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

Definition at line 87 of file ROL_SimulatedBoundConstraint.hpp.

References ROL::SimulatedBoundConstraint< Real >::bnd_, ROL::SimulatedBoundConstraint< Real >::l_, ROL::SimulatedBoundConstraint< Real >::sampler_, and ROL::SimulatedBoundConstraint< Real >::u_.

Member Function Documentation

template<class Real >

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

inlineprivate

Definition at line 66 of file ROL_SimulatedBoundConstraint.hpp.

Referenced by ROL::SimulatedBoundConstraint< Real >::isFeasible(), ROL::SimulatedBoundConstraint< Real >::project(), ROL::SimulatedBoundConstraint< Real >::projectInterior(), ROL::SimulatedBoundConstraint< Real >::pruneLowerActive(), and ROL::SimulatedBoundConstraint< Real >::pruneUpperActive().

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] x is 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] x is 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]	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 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]	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 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]	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 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]	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 \(\epsilon\).