libtrilinos-nox-dev 12.4.2-2 / usr / include / trilinos / LOCA_MultiContinuation_ConstrainedGroup.H

// $Id$
// $Source$

//@HEADER
// ************************************************************************
//
//            LOCA: Library of Continuation Algorithms Package
//                 Copyright (2005) Sandia Corporation
//
// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
// license for use of this work by or on behalf of the U.S. Government.
//
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are
// met:
//
// 1. Redistributions of source code must retain the above copyright
// notice, this list of conditions and the following disclaimer.
//
// 2. Redistributions in binary form must reproduce the above copyright
// notice, this list of conditions and the following disclaimer in the
// documentation and/or other materials provided with the distribution.
//
// 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
// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
//
// Questions? Contact Roger Pawlowski (rppawlo@sandia.gov) or
// Eric Phipps (etphipp@sandia.gov), Sandia National Laboratories.
// ************************************************************************
//  CVS Information
//  $Source$
//  $Author$
//  $Date$
//  $Revision$
// ************************************************************************
//@HEADER

#ifndef LOCA_MULTICONTINUATION_CONSTRAINEDGROUP_H
#define LOCA_MULTICONTINUATION_CONSTRAINEDGROUP_H

#include "Teuchos_RCP.hpp"

#include "LOCA_Extended_MultiAbstractGroup.H"           // base class
#include "LOCA_MultiContinuation_AbstractGroup.H"       // base class
#include "LOCA_BorderedSystem_AbstractGroup.H"          // base class
#include "LOCA_Abstract_TransposeSolveGroup.H"          // base class
#include "LOCA_Abstract_Group.H"                        // base class
#include "LOCA_MultiContinuation_ExtendedVector.H"      // class data element
#include "LOCA_MultiContinuation_ExtendedMultiVector.H" // class data element

// forward declarations
namespace Teuchos {
  class ParameterList;
}
namespace LOCA {
  class GlobalData;
  namespace Parameter {
    class SublistParser;
  }
  namespace MultiContinuation {
    class ConstraintInterface;
  }
  namespace BorderedSolver {
    class AbstractStrategy;
    class JacobianOperator;
  }
}

namespace LOCA {

  namespace MultiContinuation {

    /*!
     * \brief Extended group representing a constrained nonlinear problem.
     */
    /*!
     * This class represents a constrained system of nonlinear equations:
     * \f[
     *     \begin{split}
     *         f(x,p) &= 0 \\
     *         g(x,p) &= 0
     *     \end{split}
     * \f]
     * where \f$x\in\Re^n\f$ is the solution vector, \f$p\in\Re^m\f$ is a
     * set of constraint parameters, \f$f(x,p)\in\Re^n\f$ is represented by
     * some LOCA::MultiContinuation::AbstractGroup, and \f$g(x,p)\in\Re^m\f$
     * is a constraint represented by a
     * LOCA::MultiContinuation::ConstraintInterface object.  Newton steps
     * for this system are computed via some
     * LOCA::BorderedSolver::AbstractStrategy which is specified via
     * the \c constraintParams argument to the constructor.
     */
    class ConstrainedGroup :
      public virtual LOCA::Extended::MultiAbstractGroup,
      public virtual LOCA::Abstract::Group,
      public virtual LOCA::BorderedSystem::AbstractGroup,
      public virtual LOCA::Abstract::TransposeSolveGroup {

    public:

      //! Constructor
      /*!
       * \param global_data [in] Global data object
       * \param topParams [in] Parsed top-level parameter list.
       * \param constraintParams [in] Parameter list determining the
       * bordered solver method.
       * \param grp [in] Group representing \f$f\f$.
       * \param constraints [in] Constraint object representing \f$g\f$.
       * \param paramIDs [in] Parameter IDs of the constraint parameters
       * \param skip_dfdp [in] Whether to skip computation of df/dp when
       *        computing extended Jacobian.
       */
      ConstrainedGroup(
       const Teuchos::RCP<LOCA::GlobalData>& global_data,
       const Teuchos::RCP<LOCA::Parameter::SublistParser>& topParams,
       const Teuchos::RCP<Teuchos::ParameterList>& constraintParams,
       const Teuchos::RCP<LOCA::MultiContinuation::AbstractGroup>& grp,
       const Teuchos::RCP<LOCA::MultiContinuation::ConstraintInterface>& constraints,
       const std::vector<int>& paramIDs,
       bool skip_dfdp = false);

      //! Copy constructor
      ConstrainedGroup(const ConstrainedGroup& source,
               NOX::CopyType type = NOX::DeepCopy);

      //! Destructor.
      virtual ~ConstrainedGroup();

      //! Set constraint parameter \c i to value \c val
      virtual void setConstraintParameter(int i, double val);

      //! Get constraint parameter \c i
      virtual double getConstraintParameter(int i) const;

      //! Get constraint parameter IDs
      virtual const std::vector<int>&
      getConstraintParamIDs() const;

      /*!
       * @name Implementation of NOX::Abstract::Group virtual methods
       */
      //@{

      //! Assignment operator
      virtual NOX::Abstract::Group&
      operator=(const NOX::Abstract::Group& source);

      //! Clone function
      virtual Teuchos::RCP<NOX::Abstract::Group>
      clone(NOX::CopyType type = NOX::DeepCopy) const;

      //! Set the solution vector to y.
      virtual void setX(const NOX::Abstract::Vector& y);

      /*!
       * \brief Compute and return solution vector, x, where
       * this.x = grp.x + step * d.
       */
      virtual void computeX(const NOX::Abstract::Group& g,
                const NOX::Abstract::Vector& d,
                double step);

      //! Compute extended continuation equations
      virtual NOX::Abstract::Group::ReturnType computeF();

      //! Compute extended continuation jacobian
      virtual NOX::Abstract::Group::ReturnType computeJacobian();

      //! Gradient is not defined for this system
      virtual NOX::Abstract::Group::ReturnType computeGradient();

      //! Compute Newton direction for extended continuation system
      virtual NOX::Abstract::Group::ReturnType
      computeNewton(Teuchos::ParameterList& params);

      //! Applies Jacobian for extended system
      virtual NOX::Abstract::Group::ReturnType
      applyJacobian(const NOX::Abstract::Vector& input,
            NOX::Abstract::Vector& result) const;

      //! Jacobian transpose not defined for this system
      virtual NOX::Abstract::Group::ReturnType
      applyJacobianTranspose(const NOX::Abstract::Vector& input,
                 NOX::Abstract::Vector& result) const;

      //! Applies Jacobian inverse for extended system
      virtual NOX::Abstract::Group::ReturnType
      applyJacobianInverse(Teuchos::ParameterList& params,
               const NOX::Abstract::Vector& input,
               NOX::Abstract::Vector& result) const;

      //! Applies Jacobian for extended system
      virtual NOX::Abstract::Group::ReturnType
      applyJacobianMultiVector(const NOX::Abstract::MultiVector& input,
                   NOX::Abstract::MultiVector& result) const;

      //! Jacobian transpose not defined for this system
      virtual NOX::Abstract::Group::ReturnType
      applyJacobianTransposeMultiVector(
                     const NOX::Abstract::MultiVector& input,
                     NOX::Abstract::MultiVector& result) const;

      //! Applies Jacobian inverse for extended system
      virtual NOX::Abstract::Group::ReturnType
      applyJacobianInverseMultiVector(
                    Teuchos::ParameterList& params,
                    const NOX::Abstract::MultiVector& input,
                    NOX::Abstract::MultiVector& result) const;

      //! Return \c true if extended residual is valid.
      virtual bool isF() const;

      //! Return \c true if the extended Jacobian is valid.
      virtual bool isJacobian() const;

      //! Always returns false
      virtual bool isGradient() const;

      //! Return \c true if the extended Newton direction is valid
      virtual bool isNewton() const;

      //! Return extended solution vector.
      virtual const NOX::Abstract::Vector& getX() const;

      //! Return extended residual
      virtual const NOX::Abstract::Vector& getF() const;

      //! Return 2-norm of extended residual.
      virtual double getNormF() const;

      //! Gradient is never valid
      virtual const NOX::Abstract::Vector& getGradient() const;

      //! Return extended Newton direction.
      virtual const NOX::Abstract::Vector& getNewton() const;

      //! Return RCP to extended solution vector.
      virtual Teuchos::RCP< const NOX::Abstract::Vector > getXPtr() const;

      //! Return RCP to extended residual
      virtual Teuchos::RCP< const NOX::Abstract::Vector > getFPtr() const;

      //! Gradient is never valid
      virtual Teuchos::RCP< const NOX::Abstract::Vector > getGradientPtr() const;

      //! Return RCP to extended Newton direction.
      virtual Teuchos::RCP< const NOX::Abstract::Vector > getNewtonPtr() const;

      //! Returns 2-norm of extended Newton solve residual
      virtual double getNormNewtonSolveResidual() const;

      //@}

      /*!
       * @name Implementation of LOCA::Extended::MultiAbstractGroup
       * virtual methods
       */
      //@{

      //! Return underlying group
      virtual
      Teuchos::RCP<const LOCA::MultiContinuation::AbstractGroup>
      getUnderlyingGroup() const;

      //! Return underlying group
      virtual
      Teuchos::RCP<LOCA::MultiContinuation::AbstractGroup>
      getUnderlyingGroup();

      //@}

      /*!
       * @name Implementation of LOCA::MultiContinuation::AbstractGroup
       * virtual methods
       */
      //@{

      //! Assignment operator
      virtual void copy(const NOX::Abstract::Group& source);

      //! Set parameters indexed by (integer) paramIDs
      virtual void setParamsMulti(
             const std::vector<int>& paramIDs,
             const NOX::Abstract::MultiVector::DenseMatrix& vals);

      //! Set the parameter vector in the group to p (pVector = p).
      virtual void setParams(const ParameterVector& p);

       //! Set parameter indexed by (integer) paramID
      virtual void setParam(int paramID, double val);

      //! Set parameter indexed by (std::string) paramID
      virtual void setParam(std::string paramID, double val);

      //! Return a const reference to the ParameterVector owned by the group.
      virtual const ParameterVector& getParams() const;

      //! Return copy of parameter indexed by (integer) paramID
      virtual double getParam(int paramID) const;

      //! Return copy of parameter indexed by (std::string) paramID
      virtual double getParam(std::string paramID) const;

      /*!
       * Compute \f$\partial F/\partial p\f$ for each parameter \f$p\f$
       * indexed by paramIDs.  The first column of \em dfdp holds F,
       * which is valid if \em isValidF is true.  Otherwise F must be
       * computed.
       */
      virtual NOX::Abstract::Group::ReturnType
      computeDfDpMulti(const std::vector<int>& paramIDs,
               NOX::Abstract::MultiVector& dfdp,
               bool isValidF);

      //! Perform any preprocessing before a continuation step starts.
      /*!
       * The \c stepStatus argument indicates whether the previous step was
       * successful.
       */
      virtual void
      preProcessContinuationStep(
             LOCA::Abstract::Iterator::StepStatus stepStatus);

      //! Perform any postprocessing after a continuation step finishes.
      /*!
       * The \c stepStatus argument indicates whether the step was
       * successful.
       */
      virtual void
      postProcessContinuationStep(
             LOCA::Abstract::Iterator::StepStatus stepStatus);

      //! Projects solution to a few scalars for multiparameter continuation
      virtual void projectToDraw(const NOX::Abstract::Vector& x,
                 double *px) const;

      //! Returns the dimension of the project to draw array
      virtual int projectToDrawDimension() const;



      //! Compute a scaled dot product
      virtual double
      computeScaledDotProduct(const NOX::Abstract::Vector& a,
                  const NOX::Abstract::Vector& b) const;

      //! Function to print out solution and parameter after successful step
      virtual void printSolution(const double conParam) const;

      //! Function to print out a vector and parameter after successful step
      virtual void printSolution(const NOX::Abstract::Vector& x,
                                 const double conParam) const;

      //! Scales a vector using scaling vector
      virtual void
      scaleVector(NOX::Abstract::Vector& x) const;

      //@}

      /*!
       * @name Implementation of
       * LOCA::BorderedSystem::AbstractGroup virtual methods
       */
      //@{

      //! Return the total width of the bordered rows/columns
      virtual int getBorderedWidth() const;

      //! Get bottom-level unbordered group
      virtual Teuchos::RCP<const NOX::Abstract::Group>
      getUnborderedGroup() const;

      //! Indicates whether combined A block is zero
      virtual bool isCombinedAZero() const;

      //! Indicates whether combined B block is zero
      virtual bool isCombinedBZero() const;

      //! Indicates whether combined C block is zero
      virtual bool isCombinedCZero() const;

      /*!
       * Given the vector \c v, extract the underlying solution component
       * corresponding to the unbordered group.
       */
      virtual void
      extractSolutionComponent(const NOX::Abstract::MultiVector& v,
                   NOX::Abstract::MultiVector& v_x) const;

      /*!
       * Given the vector \c v, extract the parameter components of all
       * of the nested subvectors in \c v down to the solution component
       * for the unbordered group.
       */
      virtual void
      extractParameterComponent(
               bool use_transpose,
                           const NOX::Abstract::MultiVector& v,
                           NOX::Abstract::MultiVector::DenseMatrix& v_p) const;

      /*!
       * Given the solution component \c v_x and combined parameter
       * components \c v_p, distribute these components through the nested
       * sub-vectors in \c v.
       */
      virtual void
      loadNestedComponents(const NOX::Abstract::MultiVector& v_x,
               const NOX::Abstract::MultiVector::DenseMatrix& v_p,
               NOX::Abstract::MultiVector& v) const;

      //! Fill the combined A block as described above
      virtual void fillA(NOX::Abstract::MultiVector& A) const;

      //! Fill the combined B block as described above
      virtual void fillB(NOX::Abstract::MultiVector& B) const;

      //! Fill the combined C block as described above
      virtual void fillC(NOX::Abstract::MultiVector::DenseMatrix& C) const;

      //@}

      /*!
       * @name Implementation of LOCA::Abstract::TransposeSolveGroup
       * virtual methods
       */
      //@{

      //! Solve Jacobian-tranpose system
      virtual NOX::Abstract::Group::ReturnType
      applyJacobianTransposeInverse(Teuchos::ParameterList& params,
                    const NOX::Abstract::Vector& input,
                    NOX::Abstract::Vector& result) const;

      //! Solve Jacobian-tranpose system with multiple right-hand sides
      virtual NOX::Abstract::Group::ReturnType
      applyJacobianTransposeInverseMultiVector(
                  Teuchos::ParameterList& params,
                  const NOX::Abstract::MultiVector& input,
                  NOX::Abstract::MultiVector& result) const;

      //@}

      //! Get group
      virtual Teuchos::RCP<LOCA::MultiContinuation::AbstractGroup>
      getGroup();

      //! Get constraints
      virtual
      Teuchos::RCP<LOCA::MultiContinuation::ConstraintInterface>
      getConstraints();

    protected:

      //! Resets all isValid flags to false
      virtual void resetIsValid();

      //! Sets up multivector views
      virtual void setupViews();

    private:

      //! Prevent generation and use of operator=()
      ConstrainedGroup& operator=(const ConstrainedGroup& source);

    protected:

      //! Pointer LOCA global data object
      Teuchos::RCP<LOCA::GlobalData> globalData;

      //! Parsed top-level parameters
      Teuchos::RCP<LOCA::Parameter::SublistParser> parsedParams;

      //! Constraint parameter list
      Teuchos::RCP<Teuchos::ParameterList> constraintParams;

      //! Pointer to base group that defines \f$F\f$
      Teuchos::RCP<LOCA::MultiContinuation::AbstractGroup> grpPtr;

      //! Pointer to base group as a bordered group
      Teuchos::RCP<LOCA::BorderedSystem::AbstractGroup> bordered_grp;

      //! Pointer to constraint object
      Teuchos::RCP<LOCA::MultiContinuation::ConstraintInterface> constraintsPtr;

      //! Number of parameters
      int numParams;

      //! Stores the extended solution vector
      LOCA::MultiContinuation::ExtendedMultiVector xMultiVec;

      //! Stores the extended residual vector and df/dp
      LOCA::MultiContinuation::ExtendedMultiVector fMultiVec;

      //! Stores the extended Newton vector
      LOCA::MultiContinuation::ExtendedMultiVector newtonMultiVec;

      //! Stores the extended gradient vector
      LOCA::MultiContinuation::ExtendedMultiVector gradientMultiVec;

      //! Stores view of first column of xMultiVec
      Teuchos::RCP<LOCA::MultiContinuation::ExtendedVector> xVec;

      //! Stores view of first column of fMultiVec
      Teuchos::RCP<LOCA::MultiContinuation::ExtendedVector> fVec;

      //! Stores view of first column of fMultiVec as a multivec
      Teuchos::RCP<LOCA::MultiContinuation::ExtendedMultiVector> ffMultiVec;

      //! Stores view of df/dp columns of fMultiVec
      Teuchos::RCP<LOCA::MultiContinuation::ExtendedMultiVector> dfdpMultiVec;

      //! Stores view of first column of newtonMultiVec
      Teuchos::RCP<LOCA::MultiContinuation::ExtendedVector> newtonVec;

      //! Stores view of first column of gradientMultiVec
      Teuchos::RCP<LOCA::MultiContinuation::ExtendedVector> gradientVec;

      // Stores operator for bordered solver
      Teuchos::RCP<LOCA::BorderedSolver::JacobianOperator> jacOp;

      //! Stores bordered solver strategy
      Teuchos::RCP<LOCA::BorderedSolver::AbstractStrategy> borderedSolver;

      //! Stores indices for getting f part of fMultiVec
      std::vector<int> index_f;

      //! Stores indices for getting df/dp part of fMultiVec
      std::vector<int> index_dfdp;

      //! integer id of constraint parameters
      std::vector<int> constraintParamIDs;

      //! Is residual vector valid
      bool isValidF;

      //! Is Jacobian matrix valid
      bool isValidJacobian;

      //! Is Newton vector valid
      bool isValidNewton;

      //! Is Gradient vector valid
      bool isValidGradient;

      //! Flag that indicates whether underlying group is a bordered group
      bool isBordered;

      //! Flag indicating whether to skip df/dp computations
      bool skipDfDp;

    }; // Class ConstrainedGroup

  } // Namespace MultiContinuation

} // Namespace LOCA

#endif // LOCA_CONSTRAINEDSYSTEM_CONSTRAINEDGROUP_H