MFEM v4.7.0
Finite element discretization library
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mfem::SLBQPOptimizer Class Reference

#include <solvers.hpp>

Inheritance diagram for mfem::SLBQPOptimizer:
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Collaboration diagram for mfem::SLBQPOptimizer:
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Public Member Functions

 SLBQPOptimizer ()
 
 SLBQPOptimizer (MPI_Comm comm_)
 
virtual void SetOptimizationProblem (const OptimizationProblem &prob)
 
void SetBounds (const Vector &lo_, const Vector &hi_)
 
void SetLinearConstraint (const Vector &w_, real_t a_)
 
virtual void Mult (const Vector &xt, Vector &x) const
 
- Public Member Functions inherited from mfem::OptimizationSolver
 OptimizationSolver ()
 
 OptimizationSolver (MPI_Comm comm_)
 
virtual ~OptimizationSolver ()
 
virtual void SetPreconditioner (Solver &pr)
 This should be called before SetOperator.
 
virtual void SetOperator (const Operator &op)
 Also calls SetOperator for the preconditioner if there is one.
 
- Public Member Functions inherited from mfem::IterativeSolver
 IterativeSolver ()
 
 IterativeSolver (MPI_Comm comm_)
 
void SetMonitor (IterativeSolverMonitor &m)
 Set the iterative solver monitor.
 
MPI_Comm GetComm () const
 Return the associated MPI communicator, or MPI_COMM_NULL if no communicator is set.
 
void SetRelTol (real_t rtol)
 
void SetAbsTol (real_t atol)
 
void SetMaxIter (int max_it)
 
virtual void SetPrintLevel (int print_lvl)
 Legacy method to set the level of verbosity of the solver output.
 
virtual void SetPrintLevel (PrintLevel)
 Set the level of verbosity of the solver output.
 
int GetNumIterations () const
 Returns the number of iterations taken during the last call to Mult()
 
bool GetConverged () const
 Returns true if the last call to Mult() converged successfully.
 
real_t GetInitialNorm () const
 Returns the initial residual norm from the last call to Mult().
 
real_t GetFinalNorm () const
 Returns the final residual norm after termination of the solver during the last call to Mult().
 
real_t GetFinalRelNorm () const
 Returns the final residual norm after termination of the solver during the last call to Mult(), divided by the initial residual norm. Returns -1 if one of these norms is left undefined by the solver.
 
- Public Member Functions inherited from mfem::Solver
 Solver (int s=0, bool iter_mode=false)
 Initialize a square Solver with size s.
 
 Solver (int h, int w, bool iter_mode=false)
 Initialize a Solver with height h and width w.
 
- Public Member Functions inherited from mfem::Operator
void InitTVectors (const Operator *Po, const Operator *Ri, const Operator *Pi, Vector &x, Vector &b, Vector &X, Vector &B) const
 Initializes memory for true vectors of linear system.
 
 Operator (int s=0)
 Construct a square Operator with given size s (default 0).
 
 Operator (int h, int w)
 Construct an Operator with the given height (output size) and width (input size).
 
int Height () const
 Get the height (size of output) of the Operator. Synonym with NumRows().
 
int NumRows () const
 Get the number of rows (size of output) of the Operator. Synonym with Height().
 
int Width () const
 Get the width (size of input) of the Operator. Synonym with NumCols().
 
int NumCols () const
 Get the number of columns (size of input) of the Operator. Synonym with Width().
 
virtual MemoryClass GetMemoryClass () const
 Return the MemoryClass preferred by the Operator.
 
virtual void MultTranspose (const Vector &x, Vector &y) const
 Action of the transpose operator: y=A^t(x). The default behavior in class Operator is to generate an error.
 
virtual void AddMult (const Vector &x, Vector &y, const real_t a=1.0) const
 Operator application: y+=A(x) (default) or y+=a*A(x).
 
virtual void AddMultTranspose (const Vector &x, Vector &y, const real_t a=1.0) const
 Operator transpose application: y+=A^t(x) (default) or y+=a*A^t(x).
 
virtual void ArrayMult (const Array< const Vector * > &X, Array< Vector * > &Y) const
 Operator application on a matrix: Y=A(X).
 
virtual void ArrayMultTranspose (const Array< const Vector * > &X, Array< Vector * > &Y) const
 Action of the transpose operator on a matrix: Y=A^t(X).
 
virtual void ArrayAddMult (const Array< const Vector * > &X, Array< Vector * > &Y, const real_t a=1.0) const
 Operator application on a matrix: Y+=A(X) (default) or Y+=a*A(X).
 
virtual void ArrayAddMultTranspose (const Array< const Vector * > &X, Array< Vector * > &Y, const real_t a=1.0) const
 Operator transpose application on a matrix: Y+=A^t(X) (default) or Y+=a*A^t(X).
 
virtual OperatorGetGradient (const Vector &x) const
 Evaluate the gradient operator at the point x. The default behavior in class Operator is to generate an error.
 
virtual void AssembleDiagonal (Vector &diag) const
 Computes the diagonal entries into diag. Typically, this operation only makes sense for linear Operators. In some cases, only an approximation of the diagonal is computed.
 
virtual const OperatorGetProlongation () const
 Prolongation operator from linear algebra (linear system) vectors, to input vectors for the operator. NULL means identity.
 
virtual const OperatorGetRestriction () const
 Restriction operator from input vectors for the operator to linear algebra (linear system) vectors. NULL means identity.
 
virtual const OperatorGetOutputProlongation () const
 Prolongation operator from linear algebra (linear system) vectors, to output vectors for the operator. NULL means identity.
 
virtual const OperatorGetOutputRestrictionTranspose () const
 Transpose of GetOutputRestriction, directly available in this form to facilitate matrix-free RAP-type operators.
 
virtual const OperatorGetOutputRestriction () const
 Restriction operator from output vectors for the operator to linear algebra (linear system) vectors. NULL means identity.
 
void FormLinearSystem (const Array< int > &ess_tdof_list, Vector &x, Vector &b, Operator *&A, Vector &X, Vector &B, int copy_interior=0)
 Form a constrained linear system using a matrix-free approach.
 
void FormRectangularLinearSystem (const Array< int > &trial_tdof_list, const Array< int > &test_tdof_list, Vector &x, Vector &b, Operator *&A, Vector &X, Vector &B)
 Form a column-constrained linear system using a matrix-free approach.
 
virtual void RecoverFEMSolution (const Vector &X, const Vector &b, Vector &x)
 Reconstruct a solution vector x (e.g. a GridFunction) from the solution X of a constrained linear system obtained from Operator::FormLinearSystem() or Operator::FormRectangularLinearSystem().
 
void FormSystemOperator (const Array< int > &ess_tdof_list, Operator *&A)
 Return in A a parallel (on truedofs) version of this square operator.
 
void FormRectangularSystemOperator (const Array< int > &trial_tdof_list, const Array< int > &test_tdof_list, Operator *&A)
 Return in A a parallel (on truedofs) version of this rectangular operator (including constraints).
 
void FormDiscreteOperator (Operator *&A)
 Return in A a parallel (on truedofs) version of this rectangular operator.
 
void PrintMatlab (std::ostream &out, int n, int m=0) const
 Prints operator with input size n and output size m in Matlab format.
 
virtual void PrintMatlab (std::ostream &out) const
 Prints operator in Matlab format.
 
virtual ~Operator ()
 Virtual destructor.
 
Type GetType () const
 Return the type ID of the Operator class.
 

Protected Member Functions

real_t solve (real_t l, const Vector &xt, Vector &x, int &nclip) const
 Solve QP at fixed lambda.
 
void print_iteration (int it, real_t r, real_t l) const
 
- Protected Member Functions inherited from mfem::IterativeSolver
virtual real_t Dot (const Vector &x, const Vector &y) const
 Return the standard (l2, i.e., Euclidean) inner product of x and y.
 
real_t Norm (const Vector &x) const
 Return the inner product norm of x, using the inner product defined by Dot()
 
void Monitor (int it, real_t norm, const Vector &r, const Vector &x, bool final=false) const
 Monitor both the residual r and the solution x.
 
PrintLevel FromLegacyPrintLevel (int)
 Convert a legacy print level integer to a PrintLevel object.
 
- Protected Member Functions inherited from mfem::Operator
void FormConstrainedSystemOperator (const Array< int > &ess_tdof_list, ConstrainedOperator *&Aout)
 see FormSystemOperator()
 
void FormRectangularConstrainedSystemOperator (const Array< int > &trial_tdof_list, const Array< int > &test_tdof_list, RectangularConstrainedOperator *&Aout)
 see FormRectangularSystemOperator()
 
OperatorSetupRAP (const Operator *Pi, const Operator *Po)
 Returns RAP Operator of this, using input/output Prolongation matrices Pi corresponds to "P", Po corresponds to "Rt".
 

Protected Attributes

Vector lo
 
Vector hi
 
Vector w
 
real_t a
 
- Protected Attributes inherited from mfem::OptimizationSolver
const OptimizationProblemproblem
 
- Protected Attributes inherited from mfem::IterativeSolver
const Operatoroper
 
Solverprec
 
IterativeSolverMonitormonitor = nullptr
 
int max_iter
 Limit for the number of iterations the solver is allowed to do.
 
real_t rel_tol
 Relative tolerance.
 
real_t abs_tol
 Absolute tolerance.
 
int final_iter = -1
 
bool converged = false
 
real_t initial_norm = -1.0
 
real_t final_norm = -1.0
 
int print_level = -1
 (DEPRECATED) Legacy print level definition, which is left for compatibility with custom iterative solvers.
 
PrintLevel print_options
 Output behavior for the iterative solver.
 
- Protected Attributes inherited from mfem::Operator
int height
 Dimension of the output / number of rows in the matrix.
 
int width
 Dimension of the input / number of columns in the matrix.
 

Additional Inherited Members

- Public Types inherited from mfem::Operator
enum  DiagonalPolicy { DIAG_ZERO , DIAG_ONE , DIAG_KEEP }
 Defines operator diagonal policy upon elimination of rows and/or columns. More...
 
enum  Type {
  ANY_TYPE , MFEM_SPARSEMAT , Hypre_ParCSR , PETSC_MATAIJ ,
  PETSC_MATIS , PETSC_MATSHELL , PETSC_MATNEST , PETSC_MATHYPRE ,
  PETSC_MATGENERIC , Complex_Operator , MFEM_ComplexSparseMat , Complex_Hypre_ParCSR ,
  Complex_DenseMat , MFEM_Block_Matrix , MFEM_Block_Operator
}
 Enumeration defining IDs for some classes derived from Operator. More...
 
- Public Attributes inherited from mfem::Solver
bool iterative_mode
 If true, use the second argument of Mult() as an initial guess.
 
- Static Protected Member Functions inherited from mfem::IterativeSolver
static int GuessLegacyPrintLevel (PrintLevel)
 Use some heuristics to guess a legacy print level corresponding to the given PrintLevel.
 

Detailed Description

SLBQP optimizer: (S)ingle (L)inearly Constrained with (B)ounds (Q)uadratic (P)rogram

Minimize || x-x_t ||, subject to sum w_i x_i = a, x_lo <= x <= x_hi.

Definition at line 922 of file solvers.hpp.

Constructor & Destructor Documentation

◆ SLBQPOptimizer() [1/2]

mfem::SLBQPOptimizer::SLBQPOptimizer ( )
inline

Definition at line 953 of file solvers.hpp.

◆ SLBQPOptimizer() [2/2]

mfem::SLBQPOptimizer::SLBQPOptimizer ( MPI_Comm comm_)
inline

Definition at line 956 of file solvers.hpp.

Member Function Documentation

◆ Mult()

void mfem::SLBQPOptimizer::Mult ( const Vector & xt,
Vector & x ) const
virtual

We let the target values play the role of the initial vector xt, from which the operator generates the optimal vector x.

Implements mfem::OptimizationSolver.

Definition at line 2384 of file solvers.cpp.

◆ print_iteration()

void mfem::SLBQPOptimizer::print_iteration ( int it,
real_t r,
real_t l ) const
inlineprotected

Definition at line 2375 of file solvers.cpp.

◆ SetBounds()

void mfem::SLBQPOptimizer::SetBounds ( const Vector & lo_,
const Vector & hi_ )

Definition at line 2363 of file solvers.cpp.

◆ SetLinearConstraint()

void mfem::SLBQPOptimizer::SetLinearConstraint ( const Vector & w_,
real_t a_ )

Definition at line 2369 of file solvers.cpp.

◆ SetOptimizationProblem()

void mfem::SLBQPOptimizer::SetOptimizationProblem ( const OptimizationProblem & prob)
virtual

Setting an OptimizationProblem will overwrite the Vectors given by SetBounds and SetLinearConstraint. The objective function remains unchanged.

Reimplemented from mfem::OptimizationSolver.

Definition at line 2350 of file solvers.cpp.

◆ solve()

real_t mfem::SLBQPOptimizer::solve ( real_t l,
const Vector & xt,
Vector & x,
int & nclip ) const
inlineprotected

Solve QP at fixed lambda.

Definition at line 929 of file solvers.hpp.

Member Data Documentation

◆ a

real_t mfem::SLBQPOptimizer::a
protected

Definition at line 926 of file solvers.hpp.

◆ hi

Vector mfem::SLBQPOptimizer::hi
protected

Definition at line 925 of file solvers.hpp.

◆ lo

Vector mfem::SLBQPOptimizer::lo
protected

Definition at line 925 of file solvers.hpp.

◆ w

Vector mfem::SLBQPOptimizer::w
protected

Definition at line 925 of file solvers.hpp.


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