ROL
ROL_BinaryConstraint.hpp
Go to the documentation of this file.
1 // @HEADER
2 // ************************************************************************
3 //
4 // Rapid Optimization Library (ROL) Package
5 // Copyright (2014) Sandia Corporation
6 //
7 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
8 // license for use of this work by or on behalf of the U.S. Government.
9 //
10 // Redistribution and use in source and binary forms, with or without
11 // modification, are permitted provided that the following conditions are
12 // met:
13 //
14 // 1. Redistributions of source code must retain the above copyright
15 // notice, this list of conditions and the following disclaimer.
16 //
17 // 2. Redistributions in binary form must reproduce the above copyright
18 // notice, this list of conditions and the following disclaimer in the
19 // documentation and/or other materials provided with the distribution.
20 //
21 // 3. Neither the name of the Corporation nor the names of the
22 // contributors may be used to endorse or promote products derived from
23 // this software without specific prior written permission.
24 //
25 // THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
26 // EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
27 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
28 // PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
29 // CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
30 // EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
31 // PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
32 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
33 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
34 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
35 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
36 //
37 // Questions? Contact lead developers:
38 // Drew Kouri (dpkouri@sandia.gov) and
39 // Denis Ridzal (dridzal@sandia.gov)
40 //
41 // ************************************************************************
42 // @HEADER
43 
44 #ifndef ROL_BINARY_CONSTRAINT_H
45 #define ROL_BINARY_CONSTRAINT_H
46 
47 #include "ROL_BoundConstraint.hpp"
48 #include "ROL_Constraint.hpp"
49 
58 namespace ROL {
59 
60 template<typename Real>
61 class BinaryConstraint : public Constraint<Real> {
62 private:
63  const Ptr<const Vector<Real>> lo_; // Lower Bound Vector
64  const Ptr<const Vector<Real>> up_; // Upper Bound Vector
65  Ptr<Vector<Real>> d_; // Scratch Vector
66  Real gamma_; // Penality parameter
67 
68  class BoundsCheck : public Elementwise::BinaryFunction<Real> {
69  private:
70  const int opt_;
71 
72  public:
73  BoundsCheck( int option ) : opt_(option) {}
74 
75  Real apply( const Real &dl, const Real &du ) const {
76  const Real zero(0), one(1), two(2);
77  if( dl < ROL_INF<Real>() ) {
78  if( du < ROL_INF<Real>() ) {
79  switch(opt_) {
80  case 0: return dl*du; break;
81  case 1: return du-dl; break;
82  case 2: return -two; break;
83  default: return zero; break; // Should never be called
84  }
85  }
86  else { // dl finite, du infinite
87  switch(opt_) {
88  case 0: return dl; break;
89  case 1: return one; break;
90  case 2: return zero; break;
91  default: return zero; break; // Should never be called
92  }
93  }
94  }
95  else { // dl infinite, du finite
96  if( du <ROL_INF<Real>() ) { // dl and du infinite
97  switch(opt_) {
98  case 0: return du; break;
99  case 1: return -one; break;
100  case 2: return zero; break;
101  default: return zero; break; // Should never be called
102  }
103  }
104  else {
105  return zero;
106  }
107  }
108  } // apply
109  }; // class BoundsCheck
110 
111 public:
112 
113  BinaryConstraint( const ROL::Ptr<const Vector<Real>> &lo,
114  const ROL::Ptr<const Vector<Real>> &up, Real gamma );
115  BinaryConstraint( const BoundConstraint<Real> &bnd, Real gamma );
116  BinaryConstraint( const ROL::Ptr<const BoundConstraint<Real>> &bnd, Real gamma );
117 
118  void value(Vector<Real> &c, const Vector<Real> &x, Real &tol) override;
119  void applyJacobian(Vector<Real> &jv, const Vector<Real> &v, const Vector<Real> &x, Real &tol) override;
120  void applyAdjointJacobian(Vector<Real> &ajv, const Vector<Real> &v, const Vector<Real> &x, Real &tol) override;
121  void applyAdjointHessian(Vector<Real> &ahuv, const Vector<Real> &u, const Vector<Real> &v, const Vector<Real> &x, Real &tol) override;
122 
123  void setPenalty( Real gamma );
124 };
125 
126 } // namespace ROL
127 
129 
130 #endif // ROL_BINARY_CONSTRAINT_H
Implements an equality constraint function that evaluates to zero on the surface of a bounded paralle...
void applyAdjointHessian(Vector< Real > &ahuv, const Vector< Real > &u, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply the derivative of the adjoint of the constraint Jacobian at to vector in direction ...
const Ptr< const Vector< Real > > up_
const Ptr< const Vector< Real > > lo_
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
void applyJacobian(Vector< Real > &jv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply the constraint Jacobian at , , to vector .
Objective_SerialSimOpt(const Ptr< Obj > &obj, const V &ui) z0_ zero()
BinaryConstraint(const ROL::Ptr< const Vector< Real >> &lo, const ROL::Ptr< const Vector< Real >> &up, Real gamma)
void applyAdjointJacobian(Vector< Real > &ajv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
Apply the adjoint of the the constraint Jacobian at , , to vector .
Provides the interface to apply upper and lower bound constraints.
Ptr< Vector< Real > > d_
Real apply(const Real &dl, const Real &du) const
void value(Vector< Real > &c, const Vector< Real > &x, Real &tol) override
Evaluate the constraint operator at .
Defines the general constraint operator interface.