ROL
ROL_StochasticConstraint.hpp
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43
44#ifndef ROL_STOCHASTIC_CONSTRAINT_H
45#define ROL_STOCHASTIC_CONSTRAINT_H
46
49#include "ROL_Types.hpp"
50
51namespace ROL {
52
53template <class Real>
54class StochasticConstraint : public Constraint<Real> {
55private:
56 Ptr<StochasticObjective<Real>> robj_;
57 Ptr<Constraint<Real>> con_;
58 Ptr<SampleGenerator<Real>> sampler_;
59
60public:
62 const Ptr<SampleGenerator<Real>> &sampler,
63 ParameterList &parlist,
64 const int index = 0)
65 : sampler_(sampler) {
66 robj_ = makePtr<StochasticObjective<Real>>(obj,parlist,sampler,1,index);
67 con_ = makePtr<ConstraintFromObjective<Real>>(robj_);
68 }
69
71 const Ptr<SampleGenerator<Real>> &sampler,
72 ParameterList &parlist,
73 const int index = 0)
74 : sampler_(sampler) {
75 try {
76 Ptr<ConstraintFromObjective<Real>> cfo
77 = dynamicPtrCast<ConstraintFromObjective<Real>>(con);
78 robj_ = makePtr<StochasticObjective<Real>>(cfo->getObjective(),
79 parlist,sampler,1,index);
80 con_ = makePtr<ConstraintFromObjective<Real>>(robj_);
81 }
82 catch (std::exception &e) {
83 throw Exception::NotImplemented(">>> ROL::StochasticConstraint: Input constraint must be a ConstraintFromObjective!");
84 }
85 }
86
87 Real computeStatistic(const Vector<Real> &x) const {
88 return robj_->computeStatistic(x);
89 }
90
91 void setIndex(int ind) {
92 robj_->setIndex(ind);
93 }
94
95 void update(const Vector<Real> &x, UpdateType type, int iter = -1) {
96 con_->update(x,type,iter);
97 }
98
99 void update(const Vector<Real> &x, bool flag = true, int iter = -1) {
100 con_->update(x,flag,iter);
101 }
102
103 void value(Vector<Real> &c, const Vector<Real> &x, Real &tol) {
104 con_->value(c,x,tol);
105 }
106
107 void applyJacobian(Vector<Real> &jv, const Vector<Real> &v, const Vector<Real> &x, Real &tol) {
108 con_->applyJacobian(jv,v,x,tol);
109 }
110
111 void applyAdjointJacobian(Vector<Real> &ajv, const Vector<Real> &v, const Vector<Real> &x, Real &tol) {
112 con_->applyAdjointJacobian(ajv,v,x,tol);
113 }
114
115 void applyAdjointHessian(Vector<Real> &ahuv, const Vector<Real> &u, const Vector<Real> &v, const Vector<Real> &x, Real &tol) {
116 con_->applyAdjointHessian(ahuv,u,v,x,tol);
117 }
118
119}; // class StochasticConstraint
120
121} // namespace ROL
122
123#endif
Contains definitions of custom data types in ROL.
Defines the general constraint operator interface.
Provides the interface to evaluate objective functions.
void applyAdjointHessian(Vector< Real > &ahuv, const Vector< Real > &u, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply the derivative of the adjoint of the constraint Jacobian at to vector in direction ,...
void value(Vector< Real > &c, const Vector< Real > &x, Real &tol)
Evaluate the constraint operator at .
Real computeStatistic(const Vector< Real > &x) const
Ptr< StochasticObjective< Real > > robj_
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 i...
Ptr< SampleGenerator< Real > > sampler_
void applyJacobian(Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply the constraint Jacobian at , , to vector .
StochasticConstraint(const Ptr< Constraint< Real > > &con, const Ptr< SampleGenerator< Real > > &sampler, ParameterList &parlist, const int index=0)
void applyAdjointJacobian(Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
Apply the adjoint of the the constraint Jacobian at , , to vector .
Ptr< Constraint< Real > > con_
StochasticConstraint(const Ptr< Objective< Real > > &obj, const Ptr< SampleGenerator< Real > > &sampler, ParameterList &parlist, const int index=0)
void update(const Vector< Real > &x, UpdateType type, int iter=-1)
Update constraint function.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84