ROL_CompositeEqualityConstraint_SimOpt.hpp

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#ifndef ROL_COMPOSITE_EQUALITY_CONSTRAINT_SIMOPT_H
#define ROL_COMPOSITE_EQUALITY_CONSTRAINT_SIMOPT_H

#include "ROL_EqualityConstraint_SimOpt.hpp"

namespace ROL {

template <class Real>
class CompositeEqualityConstraint_SimOpt : public virtual EqualityConstraint_SimOpt<Real> {
private:
  // Constraints
  const Teuchos::RCP<EqualityConstraint_SimOpt<Real> > conVal_;
  const Teuchos::RCP<EqualityConstraint_SimOpt<Real> > conRed_;
  // Additional vector storage for solve
  Teuchos::RCP<Vector<Real> > Sz_;
  Teuchos::RCP<Vector<Real> > primRed_;
  Teuchos::RCP<Vector<Real> > dualRed_;
  Teuchos::RCP<Vector<Real> > primZ_;
  Teuchos::RCP<Vector<Real> > dualZ_;
  Teuchos::RCP<Vector<Real> > dualZ1_;
  // Boolean variables
  bool isSolved_;

  void solveConRed(const Vector<Real> &z, Real &tol) {
    if ( !isSolved_ ) {
      conRed_->solve(*primRed_, *Sz_, z, tol);
      isSolved_ = true;
    }
  }

  void applySens(Vector<Real> &jv, const Vector<Real> &v, const Vector<Real> &z, Real &tol) { 
    solveConRed(z, tol);
    conRed_->applyJacobian_2(*primRed_, v, *Sz_, z, tol);
    conRed_->applyInverseJacobian_1(jv, *primRed_, *Sz_, z, tol);
    jv.scale(static_cast<Real>(-1));
  }

  void applyAdjointSens(Vector<Real> &ajv, const Vector<Real> &v, const Vector<Real> &z, Real &tol) {
    solveConRed(z, tol);
    conRed_->applyInverseAdjointJacobian_1(*dualRed_, v, *Sz_, z, tol);
    conRed_->applyAdjointJacobian_2(ajv, *dualRed_, *Sz_, z, tol);
    ajv.scale(static_cast<Real>(-1));
  }

public:
  CompositeEqualityConstraint_SimOpt(const Teuchos::RCP<EqualityConstraint_SimOpt<Real> > &conVal,
                                     const Teuchos::RCP<EqualityConstraint_SimOpt<Real> > &conRed,
                                     const Vector<Real> &cVal, const Vector<Real> &cRed,
                                     const Vector<Real> &u, const Vector<Real> &Sz, const Vector<Real> &z)
    : EqualityConstraint_SimOpt<Real>(), conVal_(conVal), conRed_(conRed), isSolved_(false) {
    Sz_      = Sz.clone();
    primRed_ = cRed.clone();
    dualRed_ = cRed.dual().clone();
    primZ_   = z.clone();
    dualZ_   = z.dual().clone();
    dualZ1_  = z.dual().clone();
  }

  void update(const Vector<Real> &u, const Vector<Real> &z, bool flag = true, int iter = -1 ) {
    Real ctol = std::sqrt(ROL_EPSILON<Real>());
    update_1(u, flag, iter);
    update_2(z, flag, iter);
    isSolved_ = false;
    solveConRed(z, ctol);
    conRed_->update(*Sz_, z, flag, iter);
    conVal_->update(u, *Sz_, flag, iter);
  }

  void update_1( const Vector<Real> &u, bool flag = true, int iter = -1 ) {
    conVal_->update_1(u, flag, iter);
  }

  void update_2( const Vector<Real> &z, bool flag = true, int iter = -1 ) {
    conRed_->update_2(z, flag, iter);
  }

  void value(Vector<Real> &c, const Vector<Real> &u, const Vector<Real> &z, Real &tol) {
    solveConRed(z, tol);
    conVal_->value(c, u, *Sz_, tol);
  }

  void applyJacobian_1(Vector<Real> &jv, const Vector<Real> &v, const Vector<Real> &u,
                       const Vector<Real> &z, Real &tol) {
    solveConRed(z, tol);
    conVal_->applyJacobian_1(jv, v, u, *Sz_, tol);
  }

  void applyJacobian_2(Vector<Real> &jv, const Vector<Real> &v, const Vector<Real> &u,
                       const Vector<Real> &z, Real &tol) { 
    applySens(*primZ_, v, z, tol);
    conVal_->applyJacobian_2(jv, *primZ_, u, *Sz_, tol);
  }

  void applyInverseJacobian_1(Vector<Real> &ijv, const Vector<Real> &v, const Vector<Real> &u,
                              const Vector<Real> &z, Real &tol) {
    solveConRed(z, tol);
    conVal_->applyInverseJacobian_1(ijv, v, u, *Sz_, tol);
  }

  void applyAdjointJacobian_1(Vector<Real> &ajv, const Vector<Real> &v, const Vector<Real> &u,
                              const Vector<Real> &z, Real &tol) {
    solveConRed(z, tol);
    conVal_->applyAdjointJacobian_1(ajv, v, u, *Sz_, tol);
  }

  void applyAdjointJacobian_2(Vector<Real> &ajv, const Vector<Real> &v, const Vector<Real> &u,
                              const Vector<Real> &z, Real &tol) {
    solveConRed(z, tol);
    conVal_->applyAdjointJacobian_2(*dualZ_, v, u, *Sz_, tol);
    applyAdjointSens(ajv, *dualZ_, z, tol);
  }

  void applyInverseAdjointJacobian_1(Vector<Real> &ijv, const Vector<Real> &v, const Vector<Real> &u,
                                     const Vector<Real> &z, Real &tol) {
    solveConRed(z, tol);
    conVal_->applyInverseAdjointJacobian_1(ijv, v, u, *Sz_, tol);
  }

  void applyAdjointHessian_11(Vector<Real> &ahwv, const Vector<Real> &w, const Vector<Real> &v,
                              const Vector<Real> &u, const Vector<Real> &z, Real &tol) {
    solveConRed(z, tol);
    conVal_->applyAdjointHessian_11(ahwv, w, v, u, z, tol);
  }

  void applyAdjointHessian_12(Vector<Real> &ahwv, const Vector<Real> &w, const Vector<Real> &v,
                              const Vector<Real> &u, const Vector<Real> &z, Real &tol) {
    solveConRed(z, tol);
    conVal_->applyAdjointHessian_12(*dualZ_, w, v, u, *Sz_, tol);
    applyAdjointSens(ahwv, *dualZ_, z, tol);
  }

  void applyAdjointHessian_21(Vector<Real> &ahwv, const Vector<Real> &w, const Vector<Real> &v,
                              const Vector<Real> &u, const Vector<Real> &z, Real &tol) {
    applySens(*primZ_, v, z, tol);
    conVal_->applyAdjointHessian_21(ahwv, w, *primZ_, u, *Sz_, tol);
  }

  void applyAdjointHessian_22(Vector<Real> &ahwv, const Vector<Real> &w, const Vector<Real> &v,
                              const Vector<Real> &u, const Vector<Real> &z, Real &tol) {
    ahwv.zero();
    applySens(*primZ_, v, z, tol);

    conVal_->applyAdjointJacobian_2(*dualZ_, w, u, *Sz_, tol);
    conRed_->applyInverseAdjointJacobian_1(*dualRed_, *dualZ_, *Sz_, z, tol);
    conRed_->applyAdjointHessian_22(*dualZ_, *dualRed_, v, *Sz_, z, tol);
    ahwv.axpy(static_cast<Real>(-1), *dualZ_);
    conRed_->applyAdjointHessian_12(*dualZ_, *dualRed_, *primZ_, *Sz_, z, tol);
    ahwv.axpy(static_cast<Real>(-1), *dualZ_);

    conRed_->applyAdjointHessian_11(*dualZ1_, *dualRed_, *primZ_, *Sz_, z, tol);
    conRed_->applyAdjointHessian_21(*dualZ_, *dualRed_, v, *Sz_, z, tol);
    dualZ1_->plus(*dualZ_); 
    dualZ1_->scale(static_cast<Real>(-1));
    
    conVal_->applyAdjointHessian_22(*dualZ_, w, *primZ_, u, *Sz_, tol);
    dualZ1_->plus(*dualZ_); 

    applyAdjointSens(*dualZ_, *dualZ1_, z, tol);
    ahwv.plus(*dualZ_);
  }

// Definitions for parametrized (stochastic) equality constraints
public:
  void setParameter(const std::vector<Real> &param) {
    EqualityConstraint_SimOpt<Real>::setParameter(param);
    conVal_->setParameter(param);
    conRed_->setParameter(param);
    isSolved_ = false; // Resolve constraint every time
  }
}; // class CompositeEqualityConstraint_SimOpt

} // namespace ROL

#endif