ROL
Public Member Functions | Private Member Functions | Private Attributes | List of all members
ROL::SimulatedBoundConstraint< Real > Class Template Reference

A BoundConstraint formed from a single bound constraint replacated according to a SampleGenerator. More...

#include <ROL_SimulatedBoundConstraint.hpp>

+ Inheritance diagram for ROL::SimulatedBoundConstraint< Real >:

Public Member Functions

 ~SimulatedBoundConstraint ()
 
 SimulatedBoundConstraint (const ROL::Ptr< SampleGenerator< Real > > &sampler, const ROL::Ptr< BoundConstraint< Real > > &bnd)
 
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...
 
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 \(\epsilon\)-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...
 
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)
 
virtual void update (const Vector< Real > &x, bool flag=true, int iter=-1)
 Update bounds. 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 Member Functions

const Vector< Real > & getVector (const Vector< Real > &x, int k) const
 
Vector< Real > & getVector (Vector< Real > &x, int k)
 

Private Attributes

const ROL::Ptr
< SampleGenerator< Real > > 
sampler_
 
const ROL::Ptr
< BoundConstraint< Real > > 
bnd_
 
ROL::Ptr< Vector< Real > > l_
 
ROL::Ptr< Vector< Real > > u_
 

Detailed Description

template<class Real>
class ROL::SimulatedBoundConstraint< Real >

A BoundConstraint formed from a single bound constraint replacated according to a SampleGenerator.

Definition at line 59 of file ROL_SimulatedBoundConstraint.hpp.

Constructor & Destructor Documentation

template<class Real >
ROL::SimulatedBoundConstraint< Real >::~SimulatedBoundConstraint ( )
inline

Definition at line 85 of file ROL_SimulatedBoundConstraint.hpp.

template<class Real >
ROL::SimulatedBoundConstraint< Real >::SimulatedBoundConstraint ( const ROL::Ptr< SampleGenerator< Real > > &  sampler,
const ROL::Ptr< BoundConstraint< Real > > &  bnd 
)
inline

Member Function Documentation

template<class Real >
const Vector<Real>& ROL::SimulatedBoundConstraint< Real >::getVector ( const Vector< Real > &  x,
int  k 
) const
inlineprivate
template<class Real >
Vector<Real>& ROL::SimulatedBoundConstraint< Real >::getVector ( Vector< Real > &  x,
int  k 
)
inlineprivate

Definition at line 75 of file ROL_SimulatedBoundConstraint.hpp.

template<class Real >
void ROL::SimulatedBoundConstraint< 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]xis the optimization variable.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 102 of file ROL_SimulatedBoundConstraint.hpp.

References ROL::SimulatedBoundConstraint< Real >::bnd_, ROL::SimulatedBoundConstraint< Real >::getVector(), and ROL::SimulatedBoundConstraint< Real >::sampler_.

template<class Real >
void ROL::SimulatedBoundConstraint< 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.,

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

Parameters
[in,out]xis the optimization variable.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 110 of file ROL_SimulatedBoundConstraint.hpp.

References ROL::SimulatedBoundConstraint< Real >::bnd_, ROL::SimulatedBoundConstraint< Real >::getVector(), and ROL::SimulatedBoundConstraint< Real >::sampler_.

template<class Real >
void ROL::SimulatedBoundConstraint< 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]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 118 of file ROL_SimulatedBoundConstraint.hpp.

References ROL::SimulatedBoundConstraint< Real >::bnd_, ROL::SimulatedBoundConstraint< Real >::getVector(), and ROL::SimulatedBoundConstraint< Real >::sampler_.

template<class Real >
void ROL::SimulatedBoundConstraint< 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]vis the variable to be pruned.
[in]gis the negative search direction.
[in]xis the current optimization variable.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 126 of file ROL_SimulatedBoundConstraint.hpp.

References ROL::SimulatedBoundConstraint< Real >::bnd_, ROL::SimulatedBoundConstraint< Real >::getVector(), and ROL::SimulatedBoundConstraint< Real >::sampler_.

template<class Real >
void ROL::SimulatedBoundConstraint< 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]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 134 of file ROL_SimulatedBoundConstraint.hpp.

References ROL::SimulatedBoundConstraint< Real >::bnd_, ROL::SimulatedBoundConstraint< Real >::getVector(), and ROL::SimulatedBoundConstraint< Real >::sampler_.

template<class Real >
void ROL::SimulatedBoundConstraint< 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 \(\epsilon\)-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]vis the variable to be pruned.
[in]gis the negative search direction.
[in]xis the current optimization variable.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 142 of file ROL_SimulatedBoundConstraint.hpp.

References ROL::SimulatedBoundConstraint< Real >::bnd_, ROL::SimulatedBoundConstraint< Real >::getVector(), and ROL::SimulatedBoundConstraint< Real >::sampler_.

template<class Real >
const ROL::Ptr<const Vector<Real> > ROL::SimulatedBoundConstraint< Real >::getLowerBound ( void  ) const
inlinevirtual

Return the ref count pointer to the lower bound vector.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 150 of file ROL_SimulatedBoundConstraint.hpp.

References ROL::SimulatedBoundConstraint< Real >::l_.

template<class Real >
const ROL::Ptr<const Vector<Real> > ROL::SimulatedBoundConstraint< Real >::getUpperBound ( void  ) const
inlinevirtual

Return the ref count pointer to the upper bound vector.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 154 of file ROL_SimulatedBoundConstraint.hpp.

References ROL::SimulatedBoundConstraint< Real >::u_.

template<class Real >
bool ROL::SimulatedBoundConstraint< Real >::isFeasible ( const Vector< Real > &  v)
inlinevirtual

Check if the vector, v, is feasible.

This function returns true if \(v = P_{[a,b]}(v)\).

Parameters
[in]vis the vector to be checked.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 158 of file ROL_SimulatedBoundConstraint.hpp.

References ROL::SimulatedBoundConstraint< Real >::bnd_, ROL::SimulatedBoundConstraint< Real >::getVector(), and ROL::SimulatedBoundConstraint< Real >::sampler_.

Member Data Documentation

template<class Real >
const ROL::Ptr<SampleGenerator<Real> > ROL::SimulatedBoundConstraint< Real >::sampler_
private
template<class Real >
const ROL::Ptr<BoundConstraint<Real> > ROL::SimulatedBoundConstraint< Real >::bnd_
private
template<class Real >
ROL::Ptr<Vector<Real> > ROL::SimulatedBoundConstraint< Real >::l_
private
template<class Real >
ROL::Ptr<Vector<Real> > ROL::SimulatedBoundConstraint< Real >::u_
private

The documentation for this class was generated from the following file: