ROL_BinaryConstraint.hpp

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#ifndef ROL_BINARY_CONSTRAINT_H
#define ROL_BINARY_CONSTRAINT_H

#include "ROL_BoundConstraint.hpp"
#include "ROL_Constraint.hpp"

namespace ROL {

template<class Real>
class BinaryConstraint : public Constraint<Real> {

  using V = Vector<Real>;


private:

  const ROL::Ptr<const V> lo_;    // Lower Bound Vector
  const ROL::Ptr<const V> up_;    // Upper Bound Vector

  ROL::Ptr<V> d_;     // Scratch Vector

//  ROL::Ptr<V> dl_;    // Scratch Vectors
//  ROL::Ptr<V> du_;    // Scratch Vectors

  Real   gamma_; // Penality parameter 


  class BoundsCheck : public Elementwise::BinaryFunction<Real> {

  private:

    int opt_;

  public:

    BoundsCheck( int option ) : opt_(option) {}

    Real apply( const Real &dl, const Real &du ) const {

      if( dl < ROL_INF<Real>() ) {
        if( du < ROL_INF<Real>() ) {
          switch(opt_) {
            case 0:  return  dl*du; break;
            case 1:  return  du-dl; break;
            case 2:  return -2.0;   break;
            default: return  0.0;   break; // Should never be called
          }
        }
        else { //  dl finite, du infinite
          switch(opt_) {
            case 0:  return  dl;   break;
            case 1:  return  1.0;  break;
            case 2:  return  0.0;  break; 
            default: return  0.0;  break; // Should never be called
          }
        }
      }
      else { // dl infinite, du finite
        if( du <ROL_INF<Real>() ) { // dl and du infinite
          switch(opt_) {
            case 0:  return  du;   break;
            case 1:  return -1.0;  break;
            case 2:  return  0.0;  break;
            default: return  0.0;  break; // Should never be called
          }
        }
        else {
            return 0.0;
          }
        }
      } // apply
    }; // class BoundsCheck
    

public:

  BinaryConstraint( const ROL::Ptr<const V> &lo, const ROL::Ptr<const V> &up, Real gamma ) :
      lo_( lo ), up_( up ), d_( lo_->clone() ), gamma_( gamma ) {} 

  BinaryConstraint( const BoundConstraint<Real> &bnd, Real gamma ) :
      BinaryConstraint( bnd.getLowerBound(), bnd.getUpperBound(), gamma ) {}
   

  BinaryConstraint( const ROL::Ptr<const BoundConstraint<Real>> &bnd, Real gamma ) :
      BinaryConstraint( bnd->getLowerBound(), bnd->getUpperBound(), gamma ) {}
     

  void value(V &c, const V &x, Real &tol) {

    c.set( x );
    c.axpy( -1.0, *lo_ );  // c = x-l

    d_->set( *up_ );      // d = u-x
    d_->axpy( -1.0, x );
    
    BoundsCheck bc(0);
    c.applyBinary( bc, *d_ );

    c.scale( gamma_ );
            
  }


  void applyJacobian(V &jv, const V &v, const V &x, Real &tol) {

    Elementwise::Multiply<Real> mult;

    jv.set( x );
    jv.axpy( -1.0, *lo_ );
    d_->set( *up_ );
    d_->axpy( -1.0, x );

    BoundsCheck bc(1);
    jv.applyBinary( bc, *d_ );
    jv.applyBinary( mult, v );
    jv.scale( gamma_ );
  }


  void applyAdjointJacobian(V &ajv, const V &v, const V &x, Real &tol) {
    applyJacobian(ajv,v,x,tol); 
  }


  void applyAdjointHessian(V &ahuv, const V &u, const V &v, const V &x, Real &tol) {

    Elementwise::Multiply<Real> mult;
    
    ahuv.set( x );
    ahuv.axpy( -1.0, *lo_ );
    d_->set( *up_ );
    d_->axpy( -1.0, x );

    BoundsCheck bc(2);
    ahuv.applyBinary( bc, *d_ );
    ahuv.applyBinary( mult, v );
    ahuv.applyBinary( mult, u );

    ahuv.scale( gamma_ ); 

  }

  void setPenalty( Real gamma ) {
    gamma_ = gamma;
  }
};


} // namespace ROL


#endif // ROL_BINARY_CONSTRAINT_H