ROL
ROL_BoundConstraint_SimOpt.hpp
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1 // @HEADER
2 // *****************************************************************************
3 // Rapid Optimization Library (ROL) Package
4 //
5 // Copyright 2014 NTESS and the ROL contributors.
6 // SPDX-License-Identifier: BSD-3-Clause
7 // *****************************************************************************
8 // @HEADER
9 
10 #ifndef ROL_BOUND_CONSTRAINT_SIMOPT_H
11 #define ROL_BOUND_CONSTRAINT_SIMOPT_H
12 
13 #include "ROL_BoundConstraint.hpp"
14 #include "ROL_Vector_SimOpt.hpp"
15 #include "ROL_Types.hpp"
16 #include <iostream>
17 
36 namespace ROL {
37 
38 template <class Real>
40 private:
41  const Ptr<BoundConstraint<Real>> bnd1_, bnd2_;
42 
43 public:
45 
51  const Ptr<BoundConstraint<Real>> &bnd2)
52  : bnd1_(bnd1), bnd2_(bnd2) {
53  if ( bnd1_->isActivated() || bnd2_->isActivated() )
55  else
57  }
58 
67  bool optBnd = true)
68  : bnd1_(optBnd ? makePtr<BoundConstraint<Real>>() : bnd),
69  bnd2_(optBnd ? bnd : makePtr<BoundConstraint<Real>>()) {
70  if ( bnd1_->isActivated() || bnd2_->isActivated() )
72  else
74  }
75 
85  const Vector<Real> &x,
86  bool optBnd = true)
87  : bnd1_(optBnd ? makePtr<BoundConstraint<Real>>(x) : bnd),
88  bnd2_(optBnd ? bnd : makePtr<BoundConstraint<Real>>(x)) {
89  if ( bnd1_->isActivated() || bnd2_->isActivated() )
91  else
93  }
94 
103  void project( Vector<Real> &x ) {
104  Vector_SimOpt<Real> &xs = dynamic_cast<Vector_SimOpt<Real>&>(x);
105  if (bnd1_->isActivated()) bnd1_->project(*(xs.get_1()));
106  if (bnd2_->isActivated()) bnd2_->project(*(xs.get_2()));
107  }
108 
120  Vector_SimOpt<Real> &xs = dynamic_cast<Vector_SimOpt<Real>&>(x);
121  if (bnd1_->isActivated()) bnd1_->projectInterior(*(xs.get_1()));
122  if (bnd2_->isActivated()) bnd2_->projectInterior(*(xs.get_2()));
123  }
124 
136  void pruneUpperActive( Vector<Real> &v, const Vector<Real> &x, Real eps = Real(0) ) {
137  Vector_SimOpt<Real> &vs = dynamic_cast<Vector_SimOpt<Real>&>(v);
138  const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(x);
139  if (bnd1_->isActivated()) bnd1_->pruneUpperActive(*(vs.get_1()),*(xs.get_1()),eps);
140  if (bnd2_->isActivated()) bnd2_->pruneUpperActive(*(vs.get_2()),*(xs.get_2()),eps);
141  }
142 
156  void pruneUpperActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps = Real(0), Real geps = Real(0) ) {
157  Vector_SimOpt<Real> &vs = dynamic_cast<Vector_SimOpt<Real>&>(v);
158  const Vector_SimOpt<Real> &gs = dynamic_cast<const Vector_SimOpt<Real>&>(g);
159  const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(x);
160  if (bnd1_->isActivated()) bnd1_->pruneUpperActive(*(vs.get_1()),*(gs.get_1()),*(xs.get_1()),xeps,geps);
161  if (bnd2_->isActivated()) bnd2_->pruneUpperActive(*(vs.get_2()),*(gs.get_2()),*(xs.get_2()),xeps,geps);
162  }
163 
175  void pruneLowerActive( Vector<Real> &v, const Vector<Real> &x, Real eps = Real(0) ) {
176  Vector_SimOpt<Real> &vs = dynamic_cast<Vector_SimOpt<Real>&>(v);
177  const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(x);
178  if (bnd1_->isActivated()) bnd1_->pruneLowerActive(*(vs.get_1()),*(xs.get_1()),eps);
179  if (bnd2_->isActivated()) bnd2_->pruneLowerActive(*(vs.get_2()),*(xs.get_2()),eps);
180  }
181 
195  void pruneLowerActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps = Real(0), Real geps = Real(0) ) {
196  Vector_SimOpt<Real> &vs = dynamic_cast<Vector_SimOpt<Real>&>(v);
197  const Vector_SimOpt<Real> &gs = dynamic_cast<const Vector_SimOpt<Real>&>(g);
198  const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(x);
199  if (bnd1_->isActivated()) bnd1_->pruneLowerActive(*(vs.get_1()),*(gs.get_1()),*(xs.get_1()),xeps,geps);
200  if (bnd2_->isActivated()) bnd2_->pruneLowerActive(*(vs.get_2()),*(gs.get_2()),*(xs.get_2()),xeps,geps);
201  }
202 
203  const Ptr<const Vector<Real>> getLowerBound( void ) const {
204  const Ptr<const Vector<Real>> l1 = bnd1_->getLowerBound();
205  const Ptr<const Vector<Real>> l2 = bnd2_->getLowerBound();
206  return makePtr<Vector_SimOpt<Real>>( constPtrCast<Vector<Real>>(l1),
207  constPtrCast<Vector<Real>>(l2) );
208  }
209 
210  const Ptr<const Vector<Real>> getUpperBound(void) const {
211  const Ptr<const Vector<Real>> u1 = bnd1_->getUpperBound();
212  const Ptr<const Vector<Real>> u2 = bnd2_->getUpperBound();
213  return makePtr<Vector_SimOpt<Real>>( constPtrCast<Vector<Real>>(u1),
214  constPtrCast<Vector<Real>>(u2) );
215  }
216 
228  void pruneActive( Vector<Real> &v, const Vector<Real> &x, Real eps = Real(0) ) {
229  Vector_SimOpt<Real> &vs = dynamic_cast<Vector_SimOpt<Real>&>(v);
230  const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(x);
231  if (bnd1_->isActivated()) bnd1_->pruneActive(*(vs.get_1()),*(xs.get_1()),eps);
232  if (bnd2_->isActivated()) bnd2_->pruneActive(*(vs.get_2()),*(xs.get_2()),eps);
233  }
234 
247  void pruneActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps = Real(0), Real geps = Real(0) ) {
248  Vector_SimOpt<Real> &vs = dynamic_cast<Vector_SimOpt<Real>&>(v);
249  const Vector_SimOpt<Real> &gs = dynamic_cast<const Vector_SimOpt<Real>&>(g);
250  const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(x);
251  if (bnd1_->isActivated()) bnd1_->pruneActive(*(vs.get_1()),*(gs.get_1()),*(xs.get_1()),xeps,geps);
252  if (bnd2_->isActivated()) bnd2_->pruneActive(*(vs.get_2()),*(gs.get_2()),*(xs.get_2()),xeps,geps);
253  }
254 
260  bool isFeasible( const Vector<Real> &v ) {
261  const Vector_SimOpt<Real> &vs = dynamic_cast<const Vector_SimOpt<Real>&>(v);
262  return (bnd1_->isFeasible(*(vs.get_1()))) && (bnd2_->isFeasible(*(vs.get_2())));
263  }
264 
278  void applyInverseScalingFunction(Vector<Real> &dv, const Vector<Real> &v, const Vector<Real> &x, const Vector<Real> &g) const{
279  Vector_SimOpt<Real> &dvs = dynamic_cast<Vector_SimOpt<Real>&>(dv);
280  const Vector_SimOpt<Real> &vs = dynamic_cast<const Vector_SimOpt<Real>&>(v);
281  const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(x);
282  const Vector_SimOpt<Real> &gs = dynamic_cast<const Vector_SimOpt<Real>&>(g);
283  if (bnd1_->isActivated()) bnd1_->applyInverseScalingFunction(*(dvs.get_1()),*(vs.get_1()),*(xs.get_1()),*(gs.get_1()));
284  if (bnd2_->isActivated()) bnd2_->applyInverseScalingFunction(*(dvs.get_2()),*(vs.get_2()),*(xs.get_2()),*(gs.get_2()));
285  }
286 
300  void applyScalingFunctionJacobian(Vector<Real> &dv, const Vector<Real> &v, const Vector<Real> &x, const Vector<Real> &g) const {
301  Vector_SimOpt<Real> &dvs = dynamic_cast<Vector_SimOpt<Real>&>(dv);
302  const Vector_SimOpt<Real> &vs = dynamic_cast<const Vector_SimOpt<Real>&>(v);
303  const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(x);
304  const Vector_SimOpt<Real> &gs = dynamic_cast<const Vector_SimOpt<Real>&>(g);
305  if (bnd1_->isActivated()) bnd1_->applyScalingFunctionJacobian(*(dvs.get_1()),*(vs.get_1()),*(xs.get_1()),*(gs.get_1()));
306  if (bnd2_->isActivated()) bnd2_->applyScalingFunctionJacobian(*(dvs.get_2()),*(vs.get_2()),*(xs.get_2()),*(gs.get_2()));
307  }
308 
309 }; // class BoundConstraint_SimOpt
310 
311 } // namespace ROL
312 
313 #endif
void pruneActive(Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0))
Set variables to zero if they correspond to the -active set.
bool isFeasible(const Vector< Real > &v)
Check if the vector, v, is feasible.
ROL::Ptr< const Vector< Real > > get_2() const
void pruneUpperActive(Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0))
Set variables to zero if they correspond to the upper -active set.
void pruneLowerActive(Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0))
Set variables to zero if they correspond to the lower -active set.
BoundConstraint_SimOpt(const Ptr< BoundConstraint< Real >> &bnd, bool optBnd=true)
Constructor for single bound constraint.
Defines the linear algebra or vector space interface for simulation-based optimization.
Contains definitions of custom data types in ROL.
BoundConstraint_SimOpt(const Ptr< BoundConstraint< Real >> &bnd1, const Ptr< BoundConstraint< Real >> &bnd2)
Default constructor.
const Ptr< BoundConstraint< Real > > bnd2_
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:46
void pruneActive(Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real xeps=Real(0), Real geps=Real(0))
Set variables to zero if they correspond to the -binding set.
const Ptr< BoundConstraint< Real > > bnd1_
void projectInterior(Vector< Real > &x)
Project optimization variables into the interior of the feasible set.
void applyScalingFunctionJacobian(Vector< Real > &dv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g) const
Apply scaling function Jacobian.
const Ptr< const Vector< Real > > getLowerBound(void) const
Return the ref count pointer to the lower bound vector.
void pruneUpperActive(Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real xeps=Real(0), Real geps=Real(0))
Set variables to zero if they correspond to the upper -binding set.
Provides the interface to apply upper and lower bound constraints.
void pruneLowerActive(Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real xeps=Real(0), Real geps=Real(0))
Set variables to zero if they correspond to the lower -binding set.
void applyInverseScalingFunction(Vector< Real > &dv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g) const
Apply inverse scaling function.
void deactivate(void)
Turn off bounds.
void project(Vector< Real > &x)
Project optimization variables onto the bounds.
const Ptr< const Vector< Real > > getUpperBound(void) const
Return the ref count pointer to the upper bound vector.
ROL::Ptr< const Vector< Real > > get_1() const
BoundConstraint_SimOpt(const Ptr< BoundConstraint< Real >> &bnd, const Vector< Real > &x, bool optBnd=true)
Constructor for single bound constraint.