#include <example_04.hpp>
Inheritance diagram for H1BoundConstraint< Real >:
Public Member Functions | |
| H1BoundConstraint (std::vector< Real > &l, std::vector< Real > &u, const ROL::Ptr< BurgersFEM< Real > > &fem, Real scale=1.0) | |
| 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 | pruneActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps=Real(0)) |
| 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 | pruneActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real xeps=Real(0), Real geps=Real(0)) |
| const ROL::Ptr< const ROL::Vector< Real > > | getLowerBound (void) const |
| Return the ref count pointer to the lower bound vector. More... | |
| const ROL::Ptr< const ROL::Vector< Real > > | getUpperBound (void) const |
| Return the ref count pointer to the upper bound vector. More... | |
| H1BoundConstraint (std::vector< Real > &l, std::vector< Real > &u, const ROL::Ptr< BurgersFEM< Real > > &fem, Real scale=1.0) | |
| 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 | pruneActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps=Real(0)) |
| 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 | pruneActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real xeps=Real(0), Real geps=Real(0)) |
| const ROL::Ptr< const ROL::Vector< Real > > | getLowerBound (void) const |
| Return the ref count pointer to the lower bound vector. More... | |
| const ROL::Ptr< const ROL::Vector< Real > > | getUpperBound (void) const |
| Return the ref count pointer to the upper bound vector. More... | |
| H1BoundConstraint (std::vector< Real > &l, std::vector< Real > &u, const ROL::Ptr< BurgersFEM< Real > > &fem, Real scale=1.0) | |
| 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 | pruneActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps=Real(0)) |
| 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 | pruneActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real xeps=Real(0), Real geps=Real(0)) |
| const ROL::Ptr< const ROL::Vector< Real > > | getLowerBound (void) const |
| Return the ref count pointer to the lower bound vector. More... | |
| const ROL::Ptr< const ROL::Vector< Real > > | getUpperBound (void) const |
| Return the ref count pointer to the upper bound vector. More... | |
| 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 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 Member Functions | |
| void | cast_vector (ROL::Ptr< std::vector< Real > > &xvec, ROL::Vector< Real > &x) const |
| void | cast_const_vector (ROL::Ptr< const std::vector< Real > > &xvec, const ROL::Vector< Real > &x) const |
| void | axpy (std::vector< Real > &out, const Real a, const std::vector< Real > &x, const std::vector< Real > &y) const |
| void | projection (std::vector< Real > &x) |
| void | cast_vector (ROL::Ptr< std::vector< Real > > &xvec, ROL::Vector< Real > &x) const |
| void | cast_const_vector (ROL::Ptr< const std::vector< Real > > &xvec, const ROL::Vector< Real > &x) const |
| void | axpy (std::vector< Real > &out, const Real a, const std::vector< Real > &x, const std::vector< Real > &y) const |
| void | projection (std::vector< Real > &x) |
| void | cast_vector (ROL::Ptr< std::vector< Real > > &xvec, ROL::Vector< Real > &x) const |
| void | cast_const_vector (ROL::Ptr< const std::vector< Real > > &xvec, const ROL::Vector< Real > &x) const |
| void | axpy (std::vector< Real > &out, const Real a, const std::vector< Real > &x, const std::vector< Real > &y) const |
| void | projection (std::vector< Real > &x) |
Private Attributes | |
| int | dim_ |
| std::vector< Real > | x_lo_ |
| std::vector< Real > | x_up_ |
| Real | min_diff_ |
| Real | scale_ |
| ROL::Ptr< BurgersFEM< Real > > | fem_ |
| ROL::Ptr< ROL::Vector< Real > > | l_ |
| ROL::Ptr< ROL::Vector< Real > > | u_ |
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_ |
Detailed Description
template<class Real>
class H1BoundConstraint< Real >
Definition at line 1302 of file example_04.hpp.
Constructor & Destructor Documentation
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Definition at line 1348 of file example_04.hpp.
References H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::l_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::u_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< Real >::x_up_.
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Definition at line 1429 of file example_07.hpp.
References H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::l_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::u_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< Real >::x_up_.
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Definition at line 1213 of file example_08.hpp.
References H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::l_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::u_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< Real >::x_up_.
Member Function Documentation
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Definition at line 1313 of file example_04.hpp.
Referenced by H1BoundConstraint< Real >::project(), H1BoundConstraint< Real >::pruneActive(), H1BoundConstraint< Real >::pruneLowerActive(), and H1BoundConstraint< Real >::pruneUpperActive().
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Definition at line 1323 of file example_04.hpp.
Referenced by H1BoundConstraint< Real >::isFeasible(), H1BoundConstraint< Real >::pruneActive(), H1BoundConstraint< Real >::pruneLowerActive(), and H1BoundConstraint< Real >::pruneUpperActive().
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Definition at line 1333 of file example_04.hpp.
References H1BoundConstraint< Real >::dim_.
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Definition at line 1341 of file example_04.hpp.
References H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< Real >::x_up_.
Referenced by H1BoundConstraint< Real >::project().
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Check if the vector, v, is feasible.
This function returns true if \(v = P_{[a,b]}(v)\).
- Parameters
-
[in] v is the vector to be checked.
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1367 of file example_04.hpp.
References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< 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.,
\[ (P_{[a,b]}(x))(\xi) = \min\{b(\xi),\max\{a(\xi),x(\xi)\}\} \quad \text{for almost every }\xi\in\Xi. \]
- Parameters
-
[in,out] x is the optimization variable.
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1379 of file example_04.hpp.
References H1BoundConstraint< Real >::cast_vector(), and H1BoundConstraint< Real >::projection().
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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
\[ \mathcal{A}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) \le a(\xi)+\epsilon\,\}. \]
- Parameters
-
[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 1384 of file example_04.hpp.
References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, and H1BoundConstraint< 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
\[ \mathcal{A}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) \ge b(\xi)-\epsilon\,\}. \]
- Parameters
-
[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 1395 of file example_04.hpp.
References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, and H1BoundConstraint< Real >::x_up_.
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Definition at line 1406 of file example_04.hpp.
References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< 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
\[ \mathcal{B}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) \le a(\xi)+\epsilon,\; g(\xi) > 0 \,\}. \]
- Parameters
-
[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 1418 of file example_04.hpp.
References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, and H1BoundConstraint< 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
\[ \mathcal{B}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) \ge b(\xi)-\epsilon_x,\; g(\xi) < -\epsilon_g \,\}. \]
- Parameters
-
[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 1430 of file example_04.hpp.
References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, and H1BoundConstraint< Real >::x_up_.
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Definition at line 1442 of file example_04.hpp.
References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< Real >::x_up_.
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Return the ref count pointer to the lower bound vector.
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1455 of file example_04.hpp.
References H1BoundConstraint< Real >::l_.
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Return the ref count pointer to the upper bound vector.
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1459 of file example_04.hpp.
References H1BoundConstraint< Real >::u_.
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Definition at line 1390 of file example_07.hpp.
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Definition at line 1402 of file example_07.hpp.
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Definition at line 1414 of file example_07.hpp.
References H1BoundConstraint< Real >::dim_.
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Definition at line 1422 of file example_07.hpp.
References H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< Real >::x_up_.
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Check if the vector, v, is feasible.
This function returns true if \(v = P_{[a,b]}(v)\).
- Parameters
-
[in] v is the vector to be checked.
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1448 of file example_07.hpp.
References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< 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.,
\[ (P_{[a,b]}(x))(\xi) = \min\{b(\xi),\max\{a(\xi),x(\xi)\}\} \quad \text{for almost every }\xi\in\Xi. \]
- Parameters
-
[in,out] x is the optimization variable.
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1460 of file example_07.hpp.
References H1BoundConstraint< Real >::cast_vector(), and H1BoundConstraint< Real >::projection().
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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
\[ \mathcal{A}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) \le a(\xi)+\epsilon\,\}. \]
- Parameters
-
[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 1465 of file example_07.hpp.
References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, and H1BoundConstraint< 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
\[ \mathcal{A}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) \ge b(\xi)-\epsilon\,\}. \]
- Parameters
-
[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 1476 of file example_07.hpp.
References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, and H1BoundConstraint< Real >::x_up_.
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Definition at line 1487 of file example_07.hpp.
References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< 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
\[ \mathcal{B}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) \le a(\xi)+\epsilon,\; g(\xi) > 0 \,\}. \]
- Parameters
-
[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 1499 of file example_07.hpp.
References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, and H1BoundConstraint< 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
\[ \mathcal{B}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) \ge b(\xi)-\epsilon_x,\; g(\xi) < -\epsilon_g \,\}. \]
- Parameters
-
[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 1511 of file example_07.hpp.
References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, and H1BoundConstraint< Real >::x_up_.
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Definition at line 1523 of file example_07.hpp.
References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< Real >::x_up_.
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Return the ref count pointer to the lower bound vector.
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1536 of file example_07.hpp.
References H1BoundConstraint< Real >::l_.
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Return the ref count pointer to the upper bound vector.
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1540 of file example_07.hpp.
References H1BoundConstraint< Real >::u_.
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Definition at line 1176 of file example_08.hpp.
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Definition at line 1188 of file example_08.hpp.
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Definition at line 1198 of file example_08.hpp.
References H1BoundConstraint< Real >::dim_.
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Definition at line 1206 of file example_08.hpp.
References H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< Real >::x_up_.
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Check if the vector, v, is feasible.
This function returns true if \(v = P_{[a,b]}(v)\).
- Parameters
-
[in] v is the vector to be checked.
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1232 of file example_08.hpp.
References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< 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.,
\[ (P_{[a,b]}(x))(\xi) = \min\{b(\xi),\max\{a(\xi),x(\xi)\}\} \quad \text{for almost every }\xi\in\Xi. \]
- Parameters
-
[in,out] x is the optimization variable.
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1244 of file example_08.hpp.
References H1BoundConstraint< Real >::cast_vector(), and H1BoundConstraint< Real >::projection().
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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
\[ \mathcal{A}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) \le a(\xi)+\epsilon\,\}. \]
- Parameters
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[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 1249 of file example_08.hpp.
References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, and H1BoundConstraint< 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
\[ \mathcal{A}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) \ge b(\xi)-\epsilon\,\}. \]
- Parameters
-
[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 1260 of file example_08.hpp.
References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, and H1BoundConstraint< Real >::x_up_.
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Definition at line 1271 of file example_08.hpp.
References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< 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
\[ \mathcal{B}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) \le a(\xi)+\epsilon,\; g(\xi) > 0 \,\}. \]
- Parameters
-
[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 1283 of file example_08.hpp.
References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, and H1BoundConstraint< 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
\[ \mathcal{B}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) \ge b(\xi)-\epsilon_x,\; g(\xi) < -\epsilon_g \,\}. \]
- Parameters
-
[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 1295 of file example_08.hpp.
References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, and H1BoundConstraint< Real >::x_up_.
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Definition at line 1307 of file example_08.hpp.
References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< Real >::x_up_.
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Return the ref count pointer to the lower bound vector.
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1320 of file example_08.hpp.
References H1BoundConstraint< Real >::l_.
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Return the ref count pointer to the upper bound vector.
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1324 of file example_08.hpp.
References H1BoundConstraint< Real >::u_.
Member Data Documentation
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Definition at line 1304 of file example_04.hpp.
Referenced by H1BoundConstraint< Real >::axpy(), H1BoundConstraint< Real >::H1BoundConstraint(), H1BoundConstraint< Real >::isFeasible(), H1BoundConstraint< Real >::projection(), H1BoundConstraint< Real >::pruneActive(), H1BoundConstraint< Real >::pruneLowerActive(), and H1BoundConstraint< Real >::pruneUpperActive().
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Definition at line 1305 of file example_04.hpp.
Referenced by H1BoundConstraint< Real >::H1BoundConstraint(), H1BoundConstraint< Real >::isFeasible(), H1BoundConstraint< Real >::projection(), H1BoundConstraint< Real >::pruneActive(), and H1BoundConstraint< Real >::pruneLowerActive().
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Definition at line 1306 of file example_04.hpp.
Referenced by H1BoundConstraint< Real >::H1BoundConstraint(), H1BoundConstraint< Real >::isFeasible(), H1BoundConstraint< Real >::projection(), H1BoundConstraint< Real >::pruneActive(), and H1BoundConstraint< Real >::pruneUpperActive().
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Definition at line 1307 of file example_04.hpp.
Referenced by H1BoundConstraint< Real >::H1BoundConstraint(), H1BoundConstraint< Real >::pruneActive(), H1BoundConstraint< Real >::pruneLowerActive(), and H1BoundConstraint< Real >::pruneUpperActive().
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Definition at line 1308 of file example_04.hpp.
Referenced by H1BoundConstraint< Real >::pruneActive(), H1BoundConstraint< Real >::pruneLowerActive(), and H1BoundConstraint< Real >::pruneUpperActive().
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Definition at line 1309 of file example_04.hpp.
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Definition at line 1310 of file example_04.hpp.
Referenced by H1BoundConstraint< Real >::getLowerBound(), and H1BoundConstraint< Real >::H1BoundConstraint().
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Definition at line 1311 of file example_04.hpp.
Referenced by H1BoundConstraint< Real >::getUpperBound(), and H1BoundConstraint< Real >::H1BoundConstraint().
The documentation for this class was generated from the following files:
