284  /***************************************************************************/
285 
294  virtual void finalize(bool lumpConstraints = false, bool printToStream = false,
295  std::ostream &outStream = std::cout);
296 
299  bool isFinalized() const;
300 
303  virtual void edit();
304 
308  void finalizeIteration();
309 
310 }; // class Problem
311 
312 } // namespace ROL
313 
314 #include "ROL_Problem_Def.hpp"
315 
316 #endif // ROL_NEWOPTIMIZATIONPROBLEM_HPP
Provides the interface to evaluate objective functions.
const Ptr< Constraint< Real > > & getConstraint()
Get the equality constraint.
bool hasLinearInequality_
Definition: ROL_Problem.hpp:67
const Ptr< Vector< Real > > & getPrimalOptimizationVector()
Get the primal optimization space vector.
Ptr< Vector< Real > > xprim_
Definition: ROL_Problem.hpp:76
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.
EProblem problemType_
Definition: ROL_Problem.hpp:87
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_
Definition: ROL_Problem.hpp:93
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_econ_
Definition: ROL_Problem.hpp:68
unsigned cnt_linear_econ_
Definition: ROL_Problem.hpp:70
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
Ptr< BoundConstraint< Real > > INPUT_bnd_
Definition: ROL_Problem.hpp:94
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...
virtual ~Problem()
Definition: ROL_Problem.hpp:99
Ptr< Vector< Real > > res_
Definition: ROL_Problem.hpp:81
ParameterList ppa_list_
Definition: ROL_Problem.hpp:73
Ptr< Vector< Real > > xfeas_
Definition: ROL_Problem.hpp:84
bool hasInequality_
Definition: ROL_Problem.hpp:65
unsigned cnt_linear_icon_
Definition: ROL_Problem.hpp:71
const Ptr< Objective< Real > > & getObjective()
Get the objective function.
Ptr< Objective< Real > > obj_
Definition: ROL_Problem.hpp:75
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_
Definition: ROL_Problem.hpp:80
Ptr< BoundConstraint< Real > > bnd_
Definition: ROL_Problem.hpp:78
Ptr< Vector< Real > > INPUT_xprim_
Definition: ROL_Problem.hpp:92
Ptr< ReduceLinearConstraint< Real > > rlc_
Definition: ROL_Problem.hpp:85
bool isFinalized() const
Indicate whether or no finalize has been called.
std::unordered_map< std::string, ConstraintData< Real > > INPUT_con_
Definition: ROL_Problem.hpp:95
Ptr< PolyhedralProjection< Real > > proj_
Definition: ROL_Problem.hpp:82
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_
Definition: ROL_Problem.hpp:77
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_
Definition: ROL_Problem.hpp:96
Ptr< Constraint< Real > > con_
Definition: ROL_Problem.hpp:79
unsigned cnt_icon_
Definition: ROL_Problem.hpp:69
bool hasLinearEquality_
Definition: ROL_Problem.hpp:66
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...
EProblem
Definition: ROL_Types.hpp:255
Defines the general constraint operator interface.
void setProjectionAlgorithm(ParameterList &parlist)
Set polyhedral projection algorithm.
Ptr< Objective< Real > > INPUT_obj_
Definition: ROL_Problem.hpp:91