ROL
Public Member Functions | Private Attributes | List of all members
ROL::BoundConstraint_SimOpt< Real > Class Template Reference

#include <ROL_BoundConstraint_SimOpt.hpp>

+ Inheritance diagram for ROL::BoundConstraint_SimOpt< Real >:

Public Member Functions

 ~BoundConstraint_SimOpt ()
 
 BoundConstraint_SimOpt (const Ptr< BoundConstraint< Real >> &bnd1, const Ptr< BoundConstraint< Real >> &bnd2)
 Default constructor. More...
 
 BoundConstraint_SimOpt (const Ptr< BoundConstraint< Real >> &bnd, bool optBnd=true)
 Constructor for single bound constraint. More...
 
 BoundConstraint_SimOpt (const Ptr< BoundConstraint< Real >> &bnd, const Vector< Real > &x, bool optBnd=true)
 Constructor for single bound constraint. More...
 
void project (Vector< Real > &x)
 Project optimization variables onto the bounds. More...
 
void projectInterior (Vector< Real > &x)
 Project optimization variables into the interior of the feasible set. More...
 
void pruneUpperActive (Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0))
 Set variables to zero if they correspond to the upper \(\epsilon\)-active set. More...
 
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 \(\epsilon\)-binding set. More...
 
void pruneLowerActive (Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0))
 Set variables to zero if they correspond to the lower \(\epsilon\)-active set. More...
 
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 \(\epsilon\)-binding set. More...
 
const Ptr< const Vector< Real > > getLowerBound (void) const
 Return the ref count pointer to the lower bound vector. More...
 
const Ptr< const Vector< Real > > getUpperBound (void) const
 Return the ref count pointer to the upper bound vector. 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...
 
bool isFeasible (const Vector< Real > &v)
 Check if the vector, v, is feasible. More...
 
void applyInverseScalingFunction (Vector< Real > &dv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g) const
 Apply inverse scaling function. More...
 
void applyScalingFunctionJacobian (Vector< Real > &dv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g) const
 Apply scaling function Jacobian. More...
 
- Public Member Functions inherited from ROL::BoundConstraint< Real >
virtual ~BoundConstraint ()
 
 BoundConstraint (void)
 
 BoundConstraint (const Vector< Real > &x)
 
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

const Ptr< BoundConstraint
< Real > > 
bnd1_
 
const Ptr< BoundConstraint
< Real > > 
bnd2_
 

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 ROL::BoundConstraint_SimOpt< Real >

Definition at line 39 of file ROL_BoundConstraint_SimOpt.hpp.

Constructor & Destructor Documentation

template<class Real >
ROL::BoundConstraint_SimOpt< Real >::~BoundConstraint_SimOpt ( )
inline

Definition at line 44 of file ROL_BoundConstraint_SimOpt.hpp.

template<class Real >
ROL::BoundConstraint_SimOpt< Real >::BoundConstraint_SimOpt ( const Ptr< BoundConstraint< Real >> &  bnd1,
const Ptr< BoundConstraint< Real >> &  bnd2 
)
inline

Default constructor.

The default constructor automatically turns the constraints on.

Definition at line 50 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, and ROL::BoundConstraint< Real >::deactivate().

template<class Real >
ROL::BoundConstraint_SimOpt< Real >::BoundConstraint_SimOpt ( const Ptr< BoundConstraint< Real >> &  bnd,
bool  optBnd = true 
)
inline

Constructor for single bound constraint.

Construct a SimOpt bound constraint with either a bound on the Sim or Opt variables.

Parameters
[in]bndis the bound constraint.
[in]optBndis true if the bound is on the Opt variable.

Definition at line 66 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, and ROL::BoundConstraint< Real >::deactivate().

template<class Real >
ROL::BoundConstraint_SimOpt< Real >::BoundConstraint_SimOpt ( const Ptr< BoundConstraint< Real >> &  bnd,
const Vector< Real > &  x,
bool  optBnd = true 
)
inline

Constructor for single bound constraint.

Construct a SimOpt bound constraint with either a bound on the Sim or Opt variables.

Parameters
[in]bndis the bound constraint.
[in]xis a Sim variable if optBnd, an Opt variable otherwise.
[in]optBndis true if the bound is on the Opt variable.

Definition at line 84 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, and ROL::BoundConstraint< Real >::deactivate().

Member Function Documentation

template<class Real >
void ROL::BoundConstraint_SimOpt< Real >::project ( Vector< Real > &  x)
inlinevirtual

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]xis the optimization variable.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 103 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().

template<class Real >
void ROL::BoundConstraint_SimOpt< Real >::projectInterior ( Vector< Real > &  x)
inlinevirtual

Project optimization variables into the interior of the feasible set.

This function implements the projection of \(x\) into the interior of the feasible set, i.e.,

\[ (P_{[a,b]}(x))(\xi) \in (a(\xi),b(\xi)) \quad \text{for almost every }\xi\in\Xi. \]

Parameters
[in,out]xis the optimization variable.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 119 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().

template<class Real >
void ROL::BoundConstraint_SimOpt< Real >::pruneUpperActive ( Vector< Real > &  v,
const Vector< Real > &  x,
Real  eps = Real(0) 
)
inlinevirtual

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

\[ \mathcal{A}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = b(\xi)-\epsilon\,\}. \]

Parameters
[out]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 136 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().

template<class Real >
void ROL::BoundConstraint_SimOpt< Real >::pruneUpperActive ( Vector< Real > &  v,
const Vector< Real > &  g,
const Vector< Real > &  x,
Real  xeps = Real(0),
Real  geps = Real(0) 
)
inlinevirtual

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

\[ \mathcal{B}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = b(\xi)-\epsilon,\; g(\xi) < 0 \,\}. \]

Parameters
[out]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]gis the negative search direction.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 156 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().

template<class Real >
void ROL::BoundConstraint_SimOpt< Real >::pruneLowerActive ( Vector< Real > &  v,
const Vector< Real > &  x,
Real  eps = Real(0) 
)
inlinevirtual

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

\[ \mathcal{A}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = a(\xi)+\epsilon\,\}. \]

Parameters
[out]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 175 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().

template<class Real >
void ROL::BoundConstraint_SimOpt< Real >::pruneLowerActive ( Vector< Real > &  v,
const Vector< Real > &  g,
const Vector< Real > &  x,
Real  xeps = Real(0),
Real  geps = Real(0) 
)
inlinevirtual

Set variables to zero if they correspond to the lower \(\epsilon\)-binding set.

This function sets \(v(\xi)=0\) if \(\xi\in\mathcal{B}^-_\epsilon(x)\). Here, the lower \(\epsilon\)-binding set is defined as

\[ \mathcal{B}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = a(\xi)+\epsilon,\; g(\xi) > 0 \,\}. \]

Parameters
[out]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]gis the negative search direction.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 195 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().

template<class Real >
const Ptr<const Vector<Real> > ROL::BoundConstraint_SimOpt< Real >::getLowerBound ( void  ) const
inlinevirtual

Return the ref count pointer to the lower bound vector.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 203 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, and ROL::BoundConstraint_SimOpt< Real >::bnd2_.

template<class Real >
const Ptr<const Vector<Real> > ROL::BoundConstraint_SimOpt< Real >::getUpperBound ( void  ) const
inlinevirtual

Return the ref count pointer to the upper bound vector.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 210 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, and ROL::BoundConstraint_SimOpt< Real >::bnd2_.

template<class Real >
void ROL::BoundConstraint_SimOpt< Real >::pruneActive ( Vector< Real > &  v,
const Vector< Real > &  x,
Real  eps = Real(0) 
)
inline

Set variables to zero if they correspond to the \(\epsilon\)-active set.

This function sets \(v(\xi)=0\) if \(\xi\in\mathcal{A}_\epsilon(x)\). Here, the \(\epsilon\)-active set is defined as

\[ \mathcal{A}_\epsilon(x) = \mathcal{A}^+_\epsilon(x)\cap\mathcal{A}^-_\epsilon(x). \]

Parameters
[out]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]epsis the active-set tolerance \(\epsilon\).

Definition at line 228 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().

template<class Real >
void ROL::BoundConstraint_SimOpt< Real >::pruneActive ( Vector< Real > &  v,
const Vector< Real > &  g,
const Vector< Real > &  x,
Real  xeps = Real(0),
Real  geps = Real(0) 
)
inline

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 \(\epsilon\)-binding set is defined as

\[ \mathcal{B}^+_\epsilon(x) = \mathcal{B}^+_\epsilon(x)\cap\mathcal{B}^-_\epsilon(x). \]

Parameters
[out]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]gis the negative search direction.
[in]epsis the active-set tolerance \(\epsilon\).

Definition at line 247 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().

template<class Real >
bool ROL::BoundConstraint_SimOpt< Real >::isFeasible ( const Vector< Real > &  v)
inlinevirtual

Check if the vector, v, is feasible.

This function returns true if \(v = P_{[a,b]}(v)\).

Parameters
[in]vis the vector to be checked.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 260 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().

template<class Real >
void ROL::BoundConstraint_SimOpt< Real >::applyInverseScalingFunction ( Vector< Real > &  dv,
const Vector< Real > &  v,
const Vector< Real > &  x,
const Vector< Real > &  g 
) const
inlinevirtual

Apply inverse scaling function.

This function applies the inverse scaling function \(d(x,g)\) to a vector \(v\), i.e., the output is \(\mathrm{diag}(d(x,g)^{-1})v\). The scaling function must satisfy: (i) \(d(x,g)_i = 0\) if \(x_i = a_i\) and \(g_i \ge 0\); (ii) \(d(x,g)_i = 0\) if \(x_i = b_i\) and \(g_i \le 0\); and (iii) \(d(x,g)_i > 0\) otherwise.

Parameters
[out]dvis the inverse scaling function applied to v.
[in]vis the vector being scaled.
[in]xis the primal vector at which the scaling function is evaluated.
[in]gis the dual vector at which the scaling function is evaluated.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 278 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().

template<class Real >
void ROL::BoundConstraint_SimOpt< Real >::applyScalingFunctionJacobian ( Vector< Real > &  dv,
const Vector< Real > &  v,
const Vector< Real > &  x,
const Vector< Real > &  g 
) const
inlinevirtual

Apply scaling function Jacobian.

This function applies the Jacobian of the scaling function \(d(x,g)\) to a vector \(v\). The output is \(\mathrm{diag}(d_x(x,g)g)v\). The scaling function must satisfy: (i) \(d(x,g)_i = 0\) if \(x_i = a_i\) and \(g_i \ge 0\); (ii) \(d(x,g)_i = 0\) if \(x_i = b_i\) and \(g_i \le 0\); and (iii) \(d(x,g)_i > 0\) otherwise.

Parameters
[out]dvis the scaling function Jacobian applied to v.
[in]vis the vector being scaled.
[in]xis the primal vector at which the scaling function is evaluated.
[in]gis the dual vector at which the scaling function is evaluated.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 300 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().

Member Data Documentation

template<class Real >
const Ptr<BoundConstraint<Real> > ROL::BoundConstraint_SimOpt< Real >::bnd1_
private
template<class Real >
const Ptr<BoundConstraint<Real> > ROL::BoundConstraint_SimOpt< Real >::bnd2_
private

The documentation for this class was generated from the following file: