44 #ifndef ROL_AUGMENTEDLAGRANGIAN_SIMOPT_H 45 #define ROL_AUGMENTEDLAGRANGIAN_SIMOPT_H 52 #include "Teuchos_RCP.hpp" 100 const Teuchos::RCP<Objective_SimOpt<Real> >
obj_;
101 Teuchos::RCP<QuadraticPenalty_SimOpt<Real> >
pen_;
129 const Real penaltyParameter,
133 Teuchos::ParameterList &parlist)
143 Teuchos::ParameterList& sublist = parlist.sublist(
"Step").sublist(
"Augmented Lagrangian");
145 int HessianApprox = sublist.get(
"Level of Hessian Approximation", 0);
151 obj_->update(u,z,flag,iter);
152 pen_->update(u,z,flag,iter);
165 Real pval =
pen_->value(u,z,tol);
209 obj_->hessVec_11(hv,v,u,z,tol);
222 obj_->hessVec_12(hv,v,u,z,tol);
235 obj_->hessVec_21(hv,v,u,z,tol);
248 obj_->hessVec_22(hv,v,u,z,tol);
260 Real tol = std::sqrt(ROL_EPSILON<Real>());
271 pen_->getConstraintVec(c,u,z);
276 return pen_->getNumberConstraintEvaluations();
292 pen_->reset(multiplier,penaltyParameter);
Provides the interface to evaluate simulation-based objective functions.
virtual void hessVec_22(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
virtual void scale(const Real alpha)=0
Compute where .
Teuchos::RCP< Vector< Real > > dualSimVector_
virtual void plus(const Vector &x)=0
Compute , where .
virtual int getNumberConstraintEvaluations(void) const
virtual void hessVec_12(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
Contains definitions of custom data types in ROL.
virtual void hessVec_21(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
Teuchos::RCP< Vector< Real > > dualOptVector_
virtual void update(const Vector< Real > &u, const Vector< Real > &z, bool flag=true, int iter=-1)
Update objective function. u is an iterate, z is an iterate, flag = true if the iterate has changed...
Provides the interface to evaluate the quadratic SimOpt constraint penalty.
virtual Real value(const Vector< Real > &u, const Vector< Real > &z, Real &tol)
Compute value.
Provides the interface to evaluate the SimOpt augmented Lagrangian.
Defines the linear algebra or vector space interface.
Teuchos::RCP< QuadraticPenalty_SimOpt< Real > > pen_
Defines the equality constraint operator interface for simulation-based optimization.
Teuchos::RCP< Vector< Real > > gradient1_
Teuchos::RCP< Vector< Real > > gradient2_
bool isGradient1Computed_
virtual void hessVec_11(Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
Apply Hessian approximation to vector.
virtual const Vector & dual() const
Return dual representation of , for example, the result of applying a Riesz map, or change of basis...
virtual void gradient_2(Vector< Real > &g, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
Compute gradient with respect to second component.
virtual void gradient_1(Vector< Real > &g, const Vector< Real > &u, const Vector< Real > &z, Real &tol)
Compute gradient with respect to first component.
virtual int getNumberFunctionEvaluations(void) const
virtual void reset(const Vector< Real > &multiplier, const Real penaltyParameter)
const Teuchos::RCP< Objective_SimOpt< Real > > obj_
virtual Real getObjectiveValue(const Vector< Real > &u, const Vector< Real > &z)
virtual void set(const Vector &x)
Set where .
AugmentedLagrangian_SimOpt(const Teuchos::RCP< Objective_SimOpt< Real > > &obj, const Teuchos::RCP< EqualityConstraint_SimOpt< Real > > &con, const Vector< Real > &multiplier, const Real penaltyParameter, const Vector< Real > &simVec, const Vector< Real > &optVec, const Vector< Real > &conVec, Teuchos::ParameterList &parlist)
virtual int getNumberGradientEvaluations(void) const
bool isGradient2Computed_
virtual void getConstraintVec(Vector< Real > &c, const Vector< Real > &u, const Vector< Real > &z)