/usr/include/trilinos/ROL_OptimizationProblemRefactor.hpp is in libtrilinos-rol-dev 12.10.1-3.
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// ************************************************************************
//
// Rapid Optimization Library (ROL) Package
// Copyright (2014) Sandia Corporation
//
// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
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// met:
//
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// 2. Redistributions in binary form must reproduce the above copyright
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// 3. Neither the name of the Corporation nor the names of the
// contributors may be used to endorse or promote products derived from
// this software without specific prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
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// Questions? Contact lead developers:
// Drew Kouri (dpkouri@sandia.gov) and
// Denis Ridzal (dridzal@sandia.gov)
//
// ************************************************************************
// @HEADER
#ifndef ROL_OPTIMIZATIONPROBLEMREFACTOR_HPP
#define ROL_OPTIMIZATIONPROBLEMREFACTOR_HPP
#include "ROL_BoundConstraint_Partitioned.hpp"
#include "ROL_CompositeConstraint.hpp"
#include "ROL_SlacklessObjective.hpp"
namespace ROL {
namespace Refactor {
/* Represents optimization problems in Type-EB form
*/
template<class Real>
class OptimizationProblem {
typedef Vector<Real> V;
typedef BoundConstraint<Real> BND;
typedef CompositeConstraint<Real> CCON;
typedef EqualityConstraint<Real> EQCON;
typedef InequalityConstraint<Real> INCON;
typedef Objective<Real> OBJ;
typedef PartitionedVector<Real> PV;
typedef SlacklessObjective<Real> SLOBJ;
typedef Elementwise::AbsoluteValue<Real> ABS;
typedef Elementwise::Fill<Real> FILL;
typedef typename PV::size_type size_type;
private:
Teuchos::RCP<OBJ> obj_;
Teuchos::RCP<V> sol_;
Teuchos::RCP<BND> bnd_;
Teuchos::RCP<EQCON> con_;
Teuchos::RCP<V> mul_;
Teuchos::RCP<Teuchos::ParameterList> parlist_;
public:
virtual ~OptimizationProblem(void) {}
// Complete option constructor [1]
OptimizationProblem( const Teuchos::RCP<Objective<Real> > &obj,
const Teuchos::RCP<Vector<Real> > &x,
const Teuchos::RCP<BoundConstraint<Real> > &bnd,
const Teuchos::RCP<EqualityConstraint<Real> > &eqcon,
const Teuchos::RCP<Vector<Real> > &le,
const Teuchos::RCP<InequalityConstraint<Real> > &incon,
const Teuchos::RCP<Vector<Real> > &li,
const Teuchos::RCP<Teuchos::ParameterList> &parlist = Teuchos::null ) :
parlist_(parlist) {
using Teuchos::RCP; using Teuchos::rcp;
// If we have an inequality constraint
if( incon != Teuchos::null ) {
Real tol = 0;
// Create slack variables s = |c_i(x)|
RCP<V> s = li->dual().clone();
incon->value(*s,*x,tol);
s->applyUnary(ABS());
sol_ = CreatePartitionedVector(x,s);
RCP<BND> xbnd, sbnd;
RCP<V> sl = s->clone();
RCP<V> su = s->clone();
sl->applyUnary( FILL(0.0) );
su->applyUnary( FILL(ROL_INF<Real>()) );
sbnd = rcp( new BND(sl,su) );
// Create a do-nothing bound constraint for x if we don't have one
if( bnd == Teuchos::null ) {
xbnd = rcp( new BND(*x) );
}
else { // Otherwise use the given bound constraint on x
xbnd = bnd;
}
// Create a partitioned bound constraint on the optimization and slack variables
bnd_ = CreateBoundConstraint_Partitioned(xbnd,sbnd);
// Create partitioned lagrange multiplier and composite constraint
if( eqcon == Teuchos::null ) {
mul_ = CreatePartitionedVector(li);
con_ = rcp( new CCON(incon) );
}
else {
mul_ = CreatePartitionedVector(li,le);
con_ = rcp( new CCON(incon,eqcon) );
}
obj_ = rcp( new SLOBJ(obj) );
}
else { // There is no inequality constraint
obj_ = obj;
sol_ = x;
mul_ = le;
bnd_ = bnd;
con_ = eqcon;
}
}
// No inequality constructor [2]
OptimizationProblem( const Teuchos::RCP<Objective<Real> > &obj,
const Teuchos::RCP<Vector<Real> > &x,
const Teuchos::RCP<BoundConstraint<Real> > &bnd,
const Teuchos::RCP<EqualityConstraint<Real> > &eqcon,
const Teuchos::RCP<Vector<Real> > &le,
const Teuchos::RCP<Teuchos::ParameterList> &parlist = Teuchos::null ) :
OptimizationProblem( obj, x, bnd, eqcon, le, Teuchos::null, Teuchos::null, parlist ) { }
// No equality constructor [3]
OptimizationProblem( const Teuchos::RCP<Objective<Real> > &obj,
const Teuchos::RCP<Vector<Real> > &x,
const Teuchos::RCP<BoundConstraint<Real> > &bnd,
const Teuchos::RCP<InequalityConstraint<Real> > &incon,
const Teuchos::RCP<Vector<Real> > &li,
const Teuchos::RCP<Teuchos::ParameterList> &parlist = Teuchos::null ) :
OptimizationProblem( obj, x, bnd, Teuchos::null, Teuchos::null, incon, li, parlist ) { }
// No bound constuctor [4]
OptimizationProblem( const Teuchos::RCP<Objective<Real> > &obj,
const Teuchos::RCP<Vector<Real> > &x,
const Teuchos::RCP<EqualityConstraint<Real> > &eqcon,
const Teuchos::RCP<Vector<Real> > &le,
const Teuchos::RCP<InequalityConstraint<Real> > &incon,
const Teuchos::RCP<Vector<Real> > &li,
const Teuchos::RCP<Teuchos::ParameterList> &parlist = Teuchos::null ) :
OptimizationProblem( obj, x, Teuchos::null, eqcon, le, incon, li, parlist ) {}
// No inequality or equality [5]
OptimizationProblem( const Teuchos::RCP<Objective<Real> > &obj,
const Teuchos::RCP<Vector<Real> > &x,
const Teuchos::RCP<BoundConstraint<Real> > &bnd,
const Teuchos::RCP<Teuchos::ParameterList> &parlist = Teuchos::null ) :
OptimizationProblem( obj, x, bnd, Teuchos::null, Teuchos::null, Teuchos::null, Teuchos::null, parlist ) { }
// No inequality or bound [6]
OptimizationProblem( const Teuchos::RCP<Objective<Real> > &obj,
const Teuchos::RCP<Vector<Real> > &x,
const Teuchos::RCP<EqualityConstraint<Real> > &eqcon,
const Teuchos::RCP<Vector<Real> > &le,
const Teuchos::RCP<Teuchos::ParameterList> &parlist = Teuchos::null ) :
OptimizationProblem( obj, x, Teuchos::null, eqcon, le, Teuchos::null, Teuchos::null, parlist ) { }
// No equality or bound [7]
OptimizationProblem( const Teuchos::RCP<Objective<Real> > &obj,
const Teuchos::RCP<Vector<Real> > &x,
const Teuchos::RCP<InequalityConstraint<Real> > &incon,
const Teuchos::RCP<Vector<Real> > &li,
const Teuchos::RCP<Teuchos::ParameterList> &parlist = Teuchos::null ) :
OptimizationProblem( obj, x, Teuchos::null, Teuchos::null, Teuchos::null, incon, li, parlist ) { }
// Unconstrained problem [8]
OptimizationProblem( const Teuchos::RCP<Objective<Real> > &obj,
const Teuchos::RCP<Vector<Real> > &x,
const Teuchos::RCP<Teuchos::ParameterList> &parlist = Teuchos::null ) :
OptimizationProblem( obj, x, Teuchos::null, Teuchos::null, Teuchos::null,
Teuchos::null, Teuchos::null, parlist ) { }
/* Get/Set methods */
Teuchos::RCP<Objective<Real> > getObjective(void) {
return obj_;
}
void setObjective(const Teuchos::RCP<Objective<Real> > &obj) {
obj_ = obj;
}
Teuchos::RCP<Vector<Real> > getSolutionVector(void) {
return sol_;
}
void setSolutionVector(const Teuchos::RCP<Vector<Real> > &sol) {
sol_ = sol;
}
Teuchos::RCP<BoundConstraint<Real> > getBoundConstraint(void) {
return bnd_;
}
void setBoundConstraint(const Teuchos::RCP<BoundConstraint<Real> > &bnd) {
bnd_ = bnd;
}
Teuchos::RCP<EqualityConstraint<Real> > getEqualityConstraint(void) {
return con_;
}
void setEqualityConstraint(const Teuchos::RCP<EqualityConstraint<Real> > &con) {
con_ = con;
}
Teuchos::RCP<Vector<Real> > getMultiplierVector(void) {
return mul_;
}
void setMultiplierVector(const Teuchos::RCP<Vector<Real> > &mul) {
mul_ = mul;
}
Teuchos::RCP<Teuchos::ParameterList> getParameterList(void) {
return parlist_;
}
void setParameterList( const Teuchos::RCP<Teuchos::ParameterList> &parlist ) {
parlist_ = parlist;
}
}; // class OptimizationProblem
} // namespace Refactor
} // namespace ROL
#endif // ROL_OPTIMIZATIONPROBLEMREFACTOR_HPP
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