45 #ifndef ROL_REDUCED_OBJECTIVE_SIMOPT_H 46 #define ROL_REDUCED_OBJECTIVE_SIMOPT_H 56 Teuchos::RCP<Objective_SimOpt<Real> >
obj_;
57 Teuchos::RCP<EqualityConstraint_SimOpt<Real> >
con_;
86 con_->update_2(x,flag,iter);
96 std::pair<std::vector<Real>,Teuchos::RCP<
Vector<Real> > >(
121 std::pair<std::vector<Real>,Teuchos::RCP<
Vector<Real> > >(
174 const bool storage =
true,
175 const bool useFDhessVec =
false)
204 const bool storage =
true,
205 const bool useFDhessVec =
false)
301 con_->setParameter(param);
302 obj_->setParameter(param);
Teuchos::RCP< Objective_SimOpt< Real > > obj_
Provides the interface to evaluate objective functions.
Provides the interface to evaluate simulation-based objective functions.
virtual void plus(const Vector &x)=0
Compute , where .
virtual void precond(Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply a reduced Hessian preconditioner.
void solve_state_equation(const Vector< Real > &x, Real &tol, bool flag=true, int iter=-1)
Reduced_Objective_SimOpt(const Teuchos::RCP< Objective_SimOpt< Real > > &obj, const Teuchos::RCP< EqualityConstraint_SimOpt< Real > > &con, const Teuchos::RCP< Vector< Real > > &state, const Teuchos::RCP< Vector< Real > > &adjoint, const bool storage=true, const bool useFDhessVec=false)
Constructor.
void setParameter(const std::vector< Real > ¶m)
virtual void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply Hessian approximation to vector.
Teuchos::RCP< Vector< Real > > state_
Teuchos::RCP< Vector< Real > > adjoint_sens_
Teuchos::RCP< Vector< Real > > state_sens_
virtual Teuchos::RCP< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
void gradient(Vector< Real > &g, const Vector< Real > &x, Real &tol)
Given , evaluate the gradient of the objective function where solves .
Defines the linear algebra or vector space interface.
Defines the equality constraint operator interface for simulation-based optimization.
Teuchos::RCP< Vector< Real > > adjoint_
Teuchos::RCP< Vector< Real > > dualstate_
virtual const Vector & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis...
void hessVec(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Given , evaluate the Hessian of the objective function in the direction .
std::map< std::vector< Real >, Teuchos::RCP< Vector< Real > > > adjoint_storage_
std::map< std::vector< Real >, Teuchos::RCP< Vector< Real > > > state_storage_
Real value(const Vector< Real > &x, Real &tol)
Given , evaluate the objective function where solves .
const std::vector< Real > getParameter(void) const
virtual void setParameter(const std::vector< Real > ¶m)
Teuchos::RCP< Vector< Real > > dualcontrol_
void solve_adjoint_sensitivity(const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Given , the adjoint variable , and a direction , solve the adjoint sensitvity equation for ...
virtual void set(const Vector &x)
Set where .
void solve_state_sensitivity(const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Given which solves the state equation and a direction , solve the state senstivity equation for ...
Teuchos::RCP< EqualityConstraint_SimOpt< Real > > con_
Teuchos::RCP< Vector< Real > > dualstate1_
Teuchos::RCP< Vector< Real > > dualadjoint_
Reduced_Objective_SimOpt(const Teuchos::RCP< Objective_SimOpt< Real > > &obj, const Teuchos::RCP< EqualityConstraint_SimOpt< Real > > &con, const Teuchos::RCP< Vector< Real > > &state, const Teuchos::RCP< Vector< Real > > &adjoint, const Teuchos::RCP< Vector< Real > > &dualstate, const Teuchos::RCP< Vector< Real > > &dualadjoint, const bool storage=true, const bool useFDhessVec=false)
Secondary, general constructor for use with dual optimization vector spaces where the user does not d...
void solve_adjoint_equation(const Vector< Real > &x, Real &tol)
Given which solves the state equation, solve the adjoint equation for .
void update(const Vector< Real > &x, bool flag=true, int iter=-1)
Update the SimOpt objective function and equality constraint.