ROL
ROL_SimulatedBoundConstraint.hpp
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43 
44 #ifndef ROL_SIMULATED_BOUND_CONSTRAINT_H
45 #define ROL_SIMULATED_BOUND_CONSTRAINT_H
46 
47 #include "ROL_BoundConstraint.hpp"
48 #include "ROL_SimulatedVector.hpp"
49 
56 namespace ROL {
57 
58 template <class Real>
60 private:
61  const ROL::Ptr<SampleGenerator<Real> > sampler_;
62  const ROL::Ptr<BoundConstraint<Real> > bnd_;
63  ROL::Ptr<Vector<Real> > l_;
64  ROL::Ptr<Vector<Real> > u_;
65 
66  const Vector<Real>& getVector(const Vector<Real> &x, int k) const {
67  try {
68  return *(dynamic_cast<const SimulatedVector<Real>&>(x).get(k));
69  }
70  catch (const std::bad_cast &e) {
71  return x;
72  }
73  }
74 
76  try {
77  return *(dynamic_cast<SimulatedVector<Real>&>(x).get(k));
78  }
79  catch (const std::bad_cast &e) {
80  return x;
81  }
82  }
83 
84 public:
86 
88  const ROL::Ptr<BoundConstraint<Real> > &bnd )
89  : sampler_(sampler), bnd_(bnd) {
90  int nsamp = sampler_->numMySamples();
91  std::vector<ROL::Ptr<Vector<Real> > > lvec(nsamp), uvec(nsamp);
92  for ( int k=0; k<sampler_->numMySamples(); ++k) {
93  lvec[k] = bnd_->getLowerBound()->clone();
94  lvec[k]->set(*bnd_->getLowerBound());
95  uvec[k] = bnd_->getUpperBound()->clone();
96  uvec[k]->set(*bnd_->getUpperBound());
97  }
98  l_ = ROL::makePtr<SimulatedVector<Real>>(lvec,sampler_->getBatchManager());
99  u_ = ROL::makePtr<SimulatedVector<Real>>(uvec,sampler_->getBatchManager());
100  }
101 
102  void project( Vector<Real> &x ) {
103  for( int k=0; k<sampler_->numMySamples(); ++k ) {
104  if( bnd_->isActivated() ) {
105  bnd_->project(getVector(x,k));
106  }
107  }
108  }
109 
111  for( int k=0; k<sampler_->numMySamples(); ++k ) {
112  if( bnd_->isActivated() ) {
113  bnd_->projectInterior(getVector(x,k));
114  }
115  }
116  }
117 
118  void pruneUpperActive( Vector<Real> &v, const Vector<Real> &x, Real eps = 0.0 ) {
119  if( bnd_->isActivated() ) {
120  for( int k=0; k<sampler_->numMySamples(); ++k ) {
121  bnd_->pruneUpperActive(getVector(v,k),getVector(x,k),eps);
122  }
123  }
124  }
125 
126  void pruneUpperActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real eps = 0.0 ) {
127  if( bnd_->isActivated() ) {
128  for( int k=0; k<sampler_->numMySamples(); ++k ) {
129  bnd_->pruneUpperActive(getVector(v,k),getVector(g,k),getVector(x,k),eps);
130  }
131  }
132  }
133 
134  void pruneLowerActive( Vector<Real> &v, const Vector<Real> &x, Real eps = 0.0 ) {
135  if( bnd_->isActivated() ) {
136  for( int k=0; k<sampler_->numMySamples(); ++k ) {
137  bnd_->pruneLowerActive(getVector(v,k),getVector(x,k),eps);
138  }
139  }
140  }
141 
142  void pruneLowerActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real eps = 0.0 ) {
143  if( bnd_->isActivated() ) {
144  for( int k=0; k<sampler_->numMySamples(); ++k ) {
145  bnd_->pruneLowerActive(getVector(v,k),getVector(g,k),getVector(x,k),eps);
146  }
147  }
148  }
149 
150  const ROL::Ptr<const Vector<Real> > getLowerBound( void ) const {
151  return l_;
152  }
153 
154  const ROL::Ptr<const Vector<Real> > getUpperBound( void ) const {
155  return u_;
156  }
157 
158  bool isFeasible( const Vector<Real> &v ) {
159  bool feasible = true;
160  if(bnd_->isActivated()) {
161  for( int k=0; k<sampler_->numMySamples(); ++k ) {
162  feasible = feasible && bnd_->isFeasible(getVector(v,k));
163  }
164  }
165  return feasible;
166  }
167 }; // class SimulatedBoundConstraint
168 } // namespace ROL
169 
170 #endif
SimulatedBoundConstraint(const ROL::Ptr< SampleGenerator< Real > > &sampler, const ROL::Ptr< BoundConstraint< Real > > &bnd)
const ROL::Ptr< BoundConstraint< Real > > bnd_
const ROL::Ptr< const Vector< Real > > getUpperBound(void) const
Return the ref count pointer to the upper bound vector.
void project(Vector< Real > &x)
Project optimization variables onto the bounds.
A BoundConstraint formed from a single bound constraint replacated according to a SampleGenerator...
void projectInterior(Vector< Real > &x)
Project optimization variables into the interior of the feasible 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.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:80
Defines the linear algebra of a vector space on a generic partitioned vector where the individual vec...
const Vector< Real > & getVector(const Vector< Real > &x, int k) const
const ROL::Ptr< const Vector< Real > > getLowerBound(void) const
Return the ref count pointer to the lower bound vector.
const ROL::Ptr< SampleGenerator< Real > > sampler_
bool isFeasible(const Vector< Real > &v)
Check if the vector, v, is feasible.
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 -binding set.
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.
Provides the interface to apply upper and lower bound constraints.
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.
Vector< Real > & getVector(Vector< Real > &x, int k)