ROL
ROL_BoundConstraint_SimOpt.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 
44 #ifndef ROL_BOUND_CONSTRAINT_SIMOPT_H
45 #define ROL_BOUND_CONSTRAINT_SIMOPT_H
46 
47 #include "ROL_BoundConstraint.hpp"
48 #include "ROL_Vector_SimOpt.hpp"
49 #include "ROL_Types.hpp"
50 #include <iostream>
51 
70 namespace ROL {
71 
72 template <class Real>
74 private:
75  ROL::Ptr<BoundConstraint<Real> > bnd1_;
76  ROL::Ptr<BoundConstraint<Real> > bnd2_;
77 
78 public:
80 
86  const ROL::Ptr<BoundConstraint<Real> > &bnd2)
87  : bnd1_(bnd1), bnd2_(bnd2) {
88  if ( bnd1_->isActivated() || bnd2_->isActivated() ) {
90  }
91  else {
93  }
94  }
95 
103  void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) {
104  const ROL::Vector_SimOpt<Real> &xs = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(
105  dynamic_cast<const ROL::Vector<Real>&>(x));
106  if ( bnd1_->isActivated() ) {
107  bnd1_->update(*(xs.get_1()),flag,iter);
108  }
109  if ( bnd2_->isActivated() ) {
110  bnd2_->update(*(xs.get_2()),flag,iter);
111  }
112  }
113 
122  void project( Vector<Real> &x ) {
124  dynamic_cast<ROL::Vector<Real>&>(x));
125  if ( bnd1_->isActivated() ) {
126  ROL::Ptr<Vector<Real> > x1 = xs.get_1()->clone(); x1->set(*(xs.get_1()));
127  bnd1_->project(*x1);
128  xs.set_1(*x1);
129  }
130  if ( bnd2_->isActivated() ) {
131  ROL::Ptr<Vector<Real> > x2 = xs.get_2()->clone(); x2->set(*(xs.get_2()));
132  bnd2_->project(*x2);
133  xs.set_2(*x2);
134  }
135  }
136 
149  dynamic_cast<ROL::Vector<Real>&>(x));
150  if ( bnd1_->isActivated() ) {
151  ROL::Ptr<Vector<Real> > x1 = xs.get_1()->clone(); x1->set(*(xs.get_1()));
152  bnd1_->projectInterior(*x1);
153  xs.set_1(*x1);
154  }
155  if ( bnd2_->isActivated() ) {
156  ROL::Ptr<Vector<Real> > x2 = xs.get_2()->clone(); x2->set(*(xs.get_2()));
157  bnd2_->projectInterior(*x2);
158  xs.set_2(*x2);
159  }
160  }
161 
168  bool checkMultipliers( const Vector<Real> &l, const Vector<Real> &x ) {
169  const ROL::Vector_SimOpt<Real> &ls = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(
170  dynamic_cast<const ROL::Vector<Real>&>(l));
171  const ROL::Vector_SimOpt<Real> &xs = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(
172  dynamic_cast<const ROL::Vector<Real>&>(x));
173  bool nn1 = true;
174  if ( bnd1_->isActivated() ) {
175  nn1 = bnd1_->checkMultipliers(*(ls.get_1()),*(xs.get_1()));
176  }
177  bool nn2 = true;
178  if ( bnd2_->isActivated() ) {
179  nn2 = bnd2_->checkMultipliers(*(ls.get_2()),*(xs.get_2()));
180  }
181  return (nn1 && nn2);
182  }
183 
195  void pruneUpperActive( Vector<Real> &v, const Vector<Real> &x, Real eps = 0.0 ) {
197  dynamic_cast<ROL::Vector<Real>&>(v));
198  const ROL::Vector_SimOpt<Real> &xs = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(
199  dynamic_cast<const ROL::Vector<Real>&>(x));
200  if ( bnd1_->isActivated() ) {
201  ROL::Ptr<Vector<Real> > v1 = vs.get_1()->clone(); v1->set(*(vs.get_1()));
202  bnd1_->pruneUpperActive(*v1,*(xs.get_1()),eps);
203  vs.set_1(*v1);
204  }
205  if ( bnd2_->isActivated() ) {
206  ROL::Ptr<Vector<Real> > v2 = vs.get_2()->clone(); v2->set(*(vs.get_2()));
207  bnd2_->pruneUpperActive(*v2,*(xs.get_2()),eps);
208  vs.set_2(*v2);
209  }
210  }
211 
225  void pruneUpperActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real eps = 0.0 ) {
227  dynamic_cast<ROL::Vector<Real>&>(v));
228  const ROL::Vector_SimOpt<Real> &gs = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(
229  dynamic_cast<const ROL::Vector<Real>&>(g));
230  const ROL::Vector_SimOpt<Real> &xs = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(
231  dynamic_cast<const ROL::Vector<Real>&>(x));
232  if ( bnd1_->isActivated() ) {
233  ROL::Ptr<Vector<Real> > v1 = vs.get_1()->clone(); v1->set(*(vs.get_1()));
234  bnd1_->pruneUpperActive(*v1,*(gs.get_1()),*(xs.get_1()),eps);
235  vs.set_1(*v1);
236  }
237  if ( bnd2_->isActivated() ) {
238  ROL::Ptr<Vector<Real> > v2 = vs.get_2()->clone(); v2->set(*(vs.get_2()));
239  bnd2_->pruneUpperActive(*v2,*(gs.get_2()),*(xs.get_2()),eps);
240  vs.set_2(*v2);
241  }
242  }
243 
255  void pruneLowerActive( Vector<Real> &v, const Vector<Real> &x, Real eps = 0.0 ) {
257  dynamic_cast<ROL::Vector<Real>&>(v));
258  const ROL::Vector_SimOpt<Real> &xs = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(
259  dynamic_cast<const ROL::Vector<Real>&>(x));
260  if ( bnd1_->isActivated() ) {
261  ROL::Ptr<Vector<Real> > v1 = vs.get_1()->clone(); v1->set(*(vs.get_1()));
262  bnd1_->pruneLowerActive(*v1,*(xs.get_1()),eps);
263  vs.set_1(*v1);
264  }
265  if ( bnd2_->isActivated() ) {
266  ROL::Ptr<Vector<Real> > v2 = vs.get_2()->clone(); v2->set(*(vs.get_2()));
267  bnd2_->pruneLowerActive(*v2,*(xs.get_2()),eps);
268  vs.set_2(*v2);
269  }
270  }
271 
285  void pruneLowerActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real eps = 0.0 ) {
287  dynamic_cast<ROL::Vector<Real>&>(v));
288  const ROL::Vector_SimOpt<Real> &gs = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(
289  dynamic_cast<const ROL::Vector<Real>&>(g));
290  const ROL::Vector_SimOpt<Real> &xs = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(
291  dynamic_cast<const ROL::Vector<Real>&>(x));
292  if ( bnd1_->isActivated() ) {
293  ROL::Ptr<Vector<Real> > v1 = vs.get_1()->clone(); v1->set(*(vs.get_1()));
294  bnd1_->pruneLowerActive(*v1,*(gs.get_1()),*(xs.get_1()),eps);
295  vs.set_1(*v1);
296  }
297  if ( bnd2_->isActivated() ) {
298  ROL::Ptr<Vector<Real> > v2 = vs.get_2()->clone(); v2->set(*(vs.get_2()));
299  bnd2_->pruneLowerActive(*v2,*(gs.get_2()),*(xs.get_2()),eps);
300  vs.set_2(*v2);
301  }
302  }
303 
304  const ROL::Ptr<const Vector<Real>> getLowerBound( void ) const {
305  const ROL::Ptr<const Vector<Real>> l1 = bnd1_->getLowerBound();
306  const ROL::Ptr<const Vector<Real>> l2 = bnd2_->getLowerBound();
307  return ROL::makePtr<Vector_SimOpt<Real>>( ROL::constPtrCast<Vector<Real>>(l1),
308  ROL::constPtrCast<Vector<Real>>(l2) );
309  }
310 
311  const ROL::Ptr<const Vector<Real>> getUpperBound(void) const {
312  const ROL::Ptr<const Vector<Real>> u1 = bnd1_->getUpperBound();
313  const ROL::Ptr<const Vector<Real>> u2 = bnd2_->getUpperBound();
314  return ROL::makePtr<Vector_SimOpt<Real>>( ROL::constPtrCast<Vector<Real>>(u1),
315  ROL::constPtrCast<Vector<Real>>(u2) );
316  }
317 
329  void pruneActive( Vector<Real> &v, const Vector<Real> &x, Real eps = 0.0 ) {
331  dynamic_cast<ROL::Vector<Real>&>(v));
332  const ROL::Vector_SimOpt<Real> &xs = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(
333  dynamic_cast<const ROL::Vector<Real>&>(x));
334  if ( bnd1_->isActivated() ) {
335  ROL::Ptr<Vector<Real> > v1 = vs.get_1()->clone(); v1->set(*(vs.get_1()));
336  bnd1_->pruneActive(*v1,*(xs.get_1()),eps);
337  vs.set_1(*v1);
338  }
339  if ( bnd2_->isActivated() ) {
340  ROL::Ptr<Vector<Real> > v2 = vs.get_2()->clone(); v2->set(*(vs.get_2()));
341  bnd2_->pruneActive(*v2,*(xs.get_2()),eps);
342  vs.set_2(*v2);
343  }
344  }
345 
358  void pruneActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real eps = 0.0 ) {
359  ROL::Vector_SimOpt<Real> &vs = dynamic_cast<ROL::Vector_SimOpt<Real>&>(v);
360  const ROL::Vector_SimOpt<Real> &gs = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(g);
361  const ROL::Vector_SimOpt<Real> &xs = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(x);
362  if ( bnd1_->isActivated() ) {
363  ROL::Ptr<Vector<Real> > v1 = vs.get_1()->clone(); v1->set(*(vs.get_1()));
364  bnd1_->pruneActive(*v1,*(gs.get_1()),*(xs.get_1()),eps);
365  vs.set_1(*v1);
366  }
367  if ( bnd2_->isActivated() ) {
368  ROL::Ptr<Vector<Real> > v2 = vs.get_2()->clone(); v2->set(*(vs.get_2()));
369  bnd2_->pruneActive(*v2,*(gs.get_2()),*(xs.get_2()),eps);
370  vs.set_2(*v2);
371  }
372  }
373 
379  bool isFeasible( const Vector<Real> &v ) {
380  const ROL::Vector_SimOpt<Real> &vs = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(v);
381  return (bnd1_->isFeasible(*(vs.get_1()))) && (bnd2_->isFeasible(*(vs.get_2())));
382  }
383 
384 }; // class BoundConstraint
385 
386 } // namespace ROL
387 
388 #endif
bool isFeasible(const Vector< Real > &v)
Check if the vector, v, is feasible.
ROL::Ptr< const Vector< Real > > get_2() const
void pruneLowerActive(Vector< Real > &v, const Vector< Real > &x, Real eps=0.0)
Set variables to zero if they correspond to the lower -active set.
Defines the linear algebra or vector space interface for simulation-based optimization.
void activate(void)
Turn on bounds.
void pruneLowerActive(Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps=0.0)
Set variables to zero if they correspond to the lower -binding set.
ROL::Ptr< BoundConstraint< Real > > bnd2_
Contains definitions of custom data types in ROL.
void set_1(const Vector< Real > &vec)
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
const ROL::Ptr< const Vector< Real > > getLowerBound(void) const
Return the ref count pointer to the lower bound vector.
bool checkMultipliers(const Vector< Real > &l, const Vector< Real > &x)
Determine if a vector of Lagrange multipliers is nonnegative components.
const ROL::Ptr< const Vector< Real > > getUpperBound(void) const
Return the ref count pointer to the upper bound vector.
void projectInterior(Vector< Real > &x)
Project optimization variables into the interior of the feasible set.
void pruneActive(Vector< Real > &v, const Vector< Real > &x, Real eps=0.0)
Set variables to zero if they correspond to the -active set.
void pruneUpperActive(Vector< Real > &v, const Vector< Real > &x, Real eps=0.0)
Set variables to zero if they correspond to the upper -active set.
void update(const Vector< Real > &x, bool flag=true, int iter=-1)
Update bounds.
Provides the interface to apply upper and lower bound constraints.
void pruneUpperActive(Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps=0.0)
Set variables to zero if they correspond to the upper -binding set.
void pruneActive(Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps=0.0)
Set variables to zero if they correspond to the -binding set.
void deactivate(void)
Turn off bounds.
void project(Vector< Real > &x)
Project optimization variables onto the bounds.
ROL::Ptr< BoundConstraint< Real > > bnd1_
BoundConstraint_SimOpt(const ROL::Ptr< BoundConstraint< Real > > &bnd1, const ROL::Ptr< BoundConstraint< Real > > &bnd2)
Default constructor.
void set_2(const Vector< Real > &vec)
ROL::Ptr< const Vector< Real > > get_1() const