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ROL
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#include <example_01.hpp>
Inheritance diagram for BoundConstraint_BurgersControl< Real >:Public Member Functions | |
| BoundConstraint_BurgersControl (int dim) | |
| bool | isFeasible (const ROL::Vector< Real > &x) |
| Check if the vector, v, is feasible. More... | |
| void | project (ROL::Vector< Real > &x) |
| Project optimization variables onto the bounds. More... | |
| void | pruneLowerActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps=Real(0)) |
| Set variables to zero if they correspond to the lower \(\epsilon\)-active set. More... | |
| void | pruneUpperActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps=Real(0)) |
| Set variables to zero if they correspond to the upper \(\epsilon\)-active set. More... | |
| void | pruneLowerActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real xeps=Real(0), Real geps=Real(0)) |
| Set variables to zero if they correspond to the \(\epsilon\)-binding set. More... | |
| void | pruneUpperActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real xeps=Real(0), Real geps=Real(0)) |
| Set variables to zero if they correspond to the upper \(\epsilon\)-binding set. More... | |
| void | setVectorToUpperBound (ROL::Vector< Real > &u) |
| void | setVectorToLowerBound (ROL::Vector< Real > &l) |
Public Member Functions inherited from ROL::BoundConstraint< Real > | |
| virtual | ~BoundConstraint () |
| BoundConstraint (void) | |
| BoundConstraint (const Vector< Real > &x) | |
| virtual void | projectInterior (Vector< Real > &x) |
| Project optimization variables into the interior of the feasible set. More... | |
| virtual const Ptr< const Vector< Real > > | getLowerBound (void) const |
| Return the ref count pointer to the lower bound vector. More... | |
| virtual const Ptr< const Vector< Real > > | getUpperBound (void) const |
| Return the ref count pointer to the upper bound vector. More... | |
| virtual void | applyInverseScalingFunction (Vector< Real > &dv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g) const |
| Apply inverse scaling function. More... | |
| virtual void | applyScalingFunctionJacobian (Vector< Real > &dv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g) const |
| Apply scaling function Jacobian. More... | |
| void | activateLower (void) |
| Turn on lower bound. More... | |
| void | activateUpper (void) |
| Turn on upper bound. More... | |
| void | activate (void) |
| Turn on bounds. More... | |
| void | deactivateLower (void) |
| Turn off lower bound. More... | |
| void | deactivateUpper (void) |
| Turn off upper bound. More... | |
| void | deactivate (void) |
| Turn off bounds. More... | |
| bool | isLowerActivated (void) const |
| Check if lower bound are on. More... | |
| bool | isUpperActivated (void) const |
| Check if upper bound are on. More... | |
| bool | isActivated (void) const |
| Check if bounds are on. More... | |
| void | pruneActive (Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0)) |
| Set variables to zero if they correspond to the \(\epsilon\)-active set. More... | |
| 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 \(\epsilon\)-binding set. More... | |
| void | pruneLowerInactive (Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0)) |
| Set variables to zero if they correspond to the \(\epsilon\)-inactive set. More... | |
| void | pruneUpperInactive (Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0)) |
| Set variables to zero if they correspond to the \(\epsilon\)-inactive set. More... | |
| void | pruneLowerInactive (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 \(\epsilon\)-nonbinding set. More... | |
| void | pruneUpperInactive (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 \(\epsilon\)-nonbinding set. More... | |
| void | pruneInactive (Vector< Real > &v, const Vector< Real > &x, Real eps=Real(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 xeps=Real(0), Real geps=Real(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 | |
| int | dim_ |
| std::vector< Real > | x_lo_ |
| std::vector< Real > | x_up_ |
| Real | min_diff_ |
Additional Inherited Members | |
Protected Member Functions inherited from ROL::BoundConstraint< Real > | |
| Real | computeInf (const Vector< Real > &x) const |
Protected Attributes inherited from ROL::BoundConstraint< Real > | |
| Ptr< Vector< Real > > | lower_ |
| Ptr< Vector< Real > > | upper_ |
Definition at line 422 of file burgers-control/example_01.hpp.
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Definition at line 429 of file burgers-control/example_01.hpp.
References BoundConstraint_BurgersControl< Real >::dim_, BoundConstraint_BurgersControl< Real >::x_lo_, and BoundConstraint_BurgersControl< Real >::x_up_.
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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 from ROL::BoundConstraint< Real >.
Definition at line 433 of file burgers-control/example_01.hpp.
References BoundConstraint_BurgersControl< Real >::dim_, BoundConstraint_BurgersControl< Real >::x_lo_, and BoundConstraint_BurgersControl< Real >::x_up_.
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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 from ROL::BoundConstraint< Real >.
Definition at line 445 of file burgers-control/example_01.hpp.
References BoundConstraint_BurgersControl< Real >::dim_, BoundConstraint_BurgersControl< Real >::x_lo_, and BoundConstraint_BurgersControl< Real >::x_up_.
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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
\[ \mathcal{A}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) \le a(\xi)+\epsilon\,\}. \]
| [out] | v | is the variable to be pruned. |
| [in] | x | is the current optimization variable. |
| [in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 452 of file burgers-control/example_01.hpp.
References BoundConstraint_BurgersControl< Real >::dim_, BoundConstraint_BurgersControl< Real >::min_diff_, and BoundConstraint_BurgersControl< Real >::x_lo_.
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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
\[ \mathcal{A}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) \ge b(\xi)-\epsilon\,\}. \]
| [out] | v | is the variable to be pruned. |
| [in] | x | is the current optimization variable. |
| [in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 464 of file burgers-control/example_01.hpp.
References BoundConstraint_BurgersControl< Real >::dim_, BoundConstraint_BurgersControl< Real >::min_diff_, and BoundConstraint_BurgersControl< Real >::x_up_.
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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 lower \(\epsilon\)-binding set is defined as
\[ \mathcal{B}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) \le a(\xi)+\epsilon,\; g(\xi) > 0 \,\}. \]
| [out] | v | is the variable to be pruned. |
| [in] | g | is the negative search direction. |
| [in] | x | is the current optimization variable. |
| [in] | xeps | is the active-set tolerance \(\epsilon_x\). |
| [in] | geps | is the binding-set tolerance \(\epsilon_g\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 476 of file burgers-control/example_01.hpp.
References BoundConstraint_BurgersControl< Real >::dim_, BoundConstraint_BurgersControl< Real >::min_diff_, and BoundConstraint_BurgersControl< Real >::x_lo_.
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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
\[ \mathcal{B}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) \ge b(\xi)-\epsilon_x,\; g(\xi) < -\epsilon_g \,\}. \]
| [out] | v | is the variable to be pruned. |
| [in] | g | is the negative search direction. |
| [in] | x | is the current optimization variable. |
| [in] | xeps | is the active-set tolerance \(\epsilon_x\). |
| [in] | geps | is the binding-set tolerance \(\epsilon_g\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 490 of file burgers-control/example_01.hpp.
References BoundConstraint_BurgersControl< Real >::dim_, BoundConstraint_BurgersControl< Real >::min_diff_, and BoundConstraint_BurgersControl< Real >::x_up_.
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Definition at line 504 of file burgers-control/example_01.hpp.
References BoundConstraint_BurgersControl< Real >::dim_, ROL::Vector< Real >::set(), and BoundConstraint_BurgersControl< Real >::x_up_.
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Definition at line 510 of file burgers-control/example_01.hpp.
References BoundConstraint_BurgersControl< Real >::dim_, ROL::Vector< Real >::set(), and BoundConstraint_BurgersControl< Real >::x_lo_.
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Definition at line 424 of file burgers-control/example_01.hpp.
Referenced by BoundConstraint_BurgersControl< Real >::BoundConstraint_BurgersControl(), BoundConstraint_BurgersControl< Real >::isFeasible(), BoundConstraint_BurgersControl< Real >::project(), BoundConstraint_BurgersControl< Real >::pruneLowerActive(), BoundConstraint_BurgersControl< Real >::pruneUpperActive(), BoundConstraint_BurgersControl< Real >::setVectorToLowerBound(), and BoundConstraint_BurgersControl< Real >::setVectorToUpperBound().
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Definition at line 425 of file burgers-control/example_01.hpp.
Referenced by BoundConstraint_BurgersControl< Real >::BoundConstraint_BurgersControl(), BoundConstraint_BurgersControl< Real >::isFeasible(), BoundConstraint_BurgersControl< Real >::project(), BoundConstraint_BurgersControl< Real >::pruneLowerActive(), and BoundConstraint_BurgersControl< Real >::setVectorToLowerBound().
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Definition at line 426 of file burgers-control/example_01.hpp.
Referenced by BoundConstraint_BurgersControl< Real >::BoundConstraint_BurgersControl(), BoundConstraint_BurgersControl< Real >::isFeasible(), BoundConstraint_BurgersControl< Real >::project(), BoundConstraint_BurgersControl< Real >::pruneUpperActive(), and BoundConstraint_BurgersControl< Real >::setVectorToUpperBound().
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Definition at line 427 of file burgers-control/example_01.hpp.
Referenced by BoundConstraint_BurgersControl< Real >::pruneLowerActive(), and BoundConstraint_BurgersControl< Real >::pruneUpperActive().
1.8.5