ROL
Public Member Functions | Private Attributes | List of all members
ROL::BoundConstraint_DiodeCircuit< Real > Class Template Reference

Bound constraints on optimization parameters. More...

#include <ROL_DiodeCircuit.hpp>

+ Inheritance diagram for ROL::BoundConstraint_DiodeCircuit< Real >:

Public Member Functions

 BoundConstraint_DiodeCircuit (Real scale, Real lo_Is, Real up_Is, Real lo_Rs, Real up_Rs)
 
void project (Vector< Real > &x)
 Project optimization variables onto the bounds. More...
 
bool isFeasible (const Vector< Real > &x)
 Check if the vector, v, is feasible. More...
 
void pruneLowerActive (Vector< Real > &v, const Vector< Real > &x, Real eps)
 Set variables to zero if they correspond to the lower \(\epsilon\)-active set. More...
 
void pruneUpperActive (Vector< Real > &v, const Vector< Real > &x, Real eps)
 Set variables to zero if they correspond to the upper \(\epsilon\)-active set. More...
 
void pruneActive (Vector< Real > &v, const Vector< Real > &x, Real eps)
 Set variables to zero if they correspond to the \(\epsilon\)-active set. More...
 
void pruneLowerActive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps)
 Set variables to zero if they correspond to the lower \(\epsilon\)-binding set. More...
 
void pruneUpperActive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps)
 Set variables to zero if they correspond to the upper \(\epsilon\)-binding set. More...
 
void pruneActive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps)
 Set variables to zero if they correspond to the \(\epsilon\)-binding set. More...
 
void setVectorToUpperBound (ROL::Vector< Real > &u)
 Set the input vector to the upper bound. More...
 
void setVectorToLowerBound (ROL::Vector< Real > &l)
 Set the input vector to the lower bound. More...
 
- Public Member Functions inherited from ROL::BoundConstraint< Real >
 BoundConstraint (void)
 Default constructor. More...
 
virtual void update (const Vector< Real > &x, bool flag=true, int iter=-1)
 Update bounds. More...
 
void activate (void)
 Turn on bounds. More...
 
void deactivate (void)
 Turn off bounds. More...
 
bool isActivated (void)
 Check if bounds are on. More...
 
void pruneInactive (Vector< Real > &v, const Vector< Real > &x, Real eps=0.0)
 Set variables to zero if they correspond to the \(\epsilon\)-inactive set. More...
 
void pruneInactive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps=0.0)
 Set variables to zero if they correspond to the \(\epsilon\)-nonbinding set. More...
 
void computeProjectedGradient (Vector< Real > &g, const Vector< Real > &x)
 Compute projected gradient. More...
 
void computeProjectedStep (Vector< Real > &v, const Vector< Real > &x)
 Compute projected step. More...
 

Private Attributes

std::vector< Real > x_lo_
 Vector of lower bounds.
 
std::vector< Real > x_up_
 Vector of upper bounds.
 
Real min_diff_
 Half of the minimum distance between upper and lower bounds.
 
Real scale_
 Scaling for the epsilon margin.
 

Detailed Description

template<class Real>
class ROL::BoundConstraint_DiodeCircuit< Real >

Bound constraints on optimization parameters.


Definition at line 735 of file ROL_DiodeCircuit.hpp.

Member Function Documentation

template<class Real >
void ROL::BoundConstraint_DiodeCircuit< Real >::project ( Vector< Real > &  x)
inlinevirtual

Project optimization variables onto the bounds.

This function implements the projection of \(x\) onto the bounds, i.e.,

\[ (P_{[a,b]}(x))(\xi) = \min\{b(\xi),\max\{a(\xi),x(\xi)\}\} \quad \text{for almost every }\xi\in\Xi. \]

Parameters
[in,out]xis the optimization variable.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 756 of file ROL_DiodeCircuit.hpp.

References ROL::BoundConstraint_DiodeCircuit< Real >::x_lo_, and ROL::BoundConstraint_DiodeCircuit< Real >::x_up_.

template<class Real >
bool ROL::BoundConstraint_DiodeCircuit< Real >::isFeasible ( const Vector< Real > &  v)
inlinevirtual

Check if the vector, v, is feasible.

This function returns true if \(v = P_{[a,b]}(v)\).

Parameters
[in]vis the vector to be checked.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 762 of file ROL_DiodeCircuit.hpp.

References ROL::BoundConstraint_DiodeCircuit< Real >::x_lo_, and ROL::BoundConstraint_DiodeCircuit< Real >::x_up_.

template<class Real >
void ROL::BoundConstraint_DiodeCircuit< Real >::pruneLowerActive ( Vector< Real > &  v,
const Vector< Real > &  x,
Real  eps 
)
inlinevirtual

Set variables to zero if they correspond to the lower \(\epsilon\)-active set.

This function sets \(v(\xi)=0\) if \(\xi\in\mathcal{A}^-_\epsilon(x)\). Here, the lower \(\epsilon\)-active set is defined as

\[ \mathcal{A}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = a(\xi)+\epsilon\,\}. \]

Parameters
[out]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 768 of file ROL_DiodeCircuit.hpp.

References ROL::BoundConstraint_DiodeCircuit< Real >::min_diff_, ROL::BoundConstraint_DiodeCircuit< Real >::scale_, and ROL::BoundConstraint_DiodeCircuit< Real >::x_lo_.

template<class Real >
void ROL::BoundConstraint_DiodeCircuit< Real >::pruneUpperActive ( Vector< Real > &  v,
const Vector< Real > &  x,
Real  eps 
)
inlinevirtual

Set variables to zero if they correspond to the upper \(\epsilon\)-active set.

This function sets \(v(\xi)=0\) if \(\xi\in\mathcal{A}^+_\epsilon(x)\). Here, the upper \(\epsilon\)-active set is defined as

\[ \mathcal{A}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = b(\xi)-\epsilon\,\}. \]

Parameters
[out]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 781 of file ROL_DiodeCircuit.hpp.

References ROL::BoundConstraint_DiodeCircuit< Real >::min_diff_, ROL::BoundConstraint_DiodeCircuit< Real >::scale_, and ROL::BoundConstraint_DiodeCircuit< Real >::x_up_.

template<class Real >
void ROL::BoundConstraint_DiodeCircuit< Real >::pruneActive ( Vector< Real > &  v,
const Vector< Real > &  x,
Real  eps 
)
inlinevirtual

Set variables to zero if they correspond to the \(\epsilon\)-active set.

This function sets \(v(\xi)=0\) if \(\xi\in\mathcal{A}_\epsilon(x)\). Here, the \(\epsilon\)-active set is defined as

\[ \mathcal{A}_\epsilon(x) = \mathcal{A}^+_\epsilon(x)\cap\mathcal{A}^-_\epsilon(x). \]

Parameters
[out]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 794 of file ROL_DiodeCircuit.hpp.

References ROL::BoundConstraint_DiodeCircuit< Real >::min_diff_, ROL::BoundConstraint_DiodeCircuit< Real >::scale_, ROL::BoundConstraint_DiodeCircuit< Real >::x_lo_, and ROL::BoundConstraint_DiodeCircuit< Real >::x_up_.

template<class Real >
void ROL::BoundConstraint_DiodeCircuit< Real >::pruneLowerActive ( Vector< Real > &  v,
const Vector< Real > &  g,
const Vector< Real > &  x,
Real  eps 
)
inlinevirtual

Set variables to zero if they correspond to the lower \(\epsilon\)-binding set.

This function sets \(v(\xi)=0\) if \(\xi\in\mathcal{B}^-_\epsilon(x)\). Here, the lower \(\epsilon\)-binding set is defined as

\[ \mathcal{B}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = a(\xi)+\epsilon,\; g(\xi) > 0 \,\}. \]

Parameters
[out]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]gis the negative search direction.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 808 of file ROL_DiodeCircuit.hpp.

References ROL::BoundConstraint_DiodeCircuit< Real >::min_diff_, ROL::BoundConstraint_DiodeCircuit< Real >::scale_, and ROL::BoundConstraint_DiodeCircuit< Real >::x_lo_.

template<class Real >
void ROL::BoundConstraint_DiodeCircuit< Real >::pruneUpperActive ( Vector< Real > &  v,
const Vector< Real > &  g,
const Vector< Real > &  x,
Real  eps 
)
inlinevirtual

Set variables to zero if they correspond to the upper \(\epsilon\)-binding set.

This function sets \(v(\xi)=0\) if \(\xi\in\mathcal{B}^+_\epsilon(x)\). Here, the upper \(\epsilon\)-binding set is defined as

\[ \mathcal{B}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = b(\xi)-\epsilon,\; g(\xi) < 0 \,\}. \]

Parameters
[out]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]gis the negative search direction.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 823 of file ROL_DiodeCircuit.hpp.

References ROL::BoundConstraint_DiodeCircuit< Real >::min_diff_, ROL::BoundConstraint_DiodeCircuit< Real >::scale_, and ROL::BoundConstraint_DiodeCircuit< Real >::x_up_.

template<class Real >
void ROL::BoundConstraint_DiodeCircuit< Real >::pruneActive ( Vector< Real > &  v,
const Vector< Real > &  g,
const Vector< Real > &  x,
Real  eps 
)
inlinevirtual

Set variables to zero if they correspond to the \(\epsilon\)-binding set.

This function sets \(v(\xi)=0\) if \(\xi\in\mathcal{B}_\epsilon(x)\). Here, the \(\epsilon\)-binding set is defined as

\[ \mathcal{B}^+_\epsilon(x) = \mathcal{B}^+_\epsilon(x)\cap\mathcal{B}^-_\epsilon(x). \]

Parameters
[out]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]gis the negative search direction.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 838 of file ROL_DiodeCircuit.hpp.

References ROL::BoundConstraint_DiodeCircuit< Real >::min_diff_, ROL::BoundConstraint_DiodeCircuit< Real >::scale_, ROL::BoundConstraint_DiodeCircuit< Real >::x_lo_, and ROL::BoundConstraint_DiodeCircuit< Real >::x_up_.

template<class Real >
void ROL::BoundConstraint_DiodeCircuit< Real >::setVectorToUpperBound ( ROL::Vector< Real > &  u)
inlinevirtual

Set the input vector to the upper bound.

This function sets the input vector \(u\) to the upper bound \(b\).

Parameters
[out]uis the vector to be set to the upper bound.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 855 of file ROL_DiodeCircuit.hpp.

References ROL::Vector< Real >::set(), and ROL::BoundConstraint_DiodeCircuit< Real >::x_up_.

template<class Real >
void ROL::BoundConstraint_DiodeCircuit< Real >::setVectorToLowerBound ( ROL::Vector< Real > &  l)
inlinevirtual

Set the input vector to the lower bound.

This function sets the input vector \(l\) to the lower bound \(a\).

Parameters
[out]lis the vector to be set to the lower bound.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 862 of file ROL_DiodeCircuit.hpp.

References ROL::Vector< Real >::set(), and ROL::BoundConstraint_DiodeCircuit< Real >::x_lo_.


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