ROL
|
#include <example_01.hpp>
Public Member Functions | |
BoundConstraint_BurgersControl (int dim) | |
bool | isFeasible (const ROL::Vector< Real > &x) |
Check if the vector, v, is feasible. More... | |
void | project (ROL::Vector< Real > &x) |
Project optimization variables onto the bounds. More... | |
void | pruneLowerActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the lower \(\epsilon\)-active set. More... | |
void | pruneUpperActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the upper \(\epsilon\)-active set. More... | |
void | pruneLowerActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the \(\epsilon\)-binding set. More... | |
void | pruneUpperActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the upper \(\epsilon\)-binding set. More... | |
void | setVectorToUpperBound (ROL::Vector< Real > &u) |
void | setVectorToLowerBound (ROL::Vector< Real > &l) |
Public Member Functions inherited from ROL::BoundConstraint< Real > | |
virtual | ~BoundConstraint () |
BoundConstraint (void) | |
BoundConstraint (const Vector< Real > &x) | |
virtual void | update (const Vector< Real > &x, bool flag=true, int iter=-1) |
Update bounds. More... | |
virtual void | projectInterior (Vector< Real > &x) |
Project optimization variables into the interior of the feasible set. More... | |
virtual const ROL::Ptr< const Vector< Real > > | getLowerBound (void) const |
Return the ref count pointer to the lower bound vector. More... | |
virtual const ROL::Ptr< const Vector< Real > > | getUpperBound (void) const |
Return the ref count pointer to the upper bound vector. More... | |
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=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 eps=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=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=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 eps=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 eps=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=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 eps=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 | |
int | dim_ |
std::vector< Real > | x_lo_ |
std::vector< Real > | x_up_ |
Real | min_diff_ |
Definition at line 469 of file burgers-control/example_01.hpp.
|
inline |
Definition at line 476 of file burgers-control/example_01.hpp.
References BoundConstraint_BurgersControl< Real >::dim_, BoundConstraint_BurgersControl< Real >::x_lo_, and BoundConstraint_BurgersControl< Real >::x_up_.
|
inlinevirtual |
Check if the vector, v, is feasible.
This function returns true if \(v = P_{[a,b]}(v)\).
[in] | v | is the vector to be checked. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 480 of file burgers-control/example_01.hpp.
References BoundConstraint_BurgersControl< Real >::dim_, BoundConstraint_BurgersControl< Real >::x_lo_, and BoundConstraint_BurgersControl< Real >::x_up_.
|
inlinevirtual |
Project optimization variables onto the bounds.
This function implements the projection of \(x\) onto the bounds, i.e.,
\[ (P_{[a,b]}(x))(\xi) = \min\{b(\xi),\max\{a(\xi),x(\xi)\}\} \quad \text{for almost every }\xi\in\Xi. \]
[in,out] | x | is the optimization variable. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 492 of file burgers-control/example_01.hpp.
References BoundConstraint_BurgersControl< Real >::dim_, BoundConstraint_BurgersControl< Real >::x_lo_, and BoundConstraint_BurgersControl< Real >::x_up_.
|
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
\[ \mathcal{A}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = a(\xi)+\epsilon\,\}. \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 499 of file burgers-control/example_01.hpp.
References BoundConstraint_BurgersControl< Real >::dim_, BoundConstraint_BurgersControl< Real >::min_diff_, and BoundConstraint_BurgersControl< Real >::x_lo_.
|
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
\[ \mathcal{A}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = b(\xi)-\epsilon\,\}. \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 511 of file burgers-control/example_01.hpp.
References BoundConstraint_BurgersControl< Real >::dim_, BoundConstraint_BurgersControl< Real >::min_diff_, and BoundConstraint_BurgersControl< Real >::x_up_.
|
inlinevirtual |
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 lower \(\epsilon\)-binding set is defined as
\[ \mathcal{B}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = a(\xi)+\epsilon,\; g(\xi) > 0 \,\}. \]
[out] | v | is the variable to be pruned. |
[in] | g | is the negative search direction. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 523 of file burgers-control/example_01.hpp.
References BoundConstraint_BurgersControl< Real >::dim_, BoundConstraint_BurgersControl< Real >::min_diff_, and BoundConstraint_BurgersControl< Real >::x_lo_.
|
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
\[ \mathcal{B}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = b(\xi)-\epsilon,\; g(\xi) < 0 \,\}. \]
[out] | v | is the variable to be pruned. |
[in] | g | is the negative search direction. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 537 of file burgers-control/example_01.hpp.
References BoundConstraint_BurgersControl< Real >::dim_, BoundConstraint_BurgersControl< Real >::min_diff_, and BoundConstraint_BurgersControl< Real >::x_up_.
|
inline |
Definition at line 551 of file burgers-control/example_01.hpp.
References BoundConstraint_BurgersControl< Real >::dim_, ROL::Vector< Real >::set(), and BoundConstraint_BurgersControl< Real >::x_up_.
|
inline |
Definition at line 557 of file burgers-control/example_01.hpp.
References BoundConstraint_BurgersControl< Real >::dim_, ROL::Vector< Real >::set(), and BoundConstraint_BurgersControl< Real >::x_lo_.
|
private |
Definition at line 471 of file burgers-control/example_01.hpp.
Referenced by BoundConstraint_BurgersControl< Real >::BoundConstraint_BurgersControl(), BoundConstraint_BurgersControl< Real >::isFeasible(), BoundConstraint_BurgersControl< Real >::project(), BoundConstraint_BurgersControl< Real >::pruneLowerActive(), BoundConstraint_BurgersControl< Real >::pruneUpperActive(), BoundConstraint_BurgersControl< Real >::setVectorToLowerBound(), and BoundConstraint_BurgersControl< Real >::setVectorToUpperBound().
|
private |
Definition at line 472 of file burgers-control/example_01.hpp.
Referenced by BoundConstraint_BurgersControl< Real >::BoundConstraint_BurgersControl(), BoundConstraint_BurgersControl< Real >::isFeasible(), BoundConstraint_BurgersControl< Real >::project(), BoundConstraint_BurgersControl< Real >::pruneLowerActive(), and BoundConstraint_BurgersControl< Real >::setVectorToLowerBound().
|
private |
Definition at line 473 of file burgers-control/example_01.hpp.
Referenced by BoundConstraint_BurgersControl< Real >::BoundConstraint_BurgersControl(), BoundConstraint_BurgersControl< Real >::isFeasible(), BoundConstraint_BurgersControl< Real >::project(), BoundConstraint_BurgersControl< Real >::pruneUpperActive(), and BoundConstraint_BurgersControl< Real >::setVectorToUpperBound().
|
private |
Definition at line 474 of file burgers-control/example_01.hpp.
Referenced by BoundConstraint_BurgersControl< Real >::pruneLowerActive(), and BoundConstraint_BurgersControl< Real >::pruneUpperActive().