#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.

	Problem (const Problem &problem)
	Copy constructor for OptimizationProblem.

void	addBoundConstraint (const Ptr< BoundConstraint< Real > > &bnd)
	Add a bound constraint.

void	removeBoundConstraint ()
	Remove an existing bound constraint.

void	addProxObjective (const Ptr< ProxObjective< Real > > &prox)
	Add a prox objective.

void	removeProxObjective ()
	Remove an existing prox objective.

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.

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.

void	removeConstraint (std::string name)
	Remove an existing constraint.

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	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.

void	removeLinearConstraint (std::string name)
	Remove an existing linear constraint.

void	setProjectionAlgorithm (ParameterList &parlist)
	Set polyhedral projection algorithm.

const Ptr< Objective< Real > > &	getObjective ()
	Get the objective function.

const Ptr< Vector< Real > > &	getPrimalOptimizationVector ()
	Get the primal optimization space vector.

const Ptr< Vector< Real > > &	getDualOptimizationVector ()
	Get the dual optimization space vector.

const Ptr< BoundConstraint< Real > > &	getBoundConstraint ()
	Get the bound constraint.

const Ptr< Constraint< Real > > &	getConstraint ()
	Get the equality constraint.

const Ptr< Vector< Real > > &	getMultiplierVector ()
	Get the dual constraint space vector.

const Ptr< Vector< Real > > &	getResidualVector ()
	Get the primal constraint space vector.

const Ptr< PolyhedralProjection< Real > > &	getPolyhedralProjection ()
	Get the polyhedral projection object. This is a null pointer if no linear constraints and/or bounds are present.

EProblem	getProblemType ()
	Get the optimization problem type (U, B, E, or G).

Real	checkLinearity (bool printToStream=false, std::ostream &outStream=std::cout) const
	Check if user-supplied linear constraints are affine.

void	checkVectors (bool printToStream=false, std::ostream &outStream=std::cout) const
	Run vector checks for user-supplied vectors.

void	checkDerivatives (bool printToStream=false, std::ostream &outStream=std::cout) const
	Run derivative checks for user-supplied objective function and constraints.

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.

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.

bool	isFinalized () const
	Indicate whether or no finalize has been called.

virtual void	edit ()
	Resume editting optimization problem after finalize has been called.

void	finalizeIteration ()
	Transform the optimization variables to the native parameterization after an optimization algorithm has finished.

virtual	~Problem ()

	Problem (const Ptr< Objective< Real > > &obj, const Ptr< Vector< Real > > &x, const Ptr< Vector< Real > > &g=nullPtr)
	Default constructor for OptimizationProblem.

	Problem (const Problem &problem)
	Copy constructor for OptimizationProblem.

void	addBoundConstraint (const Ptr< BoundConstraint< Real > > &bnd)
	Add a bound constraint.

void	removeBoundConstraint ()
	Remove an existing bound constraint.

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.

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.

void	removeConstraint (std::string name)
	Remove an existing constraint.

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	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.

void	removeLinearConstraint (std::string name)
	Remove an existing linear constraint.

void	setProjectionAlgorithm (ParameterList &parlist)
	Set polyhedral projection algorithm.

const Ptr< Objective< Real > > &	getObjective ()
	Get the objective function.

const Ptr< Vector< Real > > &	getPrimalOptimizationVector ()
	Get the primal optimization space vector.

const Ptr< Vector< Real > > &	getDualOptimizationVector ()
	Get the dual optimization space vector.

const Ptr< BoundConstraint< Real > > &	getBoundConstraint ()
	Get the bound constraint.

const Ptr< Constraint< Real > > &	getConstraint ()
	Get the equality constraint.

const Ptr< Vector< Real > > &	getMultiplierVector ()
	Get the dual constraint space vector.

const Ptr< Vector< Real > > &	getResidualVector ()
	Get the primal constraint space vector.

const Ptr< PolyhedralProjection< Real > > &	getPolyhedralProjection ()
	Get the polyhedral projection object. This is a null pointer if no linear constraints and/or bounds are present.

EProblem	getProblemType ()
	Get the optimization problem type (U, B, E, or G).

Real	checkLinearity (bool printToStream=false, std::ostream &outStream=std::cout) const
	Check if user-supplied linear constraints are affine.

void	checkVectors (bool printToStream=false, std::ostream &outStream=std::cout) const
	Run vector checks for user-supplied vectors.

void	checkDerivatives (bool printToStream=false, std::ostream &outStream=std::cout, const Ptr< Vector< Real > > &x0=nullPtr, Real scale=Real(1)) const
	Run derivative checks for user-supplied objective function and constraints.

void	check (bool printToStream=false, std::ostream &outStream=std::cout, const Ptr< Vector< Real > > &x0=nullPtr, Real scale=Real(1)) const
	Run vector, linearity and derivative checks for user-supplied vectors, objective function and constraints.

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.

bool	isFinalized () const
	Indicate whether or no finalize has been called.

virtual void	edit ()
	Resume editting optimization problem after finalize has been called.

void	finalizeIteration ()
	Transform the optimization variables to the native parameterization after an optimization algorithm has finished.

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_

Ptr< ProxObjective< Real > >	INPUT_prox_

Private Attributes
bool	isFinalized_

bool	hasBounds_

bool	hasEquality_

bool	hasInequality_

bool	hasLinearEquality_

bool	hasLinearInequality_

bool	hasProx_

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< ProxObjective< Real > >	prox_

Ptr< Vector< Real > >	xfeas_

Ptr< ReduceLinearConstraint< Real > >	rlc_

EProblem	problemType_

Detailed Description

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

Definition at line 61 of file function/prox/ROL_Problem.hpp.

Constructor & Destructor Documentation

◆ ~Problem() [1/2]

template<typename Real >

virtual ROL::Problem< Real >::~Problem ( )

inlinevirtual

Definition at line 103 of file function/prox/ROL_Problem.hpp.

◆ Problem() [1/4]

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]	obj	objective function object
[in]	x	primal optimization space vector
[in]	g	dual optimization space vector

Definition at line 52 of file function/prox/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_.

◆ Problem() [2/4]

template<typename Real >

ROL::Problem< Real >::Problem ( const Problem< Real > & problem )

inline

Copy constructor for OptimizationProblem.

Parameters

[in] problem objective function object

Definition at line 119 of file function/prox/ROL_Problem.hpp.

◆ ~Problem() [2/2]

template<typename Real >

virtual ROL::Problem< Real >::~Problem ( )

inlinevirtual

Definition at line 99 of file algorithm/ROL_Problem.hpp.

◆ Problem() [3/4]

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]	obj	objective function object
[in]	x	primal optimization space vector
[in]	g	dual optimization space vector

◆ Problem() [4/4]

template<typename Real >

ROL::Problem< Real >::Problem ( const Problem< Real > & problem )

inline

Copy constructor for OptimizationProblem.

Parameters

[in] problem objective function object

Definition at line 115 of file algorithm/ROL_Problem.hpp.

Member Function Documentation

◆ addBoundConstraint() [1/2]

template<typename Real >

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

Add a bound constraint.

Parameters

[in] bnd bound constraint object

Definition at line 72 of file function/prox/ROL_Problem_Def.hpp.

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

◆ removeBoundConstraint() [1/2]

template<typename Real >

void ROL::Problem< Real >::removeBoundConstraint

Remove an existing bound constraint.

Definition at line 81 of file function/prox/ROL_Problem_Def.hpp.

◆ addProxObjective()

template<typename Real >

void ROL::Problem< Real >::addProxObjective ( const Ptr< ProxObjective< Real > > & prox )

Add a prox objective.

Parameters

[in] prox prox objective object

Definition at line 90 of file function/prox/ROL_Problem_Def.hpp.

◆ removeProxObjective()

template<typename Real >

void ROL::Problem< Real >::removeProxObjective

Remove an existing prox objective.

Definition at line 99 of file function/prox/ROL_Problem_Def.hpp.

◆ addConstraint() [1/4]

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]	name	the unique constraint identifier
[in]	econ	constraint object
[in]	emul	dual constraint space vector
[in]	eres	primal constraint space vector
[in]	reset	whether or not to clear constraint container

Definition at line 108 of file function/prox/ROL_Problem_Def.hpp.

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

◆ addConstraint() [2/4]

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]	name	the unique constraint identifier
[in]	icon	constraint object
[in]	imul	dual constraint space vector
[in]	ibnd	bound constraint
[in]	ires	primal constraint space vector
[in]	reset	whether or not to clear constraint container

Definition at line 128 of file function/prox/ROL_Problem_Def.hpp.

◆ removeConstraint() [1/2]

template<typename Real >

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

Remove an existing constraint.

Parameters

[in] name the unique constraint identifier

Definition at line 149 of file function/prox/ROL_Problem_Def.hpp.

Referenced by ROL::StochasticProblem< Real >::finalize(), ROL::StochasticProblem< Real >::makeConstraintStochastic(), and ROL::StochasticProblem< Real >::resetStochasticConstraint().

◆ addLinearConstraint() [1/4]

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]	name	the unique constraint identifier
[in]	linear_econ	constraint object
[in]	linear_emul	dual constraint space vector
[in]	linear_eres	primal constraint space vector
[in]	reset	whether or not to clear linear constraint container

Definition at line 164 of file function/prox/ROL_Problem_Def.hpp.

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

◆ addLinearConstraint() [2/4]

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]	name	the unique constraint identifier
[in]	linear_icon	constraint object
[in]	linear_imul	dual constraint space vector
[in]	linear_ibnd	bound constraint
[in]	linear_ires	primal constraint space vector
[in]	reset	whether or not to clear linear constraint container

Definition at line 184 of file function/prox/ROL_Problem_Def.hpp.

◆ removeLinearConstraint() [1/2]

template<typename Real >

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

Remove an existing linear constraint.

Parameters

[in] name the unique constraint identifier

Definition at line 205 of file function/prox/ROL_Problem_Def.hpp.

Referenced by ROL::StochasticProblem< Real >::finalize(), ROL::StochasticProblem< Real >::makeLinearConstraintStochastic(), and ROL::StochasticProblem< Real >::resetStochasticLinearConstraint().

◆ setProjectionAlgorithm() [1/2]

template<typename Real >

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

Set polyhedral projection algorithm.

Parameters

[in] ppa polyhedral projection algorithm

Definition at line 220 of file function/prox/ROL_Problem_Def.hpp.

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

◆ getObjective() [1/2]

template<typename Real >

const Ptr< Objective< Real > > & ROL::Problem< Real >::getObjective

Get the objective function.

Definition at line 475 of file function/prox/ROL_Problem_Def.hpp.

References obj_.

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

◆ getPrimalOptimizationVector() [1/2]

template<typename Real >

const Ptr< Vector< Real > > & ROL::Problem< Real >::getPrimalOptimizationVector

Get the primal optimization space vector.

Definition at line 481 of file function/prox/ROL_Problem_Def.hpp.

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

◆ getDualOptimizationVector() [1/2]

template<typename Real >

const Ptr< Vector< Real > > & ROL::Problem< Real >::getDualOptimizationVector

Get the dual optimization space vector.

Definition at line 487 of file function/prox/ROL_Problem_Def.hpp.

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

◆ getBoundConstraint() [1/2]

template<typename Real >

const Ptr< BoundConstraint< Real > > & ROL::Problem< Real >::getBoundConstraint

Get the bound constraint.

Definition at line 493 of file function/prox/ROL_Problem_Def.hpp.

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

◆ getConstraint() [1/2]

template<typename Real >

const Ptr< Constraint< Real > > & ROL::Problem< Real >::getConstraint

Get the equality constraint.

Definition at line 499 of file function/prox/ROL_Problem_Def.hpp.

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

◆ getMultiplierVector() [1/2]

template<typename Real >

const Ptr< Vector< Real > > & ROL::Problem< Real >::getMultiplierVector

Get the dual constraint space vector.

Definition at line 505 of file function/prox/ROL_Problem_Def.hpp.

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

◆ getResidualVector() [1/2]

template<typename Real >

const Ptr< Vector< Real > > & ROL::Problem< Real >::getResidualVector

Get the primal constraint space vector.

Definition at line 511 of file function/prox/ROL_Problem_Def.hpp.

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

◆ getPolyhedralProjection() [1/2]

template<typename Real >

const Ptr< PolyhedralProjection< Real > > & ROL::Problem< Real >::getPolyhedralProjection

Get the polyhedral projection object. This is a null pointer if no linear constraints and/or bounds are present.

Definition at line 517 of file function/prox/ROL_Problem_Def.hpp.

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

◆ getProblemType() [1/2]

template<typename Real >

EProblem ROL::Problem< Real >::getProblemType

Get the optimization problem type (U, B, E, or G).

Definition at line 523 of file function/prox/ROL_Problem_Def.hpp.

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

◆ checkLinearity() [1/2]

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]	printToStream	determines whether to print to the supplied std::ostream
[in,out]	outStream	user supplied std::ostream

Definition at line 529 of file function/prox/ROL_Problem_Def.hpp.

References ROL::Temp.

◆ checkVectors() [1/2]

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]	printToStream	determines whether to print to the supplied std::ostream
[in,out]	outStream	user supplied std::ostream

Definition at line 578 of file function/prox/ROL_Problem_Def.hpp.

◆ checkDerivatives() [1/2]

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]	printToStream	determines whether to print to the supplied std::ostream
[in,out]	outStream	user supplied std::ostream

Definition at line 637 of file function/prox/ROL_Problem_Def.hpp.

◆ check() [1/2]

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]	printToStream	determines whether to print to the supplied std::ostream
[in,out]	outStream	user supplied std::ostream

Definition at line 678 of file function/prox/ROL_Problem_Def.hpp.

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

◆ finalize() [1/2]

template<typename Real >

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

virtual

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.

Parameters

[in]	lumpConstraints	combine both linear and nonlinear constraints
[in]	printToStream	determines whether to print to the supplied std::ostream
[in,out]	outStream	user supplied std::ostream

Reimplemented in ROL::StochasticProblem< Real >.

Definition at line 228 of file function/prox/ROL_Problem_Def.hpp.

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

◆ isFinalized() [1/2]

template<typename Real >

bool ROL::Problem< Real >::isFinalized

Indicate whether or no finalize has been called.

Definition at line 687 of file function/prox/ROL_Problem_Def.hpp.

◆ edit() [1/2]

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 692 of file function/prox/ROL_Problem_Def.hpp.

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

◆ finalizeIteration() [1/2]

template<typename Real >

void ROL::Problem< Real >::finalizeIteration

Transform the optimization variables to the native parameterization after an optimization algorithm has finished.

Definition at line 699 of file function/prox/ROL_Problem_Def.hpp.

References ROL::PartitionedVector< Real >::get().

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

◆ addBoundConstraint() [2/2]

template<typename Real >

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

Add a bound constraint.

Parameters

[in] bnd bound constraint object

◆ removeBoundConstraint() [2/2]

template<typename Real >

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

Remove an existing bound constraint.

◆ addConstraint() [3/4]

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]	name	the unique constraint identifier
[in]	econ	constraint object
[in]	emul	dual constraint space vector
[in]	eres	primal constraint space vector
[in]	reset	whether or not to clear constraint container

◆ addConstraint() [4/4]

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]	name	the unique constraint identifier
[in]	icon	constraint object
[in]	imul	dual constraint space vector
[in]	ibnd	bound constraint
[in]	ires	primal constraint space vector
[in]	reset	whether or not to clear constraint container

◆ removeConstraint() [2/2]

template<typename Real >

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

Remove an existing constraint.

Parameters

[in] name the unique constraint identifier

◆ addLinearConstraint() [3/4]

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]	name	the unique constraint identifier
[in]	linear_econ	constraint object
[in]	linear_emul	dual constraint space vector
[in]	linear_eres	primal constraint space vector
[in]	reset	whether or not to clear linear constraint container

◆ addLinearConstraint() [4/4]

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]	name	the unique constraint identifier
[in]	linear_icon	constraint object
[in]	linear_imul	dual constraint space vector
[in]	linear_ibnd	bound constraint
[in]	linear_ires	primal constraint space vector
[in]	reset	whether or not to clear linear constraint container

◆ removeLinearConstraint() [2/2]

template<typename Real >

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

Remove an existing linear constraint.

Parameters

[in] name the unique constraint identifier

◆ setProjectionAlgorithm() [2/2]

template<typename Real >

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

Set polyhedral projection algorithm.

Parameters

[in] ppa polyhedral projection algorithm

◆ getObjective() [2/2]

template<typename Real >

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

Get the objective function.

◆ getPrimalOptimizationVector() [2/2]

template<typename Real >

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

Get the primal optimization space vector.

◆ getDualOptimizationVector() [2/2]

template<typename Real >

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

Get the dual optimization space vector.

◆ getBoundConstraint() [2/2]

template<typename Real >

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

Get the bound constraint.

◆ getConstraint() [2/2]

template<typename Real >

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

Get the equality constraint.

◆ getMultiplierVector() [2/2]

template<typename Real >

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

Get the dual constraint space vector.

◆ getResidualVector() [2/2]

template<typename Real >

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

Get the primal constraint space vector.

◆ getPolyhedralProjection() [2/2]

template<typename Real >

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

Get the polyhedral projection object. This is a null pointer if no linear constraints and/or bounds are present.

◆ getProblemType() [2/2]

template<typename Real >

EProblem ROL::Problem< Real >::getProblemType ( )

Get the optimization problem type (U, B, E, or G).

◆ checkLinearity() [2/2]

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]	printToStream	determines whether to print to the supplied std::ostream
[in,out]	outStream	user supplied std::ostream

◆ checkVectors() [2/2]

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]	printToStream	determines whether to print to the supplied std::ostream
[in,out]	outStream	user supplied std::ostream

◆ checkDerivatives() [2/2]

template<typename Real >

void ROL::Problem< Real >::checkDerivatives	(	bool	printToStream = `false`,
		std::ostream &	outStream = `std::cout`,
		const Ptr< Vector< Real > > &	x0 = `nullPtr`,
		Real	scale = `Real(1)`
	)		const

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

Parameters

[in]	printToStream	determines whether to print to the supplied std::ostream
[in,out]	outStream	user supplied std::ostream

Definition at line 605 of file algorithm/ROL_Problem_Def.hpp.

◆ check() [2/2]

template<typename Real >

void ROL::Problem< Real >::check	(	bool	printToStream = `false`,
		std::ostream &	outStream = `std::cout`,
		const Ptr< Vector< Real > > &	x0 = `nullPtr`,
		Real	scale = `Real(1)`
	)		const

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

Parameters

[in]	printToStream	determines whether to print to the supplied std::ostream
[in,out]	outStream	user supplied std::ostream

Definition at line 644 of file algorithm/ROL_Problem_Def.hpp.

◆ finalize() [2/2]

template<typename Real >

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

virtual

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.

Parameters

[in]	lumpConstraints	combine both linear and nonlinear constraints
[in]	printToStream	determines whether to print to the supplied std::ostream
[in,out]	outStream	user supplied std::ostream

Reimplemented in ROL::StochasticProblem< Real >.