ROL
ROL_AlmostSureConstraint.hpp
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43
44#ifndef ROL_ALMOST_SURE_CONSTRAINT_H
45#define ROL_ALMOST_SURE_CONSTRAINT_H
46
47#include "ROL_RiskVector.hpp"
48#include "ROL_Constraint.hpp"
51
52namespace ROL {
53
54template <class Real>
55class AlmostSureConstraint : public Constraint<Real> {
56private:
57 const Ptr<SampleGenerator<Real>> sampler_;
58 const Ptr<Constraint<Real>> con_;
59
60 Ptr<Vector<Real>> scratch1_;
61 Ptr<Vector<Real>> scratch2_;
63
64public:
66
68 const Ptr<Constraint<Real>> &con)
69 : sampler_(sampler), con_(con), isInitialized_(false) {}
70
71 void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) {
72 con_->update(x,flag,iter);
73 }
74 void update( const Vector<Real> &x, UpdateType type, int iter = -1 ) {
75 con_->update(x,type,iter);
76 }
77
79 const Vector<Real> &x,
80 Real &tol) {
81 c.zero();
82 SimulatedVector<Real> &pc = dynamic_cast<SimulatedVector<Real>&>(c);
83
84 std::vector<Real> param;
85 for (int i = 0; i < sampler_->numMySamples(); ++i) {
86 param = sampler_->getMyPoint(i);
87 con_->setParameter(param);
88 con_->update(x);
89 con_->value(*(pc.get(i)), x, tol);
90 }
91 }
92
94 const Vector<Real> &v,
95 const Vector<Real> &x,
96 Real &tol) {
97 jv.zero();
98 SimulatedVector<Real> &pjv = dynamic_cast<SimulatedVector<Real>&>(jv);
99
100 std::vector<Real> param;
101 for (int i = 0; i < sampler_->numMySamples(); ++i) {
102 param = sampler_->getMyPoint(i);
103 con_->setParameter(param);
104 con_->update(x);
105 con_->applyJacobian(*(pjv.get(i)), v, x, tol);
106 }
107 }
108
110 const Vector<Real> &v,
111 const Vector<Real> &x,
112 Real &tol) {
113 ajv.zero();
114 if (!isInitialized_) {
115 scratch1_ = ajv.clone();
116 scratch2_ = ajv.clone();
117 isInitialized_ = true;
118 }
119 const SimulatedVector<Real> &pv = dynamic_cast<const SimulatedVector<Real>&>(v);
120
121 std::vector<Real> param;
122 scratch1_->zero(); scratch2_->zero();
123 for (int i = 0; i < sampler_->numMySamples(); ++i) {
124 param = sampler_->getMyPoint(i);
125 con_->setParameter(param);
126 con_->update(x);
127 con_->applyAdjointJacobian(*scratch1_, *(pv.get(i)), x, tol);
128 scratch2_->plus(*scratch1_);
129 }
130 sampler_->sumAll(*scratch2_, ajv);
131 }
132
134 const Vector<Real> &u,
135 const Vector<Real> &v,
136 const Vector<Real> &x,
137 Real &tol) {
138 ahuv.zero();
139 if (!isInitialized_) {
140 scratch1_ = ahuv.clone();
141 scratch2_ = ahuv.clone();
142 isInitialized_ = true;
143 }
144 const SimulatedVector<Real> &pu = dynamic_cast<const SimulatedVector<Real>&>(u);
145
146 std::vector<Real> param;
147 scratch1_->zero(); scratch2_->zero();
148 for (int i = 0; i < sampler_->numMySamples(); ++i) {
149 param = sampler_->getMyPoint(i);
150 con_->setParameter(param);
151 con_->update(x);
152 con_->applyAdjointHessian(*scratch1_, *(pu.get(i)), v, x, tol);
153 scratch2_->plus(*scratch1_);
154 }
155 sampler_->sumAll(*scratch2_, ahuv);
156 }
157
159 const Vector<Real> &v,
160 const Vector<Real> &x,
161 const Vector<Real> &g,
162 Real &tol) {
163 Pv.zero();
164 SimulatedVector<Real> &ppv = dynamic_cast<SimulatedVector<Real>&>(Pv);
165 const SimulatedVector<Real> &pv = dynamic_cast<const SimulatedVector<Real>&>(v);
166
167 std::vector<Real> param;
168 scratch1_->zero(); scratch2_->zero();
169 for (int i = 0; i < sampler_->numMySamples(); ++i) {
170 param = sampler_->getMyPoint(i);
171 con_->setParameter(param);
172 con_->update(x);
173 con_->applyPreconditioner(*(ppv.get(i)), *(pv.get(i)), x, g, tol);
174 }
175 }
176
177}; // class AlmostSureConstraint
178
179} // namespace ROL
180
181#endif
void update(const Vector< Real > &x, bool flag=true, int iter=-1)
Update constraint functions. x is the optimization variable, flag = true if optimization variable i...
void applyAdjointHessian(Vector< Real > &ahuv, const Vector< Real > &u, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply the derivative of the adjoint of the constraint Jacobian at to vector in direction ,...
AlmostSureConstraint(const Ptr< SampleGenerator< Real > > &sampler, const Ptr< Constraint< Real > > &con)
void update(const Vector< Real > &x, UpdateType type, int iter=-1)
Update constraint function.
void value(Vector< Real > &c, const Vector< Real > &x, Real &tol)
Evaluate the constraint operator at .
void applyPreconditioner(Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g, Real &tol)
Apply a constraint preconditioner at , , to vector . Ideally, this preconditioner satisfies the follo...
void applyJacobian(Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply the constraint Jacobian at , , to vector .
void applyAdjointJacobian(Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply the adjoint of the the constraint Jacobian at , , to vector .
const Ptr< SampleGenerator< Real > > sampler_
const Ptr< Constraint< Real > > con_
Defines the general constraint operator interface.
Defines the linear algebra of a vector space on a generic partitioned vector where the individual vec...
ROL::Ptr< const Vector< Real > > get(size_type i) const
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84
virtual void zero()
Set to zero vector.
Definition: ROL_Vector.hpp:167
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.