ROL
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ROL::OptimizationProblem< Real > Class Template Reference

#include <ROL_OptimizationProblem.hpp>

Public Member Functions

virtual ~OptimizationProblem (void)
 
 OptimizationProblem (void)
 
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< BoundConstraint< Real > > &bnd, const std::vector< Ptr< Constraint< Real > > > &econ, const std::vector< Ptr< Vector< Real > > > &emul, const std::vector< Ptr< Constraint< Real > > > &icon, const std::vector< Ptr< Vector< Real > > > &imul, const std::vector< Ptr< BoundConstraint< Real > > > &ibnd)
 
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< BoundConstraint< Real > > &bnd, const Ptr< Constraint< Real > > &econ, const Ptr< Vector< Real > > &emul, const std::vector< Ptr< Constraint< Real > > > &icon, const std::vector< Ptr< Vector< Real > > > &imul, const std::vector< Ptr< BoundConstraint< Real > > > &ibnd)
 
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< BoundConstraint< Real > > &bnd, const std::vector< Ptr< Constraint< Real > > > &econ, const std::vector< Ptr< Vector< Real > > > &emul, const Ptr< Constraint< Real > > &icon, const Ptr< Vector< Real > > &imul, const Ptr< BoundConstraint< Real > > &ibnd)
 
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< BoundConstraint< Real > > &bnd, const Ptr< Constraint< Real > > &econ, const Ptr< Vector< Real > > &emul, const Ptr< Constraint< Real > > &icon, const Ptr< Vector< Real > > &imul, const Ptr< BoundConstraint< Real > > &ibnd)
 
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const std::vector< Ptr< Constraint< Real > > > &econ, const std::vector< Ptr< Vector< Real > > > &emul, const std::vector< Ptr< Constraint< Real > > > &icon, const std::vector< Ptr< Vector< Real > > > &imul, const std::vector< Ptr< BoundConstraint< Real > > > &ibnd)
 
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< Constraint< Real > > &econ, const Ptr< Vector< Real > > &emul, const std::vector< Ptr< Constraint< Real > > > &icon, const std::vector< Ptr< Vector< Real > > > &imul, const std::vector< Ptr< BoundConstraint< Real > > > &ibnd)
 
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const std::vector< Ptr< Constraint< Real > > > &econ, const std::vector< Ptr< Vector< Real > > > &emul, const Ptr< Constraint< Real > > &icon, const Ptr< Vector< Real > > &imul, const Ptr< BoundConstraint< Real > > &ibnd)
 
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< Constraint< Real > > &econ, const Ptr< Vector< Real > > &emul, const Ptr< Constraint< Real > > &icon, const Ptr< Vector< Real > > &imul, const Ptr< BoundConstraint< Real > > &ibnd)
 
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< BoundConstraint< Real > > &bnd, const std::vector< Ptr< Constraint< Real > > > &econ, const std::vector< Ptr< Vector< Real > > > &emul)
 
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< BoundConstraint< Real > > &bnd, const Ptr< Constraint< Real > > &econ, const Ptr< Vector< Real > > &emul)
 
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< BoundConstraint< Real > > &bnd, const std::vector< Ptr< Constraint< Real > > > &icon, const std::vector< Ptr< Vector< Real > > > &imul, const std::vector< Ptr< BoundConstraint< Real > > > &ibnd)
 
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< BoundConstraint< Real > > &bnd, const Ptr< Constraint< Real > > &icon, const Ptr< Vector< Real > > &imul, const Ptr< BoundConstraint< Real > > &ibnd)
 
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const std::vector< Ptr< Constraint< Real > > > &econ, const std::vector< Ptr< Vector< Real > > > &emul)
 
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< Constraint< Real > > &econ, const Ptr< Vector< Real > > &emul)
 
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const std::vector< Ptr< Constraint< Real > > > &icon, const std::vector< Ptr< Vector< Real > > > &imul, const std::vector< Ptr< BoundConstraint< Real > > > &ibnd)
 
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< Constraint< Real > > &icon, const Ptr< Vector< Real > > &imul, const Ptr< BoundConstraint< Real > > &ibnd)
 
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< BoundConstraint< Real > > &bnd)
 
 OptimizationProblem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x)
 
virtual Ptr< Objective< Real > > getObjective (void)
 
virtual Ptr< Vector< Real > > getSolutionVector (void)
 
virtual Ptr< BoundConstraint< Real > > getBoundConstraint (void)
 
virtual Ptr< Constraint< Real > > getConstraint (void)
 
virtual Ptr< Vector< Real > > getMultiplierVector (void)
 
EProblem getProblemType (void)
 
void setMeanValueObjective (const Ptr< SampleGenerator< Real > > &sampler)
 Set objective function to mean value objective.
 
void setRiskNeutralObjective (const Ptr< SampleGenerator< Real > > &vsampler, const Ptr< SampleGenerator< Real > > &gsampler=nullPtr, const Ptr< SampleGenerator< Real > > &hsampler=nullPtr, const bool storage=true)
 Set objective function to risk neutral objective.
 
void setRiskAverseObjective (ParameterList &parlist, const Ptr< SampleGenerator< Real > > &vsampler, const Ptr< SampleGenerator< Real > > &gsampler=nullPtr, const Ptr< SampleGenerator< Real > > &hsampler=nullPtr)
 Set objective function to risk averse objective.
 
void setStochasticObjective (ParameterList &parlist, const Ptr< SampleGenerator< Real > > &vsampler, const Ptr< SampleGenerator< Real > > &gsampler=nullPtr, const Ptr< SampleGenerator< Real > > &hsampler=nullPtr)
 
void setMeanValueEquality (const Ptr< SampleGenerator< Real > > &sampler, const int index=0)
 
void setRiskNeutralEquality (const Ptr< SampleGenerator< Real > > &xsampler, const Ptr< BatchManager< Real > > &cbman, const int index=0)
 
void setAlmostSureEquality (const Ptr< SampleGenerator< Real > > &sampler, const int index=0)
 
void setStochasticEquality (std::vector< ParameterList > &parlist, const std::vector< Ptr< SampleGenerator< Real > > > &xsampler, const std::vector< Ptr< BatchManager< Real > > > &cbman)
 
void setStochasticEquality (ParameterList &parlist, const Ptr< SampleGenerator< Real > > &xsampler, const Ptr< BatchManager< Real > > &cbman)
 
void setMeanValueInequality (const Ptr< SampleGenerator< Real > > &sampler, const int index=0)
 
void setRiskNeutralInequality (const Ptr< SampleGenerator< Real > > &xsampler, const Ptr< BatchManager< Real > > &cbman, const int index=0)
 
void setRiskAverseInequality (ParameterList &parlist, const Ptr< SampleGenerator< Real > > &sampler, const int index=0)
 
void setAlmostSureInequality (const Ptr< SampleGenerator< Real > > &sampler, const int index=0)
 
void setStochasticInequality (std::vector< ParameterList > &parlist, const std::vector< Ptr< SampleGenerator< Real > > > &xsampler, const std::vector< Ptr< BatchManager< Real > > > &cbman)
 
void setStochasticInequality (ParameterList &parlist, const Ptr< SampleGenerator< Real > > &xsampler, const Ptr< BatchManager< Real > > &cbman)
 
Real getSolutionStatistic (int comp=0, int index=0)
 Returns the statistic from the soluton vector.
 
std::vector< Real > getObjectiveStatistic (void) const
 
std::vector< Real > getConstraintStatistic (const int index=0) const
 
void reset (void)
 
void checkSolutionVector (Vector< Real > &x, Vector< Real > &y, Vector< Real > &u, std::ostream &outStream=std::cout)
 
void checkSolutionVector (OptimizationProblemCheckData< Real > &data, Vector< Real > &x, Vector< Real > &y, Vector< Real > &u, std::ostream &outStream=std::cout)
 
void checkObjective (Vector< Real > &x, Vector< Real > &u, Vector< Real > &v, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 
void checkObjective (OptimizationProblemCheckData< Real > &data, Vector< Real > &x, Vector< Real > &u, Vector< Real > &v, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 
void checkMultiplierVector (Vector< Real > &w, Vector< Real > &q, Vector< Real > &l, std::ostream &outStream=std::cout)
 
void checkMultiplierVector (OptimizationProblemCheckData< Real > &data, Vector< Real > &w, Vector< Real > &q, Vector< Real > &l, std::ostream &outStream=std::cout)
 
void checkConstraint (Vector< Real > &x, Vector< Real > &u, Vector< Real > &v, Vector< Real > &c, Vector< Real > &l, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 
void checkConstraint (OptimizationProblemCheckData< Real > &data, Vector< Real > &x, Vector< Real > &u, Vector< Real > &v, Vector< Real > &c, Vector< Real > &l, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 
void check (std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 
void check (OptimizationProblemCheckData< Real > &data, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 

Private Member Functions

void initialize (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< BoundConstraint< Real > > &bnd, const std::vector< Ptr< Constraint< Real > > > &econ, const std::vector< Ptr< Vector< Real > > > &emul, const std::vector< Ptr< Constraint< Real > > > &icon, const std::vector< Ptr< Vector< Real > > > &imul, const std::vector< Ptr< BoundConstraint< Real > > > &ibnd)
 
const Ptr< Constraint< Real > > setRiskLessCon (const Ptr< Constraint< Real > > &con, const bool needRiskLess) const
 
const Ptr< Objective< Real > > setRiskLessObj (const Ptr< Objective< Real > > &obj, const bool needRiskLess) const
 
std::vector< Real > computeSampleMean (const Ptr< SampleGenerator< Real > > &sampler) const
 
void initStochastic (void)
 
void buildRiskVec (Ptr< Vector< Real > > &x)
 
void buildRiskBnd (Ptr< BoundConstraint< Real > > &bnd)
 

Private Attributes

Ptr< Objective< Real > > INPUT_obj_
 
Ptr< Vector< Real > > INPUT_sol_
 
Ptr< BoundConstraint< Real > > INPUT_bnd_
 
std::vector< Ptr< Constraint< Real > > > INPUT_econ_
 
std::vector< Ptr< Vector< Real > > > INPUT_emul_
 
std::vector< Ptr< Constraint< Real > > > INPUT_icon_
 
std::vector< Ptr< Vector< Real > > > INPUT_imul_
 
std::vector< Ptr< BoundConstraint< Real > > > INPUT_ibnd_
 
Ptr< Objective< Real > > INTERMEDIATE_obj_
 
Ptr< Vector< Real > > INTERMEDIATE_sol_
 
Ptr< BoundConstraint< Real > > INTERMEDIATE_bnd_
 
std::vector< Ptr< Constraint< Real > > > INTERMEDIATE_econ_
 
std::vector< Ptr< Vector< Real > > > INTERMEDIATE_emul_
 
std::vector< Ptr< Constraint< Real > > > INTERMEDIATE_icon_
 
std::vector< Ptr< Vector< Real > > > INTERMEDIATE_imul_
 
std::vector< Ptr< BoundConstraint< Real > > > INTERMEDIATE_ibnd_
 
Ptr< SampleGenerator< Real > > vsampler_
 
Ptr< SampleGenerator< Real > > gsampler_
 
Ptr< SampleGenerator< Real > > hsampler_
 
std::vector< Ptr< SampleGenerator< Real > > > exsampler_
 
std::vector< Ptr< BatchManager< Real > > > ecbman_
 
std::vector< Ptr< SampleGenerator< Real > > > ixsampler_
 
std::vector< Ptr< BatchManager< Real > > > icbman_
 
Ptr< ParameterList > parlistObj_
 
std::vector< Ptr< ParameterList > > parlistCon_
 
Ptr< Objective< Real > > obj_
 
Ptr< Vector< Real > > sol_
 
Ptr< BoundConstraint< Real > > bnd_
 
Ptr< Constraint< Real > > con_
 
Ptr< Vector< Real > > mul_
 
Ptr< ConstraintManager< Real > > conManager_
 
EProblem problemType_
 
bool isInitialized_
 
bool needRiskLessObj_
 
std::vector< bool > needRiskLessEcon_
 
std::vector< bool > needRiskLessIcon_
 
bool isStochastic_
 

Detailed Description

template<class Real>
class ROL::OptimizationProblem< Real >

Definition at line 88 of file ROL_OptimizationProblem.hpp.

Constructor & Destructor Documentation

◆ ~OptimizationProblem()

template<class Real>
virtual ROL::OptimizationProblem< Real >::~OptimizationProblem ( void )
inlinevirtual

Definition at line 293 of file ROL_OptimizationProblem.hpp.

◆ OptimizationProblem() [1/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( void )
inline

Definition at line 296 of file ROL_OptimizationProblem.hpp.

References isInitialized_, and isStochastic_.

Referenced by OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), and OptimizationProblem().

◆ OptimizationProblem() [2/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< BoundConstraint< Real > > & bnd,
const std::vector< Ptr< Constraint< Real > > > & econ,
const std::vector< Ptr< Vector< Real > > > & emul,
const std::vector< Ptr< Constraint< Real > > > & icon,
const std::vector< Ptr< Vector< Real > > > & imul,
const std::vector< Ptr< BoundConstraint< Real > > > & ibnd )
inline

Definition at line 300 of file ROL_OptimizationProblem.hpp.

References INPUT_bnd_, INPUT_econ_, INPUT_emul_, INPUT_ibnd_, INPUT_icon_, INPUT_imul_, INPUT_obj_, INPUT_sol_, INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, INTERMEDIATE_sol_, isInitialized_, and isStochastic_.

◆ OptimizationProblem() [3/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< BoundConstraint< Real > > & bnd,
const Ptr< Constraint< Real > > & econ,
const Ptr< Vector< Real > > & emul,
const std::vector< Ptr< Constraint< Real > > > & icon,
const std::vector< Ptr< Vector< Real > > > & imul,
const std::vector< Ptr< BoundConstraint< Real > > > & ibnd )
inline

Definition at line 316 of file ROL_OptimizationProblem.hpp.

References INPUT_bnd_, INPUT_econ_, INPUT_emul_, INPUT_ibnd_, INPUT_icon_, INPUT_imul_, INPUT_obj_, INPUT_sol_, INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, INTERMEDIATE_sol_, isInitialized_, and isStochastic_.

◆ OptimizationProblem() [4/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< BoundConstraint< Real > > & bnd,
const std::vector< Ptr< Constraint< Real > > > & econ,
const std::vector< Ptr< Vector< Real > > > & emul,
const Ptr< Constraint< Real > > & icon,
const Ptr< Vector< Real > > & imul,
const Ptr< BoundConstraint< Real > > & ibnd )
inline

Definition at line 337 of file ROL_OptimizationProblem.hpp.

References INPUT_bnd_, INPUT_econ_, INPUT_emul_, INPUT_ibnd_, INPUT_icon_, INPUT_imul_, INPUT_obj_, INPUT_sol_, INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, INTERMEDIATE_sol_, isInitialized_, and isStochastic_.

◆ OptimizationProblem() [5/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< BoundConstraint< Real > > & bnd,
const Ptr< Constraint< Real > > & econ,
const Ptr< Vector< Real > > & emul,
const Ptr< Constraint< Real > > & icon,
const Ptr< Vector< Real > > & imul,
const Ptr< BoundConstraint< Real > > & ibnd )
inline

Definition at line 361 of file ROL_OptimizationProblem.hpp.

References INPUT_bnd_, INPUT_econ_, INPUT_emul_, INPUT_ibnd_, INPUT_icon_, INPUT_imul_, INPUT_obj_, INPUT_sol_, INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, INTERMEDIATE_sol_, isInitialized_, and isStochastic_.

◆ OptimizationProblem() [6/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const std::vector< Ptr< Constraint< Real > > > & econ,
const std::vector< Ptr< Vector< Real > > > & emul,
const std::vector< Ptr< Constraint< Real > > > & icon,
const std::vector< Ptr< Vector< Real > > > & imul,
const std::vector< Ptr< BoundConstraint< Real > > > & ibnd )
inline

Definition at line 390 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [7/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< Constraint< Real > > & econ,
const Ptr< Vector< Real > > & emul,
const std::vector< Ptr< Constraint< Real > > > & icon,
const std::vector< Ptr< Vector< Real > > > & imul,
const std::vector< Ptr< BoundConstraint< Real > > > & ibnd )
inline

Definition at line 399 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [8/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const std::vector< Ptr< Constraint< Real > > > & econ,
const std::vector< Ptr< Vector< Real > > > & emul,
const Ptr< Constraint< Real > > & icon,
const Ptr< Vector< Real > > & imul,
const Ptr< BoundConstraint< Real > > & ibnd )
inline

Definition at line 408 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [9/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< Constraint< Real > > & econ,
const Ptr< Vector< Real > > & emul,
const Ptr< Constraint< Real > > & icon,
const Ptr< Vector< Real > > & imul,
const Ptr< BoundConstraint< Real > > & ibnd )
inline

Definition at line 417 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [10/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< BoundConstraint< Real > > & bnd,
const std::vector< Ptr< Constraint< Real > > > & econ,
const std::vector< Ptr< Vector< Real > > > & emul )
inline

Definition at line 427 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [11/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< BoundConstraint< Real > > & bnd,
const Ptr< Constraint< Real > > & econ,
const Ptr< Vector< Real > > & emul )
inline

Definition at line 434 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [12/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< BoundConstraint< Real > > & bnd,
const std::vector< Ptr< Constraint< Real > > > & icon,
const std::vector< Ptr< Vector< Real > > > & imul,
const std::vector< Ptr< BoundConstraint< Real > > > & ibnd )
inline

Definition at line 442 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [13/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< BoundConstraint< Real > > & bnd,
const Ptr< Constraint< Real > > & icon,
const Ptr< Vector< Real > > & imul,
const Ptr< BoundConstraint< Real > > & ibnd )
inline

Definition at line 450 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [14/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const std::vector< Ptr< Constraint< Real > > > & econ,
const std::vector< Ptr< Vector< Real > > > & emul )
inline

Definition at line 459 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [15/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< Constraint< Real > > & econ,
const Ptr< Vector< Real > > & emul )
inline

Definition at line 465 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [16/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const std::vector< Ptr< Constraint< Real > > > & icon,
const std::vector< Ptr< Vector< Real > > > & imul,
const std::vector< Ptr< BoundConstraint< Real > > > & ibnd )
inline

Definition at line 472 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [17/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< Constraint< Real > > & icon,
const Ptr< Vector< Real > > & imul,
const Ptr< BoundConstraint< Real > > & ibnd )
inline

Definition at line 479 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [18/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< BoundConstraint< Real > > & bnd )
inline

Definition at line 487 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

◆ OptimizationProblem() [19/19]

template<class Real>
ROL::OptimizationProblem< Real >::OptimizationProblem ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x )
inline

Definition at line 493 of file ROL_OptimizationProblem.hpp.

References OptimizationProblem().

Member Function Documentation

◆ initialize()

template<class Real>
void ROL::OptimizationProblem< Real >::initialize ( const Ptr< Objective< Real > > & obj,
const Ptr< Vector< Real > > & x,
const Ptr< BoundConstraint< Real > > & bnd,
const std::vector< Ptr< Constraint< Real > > > & econ,
const std::vector< Ptr< Vector< Real > > > & emul,
const std::vector< Ptr< Constraint< Real > > > & icon,
const std::vector< Ptr< Vector< Real > > > & imul,
const std::vector< Ptr< BoundConstraint< Real > > > & ibnd )
inlineprivate

Definition at line 136 of file ROL_OptimizationProblem.hpp.

References bnd_, con_, conManager_, isInitialized_, isStochastic_, mul_, needRiskLessEcon_, needRiskLessIcon_, needRiskLessObj_, obj_, problemType_, setRiskLessCon(), setRiskLessObj(), sol_, ROL::TYPE_B, ROL::TYPE_E, ROL::TYPE_EB, and ROL::TYPE_U.

Referenced by check(), checkConstraint(), checkMultiplierVector(), checkObjective(), checkSolutionVector(), getBoundConstraint(), getConstraint(), getMultiplierVector(), getObjective(), getProblemType(), getSolutionVector(), and reset().

◆ setRiskLessCon()

template<class Real>
const Ptr< Constraint< Real > > ROL::OptimizationProblem< Real >::setRiskLessCon ( const Ptr< Constraint< Real > > & con,
const bool needRiskLess ) const
inlineprivate

Definition at line 214 of file ROL_OptimizationProblem.hpp.

Referenced by initialize().

◆ setRiskLessObj()

template<class Real>
const Ptr< Objective< Real > > ROL::OptimizationProblem< Real >::setRiskLessObj ( const Ptr< Objective< Real > > & obj,
const bool needRiskLess ) const
inlineprivate

Definition at line 223 of file ROL_OptimizationProblem.hpp.

Referenced by initialize().

◆ computeSampleMean()

template<class Real>
std::vector< Real > ROL::OptimizationProblem< Real >::computeSampleMean ( const Ptr< SampleGenerator< Real > > & sampler) const
inlineprivate

Definition at line 232 of file ROL_OptimizationProblem.hpp.

References dim.

Referenced by setMeanValueEquality(), setMeanValueInequality(), and setMeanValueObjective().

◆ initStochastic()

template<class Real>
void ROL::OptimizationProblem< Real >::initStochastic ( void )
inlineprivate

Definition at line 248 of file ROL_OptimizationProblem.hpp.

References ecbman_, exsampler_, icbman_, INPUT_econ_, INPUT_icon_, isStochastic_, ixsampler_, needRiskLessEcon_, needRiskLessIcon_, needRiskLessObj_, parlistCon_, and parlistObj_.

Referenced by setAlmostSureEquality(), setAlmostSureInequality(), setMeanValueEquality(), setMeanValueInequality(), setMeanValueObjective(), setRiskAverseInequality(), setRiskAverseObjective(), setRiskNeutralEquality(), setRiskNeutralInequality(), setRiskNeutralObjective(), setStochasticEquality(), and setStochasticInequality().

◆ buildRiskVec()

template<class Real>
void ROL::OptimizationProblem< Real >::buildRiskVec ( Ptr< Vector< Real > > & x)
inlineprivate

Definition at line 268 of file ROL_OptimizationProblem.hpp.

References INPUT_icon_, INTERMEDIATE_sol_, parlistCon_, and parlistObj_.

Referenced by setAlmostSureEquality(), setAlmostSureInequality(), setMeanValueEquality(), setMeanValueInequality(), setMeanValueObjective(), setRiskAverseInequality(), setRiskAverseObjective(), setRiskNeutralEquality(), setRiskNeutralInequality(), setRiskNeutralObjective(), setStochasticEquality(), setStochasticInequality(), and setStochasticObjective().

◆ buildRiskBnd()

template<class Real>
void ROL::OptimizationProblem< Real >::buildRiskBnd ( Ptr< BoundConstraint< Real > > & bnd)
inlineprivate

Definition at line 285 of file ROL_OptimizationProblem.hpp.

References INPUT_bnd_, INTERMEDIATE_bnd_, parlistCon_, and parlistObj_.

Referenced by setAlmostSureEquality(), setAlmostSureInequality(), setMeanValueEquality(), setMeanValueInequality(), setMeanValueObjective(), setRiskAverseInequality(), setRiskAverseObjective(), setRiskNeutralEquality(), setRiskNeutralInequality(), setRiskNeutralObjective(), setStochasticEquality(), setStochasticInequality(), and setStochasticObjective().

◆ getObjective()

template<class Real>
virtual Ptr< Objective< Real > > ROL::OptimizationProblem< Real >::getObjective ( void )
inlinevirtual

Definition at line 499 of file ROL_OptimizationProblem.hpp.

References initialize(), INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, INTERMEDIATE_sol_, and obj_.

Referenced by main(), and ROL::OptimizationSolver< Real >::OptimizationSolver().

◆ getSolutionVector()

template<class Real>
virtual Ptr< Vector< Real > > ROL::OptimizationProblem< Real >::getSolutionVector ( void )
inlinevirtual

Definition at line 509 of file ROL_OptimizationProblem.hpp.

References initialize(), INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, INTERMEDIATE_sol_, and sol_.

Referenced by main(), and ROL::OptimizationSolver< Real >::OptimizationSolver().

◆ getBoundConstraint()

template<class Real>
virtual Ptr< BoundConstraint< Real > > ROL::OptimizationProblem< Real >::getBoundConstraint ( void )
inlinevirtual

Definition at line 519 of file ROL_OptimizationProblem.hpp.

References bnd_, initialize(), INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, and INTERMEDIATE_sol_.

Referenced by main(), and ROL::OptimizationSolver< Real >::OptimizationSolver().

◆ getConstraint()

template<class Real>
virtual Ptr< Constraint< Real > > ROL::OptimizationProblem< Real >::getConstraint ( void )
inlinevirtual

Definition at line 526 of file ROL_OptimizationProblem.hpp.

References con_, initialize(), INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, and INTERMEDIATE_sol_.

Referenced by main(), and ROL::OptimizationSolver< Real >::OptimizationSolver().

◆ getMultiplierVector()

template<class Real>
virtual Ptr< Vector< Real > > ROL::OptimizationProblem< Real >::getMultiplierVector ( void )
inlinevirtual

Definition at line 533 of file ROL_OptimizationProblem.hpp.

References initialize(), INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, INTERMEDIATE_sol_, and mul_.

Referenced by main(), and ROL::OptimizationSolver< Real >::OptimizationSolver().

◆ getProblemType()

template<class Real>
EProblem ROL::OptimizationProblem< Real >::getProblemType ( void )
inline

Definition at line 540 of file ROL_OptimizationProblem.hpp.

References initialize(), INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, INTERMEDIATE_sol_, and problemType_.

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

◆ setMeanValueObjective()

template<class Real>
void ROL::OptimizationProblem< Real >::setMeanValueObjective ( const Ptr< SampleGenerator< Real > > & sampler)
inline

Set objective function to mean value objective.

We assume the objective function is parametrized by an additional variable (other than the optimization variable). This variable could, e.g., be random. The mean value objective function evaluates the the parametrized objective function at the sample average of the auxiliary variable.

Parameters
[in]sampleris the SampleGenerator defining the distribution of the auxiliary parameter

Definition at line 560 of file ROL_OptimizationProblem.hpp.

References buildRiskBnd(), buildRiskVec(), computeSampleMean(), gsampler_, hsampler_, initStochastic(), INPUT_bnd_, INPUT_obj_, INPUT_sol_, INTERMEDIATE_obj_, isInitialized_, and vsampler_.

Referenced by setStochasticObjective().

◆ setRiskNeutralObjective()

template<class Real>
void ROL::OptimizationProblem< Real >::setRiskNeutralObjective ( const Ptr< SampleGenerator< Real > > & vsampler,
const Ptr< SampleGenerator< Real > > & gsampler = nullPtr,
const Ptr< SampleGenerator< Real > > & hsampler = nullPtr,
const bool storage = true )
inline

Set objective function to risk neutral objective.

We assume the objective function is parametrized by an additional variable (other than the optimization variable). This variable could, e.g., be random. The risk neutral objective function evaluates the the average of parametrized objective function.

Parameters
[in]vsampleris the SampleGenerator defining the distribution of the auxiliary parameter for the value
[in]gsampleris the SampleGenerator defining the distribution of the auxiliary parameter for the gradient
[in]hsampleris the SampleGenerator defining the distribution of the auxiliary parameter for the Hessian
[in]storagewhether or not to store the sampled value and gradient

Definition at line 594 of file ROL_OptimizationProblem.hpp.

References buildRiskBnd(), buildRiskVec(), gsampler_, hsampler_, initStochastic(), INPUT_bnd_, INPUT_obj_, INPUT_sol_, INTERMEDIATE_obj_, isInitialized_, and vsampler_.

Referenced by setStochasticObjective().

◆ setRiskAverseObjective()

template<class Real>
void ROL::OptimizationProblem< Real >::setRiskAverseObjective ( ParameterList & parlist,
const Ptr< SampleGenerator< Real > > & vsampler,
const Ptr< SampleGenerator< Real > > & gsampler = nullPtr,
const Ptr< SampleGenerator< Real > > & hsampler = nullPtr )
inline

Set objective function to risk averse objective.

We assume the objective function is parametrized by an additional variable (other than the optimization variable). This variable could, e.g., be random. The risk averse objective function evaluates the the `‘risk’' of parametrized objective function.

Parameters
[in]parlistcontains the information defining the risk measure
[in]vsampleris the SampleGenerator defining the distribution of the auxiliary parameter for the value
[in]gsampleris the SampleGenerator defining the distribution of the auxiliary parameter for the gradient
[in]hsampleris the SampleGenerator defining the distribution of the auxiliary parameter for the Hessian

Definition at line 636 of file ROL_OptimizationProblem.hpp.

References buildRiskBnd(), buildRiskVec(), gsampler_, hsampler_, initStochastic(), INPUT_bnd_, INPUT_obj_, INPUT_sol_, INTERMEDIATE_obj_, isInitialized_, needRiskLessObj_, parlistObj_, and vsampler_.

Referenced by setStochasticObjective().

◆ setStochasticObjective()

template<class Real>
void ROL::OptimizationProblem< Real >::setStochasticObjective ( ParameterList & parlist,
const Ptr< SampleGenerator< Real > > & vsampler,
const Ptr< SampleGenerator< Real > > & gsampler = nullPtr,
const Ptr< SampleGenerator< Real > > & hsampler = nullPtr )
inline

Definition at line 668 of file ROL_OptimizationProblem.hpp.

References buildRiskBnd(), buildRiskVec(), INPUT_bnd_, INPUT_sol_, isInitialized_, setMeanValueObjective(), setRiskAverseObjective(), and setRiskNeutralObjective().

Referenced by main().

◆ setMeanValueEquality()

template<class Real>
void ROL::OptimizationProblem< Real >::setMeanValueEquality ( const Ptr< SampleGenerator< Real > > & sampler,
const int index = 0 )
inline

Definition at line 699 of file ROL_OptimizationProblem.hpp.

References buildRiskBnd(), buildRiskVec(), computeSampleMean(), exsampler_, initStochastic(), INPUT_bnd_, INPUT_econ_, INPUT_emul_, INPUT_sol_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, and isInitialized_.

Referenced by setStochasticEquality().

◆ setRiskNeutralEquality()

template<class Real>
void ROL::OptimizationProblem< Real >::setRiskNeutralEquality ( const Ptr< SampleGenerator< Real > > & xsampler,
const Ptr< BatchManager< Real > > & cbman,
const int index = 0 )
inline

Definition at line 718 of file ROL_OptimizationProblem.hpp.

References buildRiskBnd(), buildRiskVec(), ecbman_, exsampler_, initStochastic(), INPUT_bnd_, INPUT_econ_, INPUT_emul_, INPUT_sol_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, and isInitialized_.

Referenced by setStochasticEquality().

◆ setAlmostSureEquality()

template<class Real>
void ROL::OptimizationProblem< Real >::setAlmostSureEquality ( const Ptr< SampleGenerator< Real > > & sampler,
const int index = 0 )
inline

Definition at line 741 of file ROL_OptimizationProblem.hpp.

References buildRiskBnd(), buildRiskVec(), exsampler_, initStochastic(), INPUT_bnd_, INPUT_econ_, INPUT_emul_, INPUT_sol_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, and isInitialized_.

Referenced by setStochasticEquality().

◆ setStochasticEquality() [1/2]

template<class Real>
void ROL::OptimizationProblem< Real >::setStochasticEquality ( std::vector< ParameterList > & parlist,
const std::vector< Ptr< SampleGenerator< Real > > > & xsampler,
const std::vector< Ptr< BatchManager< Real > > > & cbman )
inline

Definition at line 768 of file ROL_OptimizationProblem.hpp.

References buildRiskBnd(), buildRiskVec(), initStochastic(), INPUT_bnd_, INPUT_econ_, INPUT_emul_, INPUT_sol_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, isInitialized_, setAlmostSureEquality(), setMeanValueEquality(), and setRiskNeutralEquality().

Referenced by setStochasticEquality().

◆ setStochasticEquality() [2/2]

template<class Real>
void ROL::OptimizationProblem< Real >::setStochasticEquality ( ParameterList & parlist,
const Ptr< SampleGenerator< Real > > & xsampler,
const Ptr< BatchManager< Real > > & cbman )
inline

Definition at line 804 of file ROL_OptimizationProblem.hpp.

References setStochasticEquality().

◆ setMeanValueInequality()

template<class Real>
void ROL::OptimizationProblem< Real >::setMeanValueInequality ( const Ptr< SampleGenerator< Real > > & sampler,
const int index = 0 )
inline

Definition at line 814 of file ROL_OptimizationProblem.hpp.

References buildRiskBnd(), buildRiskVec(), computeSampleMean(), initStochastic(), INPUT_bnd_, INPUT_ibnd_, INPUT_icon_, INPUT_imul_, INPUT_sol_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, isInitialized_, and ixsampler_.

Referenced by setStochasticInequality().

◆ setRiskNeutralInequality()

template<class Real>
void ROL::OptimizationProblem< Real >::setRiskNeutralInequality ( const Ptr< SampleGenerator< Real > > & xsampler,
const Ptr< BatchManager< Real > > & cbman,
const int index = 0 )
inline

Definition at line 835 of file ROL_OptimizationProblem.hpp.

References buildRiskBnd(), buildRiskVec(), icbman_, initStochastic(), INPUT_bnd_, INPUT_ibnd_, INPUT_icon_, INPUT_imul_, INPUT_sol_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, isInitialized_, and ixsampler_.

Referenced by setStochasticInequality().

◆ setRiskAverseInequality()

template<class Real>
void ROL::OptimizationProblem< Real >::setRiskAverseInequality ( ParameterList & parlist,
const Ptr< SampleGenerator< Real > > & sampler,
const int index = 0 )
inline

Definition at line 859 of file ROL_OptimizationProblem.hpp.

References buildRiskBnd(), buildRiskVec(), initStochastic(), INPUT_bnd_, INPUT_ibnd_, INPUT_icon_, INPUT_imul_, INPUT_sol_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, isInitialized_, ixsampler_, needRiskLessIcon_, and parlistCon_.

Referenced by setStochasticInequality().

◆ setAlmostSureInequality()

template<class Real>
void ROL::OptimizationProblem< Real >::setAlmostSureInequality ( const Ptr< SampleGenerator< Real > > & sampler,
const int index = 0 )
inline

Definition at line 882 of file ROL_OptimizationProblem.hpp.

References buildRiskBnd(), buildRiskVec(), initStochastic(), INPUT_bnd_, INPUT_ibnd_, INPUT_icon_, INPUT_imul_, INPUT_sol_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, isInitialized_, and ixsampler_.

Referenced by setStochasticInequality().

◆ setStochasticInequality() [1/2]

template<class Real>
void ROL::OptimizationProblem< Real >::setStochasticInequality ( std::vector< ParameterList > & parlist,
const std::vector< Ptr< SampleGenerator< Real > > > & xsampler,
const std::vector< Ptr< BatchManager< Real > > > & cbman )
inline

Definition at line 910 of file ROL_OptimizationProblem.hpp.

References buildRiskBnd(), buildRiskVec(), initStochastic(), INPUT_bnd_, INPUT_ibnd_, INPUT_icon_, INPUT_imul_, INPUT_sol_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, isInitialized_, setAlmostSureInequality(), setMeanValueInequality(), setRiskAverseInequality(), and setRiskNeutralInequality().

Referenced by setStochasticInequality().

◆ setStochasticInequality() [2/2]

template<class Real>
void ROL::OptimizationProblem< Real >::setStochasticInequality ( ParameterList & parlist,
const Ptr< SampleGenerator< Real > > & xsampler,
const Ptr< BatchManager< Real > > & cbman )
inline

Definition at line 954 of file ROL_OptimizationProblem.hpp.

References setStochasticInequality().

◆ getSolutionStatistic()

template<class Real>
Real ROL::OptimizationProblem< Real >::getSolutionStatistic ( int comp = 0,
int index = 0 )
inline

Returns the statistic from the soluton vector.

Parameters
[in]compis the component of the risk vector (0 for objective, 1 for inequality constraint)
[in]indexis the inequality constraint index

Definition at line 968 of file ROL_OptimizationProblem.hpp.

References INTERMEDIATE_icon_, INTERMEDIATE_obj_, and INTERMEDIATE_sol_.

Referenced by main().

◆ getObjectiveStatistic()

template<class Real>
std::vector< Real > ROL::OptimizationProblem< Real >::getObjectiveStatistic ( void ) const
inline

Definition at line 996 of file ROL_OptimizationProblem.hpp.

References INTERMEDIATE_sol_.

◆ getConstraintStatistic()

template<class Real>
std::vector< Real > ROL::OptimizationProblem< Real >::getConstraintStatistic ( const int index = 0) const
inline

Definition at line 1014 of file ROL_OptimizationProblem.hpp.

References INTERMEDIATE_sol_.

◆ reset()

template<class Real>
void ROL::OptimizationProblem< Real >::reset ( void )
inline

Definition at line 1032 of file ROL_OptimizationProblem.hpp.

References conManager_, initialize(), INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, and INTERMEDIATE_sol_.

◆ checkSolutionVector() [1/2]

template<class Real>
void ROL::OptimizationProblem< Real >::checkSolutionVector ( Vector< Real > & x,
Vector< Real > & y,
Vector< Real > & u,
std::ostream & outStream = std::cout )
inline

Definition at line 1040 of file ROL_OptimizationProblem.hpp.

References checkSolutionVector().

Referenced by check(), and checkSolutionVector().

◆ checkSolutionVector() [2/2]

template<class Real>
void ROL::OptimizationProblem< Real >::checkSolutionVector ( OptimizationProblemCheckData< Real > & data,
Vector< Real > & x,
Vector< Real > & y,
Vector< Real > & u,
std::ostream & outStream = std::cout )
inline

Definition at line 1049 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblemCheckData< Real >::checkSolutionVector, ROL::Vector< Real >::checkVector(), initialize(), INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, INTERMEDIATE_sol_, and obj_.

◆ checkObjective() [1/2]

template<class Real>
void ROL::OptimizationProblem< Real >::checkObjective ( Vector< Real > & x,
Vector< Real > & u,
Vector< Real > & v,
std::ostream & outStream = std::cout,
const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
const int order = 1 )
inline

Definition at line 1065 of file ROL_OptimizationProblem.hpp.

References checkObjective(), and ROL_NUM_CHECKDERIV_STEPS.

Referenced by check(), and checkObjective().

◆ checkObjective() [2/2]

template<class Real>
void ROL::OptimizationProblem< Real >::checkObjective ( OptimizationProblemCheckData< Real > & data,
Vector< Real > & x,
Vector< Real > & u,
Vector< Real > & v,
std::ostream & outStream = std::cout,
const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
const int order = 1 )
inline

Definition at line 1075 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblemCheckData< Real >::checkGradient, ROL::OptimizationProblemCheckData< Real >::checkHessSym, ROL::OptimizationProblemCheckData< Real >::checkHessVec, initialize(), INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, INTERMEDIATE_sol_, obj_, and ROL_NUM_CHECKDERIV_STEPS.

◆ checkMultiplierVector() [1/2]

template<class Real>
void ROL::OptimizationProblem< Real >::checkMultiplierVector ( Vector< Real > & w,
Vector< Real > & q,
Vector< Real > & l,
std::ostream & outStream = std::cout )
inline

Definition at line 1098 of file ROL_OptimizationProblem.hpp.

References checkMultiplierVector().

Referenced by check(), and checkMultiplierVector().

◆ checkMultiplierVector() [2/2]

template<class Real>
void ROL::OptimizationProblem< Real >::checkMultiplierVector ( OptimizationProblemCheckData< Real > & data,
Vector< Real > & w,
Vector< Real > & q,
Vector< Real > & l,
std::ostream & outStream = std::cout )
inline

Definition at line 1106 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblemCheckData< Real >::checkMultiplierVector, ROL::Vector< Real >::checkVector(), con_, initialize(), INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, and INTERMEDIATE_sol_.

◆ checkConstraint() [1/2]

template<class Real>
void ROL::OptimizationProblem< Real >::checkConstraint ( Vector< Real > & x,
Vector< Real > & u,
Vector< Real > & v,
Vector< Real > & c,
Vector< Real > & l,
std::ostream & outStream = std::cout,
const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
const int order = 1 )
inline

Definition at line 1122 of file ROL_OptimizationProblem.hpp.

References checkConstraint(), and ROL_NUM_CHECKDERIV_STEPS.

Referenced by check(), and checkConstraint().

◆ checkConstraint() [2/2]

template<class Real>
void ROL::OptimizationProblem< Real >::checkConstraint ( OptimizationProblemCheckData< Real > & data,
Vector< Real > & x,
Vector< Real > & u,
Vector< Real > & v,
Vector< Real > & c,
Vector< Real > & l,
std::ostream & outStream = std::cout,
const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
const int order = 1 )
inline

Definition at line 1134 of file ROL_OptimizationProblem.hpp.

References ROL::OptimizationProblemCheckData< Real >::checkAdjointConsistencyJacobian, ROL::OptimizationProblemCheckData< Real >::checkApplyAdjointHessian, ROL::OptimizationProblemCheckData< Real >::checkApplyJacobian, con_, initialize(), INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, INTERMEDIATE_sol_, and ROL_NUM_CHECKDERIV_STEPS.

◆ check() [1/2]

template<class Real>
void ROL::OptimizationProblem< Real >::check ( std::ostream & outStream = std::cout,
const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
const int order = 1 )
inline

Definition at line 1160 of file ROL_OptimizationProblem.hpp.

References check(), and ROL_NUM_CHECKDERIV_STEPS.

Referenced by check(), main(), and ROL::SROMGenerator< Real >::SROMGenerator().

◆ check() [2/2]

template<class Real>
void ROL::OptimizationProblem< Real >::check ( OptimizationProblemCheckData< Real > & data,
std::ostream & outStream = std::cout,
const int numSteps = ROL_NUM_CHECKDERIV_STEPS,
const int order = 1 )
inline

Definition at line 1167 of file ROL_OptimizationProblem.hpp.

References checkConstraint(), checkMultiplierVector(), checkObjective(), checkSolutionVector(), con_, initialize(), INTERMEDIATE_bnd_, INTERMEDIATE_econ_, INTERMEDIATE_emul_, INTERMEDIATE_ibnd_, INTERMEDIATE_icon_, INTERMEDIATE_imul_, INTERMEDIATE_obj_, INTERMEDIATE_sol_, mul_, ROL_NUM_CHECKDERIV_STEPS, and sol_.

Member Data Documentation

◆ INPUT_obj_

template<class Real>
Ptr<Objective<Real> > ROL::OptimizationProblem< Real >::INPUT_obj_
private

Definition at line 90 of file ROL_OptimizationProblem.hpp.

Referenced by OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), setMeanValueObjective(), setRiskAverseObjective(), and setRiskNeutralObjective().

◆ INPUT_sol_

template<class Real>
Ptr<Vector<Real> > ROL::OptimizationProblem< Real >::INPUT_sol_
private

Definition at line 91 of file ROL_OptimizationProblem.hpp.

Referenced by OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), setAlmostSureEquality(), setAlmostSureInequality(), setMeanValueEquality(), setMeanValueInequality(), setMeanValueObjective(), setRiskAverseInequality(), setRiskAverseObjective(), setRiskNeutralEquality(), setRiskNeutralInequality(), setRiskNeutralObjective(), setStochasticEquality(), setStochasticInequality(), and setStochasticObjective().

◆ INPUT_bnd_

template<class Real>
Ptr<BoundConstraint<Real> > ROL::OptimizationProblem< Real >::INPUT_bnd_
private

Definition at line 92 of file ROL_OptimizationProblem.hpp.

Referenced by buildRiskBnd(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), setAlmostSureEquality(), setAlmostSureInequality(), setMeanValueEquality(), setMeanValueInequality(), setMeanValueObjective(), setRiskAverseInequality(), setRiskAverseObjective(), setRiskNeutralEquality(), setRiskNeutralInequality(), setRiskNeutralObjective(), setStochasticEquality(), setStochasticInequality(), and setStochasticObjective().

◆ INPUT_econ_

template<class Real>
std::vector<Ptr<Constraint<Real> > > ROL::OptimizationProblem< Real >::INPUT_econ_
private

Definition at line 93 of file ROL_OptimizationProblem.hpp.

Referenced by initStochastic(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), setAlmostSureEquality(), setMeanValueEquality(), setRiskNeutralEquality(), and setStochasticEquality().

◆ INPUT_emul_

template<class Real>
std::vector<Ptr<Vector<Real> > > ROL::OptimizationProblem< Real >::INPUT_emul_
private

Definition at line 94 of file ROL_OptimizationProblem.hpp.

Referenced by OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), setAlmostSureEquality(), setMeanValueEquality(), setRiskNeutralEquality(), and setStochasticEquality().

◆ INPUT_icon_

template<class Real>
std::vector<Ptr<Constraint<Real> > > ROL::OptimizationProblem< Real >::INPUT_icon_
private

Definition at line 95 of file ROL_OptimizationProblem.hpp.

Referenced by buildRiskVec(), initStochastic(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), setAlmostSureInequality(), setMeanValueInequality(), setRiskAverseInequality(), setRiskNeutralInequality(), and setStochasticInequality().

◆ INPUT_imul_

template<class Real>
std::vector<Ptr<Vector<Real> > > ROL::OptimizationProblem< Real >::INPUT_imul_
private

Definition at line 96 of file ROL_OptimizationProblem.hpp.

Referenced by OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), setAlmostSureInequality(), setMeanValueInequality(), setRiskAverseInequality(), setRiskNeutralInequality(), and setStochasticInequality().

◆ INPUT_ibnd_

template<class Real>
std::vector<Ptr<BoundConstraint<Real> > > ROL::OptimizationProblem< Real >::INPUT_ibnd_
private

Definition at line 97 of file ROL_OptimizationProblem.hpp.

Referenced by OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), setAlmostSureInequality(), setMeanValueInequality(), setRiskAverseInequality(), setRiskNeutralInequality(), and setStochasticInequality().

◆ INTERMEDIATE_obj_

template<class Real>
Ptr<Objective<Real> > ROL::OptimizationProblem< Real >::INTERMEDIATE_obj_
private

Definition at line 99 of file ROL_OptimizationProblem.hpp.

Referenced by check(), checkConstraint(), checkMultiplierVector(), checkObjective(), checkSolutionVector(), getBoundConstraint(), getConstraint(), getMultiplierVector(), getObjective(), getProblemType(), getSolutionStatistic(), getSolutionVector(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), reset(), setMeanValueObjective(), setRiskAverseObjective(), and setRiskNeutralObjective().

◆ INTERMEDIATE_sol_

template<class Real>
Ptr<Vector<Real> > ROL::OptimizationProblem< Real >::INTERMEDIATE_sol_
private

Definition at line 100 of file ROL_OptimizationProblem.hpp.

Referenced by buildRiskVec(), check(), checkConstraint(), checkMultiplierVector(), checkObjective(), checkSolutionVector(), getBoundConstraint(), getConstraint(), getConstraintStatistic(), getMultiplierVector(), getObjective(), getObjectiveStatistic(), getProblemType(), getSolutionStatistic(), getSolutionVector(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), and reset().

◆ INTERMEDIATE_bnd_

template<class Real>
Ptr<BoundConstraint<Real> > ROL::OptimizationProblem< Real >::INTERMEDIATE_bnd_
private

Definition at line 101 of file ROL_OptimizationProblem.hpp.

Referenced by buildRiskBnd(), check(), checkConstraint(), checkMultiplierVector(), checkObjective(), checkSolutionVector(), getBoundConstraint(), getConstraint(), getMultiplierVector(), getObjective(), getProblemType(), getSolutionVector(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), and reset().

◆ INTERMEDIATE_econ_

template<class Real>
std::vector<Ptr<Constraint<Real> > > ROL::OptimizationProblem< Real >::INTERMEDIATE_econ_
private

Definition at line 102 of file ROL_OptimizationProblem.hpp.

Referenced by check(), checkConstraint(), checkMultiplierVector(), checkObjective(), checkSolutionVector(), getBoundConstraint(), getConstraint(), getMultiplierVector(), getObjective(), getProblemType(), getSolutionVector(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), reset(), setAlmostSureEquality(), setMeanValueEquality(), setRiskNeutralEquality(), and setStochasticEquality().

◆ INTERMEDIATE_emul_

template<class Real>
std::vector<Ptr<Vector<Real> > > ROL::OptimizationProblem< Real >::INTERMEDIATE_emul_
private

Definition at line 103 of file ROL_OptimizationProblem.hpp.

Referenced by check(), checkConstraint(), checkMultiplierVector(), checkObjective(), checkSolutionVector(), getBoundConstraint(), getConstraint(), getMultiplierVector(), getObjective(), getProblemType(), getSolutionVector(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), reset(), setAlmostSureEquality(), setMeanValueEquality(), setRiskNeutralEquality(), and setStochasticEquality().

◆ INTERMEDIATE_icon_

template<class Real>
std::vector<Ptr<Constraint<Real> > > ROL::OptimizationProblem< Real >::INTERMEDIATE_icon_
private

Definition at line 104 of file ROL_OptimizationProblem.hpp.

Referenced by check(), checkConstraint(), checkMultiplierVector(), checkObjective(), checkSolutionVector(), getBoundConstraint(), getConstraint(), getMultiplierVector(), getObjective(), getProblemType(), getSolutionStatistic(), getSolutionVector(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), reset(), setAlmostSureInequality(), setMeanValueInequality(), setRiskAverseInequality(), setRiskNeutralInequality(), and setStochasticInequality().

◆ INTERMEDIATE_imul_

template<class Real>
std::vector<Ptr<Vector<Real> > > ROL::OptimizationProblem< Real >::INTERMEDIATE_imul_
private

Definition at line 105 of file ROL_OptimizationProblem.hpp.

Referenced by check(), checkConstraint(), checkMultiplierVector(), checkObjective(), checkSolutionVector(), getBoundConstraint(), getConstraint(), getMultiplierVector(), getObjective(), getProblemType(), getSolutionVector(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), reset(), setAlmostSureInequality(), setMeanValueInequality(), setRiskAverseInequality(), setRiskNeutralInequality(), and setStochasticInequality().

◆ INTERMEDIATE_ibnd_

template<class Real>
std::vector<Ptr<BoundConstraint<Real> > > ROL::OptimizationProblem< Real >::INTERMEDIATE_ibnd_
private

Definition at line 106 of file ROL_OptimizationProblem.hpp.

Referenced by check(), checkConstraint(), checkMultiplierVector(), checkObjective(), checkSolutionVector(), getBoundConstraint(), getConstraint(), getMultiplierVector(), getObjective(), getProblemType(), getSolutionVector(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), reset(), setAlmostSureInequality(), setMeanValueInequality(), setRiskAverseInequality(), setRiskNeutralInequality(), and setStochasticInequality().

◆ vsampler_

template<class Real>
Ptr<SampleGenerator<Real> > ROL::OptimizationProblem< Real >::vsampler_
private

Definition at line 108 of file ROL_OptimizationProblem.hpp.

Referenced by setMeanValueObjective(), setRiskAverseObjective(), and setRiskNeutralObjective().

◆ gsampler_

template<class Real>
Ptr<SampleGenerator<Real> > ROL::OptimizationProblem< Real >::gsampler_
private

Definition at line 109 of file ROL_OptimizationProblem.hpp.

Referenced by setMeanValueObjective(), setRiskAverseObjective(), and setRiskNeutralObjective().

◆ hsampler_

template<class Real>
Ptr<SampleGenerator<Real> > ROL::OptimizationProblem< Real >::hsampler_
private

Definition at line 110 of file ROL_OptimizationProblem.hpp.

Referenced by setMeanValueObjective(), setRiskAverseObjective(), and setRiskNeutralObjective().

◆ exsampler_

template<class Real>
std::vector<Ptr<SampleGenerator<Real> > > ROL::OptimizationProblem< Real >::exsampler_
private

Definition at line 111 of file ROL_OptimizationProblem.hpp.

Referenced by initStochastic(), setAlmostSureEquality(), setMeanValueEquality(), and setRiskNeutralEquality().

◆ ecbman_

template<class Real>
std::vector<Ptr<BatchManager<Real> > > ROL::OptimizationProblem< Real >::ecbman_
private

Definition at line 112 of file ROL_OptimizationProblem.hpp.

Referenced by initStochastic(), and setRiskNeutralEquality().

◆ ixsampler_

template<class Real>
std::vector<Ptr<SampleGenerator<Real> > > ROL::OptimizationProblem< Real >::ixsampler_
private

Definition at line 113 of file ROL_OptimizationProblem.hpp.

Referenced by initStochastic(), setAlmostSureInequality(), setMeanValueInequality(), setRiskAverseInequality(), and setRiskNeutralInequality().

◆ icbman_

template<class Real>
std::vector<Ptr<BatchManager<Real> > > ROL::OptimizationProblem< Real >::icbman_
private

Definition at line 114 of file ROL_OptimizationProblem.hpp.

Referenced by initStochastic(), and setRiskNeutralInequality().

◆ parlistObj_

template<class Real>
Ptr<ParameterList> ROL::OptimizationProblem< Real >::parlistObj_
private

Definition at line 116 of file ROL_OptimizationProblem.hpp.

Referenced by buildRiskBnd(), buildRiskVec(), initStochastic(), and setRiskAverseObjective().

◆ parlistCon_

template<class Real>
std::vector<Ptr<ParameterList> > ROL::OptimizationProblem< Real >::parlistCon_
private

Definition at line 117 of file ROL_OptimizationProblem.hpp.

Referenced by buildRiskBnd(), buildRiskVec(), initStochastic(), and setRiskAverseInequality().

◆ obj_

template<class Real>
Ptr<Objective<Real> > ROL::OptimizationProblem< Real >::obj_
private

Definition at line 119 of file ROL_OptimizationProblem.hpp.

Referenced by checkObjective(), checkSolutionVector(), getObjective(), and initialize().

◆ sol_

template<class Real>
Ptr<Vector<Real> > ROL::OptimizationProblem< Real >::sol_
private

Definition at line 120 of file ROL_OptimizationProblem.hpp.

Referenced by check(), getSolutionVector(), and initialize().

◆ bnd_

template<class Real>
Ptr<BoundConstraint<Real> > ROL::OptimizationProblem< Real >::bnd_
private

Definition at line 121 of file ROL_OptimizationProblem.hpp.

Referenced by getBoundConstraint(), and initialize().

◆ con_

template<class Real>
Ptr<Constraint<Real> > ROL::OptimizationProblem< Real >::con_
private

Definition at line 122 of file ROL_OptimizationProblem.hpp.

Referenced by check(), checkConstraint(), checkMultiplierVector(), getConstraint(), and initialize().

◆ mul_

template<class Real>
Ptr<Vector<Real> > ROL::OptimizationProblem< Real >::mul_
private

Definition at line 123 of file ROL_OptimizationProblem.hpp.

Referenced by check(), getMultiplierVector(), and initialize().

◆ conManager_

template<class Real>
Ptr<ConstraintManager<Real> > ROL::OptimizationProblem< Real >::conManager_
private

Definition at line 125 of file ROL_OptimizationProblem.hpp.

Referenced by initialize(), and reset().

◆ problemType_

template<class Real>
EProblem ROL::OptimizationProblem< Real >::problemType_
private

Definition at line 127 of file ROL_OptimizationProblem.hpp.

Referenced by getProblemType(), and initialize().

◆ isInitialized_

template<class Real>
bool ROL::OptimizationProblem< Real >::isInitialized_
private

Definition at line 129 of file ROL_OptimizationProblem.hpp.

Referenced by initialize(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), setAlmostSureEquality(), setAlmostSureInequality(), setMeanValueEquality(), setMeanValueInequality(), setMeanValueObjective(), setRiskAverseInequality(), setRiskAverseObjective(), setRiskNeutralEquality(), setRiskNeutralInequality(), setRiskNeutralObjective(), setStochasticEquality(), setStochasticInequality(), and setStochasticObjective().

◆ needRiskLessObj_

template<class Real>
bool ROL::OptimizationProblem< Real >::needRiskLessObj_
private

Definition at line 131 of file ROL_OptimizationProblem.hpp.

Referenced by initialize(), initStochastic(), and setRiskAverseObjective().

◆ needRiskLessEcon_

template<class Real>
std::vector<bool> ROL::OptimizationProblem< Real >::needRiskLessEcon_
private

Definition at line 132 of file ROL_OptimizationProblem.hpp.

Referenced by initialize(), and initStochastic().

◆ needRiskLessIcon_

template<class Real>
std::vector<bool> ROL::OptimizationProblem< Real >::needRiskLessIcon_
private

Definition at line 133 of file ROL_OptimizationProblem.hpp.

Referenced by initialize(), initStochastic(), and setRiskAverseInequality().

◆ isStochastic_

template<class Real>
bool ROL::OptimizationProblem< Real >::isStochastic_
private

Definition at line 134 of file ROL_OptimizationProblem.hpp.

Referenced by initialize(), initStochastic(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), OptimizationProblem(), and OptimizationProblem().

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