libtrilinos-rol-dev 12.12.1-5 / usr / include / trilinos / ROL_PrimalDualSystemStep.hpp

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#ifndef ROL_PRIMALDUALSYSTEMSTEP_H
#define ROL_PRIMALDUALSYSTEMSTEP_H

#include "ROL_NewtonKrylovStep.hpp"
#include "ROL_PrimalDualInteriorPointOperator.hpp"
#include "ROL_SchurComplememt.hpp"

/** @ingroup step_group
    \class ROL::PrimalDualSystemStep
    \brief Provides the interface to compute approximate
           solutions to 2x2 block systems arising from primal-dual 
           interior point methods

           Note that as we do not need an additional Lagrange multiplier
           for the primal dual system, the vector expected to be passed
           in its place is the primal-dual residual
 */

namespace ROL { 

template<class Real> 
class PrimalDualSystemStep : public Step<Real> {

  typedef Vector<Real>             V;
  typedef PartitionedVector<Real>  PV;
  typedef Objective<Real>          OBJ;
  typedef BoundConstraint<Real>    BND;
  typedef EqualityConstraint<Real> CON;
  typedef AlgorithmState<Real>     AS;
  typedef SchurComplement<Real>    SCHUR;

  typedef PrimalDualInteriorPointBlock11  OP11;
  typedef PrimalDualInteriorPointBlock12  OP12;
  typedef PrimalDualInteriorPointBlock21  OP21;
  typedef PrimalDualInteriorPointBlock22  OP22;


private:
  
  // Block indices
  static const size_type OPT   = 0;
  static const size_type EQUAL = 1;
  static const size_type LOWER = 2;
  static const size_type UPPER = 3;  

  // Super block indices
  static const size_type OPTMULT = 0;  // Optimization and equality multiplier components
  static const size_type BNDMULT = 1;  // Bound multiplier components

  Teuchos::RCP<Secant<Real> > secant_;
  Teuchos::RCP<Krylov<Real> > krylov_;
  Teuchos::RCP<V> scratch1_;           // scratch vector 
  Teuchos::RCP<V> scratch_; 

  Teuchos::RCP<OP11> A_;
  Teuchos::RCP<OP12> B_;
  Teuchos::RCP<OP21> C_;
  Teuchos::RCP<OP22> D_;

  Teuchos::RCP<SCHUR> schur_; // Allows partial decoupling of (x,lambda) and (zl,zu)
  Teuchos::RCP<OP>    op_;    // Solve fully coupled system

  int iterKrylov_; ///< Number of Krylov iterations (used for inexact Newton)
  int flagKrylov_; ///< Termination flag for Krylov method (used for inexact Newton)
  int verbosity_;  ///< Verbosity level

  bool useSecantPrecond_;
  bool useSchurComplement_;

  

  // Repartition (x,lambda,zl,zu) as (xlambda,z) = ((x,lambda),(zl,zu))
  Teuchos::RCP<PV> repartition( V &x ) {
    using Teuchos::RCP; using Teuchos::rcp;
    PV &x_pv = Teuchos::dyn_cast<PV>(x);
    RCP<V> xlambda = CreatePartitionedVector(x_pv.get(OPT),x_pv.get(EQUAL));  
    RCP<V> z = CreatePartitionedVector(x_pv.get(LOWER),x_pv.get(UPPER));  
 
    RCP<V> temp[] = {xlambda,z};

    return rcp( new PV( std::vector<RCP<V> >(temp,temp+2) ) );

  }

  // Repartition (x,lambda,zl,zu) as (xlambda,z) = ((x,lambda),(zl,zu))
  Teuchos::RCP<const PV> repartition( const V &x ) {
    const PV &x_pv = Teuchos::dyn_cast<const PV>(x);
    RCP<const V> xlambda = CreatePartitionedVector(x_pv.get(OPT),x_pv.get(EQUAL));  
    RCP<const V> z = CreatePartitionedVector(x_pv.get(LOWER),x_pv.get(UPPER));  

    RCP<const V> temp[] = {xlambda,z};

    return rcp( new PV( std::vector<RCP<const V> >(temp,temp+2) ) );
         
  }

public:

  using Step<Real>::initialize;
  using Step<Real>::compute;
  using Step<Real>::update;


  PrimalDualSystemStep( Teuchos::ParameterList &parlist, 
                        const Teuchos::RCP<Krylov<Real> > &krylov,
                        const Teuchos::RCP<Secant<Real> > &secant,
                        Teuchos::RCP<V> &scratch1 ) : Step<Real>(),
    krylov_(krylov), secant_(secant), scratch1_(scratch1), schur_(Teuchos::null),
    op_(Teuchos::null), useSchurComplement_(false) {

    PL &iplist = parlist.sublist("Step").sublist("Primal Dual Interior Point");
    PL &syslist = iplist.sublist("System Solver");

    useSchurComplement_ = syslist.get("Use Schur Complement",false);    
     
  }
 
  PrimalDualSystemStep( Teuchos::ParameterList &parlist,
                        Teuchos::RCP<V> &scratch1_ ) : Step<Real>() {
    PrimalDualSystemStep(parlist,Teuchos::null,Teuchos::null,scratch1); 
  }

  void initialize( V &x, const V &g, V &res, const V &c,
                   OBJ &obj, CON &con, BND &bnd, AS &algo_state ) {

    Step<Real>::initialize(x,g,res,c,obj,con,bnd,algo_state);
 
    using Teuchos::RCP; 
    using Teuchos::rcp; 
    using Teuchos::rcpFromRef;

    RCP<OBJ> pObj = rcpFromRef(obj);
    RCP<CON> pCon = rcpFromRef(con);
    RCP<BND> pBnd = rcpFromRef(bnd);
 
    RCP<PV> x_pv = repartition(x);

    RCP<V> xlambda = x_pv->get(OPTMULT);
    RCP<V> z = x_pv->get(BNDMULT);
 
    A_ = rcp( new OP11( pObj, pCon, *xlambda, scratch1_ ) );
    B_ = rcp( new OP12( ) );
    C_ = rcp( new OP21( *z ) );
    D_ = rcp( new OP22( pBnd, *xlambda ) );

    if( useSchurComplement_ ) {
      schur_ = rcp( new SCHUR(A_,B_,C_,D_,scratch1_) );
    } 
    else {
      op_ = BlockOperator2<Real>(A_,B_,C_,D_);
    }
  }

  void compute( V &s, const V &x, const V &res, OBJ &obj, CON &con, 
                BND &bnd, AS &algo_state ) {

    Teuchos::RCP<StepState<Real> > step_state = Step<Real>::getState();


    if( useSchurComplement_ ) {
      
      RCP<const PV> x_pv = repartition(x);
      RCP<const PV> res_pv = repartition(res);
      RCP<PV> s_pv = repartition(s);


      // Decouple (x,lambda) from (zl,zu) so that s <- L

      RCP<V> sxl   = s_pv->get(OPTMULT);
      RCP<V> sz    = s_pv->get(BNDMULT);
 
      

    }
    else {

    }

  }

  void update( V &x, V &res, const V &s, OBJ &obj, CON &con, 
               BND &bnd, AS &algo_state ) {

    Teuchos::RCP<StepState<Real> > step_state = Step<Real>::getState();

    
  }
  

};

} // namespace ROL

#endif  // ROL_PRIMALDUALSYSTEMSTEP_H