ROL
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Defines the equality constraint operator interface for simulation-based optimization. More...
#include <ROL_EqualityConstraint_SimOpt.hpp>
Public Member Functions | |
EqualityConstraint_SimOpt () | |
virtual void | update (const Vector< Real > &u, const Vector< Real > &z, bool flag=true, int iter=-1) |
Update constraint functions. x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count. More... | |
virtual void | update_1 (const Vector< Real > &u, bool flag=true, int iter=-1) |
Update constraint functions with respect to Sim variable. x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count. More... | |
virtual void | update_2 (const Vector< Real > &z, bool flag=true, int iter=-1) |
Update constraint functions with respect to Opt variable. x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count. More... | |
virtual void | value (Vector< Real > &c, const Vector< Real > &u, const Vector< Real > &z, Real &tol)=0 |
Evaluate the constraint operator \(c:\mathcal{U}\times\mathcal{Z} \rightarrow \mathcal{C}\) at \((u,z)\). More... | |
virtual void | solve (Vector< Real > &c, Vector< Real > &u, const Vector< Real > &z, Real &tol) |
Given \(z\), solve \(c(u,z)=0\) for \(u\). More... | |
virtual void | setSolveParameters (Teuchos::ParameterList &parlist) |
Set solve parameters. More... | |
virtual void | applyJacobian_1 (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) |
Apply the partial constraint Jacobian at \((u,z)\), \(c_u(u,z) \in L(\mathcal{U}, \mathcal{C})\), to the vector \(v\). More... | |
virtual void | applyJacobian_2 (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) |
Apply the partial constraint Jacobian at \((u,z)\), \(c_z(u,z) \in L(\mathcal{Z}, \mathcal{C})\), to the vector \(v\). More... | |
virtual void | applyInverseJacobian_1 (Vector< Real > &ijv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) |
Apply the inverse partial constraint Jacobian at \((u,z)\), \(c_u(u,z)^{-1} \in L(\mathcal{C}, \mathcal{U})\), to the vector \(v\). More... | |
virtual void | applyAdjointJacobian_1 (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) |
Apply the adjoint of the partial constraint Jacobian at \((u,z)\), \(c_u(u,z)^* \in L(\mathcal{C}^*, \mathcal{U}^*)\), to the vector \(v\). This is the primary interface. More... | |
virtual void | applyAdjointJacobian_1 (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &dualv, Real &tol) |
Apply the adjoint of the partial constraint Jacobian at \((u,z)\), \(c_u(u,z)^* \in L(\mathcal{C}^*, \mathcal{U}^*)\), to the vector \(v\). This is the secondary interface, for use with dual spaces where the user does not define the dual() operation. More... | |
virtual void | applyAdjointJacobian_2 (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) |
Apply the adjoint of the partial constraint Jacobian at \((u,z)\), \(c_z(u,z)^* \in L(\mathcal{C}^*, \mathcal{Z}^*)\), to vector \(v\). This is the primary interface. More... | |
virtual void | applyAdjointJacobian_2 (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &dualv, Real &tol) |
Apply the adjoint of the partial constraint Jacobian at \((u,z)\), \(c_z(u,z)^* \in L(\mathcal{C}^*, \mathcal{Z}^*)\), to vector \(v\). This is the secondary interface, for use with dual spaces where the user does not define the dual() operation. More... | |
virtual void | applyInverseAdjointJacobian_1 (Vector< Real > &iajv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) |
Apply the inverse of the adjoint of the partial constraint Jacobian at \((u,z)\), \(c_u(u,z)^{-*} \in L(\mathcal{U}^*, \mathcal{C}^*)\), to the vector \(v\). More... | |
virtual void | applyAdjointHessian_11 (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) |
Apply the simulation-space derivative of the adjoint of the constraint simulation-space Jacobian at \((u,z)\) to the vector \(w\) in the direction \(v\), according to \(v\mapsto c_{uu}(u,z)(v,\cdot)^*w\). More... | |
virtual void | applyAdjointHessian_12 (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) |
Apply the optimization-space derivative of the adjoint of the constraint simulation-space Jacobian at \((u,z)\) to the vector \(w\) in the direction \(v\), according to \(v\mapsto c_{uz}(u,z)(v,\cdot)^*w\). More... | |
virtual void | applyAdjointHessian_21 (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) |
Apply the simulation-space derivative of the adjoint of the constraint optimization-space Jacobian at \((u,z)\) to the vector \(w\) in the direction \(v\), according to \(v\mapsto c_{zu}(u,z)(v,\cdot)^*w\). More... | |
virtual void | applyAdjointHessian_22 (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, Real &tol) |
Apply the optimization-space derivative of the adjoint of the constraint optimization-space Jacobian at \((u,z)\) to the vector \(w\) in the direction \(v\), according to \(v\mapsto c_{zz}(u,z)(v,\cdot)^*w\). More... | |
virtual std::vector< Real > | solveAugmentedSystem (Vector< Real > &v1, Vector< Real > &v2, const Vector< Real > &b1, const Vector< Real > &b2, const Vector< Real > &x, Real &tol) |
Approximately solves the augmented system \[ \begin{pmatrix} I & c'(x)^* \\ c'(x) & 0 \end{pmatrix} \begin{pmatrix} v_{1} \\ v_{2} \end{pmatrix} = \begin{pmatrix} b_{1} \\ b_{2} \end{pmatrix} \] where \(v_{1} \in \mathcal{X}\), \(v_{2} \in \mathcal{C}^*\), \(b_{1} \in \mathcal{X}^*\), \(b_{2} \in \mathcal{C}\), \(I : \mathcal{X} \rightarrow \mathcal{X}^*\) is an identity operator, and \(0 : \mathcal{C}^* \rightarrow \mathcal{C}\) is a zero operator. More... | |
virtual void | applyPreconditioner (Vector< Real > &pv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g, Real &tol) |
Apply a constraint preconditioner at \(x\), \(P(x) \in L(\mathcal{C}, \mathcal{C})\), to vector \(v\). In general, this preconditioner satisfies the following relationship: \[ c'(x) c'(x)^* P(x) v \approx v \,. \] It is used by the solveAugmentedSystem method. More... | |
virtual void | update (const Vector< Real > &x, bool flag=true, int iter=-1) |
Update constraint functions. x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count. More... | |
virtual bool | isFeasible (const Vector< Real > &v) |
Check if the vector, v, is feasible. More... | |
virtual void | value (Vector< Real > &c, const Vector< Real > &x, Real &tol) |
Evaluate the constraint operator \(c:\mathcal{X} \rightarrow \mathcal{C}\) at \(x\). More... | |
virtual void | applyJacobian (Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) |
Apply the constraint Jacobian at \(x\), \(c'(x) \in L(\mathcal{X}, \mathcal{C})\), to vector \(v\). More... | |
virtual void | applyAdjointJacobian (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) |
Apply the adjoint of the the constraint Jacobian at \(x\), \(c'(x)^* \in L(\mathcal{C}^*, \mathcal{X}^*)\), to vector \(v\). More... | |
virtual void | applyAdjointHessian (Vector< Real > &ahwv, const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &x, Real &tol) |
Apply the derivative of the adjoint of the constraint Jacobian at \(x\) to vector \(u\) in direction \(v\), according to \( v \mapsto c''(x)(v,\cdot)^*u \). More... | |
virtual Real | checkSolve (const ROL::Vector< Real > &u, const ROL::Vector< Real > &z, const ROL::Vector< Real > &c, const bool printToStream=true, std::ostream &outStream=std::cout) |
virtual Real | checkAdjointConsistencyJacobian_1 (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout) |
Check the consistency of the Jacobian and its adjoint. This is the primary interface. More... | |
virtual Real | checkAdjointConsistencyJacobian_1 (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &dualw, const Vector< Real > &dualv, const bool printToStream=true, std::ostream &outStream=std::cout) |
Check the consistency of the Jacobian and its adjoint. This is the secondary interface, for use with dual spaces where the user does not define the dual() operation. More... | |
virtual Real | checkAdjointConsistencyJacobian_2 (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout) |
Check the consistency of the Jacobian and its adjoint. This is the primary interface. More... | |
virtual Real | checkAdjointConsistencyJacobian_2 (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &dualw, const Vector< Real > &dualv, const bool printToStream=true, std::ostream &outStream=std::cout) |
Check the consistency of the Jacobian and its adjoint. This is the secondary interface, for use with dual spaces where the user does not define the dual() operation. More... | |
virtual Real | checkInverseJacobian_1 (const Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout) |
virtual Real | checkInverseAdjointJacobian_1 (const Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &u, const Vector< Real > &z, const bool printToStream=true, std::ostream &outStream=std::cout) |
std::vector< std::vector< Real > > | checkApplyJacobian_1 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const Vector< Real > &jv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1) |
std::vector< std::vector< Real > > | checkApplyJacobian_1 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const Vector< Real > &jv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1) |
std::vector< std::vector< Real > > | checkApplyJacobian_2 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const Vector< Real > &jv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1) |
std::vector< std::vector< Real > > | checkApplyJacobian_2 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &v, const Vector< Real > &jv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1) |
std::vector< std::vector< Real > > | checkApplyAdjointHessian_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1) |
std::vector< std::vector< Real > > | checkApplyAdjointHessian_11 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1) |
std::vector< std::vector< Real > > | checkApplyAdjointHessian_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1) |
std::vector< std::vector< Real > > | checkApplyAdjointHessian_21 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1) |
std::vector< std::vector< Real > > | checkApplyAdjointHessian_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1) |
std::vector< std::vector< Real > > | checkApplyAdjointHessian_12 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1) |
std::vector< std::vector< Real > > | checkApplyAdjointHessian_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1) |
std::vector< std::vector< Real > > | checkApplyAdjointHessian_22 (const Vector< Real > &u, const Vector< Real > &z, const Vector< Real > &p, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1) |
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virtual | ~EqualityConstraint () |
virtual void | applyAdjointJacobian (Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &dualv, Real &tol) |
Apply the adjoint of the the constraint Jacobian at \(x\), \(c'(x)^* \in L(\mathcal{C}^*, \mathcal{X}^*)\), to vector \(v\). More... | |
EqualityConstraint (void) | |
void | activate (void) |
Turn on constraints. More... | |
void | deactivate (void) |
Turn off constraints. More... | |
bool | isActivated (void) |
Check if constraints are on. More... | |
virtual std::vector< std::vector< Real > > | checkApplyJacobian (const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &jv, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1) |
Finite-difference check for the constraint Jacobian application. More... | |
virtual std::vector< std::vector< Real > > | checkApplyJacobian (const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &jv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1) |
Finite-difference check for the constraint Jacobian application. More... | |
virtual std::vector< std::vector< Real > > | checkApplyAdjointJacobian (const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &c, const Vector< Real > &ajv, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS) |
Finite-difference check for the application of the adjoint of constraint Jacobian. More... | |
virtual Real | checkAdjointConsistencyJacobian (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &x, const bool printToStream=true, std::ostream &outStream=std::cout) |
virtual Real | checkAdjointConsistencyJacobian (const Vector< Real > &w, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &dualw, const Vector< Real > &dualv, const bool printToStream=true, std::ostream &outStream=std::cout) |
virtual std::vector< std::vector< Real > > | checkApplyAdjointHessian (const Vector< Real > &x, const Vector< Real > &u, const Vector< Real > &v, const Vector< Real > &hv, const std::vector< Real > &step, const bool printToScreen=true, std::ostream &outStream=std::cout, const int order=1) |
Finite-difference check for the application of the adjoint of constraint Hessian. More... | |
virtual std::vector< std::vector< Real > > | checkApplyAdjointHessian (const Vector< Real > &x, const Vector< Real > &u, const Vector< Real > &v, const Vector< Real > &hv, const bool printToScreen=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1) |
Finite-difference check for the application of the adjoint of constraint Hessian. More... | |
virtual void | setParameter (const std::vector< Real > ¶m) |
Private Attributes | |
Teuchos::RCP< Vector< Real > > | unew_ |
Teuchos::RCP< Vector< Real > > | jv_ |
const Real | DEFAULT_atol_ |
const Real | DEFAULT_rtol_ |
const Real | DEFAULT_stol_ |
const Real | DEFAULT_factor_ |
const Real | DEFAULT_decr_ |
const int | DEFAULT_maxit_ |
const bool | DEFAULT_print_ |
Real | atol_ |
Real | rtol_ |
Real | stol_ |
Real | factor_ |
Real | decr_ |
int | maxit_ |
bool | print_ |
bool | firstSolve_ |
Additional Inherited Members | |
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const std::vector< Real > | getParameter (void) const |
Defines the equality constraint operator interface for simulation-based optimization.
This equality constraint interface inherits from ROL_EqualityConstraint, for the use case when \(\mathcal{X}=\mathcal{U}\times\mathcal{Z}\) where \(\mathcal{U}\) and \(\mathcal{Z}\) are Banach spaces. \(\mathcal{U}\) denotes the "simulation space" and \(\mathcal{Z}\) denotes the "optimization space" (of designs, controls, parameters). The simulation-based constraints are of the form
\[ c(u,z) = 0 \,. \]
The basic operator interface, to be implemented by the user, requires:
The user may also overload:
Definition at line 95 of file ROL_EqualityConstraint_SimOpt.hpp.
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Definition at line 123 of file ROL_EqualityConstraint_SimOpt.hpp.
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Update constraint functions.
x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count.
Reimplemented in ROL::CompositeEqualityConstraint_SimOpt< Real >.
Definition at line 142 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::EqualityConstraint_SimOpt< Real >::update_1(), and ROL::EqualityConstraint_SimOpt< Real >::update_2().
Referenced by ROL::EqualityConstraint_SimOpt< Real >::applyAdjointHessian_11(), ROL::EqualityConstraint_SimOpt< Real >::applyAdjointHessian_12(), ROL::EqualityConstraint_SimOpt< Real >::applyAdjointHessian_21(), ROL::EqualityConstraint_SimOpt< Real >::applyAdjointHessian_22(), ROL::EqualityConstraint_SimOpt< Real >::applyAdjointJacobian_1(), ROL::EqualityConstraint_SimOpt< Real >::applyAdjointJacobian_2(), ROL::EqualityConstraint_SimOpt< Real >::applyJacobian_1(), ROL::EqualityConstraint_SimOpt< Real >::applyJacobian_2(), ROL::EqualityConstraint_SimOpt< Real >::checkAdjointConsistencyJacobian_1(), ROL::EqualityConstraint_SimOpt< Real >::checkAdjointConsistencyJacobian_2(), ROL::EqualityConstraint_SimOpt< Real >::checkApplyAdjointHessian_11(), ROL::EqualityConstraint_SimOpt< Real >::checkApplyAdjointHessian_12(), ROL::EqualityConstraint_SimOpt< Real >::checkApplyAdjointHessian_21(), ROL::EqualityConstraint_SimOpt< Real >::checkApplyAdjointHessian_22(), ROL::EqualityConstraint_SimOpt< Real >::checkApplyJacobian_1(), ROL::EqualityConstraint_SimOpt< Real >::checkApplyJacobian_2(), ROL::EqualityConstraint_SimOpt< Real >::checkInverseAdjointJacobian_1(), ROL::EqualityConstraint_SimOpt< Real >::checkInverseJacobian_1(), ROL::EqualityConstraint_SimOpt< Real >::checkSolve(), ROL::EqualityConstraint_SimOpt< Real >::solve(), and ROL::EqualityConstraint_SimOpt< Real >::update().
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Update constraint functions with respect to Sim variable.
x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count.
Reimplemented in ROL::CompositeEqualityConstraint_SimOpt< Real >.
Definition at line 152 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by ROL::EqualityConstraint_SimOpt< Real >::update().
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Update constraint functions with respect to Opt variable. x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count.
Reimplemented in ROL::CompositeEqualityConstraint_SimOpt< Real >.
Definition at line 159 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by ROL::EqualityConstraint_SimOpt< Real >::update().
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Evaluate the constraint operator \(c:\mathcal{U}\times\mathcal{Z} \rightarrow \mathcal{C}\) at \((u,z)\).
[out] | c | is the result of evaluating the constraint operator at \((u,z)\); a constraint-space vector |
[in] | u | is the constraint argument; a simulation-space vector |
[in] | z | is the constraint argument; an optimization-space vector |
[in,out] | tol | is a tolerance for inexact evaluations; currently unused On return, \form#120, where \form#85, \form#121, and $ \form#122. --- |
Implemented in EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, DiffusionEqualityConstraint< Real >, redConstraint< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, ROL::CompositeEqualityConstraint_SimOpt< Real >, and valConstraint< Real >.
Referenced by ROL::EqualityConstraint_SimOpt< Real >::applyAdjointJacobian_1(), ROL::EqualityConstraint_SimOpt< Real >::applyAdjointJacobian_2(), ROL::EqualityConstraint_SimOpt< Real >::applyJacobian_1(), ROL::EqualityConstraint_SimOpt< Real >::applyJacobian_2(), ROL::EqualityConstraint_SimOpt< Real >::checkApplyJacobian_1(), ROL::EqualityConstraint_SimOpt< Real >::checkApplyJacobian_2(), ROL::EqualityConstraint_SimOpt< Real >::checkSolve(), ROL::EqualityConstraint_SimOpt< Real >::solve(), and ROL::EqualityConstraint_SimOpt< Real >::value().
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Given \(z\), solve \(c(u,z)=0\) for \(u\).
[out] | c | is the result of evaluating the constraint operator at \((u,z)\); a constraint-space vector |
[in,out] | u | is the solution vector; a simulation-space vector |
[in] | z | is the constraint argument; an optimization-space vector |
[in,out] | tol | is a tolerance for inexact evaluations; currently unused The defualt implementation is Newton's method globalized with a backtracking line search. --- |
Reimplemented in EqualityConstraint_BurgersControl< Real >, DiffusionEqualityConstraint< Real >, and EqualityConstraint_BurgersControl< Real >.
Definition at line 191 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::EqualityConstraint_SimOpt< Real >::applyInverseJacobian_1(), ROL::EqualityConstraint_SimOpt< Real >::atol_, ROL::Vector< Real >::clone(), ROL::EqualityConstraint_SimOpt< Real >::decr_, ROL::EqualityConstraint_SimOpt< Real >::factor_, ROL::EqualityConstraint_SimOpt< Real >::firstSolve_, ROL::EqualityConstraint_SimOpt< Real >::jv_, ROL::EqualityConstraint_SimOpt< Real >::maxit_, ROL::Vector< Real >::norm(), ROL::EqualityConstraint_SimOpt< Real >::print_, ROL::EqualityConstraint_SimOpt< Real >::rtol_, ROL::Vector< Real >::set(), ROL::EqualityConstraint_SimOpt< Real >::stol_, ROL::EqualityConstraint_SimOpt< Real >::unew_, ROL::EqualityConstraint_SimOpt< Real >::update(), and ROL::EqualityConstraint_SimOpt< Real >::value().
Referenced by ROL::EqualityConstraint_SimOpt< Real >::checkSolve(), and EqualityConstraint_BurgersControl< Real >::solve().
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Set solve parameters.
[in] | parlist | Teuchos::ParameterList containing solve parameters For the default implementation, parlist has two sublist ("SimOpt" and "Solve") and the "Solve" sublist has six input parameters. - "Residual Tolerance": Absolute tolerance for the norm of the residual (Real) - "Iteration Limit": Maximum number of Newton iterations (int) - "Sufficient Decrease Tolerance": Tolerance signifying sufficient decrease in the residual norm, between 0 and 1 (Real) - "Step Tolerance": Absolute tolerance for the step size parameter (Real) - "Backtracking Factor": Rate for decreasing step size during backtracking, between 0 and 1 (Real) - "Output Iteration History": Set to true in order to print solve iteration history (bool) These parameters are accessed as parlist.sublist("SimOpt").sublist("Solve").get(...). --- |
Definition at line 269 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::EqualityConstraint_SimOpt< Real >::atol_, ROL::EqualityConstraint_SimOpt< Real >::decr_, ROL::EqualityConstraint_SimOpt< Real >::DEFAULT_atol_, ROL::EqualityConstraint_SimOpt< Real >::DEFAULT_decr_, ROL::EqualityConstraint_SimOpt< Real >::DEFAULT_factor_, ROL::EqualityConstraint_SimOpt< Real >::DEFAULT_maxit_, ROL::EqualityConstraint_SimOpt< Real >::DEFAULT_print_, ROL::EqualityConstraint_SimOpt< Real >::DEFAULT_rtol_, ROL::EqualityConstraint_SimOpt< Real >::DEFAULT_stol_, ROL::EqualityConstraint_SimOpt< Real >::factor_, ROL::EqualityConstraint_SimOpt< Real >::maxit_, ROL::EqualityConstraint_SimOpt< Real >::print_, ROL::EqualityConstraint_SimOpt< Real >::rtol_, and ROL::EqualityConstraint_SimOpt< Real >::stol_.
Referenced by main().
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Apply the partial constraint Jacobian at \((u,z)\), \(c_u(u,z) \in L(\mathcal{U}, \mathcal{C})\), to the vector \(v\).
[out] | jv | is the result of applying the constraint Jacobian to v at \((u,z)\); a constraint-space vector |
[in] | v | is a simulation-space vector |
[in] | u | is the constraint argument; an simulation-space vector |
[in] | z | is the constraint argument; an optimization-space vector |
[in,out] | tol | is a tolerance for inexact evaluations; currently unused On return, \form#126, where\(v \in \mathcal{U}\), \(\mathsf{jv} \in \mathcal{C}\). |
Reimplemented in EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, DiffusionEqualityConstraint< Real >, EqualityConstraint_BurgersControl< Real >, redConstraint< Real >, EqualityConstraint_BurgersControl< Real >, ROL::CompositeEqualityConstraint_SimOpt< Real >, and valConstraint< Real >.
Definition at line 295 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::norm(), ROL::Vector< Real >::scale(), ROL::EqualityConstraint_SimOpt< Real >::update(), and ROL::EqualityConstraint_SimOpt< Real >::value().
Referenced by ROL::EqualityConstraint_SimOpt< Real >::applyJacobian(), ROL::EqualityConstraint_SimOpt< Real >::checkAdjointConsistencyJacobian_1(), ROL::EqualityConstraint_SimOpt< Real >::checkApplyJacobian_1(), and ROL::EqualityConstraint_SimOpt< Real >::checkInverseJacobian_1().
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Apply the partial constraint Jacobian at \((u,z)\), \(c_z(u,z) \in L(\mathcal{Z}, \mathcal{C})\), to the vector \(v\).
[out] | jv | is the result of applying the constraint Jacobian to v at \((u,z)\); a constraint-space vector |
[in] | v | is an optimization-space vector |
[in] | u | is the constraint argument; a simulation-space vector |
[in] | z | is the constraint argument; an optimization-space vector |
[in,out] | tol | is a tolerance for inexact evaluations; currently unused On return, \form#129, where\(v \in \mathcal{Z}\), \(\mathsf{jv} \in \mathcal{C}\). |
Reimplemented in EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, DiffusionEqualityConstraint< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, redConstraint< Real >, ROL::CompositeEqualityConstraint_SimOpt< Real >, and valConstraint< Real >.
Definition at line 338 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::norm(), ROL::Vector< Real >::scale(), ROL::EqualityConstraint_SimOpt< Real >::update(), and ROL::EqualityConstraint_SimOpt< Real >::value().
Referenced by ROL::EqualityConstraint_SimOpt< Real >::applyJacobian(), ROL::EqualityConstraint_SimOpt< Real >::checkAdjointConsistencyJacobian_2(), and ROL::EqualityConstraint_SimOpt< Real >::checkApplyJacobian_2().
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Apply the inverse partial constraint Jacobian at \((u,z)\), \(c_u(u,z)^{-1} \in L(\mathcal{C}, \mathcal{U})\), to the vector \(v\).
[out] | ijv | is the result of applying the inverse constraint Jacobian to v at \((u,z)\); a simulation-space vector |
[in] | v | is a constraint-space vector |
[in] | u | is the constraint argument; a simulation-space vector |
[in] | z | is the constraint argument; an optimization-space vector |
[in,out] | tol | is a tolerance for inexact evaluations; currently unused On return, \form#132, where\(v \in \mathcal{C}\), \(\mathsf{ijv} \in \mathcal{U}\). |
Reimplemented in EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, DiffusionEqualityConstraint< Real >, redConstraint< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, and ROL::CompositeEqualityConstraint_SimOpt< Real >.
Definition at line 380 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by ROL::EqualityConstraint_SimOpt< Real >::applyPreconditioner(), ROL::EqualityConstraint_SimOpt< Real >::checkInverseJacobian_1(), and ROL::EqualityConstraint_SimOpt< Real >::solve().
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Apply the adjoint of the partial constraint Jacobian at \((u,z)\), \(c_u(u,z)^* \in L(\mathcal{C}^*, \mathcal{U}^*)\), to the vector \(v\). This is the primary interface.
[out] | ajv | is the result of applying the adjoint of the constraint Jacobian to v at (u,z); a dual simulation-space vector |
[in] | v | is a dual constraint-space vector |
[in] | u | is the constraint argument; a simulation-space vector |
[in] | z | is the constraint argument; an optimization-space vector |
[in,out] | tol | is a tolerance for inexact evaluations; currently unused On return, \form#135, where\(v \in \mathcal{C}^*\), \(\mathsf{ajv} \in \mathcal{U}^*\). |
Reimplemented in EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, DiffusionEqualityConstraint< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, redConstraint< Real >, ROL::CompositeEqualityConstraint_SimOpt< Real >, and valConstraint< Real >.
Definition at line 404 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::Vector< Real >::dual().
Referenced by ROL::EqualityConstraint_SimOpt< Real >::applyAdjointHessian_11(), ROL::EqualityConstraint_SimOpt< Real >::applyAdjointHessian_21(), ROL::EqualityConstraint_SimOpt< Real >::applyAdjointJacobian(), ROL::EqualityConstraint_SimOpt< Real >::checkAdjointConsistencyJacobian_1(), ROL::EqualityConstraint_SimOpt< Real >::checkApplyAdjointHessian_11(), ROL::EqualityConstraint_SimOpt< Real >::checkApplyAdjointHessian_21(), and ROL::EqualityConstraint_SimOpt< Real >::checkInverseAdjointJacobian_1().
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Apply the adjoint of the partial constraint Jacobian at \((u,z)\), \(c_u(u,z)^* \in L(\mathcal{C}^*, \mathcal{U}^*)\), to the vector \(v\). This is the secondary interface, for use with dual spaces where the user does not define the dual() operation.
[out] | ajv | is the result of applying the adjoint of the constraint Jacobian to v at (u,z); a dual simulation-space vector |
[in] | v | is a dual constraint-space vector |
[in] | u | is the constraint argument; a simulation-space vector |
[in] | z | is the constraint argument; an optimization-space vector |
[in] | dualv | is a vector used for temporary variables; a constraint-space vector |
[in,out] | tol | is a tolerance for inexact evaluations; currently unused On return, \form#135, where\(v \in \mathcal{C}^*\), \(\mathsf{ajv} \in \mathcal{U}^*\). |
Definition at line 430 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::basis(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::dimension(), ROL::Vector< Real >::dual(), ROL::Vector< Real >::norm(), ROL::EqualityConstraint_SimOpt< Real >::update(), ROL::EqualityConstraint_SimOpt< Real >::value(), and ROL::Vector< Real >::zero().
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Apply the adjoint of the partial constraint Jacobian at \((u,z)\), \(c_z(u,z)^* \in L(\mathcal{C}^*, \mathcal{Z}^*)\), to vector \(v\). This is the primary interface.
[out] | ajv | is the result of applying the adjoint of the constraint Jacobian to v at \((u,z)\); a dual optimization-space vector |
[in] | v | is a dual constraint-space vector |
[in] | u | is the constraint argument; a simulation-space vector |
[in] | z | is the constraint argument; an optimization-space vector |
[in,out] | tol | is a tolerance for inexact evaluations; currently unused On return, \form#138, where\(v \in \mathcal{C}^*\), \(\mathsf{ajv} \in \mathcal{Z}^*\). |
Reimplemented in EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, DiffusionEqualityConstraint< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, redConstraint< Real >, ROL::CompositeEqualityConstraint_SimOpt< Real >, and valConstraint< Real >.
Definition at line 475 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::Vector< Real >::dual().
Referenced by ROL::EqualityConstraint_SimOpt< Real >::applyAdjointHessian_12(), ROL::EqualityConstraint_SimOpt< Real >::applyAdjointHessian_22(), ROL::EqualityConstraint_SimOpt< Real >::applyAdjointJacobian(), ROL::EqualityConstraint_SimOpt< Real >::checkAdjointConsistencyJacobian_2(), ROL::EqualityConstraint_SimOpt< Real >::checkApplyAdjointHessian_12(), and ROL::EqualityConstraint_SimOpt< Real >::checkApplyAdjointHessian_22().
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Apply the adjoint of the partial constraint Jacobian at \((u,z)\), \(c_z(u,z)^* \in L(\mathcal{C}^*, \mathcal{Z}^*)\), to vector \(v\). This is the secondary interface, for use with dual spaces where the user does not define the dual() operation.
[out] | ajv | is the result of applying the adjoint of the constraint Jacobian to v at \((u,z)\); a dual optimization-space vector |
[in] | v | is a dual constraint-space vector |
[in] | u | is the constraint argument; a simulation-space vector |
[in] | z | is the constraint argument; an optimization-space vector |
[in] | dualv | is a vector used for temporary variables; a constraint-space vector |
[in,out] | tol | is a tolerance for inexact evaluations; currently unused On return, \form#138, where\(v \in \mathcal{C}^*\), \(\mathsf{ajv} \in \mathcal{Z}^*\). |
Definition at line 501 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::basis(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::dimension(), ROL::Vector< Real >::dual(), ROL::Vector< Real >::norm(), ROL::EqualityConstraint_SimOpt< Real >::update(), ROL::EqualityConstraint_SimOpt< Real >::value(), and ROL::Vector< Real >::zero().
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Apply the inverse of the adjoint of the partial constraint Jacobian at \((u,z)\), \(c_u(u,z)^{-*} \in L(\mathcal{U}^*, \mathcal{C}^*)\), to the vector \(v\).
[out] | iajv | is the result of applying the inverse adjoint of the constraint Jacobian to v at (u,z); a dual constraint-space vector |
[in] | v | is a dual simulation-space vector |
[in] | u | is the constraint argument; a simulation-space vector |
[in] | z | is the constraint argument; an optimization-space vector |
[in,out] | tol | is a tolerance for inexact evaluations; currently unused On return, \form#141, where\(v \in \mathcal{U}^*\), \(\mathsf{iajv} \in \mathcal{C}^*\). |
Reimplemented in EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, DiffusionEqualityConstraint< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, redConstraint< Real >, and ROL::CompositeEqualityConstraint_SimOpt< Real >.
Definition at line 545 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by ROL::EqualityConstraint_SimOpt< Real >::applyPreconditioner(), and ROL::EqualityConstraint_SimOpt< Real >::checkInverseAdjointJacobian_1().
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Apply the simulation-space derivative of the adjoint of the constraint simulation-space Jacobian at \((u,z)\) to the vector \(w\) in the direction \(v\), according to \(v\mapsto c_{uu}(u,z)(v,\cdot)^*w\).
[out] | ahwv | is the result of applying the simulation-space derivative of the adjoint of the constraint simulation-space Jacobian at \((u,z)\) to the vector \(w\) in direction \(w\); a dual simulation-space vector |
[in] | w | is the direction vector; a dual constraint-space vector |
[in] | v | is a simulation-space vector |
[in] | u | is the constraint argument; a simulation-space vector |
[in] | z | is the constraint argument; an optimization-space vector |
[in,out] | tol | is a tolerance for inexact evaluations; currently unused On return, \form#146, where\(w \in \mathcal{C}^*\), \(v \in \mathcal{U}\), and \(\mathsf{ahwv} \in \mathcal{U}^*\). |
Reimplemented in EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, DiffusionEqualityConstraint< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, redConstraint< Real >, ROL::CompositeEqualityConstraint_SimOpt< Real >, and valConstraint< Real >.
Definition at line 571 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::EqualityConstraint_SimOpt< Real >::applyAdjointJacobian_1(), ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::norm(), ROL::Vector< Real >::scale(), and ROL::EqualityConstraint_SimOpt< Real >::update().
Referenced by ROL::EqualityConstraint_SimOpt< Real >::applyAdjointHessian(), and ROL::EqualityConstraint_SimOpt< Real >::checkApplyAdjointHessian_11().
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Apply the optimization-space derivative of the adjoint of the constraint simulation-space Jacobian at \((u,z)\) to the vector \(w\) in the direction \(v\), according to \(v\mapsto c_{uz}(u,z)(v,\cdot)^*w\).
[out] | ahwv | is the result of applying the optimization-space derivative of the adjoint of the constraint simulation-space Jacobian at \((u,z)\) to the vector \(w\) in direction \(w\); a dual optimization-space vector |
[in] | w | is the direction vector; a dual constraint-space vector |
[in] | v | is a simulation-space vector |
[in] | u | is the constraint argument; a simulation-space vector |
[in] | z | is the constraint argument; an optimization-space vector |
[in,out] | tol | is a tolerance for inexact evaluations; currently unused On return, \form#150, where\(w \in \mathcal{C}^*\), \(v \in \mathcal{U}\), and \(\mathsf{ahwv} \in \mathcal{Z}^*\). |
Reimplemented in EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, DiffusionEqualityConstraint< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, redConstraint< Real >, ROL::CompositeEqualityConstraint_SimOpt< Real >, and valConstraint< Real >.
Definition at line 616 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::EqualityConstraint_SimOpt< Real >::applyAdjointJacobian_2(), ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::norm(), ROL::Vector< Real >::scale(), and ROL::EqualityConstraint_SimOpt< Real >::update().
Referenced by ROL::EqualityConstraint_SimOpt< Real >::applyAdjointHessian(), and ROL::EqualityConstraint_SimOpt< Real >::checkApplyAdjointHessian_12().
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Apply the simulation-space derivative of the adjoint of the constraint optimization-space Jacobian at \((u,z)\) to the vector \(w\) in the direction \(v\), according to \(v\mapsto c_{zu}(u,z)(v,\cdot)^*w\).
[out] | ahwv | is the result of applying the simulation-space derivative of the adjoint of the constraint optimization-space Jacobian at \((u,z)\) to the vector \(w\) in direction \(w\); a dual simulation-space vector |
[in] | w | is the direction vector; a dual constraint-space vector |
[in] | v | is a optimization-space vector |
[in] | u | is the constraint argument; a simulation-space vector |
[in] | z | is the constraint argument; an optimization-space vector |
[in,out] | tol | is a tolerance for inexact evaluations; currently unused On return, \form#153, where\(w \in \mathcal{C}^*\), \(v \in \mathcal{Z}\), and \(\mathsf{ahwv} \in \mathcal{U}^*\). |
Reimplemented in EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, DiffusionEqualityConstraint< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, redConstraint< Real >, ROL::CompositeEqualityConstraint_SimOpt< Real >, and valConstraint< Real >.
Definition at line 661 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::EqualityConstraint_SimOpt< Real >::applyAdjointJacobian_1(), ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::norm(), ROL::Vector< Real >::scale(), and ROL::EqualityConstraint_SimOpt< Real >::update().
Referenced by ROL::EqualityConstraint_SimOpt< Real >::applyAdjointHessian(), and ROL::EqualityConstraint_SimOpt< Real >::checkApplyAdjointHessian_21().
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Apply the optimization-space derivative of the adjoint of the constraint optimization-space Jacobian at \((u,z)\) to the vector \(w\) in the direction \(v\), according to \(v\mapsto c_{zz}(u,z)(v,\cdot)^*w\).
[out] | ahwv | is the result of applying the optimization-space derivative of the adjoint of the constraint optimization-space Jacobian at \((u,z)\) to the vector \(w\) in direction \(w\); a dual optimization-space vector |
[in] | w | is the direction vector; a dual constraint-space vector |
[in] | v | is a optimization-space vector |
[in] | u | is the constraint argument; a simulation-space vector |
[in] | z | is the constraint argument; an optimization-space vector |
[in,out] | tol | is a tolerance for inexact evaluations; currently unused On return, \form#155, where\(w \in \mathcal{C}^*\), \(v \in \mathcal{Z}\), and \(\mathsf{ahwv} \in \mathcal{Z}^*\). |
Reimplemented in EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, DiffusionEqualityConstraint< Real >, EqualityConstraint_BurgersControl< Real >, EqualityConstraint_BurgersControl< Real >, redConstraint< Real >, ROL::CompositeEqualityConstraint_SimOpt< Real >, and valConstraint< Real >.
Definition at line 705 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::EqualityConstraint_SimOpt< Real >::applyAdjointJacobian_2(), ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::norm(), ROL::Vector< Real >::scale(), and ROL::EqualityConstraint_SimOpt< Real >::update().
Referenced by ROL::EqualityConstraint_SimOpt< Real >::applyAdjointHessian(), and ROL::EqualityConstraint_SimOpt< Real >::checkApplyAdjointHessian_22().
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Approximately solves the augmented system
\[ \begin{pmatrix} I & c'(x)^* \\ c'(x) & 0 \end{pmatrix} \begin{pmatrix} v_{1} \\ v_{2} \end{pmatrix} = \begin{pmatrix} b_{1} \\ b_{2} \end{pmatrix} \]
where \(v_{1} \in \mathcal{X}\), \(v_{2} \in \mathcal{C}^*\), \(b_{1} \in \mathcal{X}^*\), \(b_{2} \in \mathcal{C}\), \(I : \mathcal{X} \rightarrow \mathcal{X}^*\) is an identity operator, and \(0 : \mathcal{C}^* \rightarrow \mathcal{C}\) is a zero operator.
[out] | v1 | is the optimization-space component of the result |
[out] | v2 | is the dual constraint-space component of the result |
[in] | b1 | is the dual optimization-space component of the right-hand side |
[in] | b2 | is the constraint-space component of the right-hand side |
[in] | x | is the constraint argument; an optimization-space vector |
[in,out] | tol | is the nominal relative residual tolerance On return, \form#106 approximately solves the augmented system, where the size of the residual is governed by special stopping conditions. \n\n The default implementation is the preconditioned generalized minimal residual (GMRES) method, which enables the use of nonsymmetric preconditioners. --- |
Reimplemented from ROL::EqualityConstraint< Real >.
Definition at line 770 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::EqualityConstraint< Real >::solveAugmentedSystem().
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Apply a constraint preconditioner at \(x\), \(P(x) \in L(\mathcal{C}, \mathcal{C})\), to vector \(v\). In general, this preconditioner satisfies the following relationship:
\[ c'(x) c'(x)^* P(x) v \approx v \,. \]
It is used by the solveAugmentedSystem method.
[out] | pv | is the result of applying the constraint preconditioner to v at x; a constraint-space vector |
[in] | v | is a constraint-space vector |
[in] | x | is the preconditioner argument; an optimization-space vector |
[in,out] | tol | is a tolerance for inexact evaluations On return, \form#110, where\(v \in \mathcal{C}\), \(\mathsf{pv} \in \mathcal{C}\). The default implementation is a null-op. |
Reimplemented from ROL::EqualityConstraint< Real >.
Definition at line 798 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::EqualityConstraint_SimOpt< Real >::applyInverseAdjointJacobian_1(), ROL::EqualityConstraint_SimOpt< Real >::applyInverseJacobian_1(), ROL::EqualityConstraint< Real >::applyPreconditioner(), ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), and ROL::Vector< Real >::set().
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Update constraint functions.
x is the optimization variable, flag = true if optimization variable is changed, iter is the outer algorithm iterations count.
Reimplemented from ROL::EqualityConstraint< Real >.
Definition at line 836 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), and ROL::EqualityConstraint_SimOpt< Real >::update().
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Check if the vector, v, is feasible.
Reimplemented from ROL::EqualityConstraint< Real >.
Definition at line 844 of file ROL_EqualityConstraint_SimOpt.hpp.
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Evaluate the constraint operator \(c:\mathcal{X} \rightarrow \mathcal{C}\) at \(x\).
[out] | c | is the result of evaluating the constraint operator at x; a constraint-space vector |
[in] | x | is the constraint argument; an optimization-space vector |
[in,out] | tol | is a tolerance for inexact evaluations; currently unused On return, \form#84, where \form#85, \form#86. --- |
Implements ROL::EqualityConstraint< Real >.
Definition at line 846 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), and ROL::EqualityConstraint_SimOpt< Real >::value().
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Apply the constraint Jacobian at \(x\), \(c'(x) \in L(\mathcal{X}, \mathcal{C})\), to vector \(v\).
[out] | jv | is the result of applying the constraint Jacobian to v at x; a constraint-space vector |
[in] | v | is an optimization-space vector |
[in] | x | is the constraint argument; an optimization-space vector |
[in,out] | tol | is a tolerance for inexact evaluations; currently unused On return, \form#88, where\(v \in \mathcal{X}\), \(\mathsf{jv} \in \mathcal{C}\). The default implementation is a finite-difference approximation. |
Reimplemented from ROL::EqualityConstraint< Real >.
Definition at line 855 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::EqualityConstraint_SimOpt< Real >::applyJacobian_1(), ROL::EqualityConstraint_SimOpt< Real >::applyJacobian_2(), ROL::Vector< Real >::clone(), ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), and ROL::Vector< Real >::plus().
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Apply the adjoint of the the constraint Jacobian at \(x\), \(c'(x)^* \in L(\mathcal{C}^*, \mathcal{X}^*)\), to vector \(v\).
[out] | ajv | is the result of applying the adjoint of the constraint Jacobian to v at x; a dual optimization-space vector |
[in] | v | is a dual constraint-space vector |
[in] | x | is the constraint argument; an optimization-space vector |
[in,out] | tol | is a tolerance for inexact evaluations; currently unused On return, \form#92, where\(v \in \mathcal{C}^*\), \(\mathsf{ajv} \in \mathcal{X}^*\). The default implementation is a finite-difference approximation. |
Reimplemented from ROL::EqualityConstraint< Real >.
Definition at line 870 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::EqualityConstraint_SimOpt< Real >::applyAdjointJacobian_1(), ROL::EqualityConstraint_SimOpt< Real >::applyAdjointJacobian_2(), ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::set_1(), and ROL::Vector_SimOpt< Real >::set_2().
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Apply the derivative of the adjoint of the constraint Jacobian at \(x\) to vector \(u\) in direction \(v\), according to \( v \mapsto c''(x)(v,\cdot)^*u \).
[out] | ahuv | is the result of applying the derivative of the adjoint of the constraint Jacobian at x to vector u in direction v; a dual optimization-space vector |
[in] | u | is the direction vector; a dual constraint-space vector |
[in] | v | is an optimization-space vector |
[in] | x | is the constraint argument; an optimization-space vector |
[in,out] | tol | is a tolerance for inexact evaluations; currently unused On return, \form#96, where\(u \in \mathcal{C}^*\), \(v \in \mathcal{X}\), and \(\mathsf{ahuv} \in \mathcal{X}^*\). The default implementation is a finite-difference approximation based on the adjoint Jacobian. |
Reimplemented from ROL::EqualityConstraint< Real >.
Definition at line 887 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::EqualityConstraint_SimOpt< Real >::applyAdjointHessian_11(), ROL::EqualityConstraint_SimOpt< Real >::applyAdjointHessian_12(), ROL::EqualityConstraint_SimOpt< Real >::applyAdjointHessian_21(), ROL::EqualityConstraint_SimOpt< Real >::applyAdjointHessian_22(), ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::set_1(), and ROL::Vector_SimOpt< Real >::set_2().
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Definition at line 916 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::Vector< Real >::clone(), ROL::EqualityConstraint_SimOpt< Real >::solve(), ROL::EqualityConstraint_SimOpt< Real >::update(), and ROL::EqualityConstraint_SimOpt< Real >::value().
Referenced by main().
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Check the consistency of the Jacobian and its adjoint. This is the primary interface.
[out] | w | is a dual constraint-space vector |
[in] | v | is a simulation-space vector |
[in] | u | is the constraint argument; a simulation-space vector |
[in] | z | is the constraint argument; an optimization-space vector |
[in] | printToStream | is is a flag that turns on/off output |
[in] | outStream | is the output stream |
Definition at line 957 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::Vector< Real >::dual().
Referenced by main().
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Check the consistency of the Jacobian and its adjoint. This is the secondary interface, for use with dual spaces where the user does not define the dual() operation.
[out] | w | is a dual constraint-space vector |
[in] | v | is a simulation-space vector |
[in] | u | is the constraint argument; a simulation-space vector |
[in] | z | is the constraint argument; an optimization-space vector |
[in] | dualw | is a constraint-space vector |
[in] | dualv | is a dual simulation-space vector |
[in] | printToStream | is is a flag that turns on/off output |
[in] | outStream | is the output stream |
Definition at line 982 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::EqualityConstraint_SimOpt< Real >::applyAdjointJacobian_1(), ROL::EqualityConstraint_SimOpt< Real >::applyJacobian_1(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::dot(), and ROL::EqualityConstraint_SimOpt< Real >::update().
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Check the consistency of the Jacobian and its adjoint. This is the primary interface.
[out] | w | is a dual constraint-space vector |
[in] | v | is an optimization-space vector |
[in] | u | is the constraint argument; a simulation-space vector |
[in] | z | is the constraint argument; an optimization-space vector |
[in] | printToStream | is is a flag that turns on/off output |
[in] | outStream | is the output stream |
Definition at line 1025 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::Vector< Real >::dual().
Referenced by main().
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Check the consistency of the Jacobian and its adjoint. This is the secondary interface, for use with dual spaces where the user does not define the dual() operation.
[out] | w | is a dual constraint-space vector |
[in] | v | is an optimization-space vector |
[in] | u | is the constraint argument; a simulation-space vector |
[in] | z | is the constraint argument; an optimization-space vector |
[in] | dualw | is a constraint-space vector |
[in] | dualv | is a dual optimization-space vector |
[in] | printToStream | is is a flag that turns on/off output |
[in] | outStream | is the output stream |
Definition at line 1049 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::EqualityConstraint_SimOpt< Real >::applyAdjointJacobian_2(), ROL::EqualityConstraint_SimOpt< Real >::applyJacobian_2(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::dot(), and ROL::EqualityConstraint_SimOpt< Real >::update().
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Definition at line 1079 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::EqualityConstraint_SimOpt< Real >::applyInverseJacobian_1(), ROL::EqualityConstraint_SimOpt< Real >::applyJacobian_1(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::norm(), and ROL::EqualityConstraint_SimOpt< Real >::update().
Referenced by main().
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Definition at line 1109 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::EqualityConstraint_SimOpt< Real >::applyAdjointJacobian_1(), ROL::EqualityConstraint_SimOpt< Real >::applyInverseAdjointJacobian_1(), ROL::Vector< Real >::clone(), ROL::Vector< Real >::norm(), and ROL::EqualityConstraint_SimOpt< Real >::update().
Referenced by main().
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Definition at line 1141 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by main().
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Definition at line 1160 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::EqualityConstraint_SimOpt< Real >::applyJacobian_1(), ROL::Vector< Real >::clone(), ROL::Finite_Difference_Arrays::shifts, ROL::EqualityConstraint_SimOpt< Real >::update(), ROL::EqualityConstraint_SimOpt< Real >::value(), and ROL::Finite_Difference_Arrays::weights.
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Definition at line 1266 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by main().
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Definition at line 1285 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::EqualityConstraint_SimOpt< Real >::applyJacobian_2(), ROL::Vector< Real >::clone(), ROL::Finite_Difference_Arrays::shifts, ROL::EqualityConstraint_SimOpt< Real >::update(), ROL::EqualityConstraint_SimOpt< Real >::value(), and ROL::Finite_Difference_Arrays::weights.
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Definition at line 1392 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by main().
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Definition at line 1410 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::EqualityConstraint_SimOpt< Real >::applyAdjointHessian_11(), ROL::EqualityConstraint_SimOpt< Real >::applyAdjointJacobian_1(), ROL::Vector< Real >::clone(), ROL::Finite_Difference_Arrays::shifts, ROL::EqualityConstraint_SimOpt< Real >::update(), and ROL::Finite_Difference_Arrays::weights.
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Definition at line 1512 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by main().
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Definition at line 1530 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::EqualityConstraint_SimOpt< Real >::applyAdjointHessian_21(), ROL::EqualityConstraint_SimOpt< Real >::applyAdjointJacobian_1(), ROL::Vector< Real >::clone(), ROL::Finite_Difference_Arrays::shifts, ROL::EqualityConstraint_SimOpt< Real >::update(), and ROL::Finite_Difference_Arrays::weights.
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Definition at line 1632 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by main().
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Definition at line 1650 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::EqualityConstraint_SimOpt< Real >::applyAdjointHessian_12(), ROL::EqualityConstraint_SimOpt< Real >::applyAdjointJacobian_2(), ROL::Vector< Real >::clone(), ROL::Finite_Difference_Arrays::shifts, ROL::EqualityConstraint_SimOpt< Real >::update(), and ROL::Finite_Difference_Arrays::weights.
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Definition at line 1752 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by main().
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Definition at line 1770 of file ROL_EqualityConstraint_SimOpt.hpp.
References ROL::EqualityConstraint_SimOpt< Real >::applyAdjointHessian_22(), ROL::EqualityConstraint_SimOpt< Real >::applyAdjointJacobian_2(), ROL::Vector< Real >::clone(), ROL::Finite_Difference_Arrays::shifts, ROL::EqualityConstraint_SimOpt< Real >::update(), and ROL::Finite_Difference_Arrays::weights.
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Definition at line 98 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by ROL::EqualityConstraint_SimOpt< Real >::solve().
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Definition at line 99 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by ROL::EqualityConstraint_SimOpt< Real >::solve().
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Definition at line 102 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by ROL::EqualityConstraint_SimOpt< Real >::setSolveParameters().
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Definition at line 103 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by ROL::EqualityConstraint_SimOpt< Real >::setSolveParameters().
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Definition at line 104 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by ROL::EqualityConstraint_SimOpt< Real >::setSolveParameters().
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Definition at line 105 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by ROL::EqualityConstraint_SimOpt< Real >::setSolveParameters().
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Definition at line 106 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by ROL::EqualityConstraint_SimOpt< Real >::setSolveParameters().
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Definition at line 107 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by ROL::EqualityConstraint_SimOpt< Real >::setSolveParameters().
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Definition at line 108 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by ROL::EqualityConstraint_SimOpt< Real >::setSolveParameters().
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Definition at line 111 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by ROL::EqualityConstraint_SimOpt< Real >::setSolveParameters(), and ROL::EqualityConstraint_SimOpt< Real >::solve().
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Definition at line 112 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by ROL::EqualityConstraint_SimOpt< Real >::setSolveParameters(), and ROL::EqualityConstraint_SimOpt< Real >::solve().
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Definition at line 113 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by ROL::EqualityConstraint_SimOpt< Real >::setSolveParameters(), and ROL::EqualityConstraint_SimOpt< Real >::solve().
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Definition at line 114 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by ROL::EqualityConstraint_SimOpt< Real >::setSolveParameters(), and ROL::EqualityConstraint_SimOpt< Real >::solve().
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Definition at line 115 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by ROL::EqualityConstraint_SimOpt< Real >::setSolveParameters(), and ROL::EqualityConstraint_SimOpt< Real >::solve().
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Definition at line 116 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by ROL::EqualityConstraint_SimOpt< Real >::setSolveParameters(), and ROL::EqualityConstraint_SimOpt< Real >::solve().
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Definition at line 117 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by ROL::EqualityConstraint_SimOpt< Real >::setSolveParameters(), and ROL::EqualityConstraint_SimOpt< Real >::solve().
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Definition at line 120 of file ROL_EqualityConstraint_SimOpt.hpp.
Referenced by ROL::EqualityConstraint_SimOpt< Real >::solve().