mfem::OptimizationProblem Class Reference

#include <solvers.hpp>

Inheritance diagram for mfem::OptimizationProblem:

Collaboration diagram for mfem::OptimizationProblem:

Public Member Functions
	OptimizationProblem (int insize, const Operator *C_, const Operator *D_)
	In parallel, insize is the number of the local true dofs. More...
virtual double	CalcObjective (const Vector &x) const =0
	Objective F(x). In parallel, the result should be reduced over tasks. More...
virtual void	CalcObjectiveGrad (const Vector &x, Vector &grad) const
	The result grad is expected to enter with the correct size. More...
void	SetEqualityConstraint (const Vector &c)
void	SetInequalityConstraint (const Vector &dl, const Vector &dh)
void	SetSolutionBounds (const Vector &xl, const Vector &xh)
const Operator *	GetC () const
const Operator *	GetD () const
const Vector *	GetEqualityVec () const
const Vector *	GetInequalityVec_Lo () const
const Vector *	GetInequalityVec_Hi () const
const Vector *	GetBoundsVec_Lo () const
const Vector *	GetBoundsVec_Hi () const
int	GetNumConstraints () const

Public Attributes
const int	input_size

Protected Attributes
const Operator *	C
	Not owned, some can remain unused (NULL). More...
const Operator *	D
const Vector *	c_e
const Vector *	d_lo
const Vector *	d_hi
const Vector *	x_lo
const Vector *	x_hi

Detailed Description

Defines operators and constraints for the following optimization problem:

Find x that minimizes the objective function F(x), subject to C(x) = c_e, d_lo <= D(x) <= d_hi, x_lo <= x <= x_hi.

The operators F, C, D must take input of the same size (same width). Gradients of F, C, D might be needed, depending on the OptimizationSolver. When used with Hiop, gradients of C and D must be DenseMatrices. F always returns a scalar value, see CalcObjective(), CalcObjectiveGrad(). C and D can have arbitrary heights. C and D can be NULL, meaning that their constraints are not used.

When used in parallel, all Vectors are assumed to be true dof vectors, and the operators are expected to be defined for tdof vectors.

Definition at line 491 of file solvers.hpp.

Constructor & Destructor Documentation

mfem::OptimizationProblem::OptimizationProblem	(	int	insize,
		const Operator *	C_,
		const Operator *	D_
	)

In parallel, insize is the number of the local true dofs.

Definition at line 1928 of file solvers.cpp.

Member Function Documentation

virtual double mfem::OptimizationProblem::CalcObjective ( const Vector &  x ) const

pure virtual

Objective F(x). In parallel, the result should be reduced over tasks.

virtual void mfem::OptimizationProblem::CalcObjectiveGrad ( const Vector &  x, Vector &  grad  ) const

inlinevirtual

The result grad is expected to enter with the correct size.

Definition at line 507 of file solvers.hpp.

const Vector* mfem::OptimizationProblem::GetBoundsVec_Hi ( ) const

inline

Definition at line 520 of file solvers.hpp.

const Vector* mfem::OptimizationProblem::GetBoundsVec_Lo ( ) const

inline

Definition at line 519 of file solvers.hpp.

const Operator* mfem::OptimizationProblem::GetC ( ) const

inline

Definition at line 514 of file solvers.hpp.

const Operator* mfem::OptimizationProblem::GetD ( ) const

inline

Definition at line 515 of file solvers.hpp.

const Vector* mfem::OptimizationProblem::GetEqualityVec ( ) const

inline

Definition at line 516 of file solvers.hpp.

const Vector* mfem::OptimizationProblem::GetInequalityVec_Hi ( ) const

inline

Definition at line 518 of file solvers.hpp.

const Vector* mfem::OptimizationProblem::GetInequalityVec_Lo ( ) const

inline

Definition at line 517 of file solvers.hpp.

int mfem::OptimizationProblem::GetNumConstraints

(

)

const

Definition at line 1964 of file solvers.cpp.

void mfem::OptimizationProblem::SetEqualityConstraint

(

const Vector &

c

)

Definition at line 1938 of file solvers.cpp.

void mfem::OptimizationProblem::SetInequalityConstraint	(	const Vector &	dl,
		const Vector &	dh
	)

Definition at line 1946 of file solvers.cpp.

void mfem::OptimizationProblem::SetSolutionBounds	(	const Vector &	xl,
		const Vector &	xh
	)

Definition at line 1956 of file solvers.cpp.

Member Data Documentation

const Operator* mfem::OptimizationProblem::C

protected

Not owned, some can remain unused (NULL).

Definition at line 495 of file solvers.hpp.

const Vector* mfem::OptimizationProblem::c_e

protected

Definition at line 496 of file solvers.hpp.

const Operator * mfem::OptimizationProblem::D

protected

Definition at line 495 of file solvers.hpp.

const Vector * mfem::OptimizationProblem::d_hi

protected

Definition at line 496 of file solvers.hpp.

const Vector * mfem::OptimizationProblem::d_lo

protected

Definition at line 496 of file solvers.hpp.

const int mfem::OptimizationProblem::input_size

Definition at line 499 of file solvers.hpp.

const Vector * mfem::OptimizationProblem::x_hi

protected

Definition at line 496 of file solvers.hpp.

const Vector * mfem::OptimizationProblem::x_lo

protected

Definition at line 496 of file solvers.hpp.

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

• linalg/solvers.hpp
• linalg/solvers.cpp