Provides the interface to evaluate the quadratic constraint penalty. More...

#include <ROL_QuadraticPenalty.hpp>

Inheritance diagram for ROL::QuadraticPenalty< Real >:

Public Member Functions
	QuadraticPenalty (const ROL::Ptr< Constraint< Real > > &con, const Vector< Real > &multiplier, const Real penaltyParameter, const Vector< Real > &optVec, const Vector< Real > &conVec, const bool useScaling=false, const int HessianApprox=0)

void	setScaling (const Real cscale=1)

virtual void	update (const Vector< Real > &x, bool flag=true, int iter=-1)

virtual Real	value (const Vector< Real > &x, Real &tol)

virtual void	gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)

virtual void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)

virtual void	getConstraintVec (Vector< Real > &c, const Vector< Real > &x)

virtual int	getNumberConstraintEvaluations (void) const

virtual void	reset (const Vector< Real > &multiplier, const Real penaltyParameter)

Public Member Functions inherited from ROL::ROL::Objective< Real >
virtual	~Objective ()

	Objective ()

virtual void	update (const Vector< Real > &x, UpdateType type, int iter=-1)
	Update objective function.

virtual void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
	Update objective function.

virtual Real	value (const Vector< Real > &x, Real &tol)=0
	Compute value.

virtual void	gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
	Compute gradient.

virtual Real	dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol)
	Compute directional derivative.

virtual void	hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply Hessian approximation to vector.

virtual void	invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply inverse Hessian approximation to vector.

virtual void	precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
	Apply preconditioner to vector.

virtual std::vector< std::vector< Real > >	checkGradient (const Vector< Real > &x, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
	Finite-difference gradient check.

virtual std::vector< std::vector< Real > >	checkGradient (const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
	Finite-difference gradient check.

virtual std::vector< std::vector< Real > >	checkGradient (const Vector< Real > &x, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
	Finite-difference gradient check with specified step sizes.

virtual std::vector< std::vector< Real > >	checkGradient (const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
	Finite-difference gradient check with specified step sizes.

virtual std::vector< std::vector< Real > >	checkHessVec (const Vector< Real > &x, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
	Finite-difference Hessian-applied-to-vector check.

virtual std::vector< std::vector< Real > >	checkHessVec (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
	Finite-difference Hessian-applied-to-vector check.

virtual std::vector< std::vector< Real > >	checkHessVec (const Vector< Real > &x, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
	Finite-difference Hessian-applied-to-vector check with specified step sizes.

virtual std::vector< std::vector< Real > >	checkHessVec (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
	Finite-difference Hessian-applied-to-vector check with specified step sizes.

virtual std::vector< Real >	checkHessSym (const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &w, const bool printToStream=true, std::ostream &outStream=std::cout)
	Hessian symmetry check.

virtual std::vector< Real >	checkHessSym (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &w, const bool printToStream=true, std::ostream &outStream=std::cout)
	Hessian symmetry check.

virtual void	setParameter (const std::vector< Real > &param)

Private Member Functions
void	evaluateConstraint (const Vector< Real > &x, Real &tol)

Private Attributes
const ROL::Ptr< Constraint< Real > >	con_

ROL::Ptr< Vector< Real > >	multiplier_

Real	penaltyParameter_

ROL::Ptr< Vector< Real > >	primalMultiplierVector_

ROL::Ptr< Vector< Real > >	dualOptVector_

ROL::Ptr< Vector< Real > >	primalConVector_

ROL::Ptr< Vector< Real > >	conValue_

Real	cscale_

int	ncval_

const bool	useScaling_

const int	HessianApprox_

bool	isConstraintComputed_

Additional Inherited Members
Protected Member Functions inherited from ROL::ROL::Objective< Real >
const std::vector< Real >	getParameter (void) const

Detailed Description

template<class Real>
class ROL::QuadraticPenalty< Real >

Provides the interface to evaluate the quadratic constraint penalty.

This class implements the quadratic constraint penalty functional. Given an equality constraint \(c:\mathcal{X}\to\mathcal{C}\), the quadratic penalty functional is

\[ Q(x,\lambda,\mu) = \langle \lambda, c(x)\rangle_{\mathcal{C}^*,\mathcal{C}} + \frac{\mu}{2} \langle \mathfrak{R}c(x),c(x)\rangle_{\mathcal{C}^*,\mathcal{C}} \]

where \(\lambda\in\mathcal{C}^*\) denotes a multiplier, \(\mu > 0\) is the penalty parameter and \(\mathfrak{R}\in\mathcal{L}(\mathcal{C},\mathcal{C}^*)\) is the Riesz operator on the constraint space.

This implementation permits the scaling of \(Q\) by \(\mu^{-1}\) and also permits the Hessian approximation

\[ \nabla^2_x Q(x,\lambda,\mu)v \approx \mu c'(x)^*\mathfrak{R} c'(x)v. \]

Definition at line 84 of file ROL_QuadraticPenalty.hpp.

Constructor & Destructor Documentation

◆ QuadraticPenalty()

template<class Real>

ROL::QuadraticPenalty< Real >::QuadraticPenalty	(	const ROL::Ptr< Constraint< Real > > &	con,
		const Vector< Real > &	multiplier,
		const Real	penaltyParameter,
		const Vector< Real > &	optVec,
		const Vector< Real > &	conVec,
		const bool	useScaling = false,
		const int	HessianApprox = 0 )

inline

Definition at line 119 of file ROL_QuadraticPenalty.hpp.

References ROL::Vector< Real >::clone(), con_, conValue_, cscale_, ROL::Vector< Real >::dual(), dualOptVector_, HessianApprox_, isConstraintComputed_, multiplier_, ncval_, penaltyParameter_, primalConVector_, primalMultiplierVector_, and useScaling_.

Member Function Documentation

◆ evaluateConstraint()

template<class Real>

void ROL::QuadraticPenalty< Real >::evaluateConstraint	(	const Vector< Real > &	x,
		Real &	tol )

inlineprivate

Definition at line 110 of file ROL_QuadraticPenalty.hpp.

References con_, conValue_, isConstraintComputed_, and ncval_.

Referenced by getConstraintVec(), gradient(), hessVec(), and value().

◆ setScaling()

template<class Real>

void ROL::QuadraticPenalty< Real >::setScaling ( const Real cscale = 1 )

inline

Definition at line 136 of file ROL_QuadraticPenalty.hpp.

References cscale_.

◆ update()

template<class Real>

virtual void ROL::QuadraticPenalty< Real >::update	(	const Vector< Real > &	x,
		bool	flag = true,
		int	iter = -1 )

inlinevirtual

Definition at line 140 of file ROL_QuadraticPenalty.hpp.

References con_, and isConstraintComputed_.

◆ value()

template<class Real>

virtual Real ROL::QuadraticPenalty< Real >::value	(	const Vector< Real > &	x,
		Real &	tol )

inlinevirtual

Definition at line 145 of file ROL_QuadraticPenalty.hpp.

References conValue_, cscale_, evaluateConstraint(), multiplier_, penaltyParameter_, and useScaling_.

◆ gradient()

template<class Real>

virtual void ROL::QuadraticPenalty< Real >::gradient	(	Vector< Real > &	g,
		const Vector< Real > &	x,
		Real &	tol )

inlinevirtual

Definition at line 164 of file ROL_QuadraticPenalty.hpp.

References con_, conValue_, cscale_, evaluateConstraint(), multiplier_, penaltyParameter_, primalMultiplierVector_, and useScaling_.

◆ hessVec()

template<class Real>

virtual void ROL::QuadraticPenalty< Real >::hessVec	(	Vector< Real > &	hv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		Real &	tol )

inlinevirtual

Definition at line 180 of file ROL_QuadraticPenalty.hpp.

References con_, conValue_, cscale_, dualOptVector_, evaluateConstraint(), HessianApprox_, multiplier_, penaltyParameter_, ROL::Vector< Real >::plus(), primalConVector_, primalMultiplierVector_, ROL::Vector< Real >::scale(), useScaling_, and ROL::Vector< Real >::zero().

◆ getConstraintVec()

template<class Real>

virtual void ROL::QuadraticPenalty< Real >::getConstraintVec	(	Vector< Real > &	c,
		const Vector< Real > &	x )

inlinevirtual

Definition at line 229 of file ROL_QuadraticPenalty.hpp.

References conValue_, evaluateConstraint(), ROL::ROL_EPSILON(), and ROL::Vector< Real >::set().

◆ getNumberConstraintEvaluations()

template<class Real>

virtual int ROL::QuadraticPenalty< Real >::getNumberConstraintEvaluations ( void ) const

inlinevirtual

Definition at line 237 of file ROL_QuadraticPenalty.hpp.

References ncval_.

◆ reset()

template<class Real>

virtual void ROL::QuadraticPenalty< Real >::reset	(	const Vector< Real > &	multiplier,
		const Real	penaltyParameter )

inlinevirtual

Definition at line 242 of file ROL_QuadraticPenalty.hpp.

References multiplier_, ncval_, and penaltyParameter_.

Member Data Documentation

◆ con_

template<class Real>

const ROL::Ptr<Constraint<Real> > ROL::QuadraticPenalty< Real >::con_

private

Definition at line 87 of file ROL_QuadraticPenalty.hpp.

Referenced by evaluateConstraint(), gradient(), hessVec(), QuadraticPenalty(), and update().

◆ multiplier_

template<class Real>

ROL::Ptr<Vector<Real> > ROL::QuadraticPenalty< Real >::multiplier_

private

Definition at line 88 of file ROL_QuadraticPenalty.hpp.

Referenced by gradient(), hessVec(), QuadraticPenalty(), reset(), and value().

◆ penaltyParameter_

template<class Real>

Real ROL::QuadraticPenalty< Real >::penaltyParameter_

private

Definition at line 89 of file ROL_QuadraticPenalty.hpp.

Referenced by gradient(), hessVec(), QuadraticPenalty(), reset(), and value().

◆ primalMultiplierVector_

template<class Real>

ROL::Ptr<Vector<Real> > ROL::QuadraticPenalty< Real >::primalMultiplierVector_

private

Definition at line 92 of file ROL_QuadraticPenalty.hpp.

Referenced by gradient(), hessVec(), and QuadraticPenalty().

◆ dualOptVector_

template<class Real>

ROL::Ptr<Vector<Real> > ROL::QuadraticPenalty< Real >::dualOptVector_

private

Definition at line 93 of file ROL_QuadraticPenalty.hpp.

Referenced by hessVec(), and QuadraticPenalty().

◆ primalConVector_

template<class Real>

ROL::Ptr<Vector<Real> > ROL::QuadraticPenalty< Real >::primalConVector_

private

Definition at line 94 of file ROL_QuadraticPenalty.hpp.

Referenced by hessVec(), and QuadraticPenalty().

◆ conValue_

template<class Real>

ROL::Ptr<Vector<Real> > ROL::QuadraticPenalty< Real >::conValue_

private

Definition at line 97 of file ROL_QuadraticPenalty.hpp.

Referenced by evaluateConstraint(), getConstraintVec(), gradient(), hessVec(), QuadraticPenalty(), and value().

◆ cscale_

template<class Real>

Real ROL::QuadraticPenalty< Real >::cscale_

private

Definition at line 98 of file ROL_QuadraticPenalty.hpp.

Referenced by gradient(), hessVec(), QuadraticPenalty(), setScaling(), and value().

◆ ncval_

template<class Real>

int ROL::QuadraticPenalty< Real >::ncval_

private

Definition at line 101 of file ROL_QuadraticPenalty.hpp.

Referenced by evaluateConstraint(), getNumberConstraintEvaluations(), QuadraticPenalty(), and reset().

◆ useScaling_

template<class Real>

const bool ROL::QuadraticPenalty< Real >::useScaling_

private

Definition at line 104 of file ROL_QuadraticPenalty.hpp.

Referenced by gradient(), hessVec(), QuadraticPenalty(), and value().

◆ HessianApprox_

template<class Real>

const int ROL::QuadraticPenalty< Real >::HessianApprox_

private

Definition at line 105 of file ROL_QuadraticPenalty.hpp.

Referenced by hessVec(), and QuadraticPenalty().

◆ isConstraintComputed_

template<class Real>

bool ROL::QuadraticPenalty< Real >::isConstraintComputed_

private

Definition at line 108 of file ROL_QuadraticPenalty.hpp.

Referenced by evaluateConstraint(), QuadraticPenalty(), and update().

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

ROL_QuadraticPenalty.hpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ QuadraticPenalty()

Member Function Documentation

◆ evaluateConstraint()

◆ setScaling()

◆ update()

◆ value()

◆ gradient()

◆ hessVec()

◆ getConstraintVec()

◆ getNumberConstraintEvaluations()

◆ reset()

Member Data Documentation

◆ con_

◆ multiplier_

◆ penaltyParameter_

◆ primalMultiplierVector_

◆ dualOptVector_

◆ primalConVector_

◆ conValue_

◆ cscale_

◆ ncval_

◆ useScaling_

◆ HessianApprox_

◆ isConstraintComputed_