#include <ROL_BoundConstraint_SimOpt.hpp>

Inheritance diagram for ROL::BoundConstraint_SimOpt< Real >:

Public Member Functions
	~BoundConstraint_SimOpt ()

	BoundConstraint_SimOpt (const ROL::Ptr< BoundConstraint< Real > > &bnd1, const ROL::Ptr< BoundConstraint< Real > > &bnd2)
	Default constructor. More...

void	update (const Vector< Real > &x, bool flag=true, int iter=-1)
	Update bounds. More...

void	project (Vector< Real > &x)
	Project optimization variables onto the bounds. More...

void	projectInterior (Vector< Real > &x)
	Project optimization variables into the interior of the feasible set. More...

bool	checkMultipliers (const Vector< Real > &l, const Vector< Real > &x)
	Determine if a vector of Lagrange multipliers is nonnegative components. More...

void	pruneUpperActive (Vector< Real > &v, const Vector< Real > &x, Real eps=0.0)
	Set variables to zero if they correspond to the upper \(\epsilon\)-active set. More...

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 \(\epsilon\)-binding set. More...

void	pruneLowerActive (Vector< Real > &v, const Vector< Real > &x, Real eps=0.0)
	Set variables to zero if they correspond to the lower \(\epsilon\)-active set. More...

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 \(\epsilon\)-binding set. More...

const ROL::Ptr< const Vector < Real > >	getLowerBound (void) const
	Return the ref count pointer to the lower bound vector. More...

const ROL::Ptr< const Vector < Real > >	getUpperBound (void) const
	Return the ref count pointer to the upper bound vector. More...

void	pruneActive (Vector< Real > &v, const Vector< Real > &x, Real eps=0.0)
	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=0.0)
	Set variables to zero if they correspond to the \(\epsilon\)-binding set. More...

bool	isFeasible (const Vector< Real > &v)
	Check if the vector, v, is feasible. More...

Public Member Functions inherited from ROL::BoundConstraint< Real >
virtual	~BoundConstraint ()

	BoundConstraint (void)

	BoundConstraint (const Vector< Real > &x)

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
ROL::Ptr< BoundConstraint< Real > >	bnd1_

ROL::Ptr< BoundConstraint< Real > >	bnd2_

Detailed Description

template<class Real>
class ROL::BoundConstraint_SimOpt< Real >

Definition at line 73 of file ROL_BoundConstraint_SimOpt.hpp.

Constructor & Destructor Documentation

template<class Real >

ROL::BoundConstraint_SimOpt< Real >::~BoundConstraint_SimOpt ( )

inline

Definition at line 79 of file ROL_BoundConstraint_SimOpt.hpp.

template<class Real >

ROL::BoundConstraint_SimOpt< Real >::BoundConstraint_SimOpt	(	const ROL::Ptr< BoundConstraint< Real > > &	bnd1,
		const ROL::Ptr< BoundConstraint< Real > > &	bnd2
	)

inline

Default constructor.

The default constructor automatically turns the constraints on.

Definition at line 85 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint< Real >::activate(), ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, and ROL::BoundConstraint< Real >::deactivate().

Member Function Documentation

template<class Real >

void ROL::BoundConstraint_SimOpt< Real >::update	(	const Vector< Real > &	x,
		bool	flag = `true`,
		int	iter = `-1`
	)

inlinevirtual

Update bounds.

The update function allows the user to update the bounds at each new iterations.

Parameters

[in]	x	is the optimization variable.
[in]	flag	is set to true if control is changed.
[in]	iter	is the outer algorithm iterations count.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 103 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().

template<class Real >

void ROL::BoundConstraint_SimOpt< Real >::project ( Vector< Real > & x )

inlinevirtual

Project optimization variables onto the bounds.

This function implements the projection of \(x\) onto the bounds, i.e.,

\[ (P_{[a,b]}(x))(\xi) = \min\{b(\xi),\max\{a(\xi),x(\xi)\}\} \quad \text{for almost every }\xi\in\Xi. \]

Parameters

[in,out] x is the optimization variable.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 122 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::set_1(), and ROL::Vector_SimOpt< Real >::set_2().

template<class Real >

void ROL::BoundConstraint_SimOpt< Real >::projectInterior ( Vector< Real > & x )

inlinevirtual

Project optimization variables into the interior of the feasible set.

This function implements the projection of \(x\) into the interior of the feasible set, i.e.,

\[ (P_{[a,b]}(x))(\xi) \in (a(\xi),b(\xi)) \quad \text{for almost every }\xi\in\Xi. \]

Parameters

[in,out] x is the optimization variable.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 147 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::set_1(), and ROL::Vector_SimOpt< Real >::set_2().

template<class Real >

bool ROL::BoundConstraint_SimOpt< Real >::checkMultipliers	(	const Vector< Real > &	l,
		const Vector< Real > &	x
	)

inline

Determine if a vector of Lagrange multipliers is nonnegative components.

This function returns true if components of \(l\) corresponding to the components of \(x\) that are active at the upper bound are nonpositive or the components of \(l\) corresponding to the components of \(x\) that are active at the lower bound are nonnegative.

Definition at line 168 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().

template<class Real >

void ROL::BoundConstraint_SimOpt< Real >::pruneUpperActive	(	Vector< Real > &	v,
		const Vector< Real > &	x,
		Real	eps = `0.0`
	)

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

\[ \mathcal{A}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = b(\xi)-\epsilon\,\}. \]

Parameters

[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 195 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::set_1(), and ROL::Vector_SimOpt< Real >::set_2().

template<class Real >

void ROL::BoundConstraint_SimOpt< Real >::pruneUpperActive	(	Vector< Real > &	v,
		const Vector< Real > &	g,
		const Vector< Real > &	x,
		Real	eps = `0.0`
	)

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

\[ \mathcal{B}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = b(\xi)-\epsilon,\; g(\xi) < 0 \,\}. \]

Parameters

[out]	v	is the variable to be pruned.
[in]	x	is the current optimization variable.
[in]	g	is the negative search direction.
[in]	eps	is the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 225 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::set_1(), and ROL::Vector_SimOpt< Real >::set_2().

template<class Real >

void ROL::BoundConstraint_SimOpt< Real >::pruneLowerActive	(	Vector< Real > &	v,
		const Vector< Real > &	x,
		Real	eps = `0.0`
	)

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

\[ \mathcal{A}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = a(\xi)+\epsilon\,\}. \]

Parameters

[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 255 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::set_1(), and ROL::Vector_SimOpt< Real >::set_2().

template<class Real >

void ROL::BoundConstraint_SimOpt< Real >::pruneLowerActive	(	Vector< Real > &	v,
		const Vector< Real > &	g,
		const Vector< Real > &	x,
		Real	eps = `0.0`
	)

inlinevirtual

Set variables to zero if they correspond to the lower \(\epsilon\)-binding set.

This function sets \(v(\xi)=0\) if \(\xi\in\mathcal{B}^-_\epsilon(x)\). Here, the lower \(\epsilon\)-binding set is defined as

\[ \mathcal{B}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = a(\xi)+\epsilon,\; g(\xi) > 0 \,\}. \]

Parameters

[out]	v	is the variable to be pruned.
[in]	x	is the current optimization variable.
[in]	g	is the negative search direction.
[in]	eps	is the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 285 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::set_1(), and ROL::Vector_SimOpt< Real >::set_2().

template<class Real >

const ROL::Ptr<const Vector<Real> > ROL::BoundConstraint_SimOpt< Real >::getLowerBound ( void ) const

inlinevirtual

Return the ref count pointer to the lower bound vector.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 304 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, and ROL::BoundConstraint_SimOpt< Real >::bnd2_.

template<class Real >

const ROL::Ptr<const Vector<Real> > ROL::BoundConstraint_SimOpt< Real >::getUpperBound ( void ) const

inlinevirtual

Return the ref count pointer to the upper bound vector.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 311 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, and ROL::BoundConstraint_SimOpt< Real >::bnd2_.

template<class Real >

void ROL::BoundConstraint_SimOpt< Real >::pruneActive	(	Vector< Real > &	v,
		const Vector< Real > &	x,
		Real	eps = `0.0`
	)

inline

Set variables to zero if they correspond to the \(\epsilon\)-active set.

This function sets \(v(\xi)=0\) if \(\xi\in\mathcal{A}_\epsilon(x)\). Here, the \(\epsilon\)-active set is defined as

\[ \mathcal{A}_\epsilon(x) = \mathcal{A}^+_\epsilon(x)\cap\mathcal{A}^-_\epsilon(x). \]

Parameters

[out]	v	is the variable to be pruned.
[in]	x	is the current optimization variable.
[in]	eps	is the active-set tolerance \(\epsilon\).

Definition at line 329 of file ROL_BoundConstraint_SimOpt.hpp.

References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::set_1(), and ROL::Vector_SimOpt< Real >::set_2().

template<class Real >

void ROL::BoundConstraint_SimOpt< Real >::pruneActive	(	Vector< Real > &	v,
		const Vector< Real > &	g,
		const Vector< Real > &	x,
		Real	eps = `0.0`
	)

inline

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 \(\epsilon\)-binding set is defined as

\[ \mathcal{B}^+_\epsilon(x) = \mathcal{B}^+_\epsilon(x)\cap\mathcal{B}^-_\epsilon(x). \]

Parameters

[out]	v	is the variable to be pruned.
[in]	x	is the current optimization variable.
[in]	g	is the negative search direction.
[in]	eps	is the active-set tolerance \(\epsilon\).