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.
virtual real_t	CalcObjective (const Vector &x) const =0
	Objective F(x). In parallel, the result should be reduced over tasks.
virtual void	CalcObjectiveGrad (const Vector &x, Vector &grad) const
	The result grad is expected to enter with the correct size.
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 Member Functions
bool	NewX () const

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

Friends
class	HiopOptimizationProblem

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 866 of file solvers.hpp.

Constructor & Destructor Documentation

OptimizationProblem()

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 2421 of file solvers.cpp.

Member Function Documentation

CalcObjective()

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

pure virtual

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

CalcObjectiveGrad()

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 896 of file solvers.hpp.

GetBoundsVec_Hi()

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

inline

Definition at line 909 of file solvers.hpp.

GetBoundsVec_Lo()

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

inline

Definition at line 908 of file solvers.hpp.

GetC()

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

inline

Definition at line 903 of file solvers.hpp.

GetD()

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

inline

Definition at line 904 of file solvers.hpp.

GetEqualityVec()

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

inline

Definition at line 905 of file solvers.hpp.

GetInequalityVec_Hi()

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

inline

Definition at line 907 of file solvers.hpp.

GetInequalityVec_Lo()

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

inline

Definition at line 906 of file solvers.hpp.

GetNumConstraints()

int mfem::OptimizationProblem::GetNumConstraints

(

)

const

Definition at line 2457 of file solvers.cpp.

NewX()

bool mfem::OptimizationProblem::NewX ( ) const

inlineprotected

Implementations of CalcObjective() and CalcObjectiveGrad() can use this method to check if the argument Vector x has been changed after the last call to CalcObjective() or CalcObjectiveGrad(). The result is on by default, and gets set by the OptimizationSolver.

Definition at line 885 of file solvers.hpp.

SetEqualityConstraint()

void mfem::OptimizationProblem::SetEqualityConstraint

(

const Vector &

c

)

Definition at line 2431 of file solvers.cpp.

SetInequalityConstraint()

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

Definition at line 2439 of file solvers.cpp.

SetSolutionBounds()

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

Definition at line 2449 of file solvers.cpp.

Friends And Related Symbol Documentation

HiopOptimizationProblem

friend class HiopOptimizationProblem

friend

Definition at line 869 of file solvers.hpp.

Member Data Documentation

C

const Operator* mfem::OptimizationProblem::C

protected

Not owned, some can remain unused (NULL).

Definition at line 878 of file solvers.hpp.

c_e

const Vector* mfem::OptimizationProblem::c_e

protected

Definition at line 879 of file solvers.hpp.

D

const Operator * mfem::OptimizationProblem::D

protected

Definition at line 878 of file solvers.hpp.

d_hi

const Vector * mfem::OptimizationProblem::d_hi

protected

Definition at line 879 of file solvers.hpp.

d_lo

const Vector * mfem::OptimizationProblem::d_lo

protected

Definition at line 879 of file solvers.hpp.

input_size

const int mfem::OptimizationProblem::input_size

Definition at line 888 of file solvers.hpp.

x_hi

const Vector * mfem::OptimizationProblem::x_hi

protected

Definition at line 879 of file solvers.hpp.

x_lo

const Vector * mfem::OptimizationProblem::x_lo

protected

Definition at line 879 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