ROL
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Provides the interface to apply upper and lower bound constraints. More...
#include <ROL_BoundConstraint.hpp>
Public Member Functions | |
virtual | ~BoundConstraint () |
BoundConstraint (void) | |
Default constructor. More... | |
virtual void | update (const Vector< Real > &x, bool flag=true, int iter=-1) |
Update bounds. More... | |
virtual void | project (Vector< Real > &x) |
Project optimization variables onto the bounds. More... | |
virtual void | pruneUpperActive (Vector< Real > &v, const Vector< Real > &x, Real eps=0.0) |
Set variables to zero if they correspond to the upper \(\epsilon\)-active set. More... | |
virtual void | pruneUpperActive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps=0.0) |
Set variables to zero if they correspond to the upper \(\epsilon\)-binding set. More... | |
virtual void | pruneLowerActive (Vector< Real > &v, const Vector< Real > &x, Real eps=0.0) |
Set variables to zero if they correspond to the lower \(\epsilon\)-active set. More... | |
virtual void | pruneLowerActive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps=0.0) |
Set variables to zero if they correspond to the lower \(\epsilon\)-binding set. More... | |
virtual void | setVectorToUpperBound (Vector< Real > &u) |
Set the input vector to the upper bound. More... | |
virtual void | setVectorToLowerBound (Vector< Real > &l) |
Set the input vector to the lower bound. More... | |
virtual void | pruneActive (Vector< Real > &v, const Vector< Real > &x, Real eps=0.0) |
Set variables to zero if they correspond to the \(\epsilon\)-active set. More... | |
virtual void | pruneActive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps=0.0) |
Set variables to zero if they correspond to the \(\epsilon\)-binding set. More... | |
virtual bool | isFeasible (const Vector< Real > &v) |
Check if the vector, v, is feasible. 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 | |
bool | activated_ |
Flag that determines whether or not the constraints are being used. More... | |
Provides the interface to apply upper and lower bound constraints.
ROL's bound constraint class is to designed to handle point wise bound constraints on optimization variables. That is, let \(\mathcal{X}\) be a Banach space of functions from \(\Xi\) into \(\mathbb{R}\) (for example, \(\Xi\subset\mathbb{R}^d\) for some positive integer \(d\) and \(\mathcal{X}=L^2(\Xi)\) or \(\Xi = \{1,\ldots,n\}\) and \(\mathcal{X}=\mathbb{R}^n\)). For any \(x\in\mathcal{X}\), we consider bounds of the form
\[ a(\xi) \le x(\xi) \le b(\xi) \quad \text{for almost every }\xi\in\Xi. \]
Here, \(a(\xi)\le b(\xi)\) for almost every \(\xi\in\Xi\) and \(a,b\in \mathcal{X}\).
Definition at line 72 of file ROL_BoundConstraint.hpp.
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Definition at line 78 of file ROL_BoundConstraint.hpp.
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Default constructor.
The default constructor automatically turns the constraints on.
Definition at line 84 of file ROL_BoundConstraint.hpp.
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Update bounds.
The update function allows the user to update the bounds at each new iterations.
[in] | x | is the optimization variable. |
[in] | flag | is set to true if control is changed. |
[in] | iter | is the outer algorithm iterations count. |
Reimplemented in ROL::CVaRBoundConstraint< Real >.
Definition at line 93 of file ROL_BoundConstraint.hpp.
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Project optimization variables onto the bounds.
This function implements the projection of \(x\) onto the bounds, i.e.,
\[ (P_{[a,b]}(x))(\xi) = \min\{b(\xi),\max\{a(\xi),x(\xi)\}\} \quad \text{for almost every }\xi\in\Xi. \]
[in,out] | x | is the optimization variable. |
Reimplemented in ROL::ZOO::BoundConstraint_DiodeCircuit< Real >, BoundConstraint_BurgersControl< Real >, BoundConstraint_PoissonInversion< Real >, BoundConstraint_PoissonControl< Real >, ROL::StdBoundConstraint< Real >, and ROL::CVaRBoundConstraint< Real >.
Definition at line 103 of file ROL_BoundConstraint.hpp.
Referenced by ROL::PrimalDualActiveSetStep< Real >::compute(), ROL::TrustRegionStep< Real >::compute(), ROL::LineSearchStep< Real >::compute(), ROL::PrimalDualActiveSetStep< Real >::computeCriticalityMeasure(), ROL::TrustRegionStep< Real >::computeCriticalityMeasure(), ROL::BoundConstraint< Real >::computeProjectedStep(), ROL::Step< Real >::initialize(), ROL::PrimalDualActiveSetStep< Real >::initialize(), ROL::TrustRegionStep< Real >::initialize(), ROL::BoundConstraint< Real >::isFeasible(), ROL::TrustRegionStep< Real >::update(), ROL::LineSearchStep< Real >::update(), and ROL::LineSearch< Real >::updateIterate().
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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
\[ \mathcal{A}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = b(\xi)-\epsilon\,\}. \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented in ROL::ZOO::BoundConstraint_DiodeCircuit< Real >, BoundConstraint_BurgersControl< Real >, BoundConstraint_PoissonInversion< Real >, BoundConstraint_PoissonControl< Real >, ROL::StdBoundConstraint< Real >, and ROL::CVaRBoundConstraint< Real >.
Definition at line 116 of file ROL_BoundConstraint.hpp.
Referenced by ROL::PrimalDualActiveSetStep< Real >::compute(), and ROL::BoundConstraint< Real >::pruneActive().
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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
\[ \mathcal{B}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = b(\xi)-\epsilon,\; g(\xi) < 0 \,\}. \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | g | is the negative search direction. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented in ROL::ZOO::BoundConstraint_DiodeCircuit< Real >, BoundConstraint_BurgersControl< Real >, BoundConstraint_PoissonInversion< Real >, ROL::StdBoundConstraint< Real >, BoundConstraint_PoissonControl< Real >, and ROL::CVaRBoundConstraint< Real >.
Definition at line 131 of file ROL_BoundConstraint.hpp.
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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
\[ \mathcal{A}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = a(\xi)+\epsilon\,\}. \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented in ROL::ZOO::BoundConstraint_DiodeCircuit< Real >, BoundConstraint_BurgersControl< Real >, BoundConstraint_PoissonInversion< Real >, BoundConstraint_PoissonControl< Real >, ROL::StdBoundConstraint< Real >, and ROL::CVaRBoundConstraint< Real >.
Definition at line 144 of file ROL_BoundConstraint.hpp.
Referenced by ROL::PrimalDualActiveSetStep< Real >::compute(), and ROL::BoundConstraint< Real >::pruneActive().
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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
\[ \mathcal{B}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = a(\xi)+\epsilon,\; g(\xi) > 0 \,\}. \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | g | is the negative search direction. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented in ROL::ZOO::BoundConstraint_DiodeCircuit< Real >, BoundConstraint_BurgersControl< Real >, BoundConstraint_PoissonInversion< Real >, ROL::StdBoundConstraint< Real >, BoundConstraint_PoissonControl< Real >, and ROL::CVaRBoundConstraint< Real >.
Definition at line 159 of file ROL_BoundConstraint.hpp.
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Set the input vector to the upper bound.
This function sets the input vector \(u\) to the upper bound \(b\).
[out] | u | is the vector to be set to the upper bound. |
Reimplemented in ROL::ZOO::BoundConstraint_DiodeCircuit< Real >, BoundConstraint_BurgersControl< Real >, BoundConstraint_PoissonInversion< Real >, ROL::StdBoundConstraint< Real >, BoundConstraint_PoissonControl< Real >, and ROL::CVaRBoundConstraint< Real >.
Definition at line 166 of file ROL_BoundConstraint.hpp.
Referenced by ROL::PrimalDualActiveSetStep< Real >::compute().
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Set the input vector to the lower bound.
This function sets the input vector \(l\) to the lower bound \(a\).
[out] | l | is the vector to be set to the lower bound. |
Reimplemented in ROL::ZOO::BoundConstraint_DiodeCircuit< Real >, BoundConstraint_BurgersControl< Real >, BoundConstraint_PoissonInversion< Real >, ROL::StdBoundConstraint< Real >, BoundConstraint_PoissonControl< Real >, and ROL::CVaRBoundConstraint< Real >.
Definition at line 173 of file ROL_BoundConstraint.hpp.
Referenced by ROL::PrimalDualActiveSetStep< Real >::compute().
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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
\[ \mathcal{A}_\epsilon(x) = \mathcal{A}^+_\epsilon(x)\cap\mathcal{A}^-_\epsilon(x). \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented in ROL::ZOO::BoundConstraint_DiodeCircuit< Real >, ROL::StdBoundConstraint< Real >, and ROL::CVaRBoundConstraint< Real >.
Definition at line 186 of file ROL_BoundConstraint.hpp.
References ROL::BoundConstraint< Real >::pruneLowerActive(), and ROL::BoundConstraint< Real >::pruneUpperActive().
Referenced by ROL::PrimalDualActiveSetStep< Real >::compute(), ROL::LineSearchStep< Real >::compute(), ROL::BoundConstraint< Real >::computeProjectedGradient(), ROL::BoundConstraint< Real >::pruneInactive(), and ROL::LineSearch< Real >::status().
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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
\[ \mathcal{B}^+_\epsilon(x) = \mathcal{B}^+_\epsilon(x)\cap\mathcal{B}^-_\epsilon(x). \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | g | is the negative search direction. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented in ROL::ZOO::BoundConstraint_DiodeCircuit< Real >, ROL::StdBoundConstraint< Real >, and ROL::CVaRBoundConstraint< Real >.
Definition at line 203 of file ROL_BoundConstraint.hpp.
References ROL::BoundConstraint< Real >::pruneLowerActive(), and ROL::BoundConstraint< Real >::pruneUpperActive().
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Check if the vector, v, is feasible.
This function returns true if \(v = P_{[a,b]}(v)\).
[in] | v | is the vector to be checked. |
Reimplemented in ROL::ZOO::BoundConstraint_DiodeCircuit< Real >, BoundConstraint_BurgersControl< Real >, BoundConstraint_PoissonInversion< Real >, ROL::CVaRBoundConstraint< Real >, BoundConstraint_PoissonControl< Real >, and ROL::StdBoundConstraint< Real >.
Definition at line 213 of file ROL_BoundConstraint.hpp.
References ROL::BoundConstraint< Real >::activated_, ROL::Vector< Real >::clone(), ROL::BoundConstraint< Real >::project(), and ROL::ROL_EPSILON.
Referenced by ROL::PrimalDualActiveSetStep< Real >::update().
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Turn on bounds.
This function turns the bounds on.
Definition at line 236 of file ROL_BoundConstraint.hpp.
References ROL::BoundConstraint< Real >::activated_.
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Turn off bounds.
This function turns the bounds off.
Definition at line 242 of file ROL_BoundConstraint.hpp.
References ROL::BoundConstraint< Real >::activated_.
Referenced by ROL::DefaultAlgorithm< Real >::run().
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Check if bounds are on.
This function returns true if the bounds are turned on.
Definition at line 248 of file ROL_BoundConstraint.hpp.
References ROL::BoundConstraint< Real >::activated_.
Referenced by ROL::TrustRegionStep< Real >::compute(), ROL::LineSearchStep< Real >::compute(), ROL::TrustRegionStep< Real >::computeCriticalityMeasure(), ROL::Step< Real >::initialize(), ROL::TrustRegionStep< Real >::initialize(), ROL::LineSearchStep< Real >::initialize(), ROL::LineSearch< Real >::status(), ROL::TrustRegionStep< Real >::update(), ROL::LineSearchStep< Real >::update(), and ROL::LineSearch< Real >::updateIterate().
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Set variables to zero if they correspond to the \(\epsilon\)-inactive set.
This function sets \(v(\xi)=0\) if \(\xi\in\Xi\setminus\mathcal{A}_\epsilon(x)\). Here,
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Definition at line 257 of file ROL_BoundConstraint.hpp.
References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), and ROL::BoundConstraint< Real >::pruneActive().
Referenced by ROL::LineSearchStep< Real >::compute(), and ROL::LineSearch< Real >::status().
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Set variables to zero if they correspond to the \(\epsilon\)-nonbinding set.
This function sets \(v(\xi)=0\) if \(\xi\in\Xi\setminus\mathcal{B}_\epsilon(x)\).
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | g | is the negative search direction. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Definition at line 272 of file ROL_BoundConstraint.hpp.
References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::clone(), and ROL::BoundConstraint< Real >::pruneActive().
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Compute projected gradient.
This function projects the gradient \(g\) onto the tangent cone.
[in,out] | g | is the gradient of the objective function at x. |
[in] | x | is the optimization variable |
Definition at line 285 of file ROL_BoundConstraint.hpp.
References ROL::Vector< Real >::clone(), and ROL::BoundConstraint< Real >::pruneActive().
Referenced by ROL::TrustRegionStep< Real >::computeCriticalityMeasure(), and ROL::LineSearchStep< Real >::update().
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Compute projected step.
This function computes the projected step \(P_{[a,b]}(x+v) - x\).
[in,out] | v | is the step variable. |
[in] | x | is the optimization variable. |
Definition at line 297 of file ROL_BoundConstraint.hpp.
References ROL::Vector< Real >::axpy(), ROL::Vector< Real >::plus(), and ROL::BoundConstraint< Real >::project().
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Flag that determines whether or not the constraints are being used.
Definition at line 74 of file ROL_BoundConstraint.hpp.
Referenced by ROL::BoundConstraint< Real >::activate(), ROL::BoundConstraint< Real >::deactivate(), ROL::BoundConstraint< Real >::isActivated(), and ROL::BoundConstraint< Real >::isFeasible().