ROL
ROL_StdBoundConstraint.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 
49 #ifndef ROL_STDBOUNDCONSTRAINT_HPP
50 #define ROL_STDBOUNDCONSTRAINT_HPP
51 
52 #include "ROL_StdVector.hpp"
53 #include "ROL_BoundConstraint.hpp"
54 
55 namespace ROL {
56 
57 template<class Real>
58 class StdBoundConstraint : public BoundConstraint<Real> {
59 private:
60  int dim_;
61 
62  std::vector<Real> x_lo_;
63  std::vector<Real> x_up_;
64 
65  const Real scale_;
66  const Real feasTol_;
67 
70 
71  Real min_diff_;
72 
73  inline Real buildC(int i) const {
74  const Real zeta(0.5), kappa(1);
75  return std::min(zeta*(x_up_[i] - x_lo_[i]), kappa);
76  }
77 
78  inline Real sgn(Real x) const {
79  const Real zero(0), one(1);
80  return x > zero ? one : (x < zero ? -one : zero);
81  }
82 
83  void buildScalingFunction(Vector<Real> &d, const Vector<Real> &x, const Vector<Real> &g) const;
84 
85 public:
86  StdBoundConstraint(std::vector<Real> &x,
87  bool isLower = false,
88  Real scale = Real(1),
89  const Real feasTol = std::sqrt(ROL_EPSILON<Real>()));
90 
91  StdBoundConstraint(std::vector<Real> &l,
92  std::vector<Real> &u,
93  Real scale = Real(1),
94  const Real feasTol = std::sqrt(ROL_EPSILON<Real>()));
95 
96  void project( Vector<Real> &x ) override;
97 
98  void projectInterior( Vector<Real> &x ) override;
99 
100  void pruneUpperActive(Vector<Real> &v, const Vector<Real> &x, Real eps = Real(0)) override;
101 
102  void pruneUpperActive(Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps = Real(0), Real geps = Real(0)) override;
103 
104  void pruneLowerActive(Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps = Real(0), Real geps = Real(0)) override;
105 
106  void pruneLowerActive(Vector<Real> &v, const Vector<Real> &x, Real eps = Real(0)) override;
107 
108  bool isFeasible( const Vector<Real> &v ) override;
109 
110  void applyInverseScalingFunction( Vector<Real> &dv, const Vector<Real> &v, const Vector<Real> &x, const Vector<Real> &g) const override;
111 
112  void applyScalingFunctionJacobian(Vector<Real> &dv, const Vector<Real> &v, const Vector<Real> &x, const Vector<Real> &g) const override;
113 };
114 
115 }// End ROL Namespace
116 
118 
119 #endif
void projectInterior(Vector< Real > &x) override
Project optimization variables into the interior of the feasible set.
void buildScalingFunction(Vector< Real > &d, const Vector< Real > &x, const Vector< Real > &g) const
bool isFeasible(const Vector< Real > &v) override
Check if the vector, v, is feasible.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
Objective_SerialSimOpt(const Ptr< Obj > &obj, const V &ui) z0_ zero()
void applyInverseScalingFunction(Vector< Real > &dv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g) const override
Apply inverse scaling function.
void pruneUpperActive(Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0)) override
Set variables to zero if they correspond to the upper -active set.
void project(Vector< Real > &x) override
Project optimization variables onto the bounds.
StdBoundConstraint(std::vector< Real > &x, bool isLower=false, Real scale=Real(1), const Real feasTol=std::sqrt(ROL_EPSILON< Real >()))
Provides the interface to apply upper and lower bound constraints.
void applyScalingFunctionJacobian(Vector< Real > &dv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g) const override
Apply scaling function Jacobian.
void pruneLowerActive(Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real xeps=Real(0), Real geps=Real(0)) override
Set variables to zero if they correspond to the -binding set.
Contains definitions for std::vector bound constraints.