ROL_Bounds.hpp

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#ifndef ROL_BOUNDS_H
#define ROL_BOUNDS_H

#include "ROL_BoundConstraint.hpp"

namespace ROL {

template <class Real>
class Bounds : public BoundConstraint<Real> {
private:
  const ROL::Ptr<Vector<Real>> x_lo_;
  const ROL::Ptr<Vector<Real>> x_up_;
  const Real scale_;
  const Real feasTol_;

  ROL::Ptr<Vector<Real>> mask_;

  Real min_diff_;

  Elementwise::ReductionMin<Real> minimum_;

  class Active : public Elementwise::BinaryFunction<Real> {
    public:
    Active(Real offset) : offset_(offset) {}
    Real apply( const Real &x, const Real &y ) const {
      return ((y <= offset_) ? 0 : x);
    }
    private:
    Real offset_;
  };

  class UpperBinding : public Elementwise::BinaryFunction<Real> {
    public:
    UpperBinding(Real offset) : offset_(offset) {}
    Real apply( const Real &x, const Real &y ) const {
      return ((y < 0 && x <= offset_) ? 0 : 1);
    }
    private:
    Real offset_;
  };

  class LowerBinding : public Elementwise::BinaryFunction<Real> {
    public:
    LowerBinding(Real offset) : offset_(offset) {}
    Real apply( const Real &x, const Real &y ) const {
      return ((y > 0 && x <= offset_) ? 0 : 1);
    }
    private:
    Real offset_;
  };

  class PruneBinding : public Elementwise::BinaryFunction<Real> {
    public:
      Real apply( const Real &x, const Real &y ) const {
        return ((y == 1) ? x : 0);
      }
  } prune_;

public:

  Bounds(const Vector<Real> &x,
         bool isLower = true,
         Real scale = 1,
         Real feasTol = 1e-2)
    : x_lo_(x.clone()),  x_up_(x.clone()),
      scale_(scale), feasTol_(feasTol), mask_(x.clone()),
      min_diff_(ROL_INF<Real>()) {
    if (isLower) {
      x_lo_->set(x);
      x_up_->applyUnary(Elementwise::Fill<Real>(ROL_INF<Real>()));
      BoundConstraint<Real>::activateLower();
    }
    else {
      x_lo_->applyUnary(Elementwise::Fill<Real>(ROL_NINF<Real>()));
      x_up_->set(x);
      BoundConstraint<Real>::activateUpper();
    }
  }

  Bounds(const ROL::Ptr<Vector<Real>> &x_lo,
         const ROL::Ptr<Vector<Real>> &x_up,
         const Real scale = 1,
         const Real feasTol = 1e-2)
    : x_lo_(x_lo), x_up_(x_up),
      scale_(scale), feasTol_(feasTol),
      mask_(x_lo->clone()) {
    const Real half(0.5), one(1);
    // Compute difference between upper and lower bounds
    mask_->set(*x_up_);
    mask_->axpy(-one,*x_lo_);
    // Compute minimum difference
    min_diff_ = mask_->reduce(minimum_);
    min_diff_ *= half;
  }

  virtual void project( Vector<Real> &x ) {
    struct Lesser : public Elementwise::BinaryFunction<Real> {
      Real apply(const Real &xc, const Real &yc) const { return xc<yc ? xc : yc; }
    } lesser;

    struct Greater : public Elementwise::BinaryFunction<Real> {
      Real apply(const Real &xc, const Real &yc) const { return xc>yc ? xc : yc; }
    } greater;

    if (BoundConstraint<Real>::isUpperActivated()) {
      x.applyBinary(lesser, *x_up_); // Set x to the elementwise minimum of x and x_up_
    }
    if (BoundConstraint<Real>::isLowerActivated()) {
      x.applyBinary(greater,*x_lo_); // Set x to the elementwise maximum of x and x_lo_
    }
  }

  virtual void projectInterior( Vector<Real> &x ) {
    // Make vector strictly feasible
    // Lower feasibility
    if (BoundConstraint<Real>::isLowerActivated()) {
      class LowerFeasible : public Elementwise::BinaryFunction<Real> {
      private:
        const Real eps_;
        const Real diff_;
      public:
        LowerFeasible(const Real eps, const Real diff)
          : eps_(eps), diff_(diff) {}
        Real apply( const Real &xc, const Real &yc ) const {
          const Real tol = static_cast<Real>(100)*ROL_EPSILON<Real>();
          const Real one(1);
          Real val = ((yc <-tol) ? yc*(one-eps_)
                   : ((yc > tol) ? yc*(one+eps_)
                   : yc+eps_));
          val = std::min(yc+eps_*diff_, val);
          return (xc < yc+tol) ? val : xc;
        }
      };
      x.applyBinary(LowerFeasible(feasTol_,min_diff_), *x_lo_);
    }
    // Upper feasibility
    if (BoundConstraint<Real>::isUpperActivated()) {
      class UpperFeasible : public Elementwise::BinaryFunction<Real> {
      private:
        const Real eps_;
        const Real diff_;
      public:
        UpperFeasible(const Real eps, const Real diff)
          : eps_(eps), diff_(diff) {}
        Real apply( const Real &xc, const Real &yc ) const {
          const Real tol = static_cast<Real>(100)*ROL_EPSILON<Real>();
          const Real one(1);
          Real val = ((yc <-tol) ? yc*(one+eps_)
                   : ((yc > tol) ? yc*(one-eps_)
                   : yc-eps_));
          val = std::max(yc-eps_*diff_, val);
          return (xc > yc-tol) ? val : xc;
        }
      };
      x.applyBinary(UpperFeasible(feasTol_,min_diff_), *x_up_);
    }
  }

  void pruneUpperActive( Vector<Real> &v, const Vector<Real> &x, Real eps = 0 ) {
    if (BoundConstraint<Real>::isUpperActivated()) {
      Real one(1), epsn(std::min(scale_*eps,min_diff_));

      mask_->set(*x_up_);
      mask_->axpy(-one,x);

      Active op(epsn);
      v.applyBinary(op,*mask_);
    }
  }

  void pruneUpperActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real eps = 0 ) {
    if (BoundConstraint<Real>::isUpperActivated()) {
      Real one(1), epsn(std::min(scale_*eps,min_diff_));

      mask_->set(*x_up_);
      mask_->axpy(-one,x);

      UpperBinding op(epsn);
      mask_->applyBinary(op,g);

      v.applyBinary(prune_,*mask_);
    }
  }

  void pruneLowerActive( Vector<Real> &v, const Vector<Real> &x, Real eps = 0 ) {
    if (BoundConstraint<Real>::isLowerActivated()) {
      Real one(1), epsn(std::min(scale_*eps,min_diff_));

      mask_->set(x);
      mask_->axpy(-one,*x_lo_);

      Active op(epsn);
      v.applyBinary(op,*mask_);
    }
  }

  void pruneLowerActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real eps = 0 ) {
    if (BoundConstraint<Real>::isLowerActivated()) {
      Real one(1), epsn(std::min(scale_*eps,min_diff_));

      mask_->set(x);
      mask_->axpy(-one,*x_lo_);

      LowerBinding op(epsn);
      mask_->applyBinary(op,g);

      v.applyBinary(prune_,*mask_);
    }
  }

  const ROL::Ptr<const Vector<Real>> getLowerBound( void ) const {
    return x_lo_;
  }

  const ROL::Ptr<const Vector<Real>> getUpperBound( void ) const {
    return x_up_;
  }

  virtual bool isFeasible( const Vector<Real> &v ) { 
    const Real one(1);
    bool flagU = false, flagL = false;
    if (BoundConstraint<Real>::isUpperActivated()) {
      mask_->set(*x_up_);
      mask_->axpy(-one,v);
      Real uminusv = mask_->reduce(minimum_);
      flagU = ((uminusv<0) ? true : false);
    }
    if (BoundConstraint<Real>::isLowerActivated()) {
      mask_->set(v);
      mask_->axpy(-one,*x_lo_);
      Real vminusl = mask_->reduce(minimum_);

      flagL = ((vminusl<0) ? true : false);
    }
    return ((flagU || flagL) ? false : true);
  }

}; // class Bounds

} // namespace ROL

#endif