/usr/include/trilinos/ROL_CompositeConstraint.hpp is in libtrilinos-rol-dev 12.10.1-3.
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#ifndef ROL_COMPOSITECONSTRAINT_H
#define ROL_COMPOSITECONSTRAINT_H
#include "ROL_PartitionedVector.hpp"
#include "ROL_Objective.hpp"
#include "ROL_InequalityConstraint.hpp"
namespace ROL {
/** @ingroup func_group
* \class ROL::CompositeConstraint
* \brief Has both inequality and equality constraints.
* Treat inequality constraint as equality with slack variable
*/
template<class Real>
class CompositeConstraint : public EqualityConstraint<Real> {
private:
typedef Vector<Real> V;
typedef PartitionedVector<Real> PV;
typedef typename PV::size_type size_type;
const static size_type OPT = 0;
const static size_type SLACK = 1;
const static size_type INEQ = 0;
const static size_type EQUAL = 1;
Teuchos::RCP<InequalityConstraint<Real> > incon_;
Teuchos::RCP<EqualityConstraint<Real> > eqcon_;
bool hasEquality_; // True if an equality constraint is present
int ncval_; // Number of constraint evaluations
public:
// Constructor with inequality and equality constraints
CompositeConstraint( const Teuchos::RCP<InequalityConstraint<Real> > &incon,
const Teuchos::RCP<EqualityConstraint<Real> > &eqcon ) :
incon_(incon), eqcon_(eqcon),
hasEquality_(true), ncval_(0) { }
// Constructor with inequality constraint only
CompositeConstraint( const Teuchos::RCP<InequalityConstraint<Real> > &incon ) :
incon_(incon), eqcon_(Teuchos::null),
hasEquality_(false), ncval_(0) { }
int getNumberConstraintEvaluations(void) {
return ncval_;
}
void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) {
const PV &xpv = Teuchos::dyn_cast<const PV>(x);
Teuchos::RCP<const V> xo = xpv.get(OPT);
Teuchos::RCP<const V> xs = xpv.get(SLACK);
incon_->update(*xo,flag,iter);
if( hasEquality_ ) {
eqcon_->update(*xo,flag,iter);
}
}
void value( Vector<Real> &c, const Vector<Real> &x, Real &tol ) {
PV &cpv = Teuchos::dyn_cast<PV>(c);
const PV &xpv = Teuchos::dyn_cast<const PV>(x);
Teuchos::RCP<const V> xo = xpv.get(OPT);
Teuchos::RCP<const V> xs = xpv.get(SLACK);
Teuchos::RCP<V> ci = cpv.get(INEQ);
Teuchos::RCP<V> ce;
incon_->value(*ci, *xo, tol);
ci->axpy(-1.0,*xs);
if(hasEquality_) {
ce = cpv.get(EQUAL);
eqcon_->value(*ce, *xo, tol);
}
++ncval_;
}
void applyJacobian( Vector<Real> &jv,
const Vector<Real> &v,
const Vector<Real> &x,
Real &tol ) {
using Teuchos::RCP; using Teuchos::dyn_cast;
// Partition vectors and extract subvectors
const PV &xpv = dyn_cast<const PV>(x);
const PV &vpv = dyn_cast<const PV>(v);
RCP<const V> xo = xpv.get(OPT);
RCP<const V> xs = xpv.get(SLACK);
RCP<const V> vo = vpv.get(OPT);
RCP<const V> vs = vpv.get(SLACK);
PV &jvpv = dyn_cast<PV>(jv);
RCP<V> jvi = jvpv.get(INEQ);
incon_->applyJacobian(*jvi, *vo, *xo, tol);
jvi->axpy(-1.0,*vs);
if(hasEquality_) {
RCP<V> jve = jvpv.get(EQUAL);
eqcon_->applyJacobian(*jve, *vo, *xo, tol);
}
}
void applyAdjointJacobian( Vector<Real> &ajv,
const Vector<Real> &v,
const Vector<Real> &x,
Real &tol ) {
using Teuchos::RCP; using Teuchos::dyn_cast;
// Partition vectors and extract subvectors
const PV &xpv = dyn_cast<const PV>(x);
PV &ajvpv = dyn_cast<PV>(ajv);
RCP<const V> xo = xpv.get(OPT);
RCP<const V> xs = xpv.get(SLACK);
RCP<V> ajvo = ajvpv.get(OPT);
RCP<V> ajvs = ajvpv.get(SLACK);
const PV &vpv = dyn_cast<const PV>(v);
RCP<const V> vi = vpv.get(INEQ);
incon_->applyAdjointJacobian(*ajvo,*vi,*xo,tol);
ajvs->set(*vi);
ajvs->scale(-1.0);
if(hasEquality_) {
RCP<const V> ve = vpv.get(EQUAL);
RCP<V> temp = ajvo->clone();
eqcon_->applyAdjointJacobian(*temp,*ve,*xo,tol);
ajvo->plus(*temp);
}
}
void applyAdjointHessian( Vector<Real> &ahuv,
const Vector<Real> &u,
const Vector<Real> &v,
const Vector<Real> &x,
Real &tol ) {
using Teuchos::RCP; using Teuchos::dyn_cast;
const PV &xpv = dyn_cast<const PV>(x);
const PV &vpv = dyn_cast<const PV>(v);
PV &ahuvpv = dyn_cast<PV>(ahuv);
RCP<const V> xo = xpv.get(OPT);
RCP<const V> xs = xpv.get(SLACK);
RCP<const V> vo = vpv.get(OPT);
RCP<V> ahuvo = ahuvpv.get(OPT);
RCP<V> ahuvs = ahuvpv.get(SLACK);
RCP<V> temp = ahuvo->clone();
const PV &upv = dyn_cast<const PV>(u);
RCP<const V> ui = upv.get(INEQ);
incon_->applyAdjointHessian(*ahuvo,*ui,*vo,*xo,tol);
ahuvs->zero();
if(hasEquality_) {
RCP<const V> ue = upv.get(EQUAL);
eqcon_->applyAdjointHessian(*temp,*ue,*vo,*xo,tol);
ahuvo->plus(*temp);
}
}
Teuchos::RCP<EqualityConstraint<Real> > getEqualityConstraint( void ) {
return eqcon_;
}
Teuchos::RCP<InequalityConstraint<Real> > getInequalityConstraint( void ) {
return incon_;
}
// Definitions for parametrized (stochastic) equality constraints
public:
void setParameter(const std::vector<Real> ¶m) {
EqualityConstraint<Real>::setParameter(param);
incon_->setParameter(param);
if( hasEquality_ ) {
eqcon_->setParameter(param);
}
}
}; // class CompositeConstraint
} // namespace ROL
#endif
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