#include <full_space_step.hpp>

Inheritance diagram for ROL::FullSpace_BirosGhattas< Real >:

Collaboration diagram for ROL::FullSpace_BirosGhattas< Real >:

Public Member Functions
	FullSpace_BirosGhattas (ROL::ParameterList &parlist, const ROL::Ptr< LineSearch< Real > > &lineSearch=ROL::nullPtr, const ROL::Ptr< Secant< Real > > &secant=ROL::nullPtr)
	< See base class. More...

void	computeLagrangianGradient (Vector< Real > &lagrangian_gradient, const Vector< Real > &design_variables, const Vector< Real > &lagrange_mult, const Vector< Real > &objective_gradient, Constraint< Real > &equal_constraints) const

void	computeInitialLagrangeMultiplier (Vector< Real > &lagrange_mult, const Vector< Real > &design_variables, const Vector< Real > &objective_gradient, Constraint< Real > &equal_constraints) const

virtual void	initialize (Vector< Real > &design_variables, const Vector< Real > &gradient, Vector< Real > &lagrange_mult, const Vector< Real > &equal_constraints_values, Objective< Real > &objective, Constraint< Real > &equal_constraints, AlgorithmState< Real > &algo_state) override
	Initialize with objective and equality constraints. More...

void	initialize (Vector< Real > &design_variables, const Vector< Real > &gradient, Vector< Real > &lagrange_mult, const Vector< Real > &equal_constraints_values, Objective< Real > &objective, Constraint< Real > &equal_constraints, BoundConstraint< Real > &bound_constraints, AlgorithmState< Real > &algo_state) override
	Initialize with objective, equality constraints, and bounded constraints. More...

Real	computeAugmentedLagrangianPenalty (const Vector< Real > &search_direction, const Vector< Real > &lagrange_mult_search_direction, const Vector< Real > &design_variables, const Vector< Real > &objective_gradient, const Vector< Real > &equal_constraints_values, const Vector< Real > &adjoint_jacobian_lagrange, Constraint< Real > &equal_constraints, const Real offset)
	Evaluates the penalty of the augmented Lagrangian function using Biros and Ghattas' lower bound.

template<typename MatrixType , typename VectorType , typename PreconditionerType >
std::vector< double >	solve_linear (MatrixType &matrix_A, VectorType &right_hand_side, VectorType &solution, PreconditionerType &preconditioner)
	Solve a linear system using deal.II's F/GMRES solver.

std::vector< Real >	solve_KKT_system (Vector< Real > &search_direction, Vector< Real > &lag_search_direction, const Vector< Real > &design_variables, const Vector< Real > &lagrange_mult, Objective< Real > &objective, Constraint< Real > &equal_constraints)
	Setup and solve the large KKT system.

void	compute (Vector< Real > &search_direction, const Vector< Real > &design_variables, const Vector< Real > &lagrange_mult, Objective< Real > &objective, Constraint< Real > &equal_constraints, AlgorithmState< Real > &algo_state) override
	Computes the search directions. More...

void	compute (Vector< Real > &search_direction, const Vector< Real > &design_variables, const Vector< Real > &lagrange_mult, Objective< Real > &objective, Constraint< Real > &equal_constraints, BoundConstraint< Real > &bound_constraints, AlgorithmState< Real > &algo_state) override
	Computes the search directions.

void	update (Vector< Real > &design_variables, Vector< Real > &lagrange_mult, const Vector< Real > &search_direction, Objective< Real > &objective, Constraint< Real > &equal_constraints, AlgorithmState< Real > &algo_state) override
	Update step, if successful. More...

void	update (Vector< Real > &design_variables, Vector< Real > &lagrange_mult, const Vector< Real > &search_direction, Objective< Real > &objective, Constraint< Real > &equal_constraints, BoundConstraint< Real > &bound_constraints, AlgorithmState< Real > &algo_state) override
	Update step, if successful. More...

std::string	printHeader (void) const override
	Print iterate header. More...

std::string	printName (void) const override
	Print step name. More...

std::string	print (AlgorithmState< Real > &algo_state, bool print_header=false) const override
	Print iterate status. More...

Private Attributes
ROL::Ptr< Vector< Real > >	design_variable_cloner_
	Vector used to clone a vector like the design variables' size and parallel distribution.

ROL::Ptr< Vector< Real > >	lagrange_variable_cloner_
	Vector used to clone a vector like the Lagrange variables' / constraints size and parallel distribution.

ROL::Ptr< Objective< Real > >	merit_function_
	Merit function used within the line search. More...

Real	penalty_value_
	Penalty value of the augmented Lagrangian.

ROL::Ptr< Vector< Real > >	lagrange_mult_search_direction_
	Lagrange multipliers search direction.

ROL::Ptr< Vector< Real > >	previous_reduced_gradient_
	Store previous gradient for secant method.

ROL::Ptr< Secant< Real > >	secant_
	Secant object (used for quasi-Newton preconditioner).

ROL::Ptr< LineSearch< Real > >	lineSearch_
	Line-search object for globalization.

ESecant	esec_
	Enum determines type of secant to use as reduced Hessian preconditioner.

ELineSearch	els_
	Enum determines type of line search.

ECurvatureCondition	econd_
	Enum determines type of curvature condition.

int	verbosity_
	Print verbosity. More...

bool	acceptLastAlpha_
	Whether the last line search's step length is accepted when the maximum iterations is reached. More...

ROL::ParameterList	parlist_
	Parameter list.

std::string	lineSearchName_
	Line search name.

std::string	secantName_
	Name of secant used as a reduced-Hessian preconditioner.

bool	use_approximate_full_space_preconditioner_
	Use the Tilde{P} version of Biros and Ghattas' preconditioner.

std::string	preconditioner_name_
	Preconditioner name. More...

double	search_ctl_norm
	Norm of the control search direction.

double	search_sim_norm
	Norm of the simulation search direction.

double	search_adj_norm
	Norm of the adjoint search direction.

int	n_linesearches
	Number of line searches used in the last design cycle.

dealii::ConditionalOStream	pcout
	Parallel std::cout that only outputs on mpi_rank==0.

Detailed Description

template<class Real>
class ROL::FullSpace_BirosGhattas< Real >

Full-space optimization step where the full KKT linear system is solved with a preconditioner based on the reduced-space. See Biros and Ghattas' 2005 paper.

Definition at line 37 of file full_space_step.hpp.

Constructor & Destructor Documentation

◆ FullSpace_BirosGhattas()

template<class Real >

ROL::FullSpace_BirosGhattas< Real >::FullSpace_BirosGhattas	(	ROL::ParameterList &	parlist,
		const ROL::Ptr< LineSearch< Real > > &	lineSearch = `ROL::nullPtr`,
		const ROL::Ptr< Secant< Real > > &	secant = `ROL::nullPtr`
	)

< See base class.

Constructor.

Standard constructor to build a FullSpace_BirosGhattas object. Algorithmic specifications are passed in through a ROL::ParameterList.

Parameters

[in]	parlist	is a parameter list containing algorithmic specifications
[in]	lineSearch	is a user-defined line search object
[in]	secant	is a user-defined secant object

Definition at line 12 of file full_space_step.cpp.

Member Function Documentation

◆ compute()

template<class Real >

void ROL::FullSpace_BirosGhattas< Real >::compute	(	Vector< Real > &	search_direction,
		const Vector< Real > &	design_variables,
		const Vector< Real > &	lagrange_mult,
		Objective< Real > &	objective,
		Constraint< Real > &	equal_constraints,
		AlgorithmState< Real > &	algo_state
	)

override

Computes the search directions.

Uses the more general function with bounded constraints.

Definition at line 484 of file full_space_step.cpp.

◆ computeInitialLagrangeMultiplier()

template<class Real >

void ROL::FullSpace_BirosGhattas< Real >::computeInitialLagrangeMultiplier	(	Vector< Real > &	lagrange_mult,
		const Vector< Real > &	design_variables,
		const Vector< Real > &	objective_gradient,
		Constraint< Real > &	equal_constraints
	)		const

Evaluates the initial Lagrange multipler by solving the augmented system. Note that we could simplify this by simply solving for the adjoint the typical manner. Using this simply because it was used by a previous ROL algorithm. Has a higher initial cost than solving the adjoint directly.

Definition at line 75 of file full_space_step.cpp.

◆ computeLagrangianGradient()

template<class Real >

void ROL::FullSpace_BirosGhattas< Real >::computeLagrangianGradient	(	Vector< Real > &	lagrangian_gradient,
		const Vector< Real > &	design_variables,
		const Vector< Real > &	lagrange_mult,
		const Vector< Real > &	objective_gradient,
		Constraint< Real > &	equal_constraints
	)		const

Evaluates the gradient of the Lagrangian

Definition at line 53 of file full_space_step.cpp.

◆ initialize() [1/2]

template<class Real >

void ROL::FullSpace_BirosGhattas< Real >::initialize	(	Vector< Real > &	design_variables,
		const Vector< Real > &	gradient,
		Vector< Real > &	lagrange_mult,
		const Vector< Real > &	equal_constraints_values,
		Objective< Real > &	objective,
		Constraint< Real > &	equal_constraints,
		AlgorithmState< Real > &	algo_state
	)

overridevirtual

Initialize with objective and equality constraints.

Simply calls the more general initialize with null bounded constraints.

Definition at line 118 of file full_space_step.cpp.

◆ initialize() [2/2]

template<class Real >

void ROL::FullSpace_BirosGhattas< Real >::initialize	(	Vector< Real > &	design_variables,
		const Vector< Real > &	gradient,
		Vector< Real > &	lagrange_mult,
		const Vector< Real > &	equal_constraints_values,
		Objective< Real > &	objective,
		Constraint< Real > &	equal_constraints,
		BoundConstraint< Real > &	bound_constraints,
		AlgorithmState< Real > &	algo_state
	)

override

Initialize with objective, equality constraints, and bounded constraints.

Note that the current setup does not work for bounded constraints. It will simply ignore the bounded constraints.

Definition at line 141 of file full_space_step.cpp.

◆ print()

template<class Real >

std::string ROL::FullSpace_BirosGhattas< Real >::print	(	AlgorithmState< Real > &	algo_state,
		bool	print_header = `false`
	)		const

override

Print iterate status.

This function prints the iteration status.

Parameters

[in]	algo_state	is the current state of the algorithm
[in]	print_header	if set to true will print the header at each iteration

Definition at line 895 of file full_space_step.cpp.

◆ printHeader()

template<class Real >

std::string ROL::FullSpace_BirosGhattas< Real >::printHeader ( void ) const

override

Print iterate header.

This function produces a string containing header information.

Definition at line 846 of file full_space_step.cpp.

◆ printName()

template<class Real >

std::string ROL::FullSpace_BirosGhattas< Real >::printName ( void ) const

override

Print step name.

This function produces a string containing the algorithmic step information.

Definition at line 874 of file full_space_step.cpp.

◆ update() [1/2]

template<class Real >

void ROL::FullSpace_BirosGhattas< Real >::update	(	Vector< Real > &	design_variables,
		Vector< Real > &	lagrange_mult,
		const Vector< Real > &	search_direction,
		Objective< Real > &	objective,
		Constraint< Real > &	equal_constraints,
		AlgorithmState< Real > &	algo_state
	)

override

Update step, if successful.

Given a trial step, \(s_k\), this function updates \(x_{k+1}=x_k+s_k\). This function also updates the secant approximation.

Parameters

[in,out]	design_variables	are the updated design variables (control and simulation)
[in,out]	lagrange_mult	are the updated dual variables
[in]	search_direction	is the computed design step
[in]	objective	is the objective function
[in]	equal_constraints	are the bound equal_constraints
[in]	algo_state	contains the current state of the algorithm

Definition at line 741 of file full_space_step.cpp.

◆ update() [2/2]

template<class Real >

void ROL::FullSpace_BirosGhattas< Real >::update	(	Vector< Real > &	design_variables,
		Vector< Real > &	lagrange_mult,
		const Vector< Real > &	search_direction,
		Objective< Real > &	objective,
		Constraint< Real > &	equal_constraints,
		BoundConstraint< Real > &	bound_constraints,
		AlgorithmState< Real > &	algo_state
	)

override

Update step, if successful.

Given a trial step, \(s_k\), this function updates \(x_{k+1}=x_k+s_k\). This function also updates the secant approximation.

Parameters

[in,out]	design_variables	are the updated design variables (control and simulation)
[in,out]	lagrange_mult	are the updated dual variables
[in]	search_direction	is the computed design step
[in]	objective	is the objective function
[in]	equal_constraints	are the equality constraints
[in]	bound_constraints	are the bounded constraints
[in]	algo_state	contains the current state of the algorithm

Definition at line 756 of file full_space_step.cpp.

Member Data Documentation

◆ acceptLastAlpha_

template<class Real >

bool ROL::FullSpace_BirosGhattas< Real >::acceptLastAlpha_

private

Whether the last line search's step length is accepted when the maximum iterations is reached.

Currently not used.

Definition at line 75 of file full_space_step.hpp.

◆ merit_function_

template<class Real >

ROL::Ptr<Objective<Real> > ROL::FullSpace_BirosGhattas< Real >::merit_function_

private

Merit function used within the line search.

Currently use augmented Lagrangian.

Definition at line 47 of file full_space_step.hpp.

◆ preconditioner_name_

template<class Real >

std::string ROL::FullSpace_BirosGhattas< Real >::preconditioner_name_

private

Preconditioner name.

Either P2, P4, P2A, P4A, Identity

Definition at line 89 of file full_space_step.hpp.

◆ verbosity_

template<class Real >

int ROL::FullSpace_BirosGhattas< Real >::verbosity_

private

Print verbosity.

Does nothing for now. Can add more stuff later

Definition at line 72 of file full_space_step.hpp.

The documentation for this class was generated from the following files:

src/optimization/full_space_step.hpp
src/optimization/full_space_step.cpp

Public Member Functions

Private Attributes

Detailed Description

template<class Real> class ROL::FullSpace_BirosGhattas< Real >

Constructor & Destructor Documentation

◆ FullSpace_BirosGhattas()

Member Function Documentation

◆ compute()

◆ computeInitialLagrangeMultiplier()

◆ computeLagrangianGradient()

◆ initialize() [1/2]

◆ initialize() [2/2]

◆ print()

◆ printHeader()

◆ printName()

◆ update() [1/2]

◆ update() [2/2]

Member Data Documentation

◆ acceptLastAlpha_

◆ merit_function_

◆ preconditioner_name_

◆ verbosity_

template<class Real>
class ROL::FullSpace_BirosGhattas< Real >