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

#include <example_01.hpp>

+ Inheritance diagram for BoundConstraint_BurgersControl< Real >:

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_
 

Detailed Description

template<class Real>
class BoundConstraint_BurgersControl< Real >

Definition at line 466 of file burgers-control/example_01.hpp.

Constructor & Destructor Documentation

template<class Real >
BoundConstraint_BurgersControl< Real >::BoundConstraint_BurgersControl ( int  dim)
inline

Member Function Documentation

template<class Real >
bool BoundConstraint_BurgersControl< Real >::isFeasible ( const ROL::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 477 of file burgers-control/example_01.hpp.

References BoundConstraint_BurgersControl< Real >::dim_, BoundConstraint_BurgersControl< Real >::x_lo_, and BoundConstraint_BurgersControl< Real >::x_up_.

template<class Real >
void BoundConstraint_BurgersControl< Real >::project ( ROL::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 489 of file burgers-control/example_01.hpp.

References BoundConstraint_BurgersControl< Real >::dim_, BoundConstraint_BurgersControl< Real >::x_lo_, and BoundConstraint_BurgersControl< Real >::x_up_.

template<class Real >
void BoundConstraint_BurgersControl< Real >::pruneLowerActive ( ROL::Vector< Real > &  v,
const ROL::Vector< Real > &  x,
Real  eps 
)
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 496 of file burgers-control/example_01.hpp.

References BoundConstraint_BurgersControl< Real >::dim_, BoundConstraint_BurgersControl< Real >::min_diff_, and BoundConstraint_BurgersControl< Real >::x_lo_.

template<class Real >
void BoundConstraint_BurgersControl< Real >::pruneUpperActive ( ROL::Vector< Real > &  v,
const ROL::Vector< Real > &  x,
Real  eps 
)
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 508 of file burgers-control/example_01.hpp.

References BoundConstraint_BurgersControl< Real >::dim_, BoundConstraint_BurgersControl< Real >::min_diff_, and BoundConstraint_BurgersControl< Real >::x_up_.

template<class Real >
void BoundConstraint_BurgersControl< Real >::pruneLowerActive ( ROL::Vector< Real > &  v,
const ROL::Vector< Real > &  g,
const ROL::Vector< Real > &  x,
Real  eps 
)
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 520 of file burgers-control/example_01.hpp.

References BoundConstraint_BurgersControl< Real >::dim_, BoundConstraint_BurgersControl< Real >::min_diff_, and BoundConstraint_BurgersControl< Real >::x_lo_.

template<class Real >
void BoundConstraint_BurgersControl< Real >::pruneUpperActive ( ROL::Vector< Real > &  v,
const ROL::Vector< Real > &  g,
const ROL::Vector< Real > &  x,
Real  eps 
)
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 534 of file burgers-control/example_01.hpp.

References BoundConstraint_BurgersControl< Real >::dim_, BoundConstraint_BurgersControl< Real >::min_diff_, and BoundConstraint_BurgersControl< Real >::x_up_.

template<class Real >
void BoundConstraint_BurgersControl< Real >::setVectorToUpperBound ( ROL::Vector< Real > &  u)
inline
template<class Real >
void BoundConstraint_BurgersControl< Real >::setVectorToLowerBound ( ROL::Vector< Real > &  l)
inline

Member Data Documentation

template<class Real >
int BoundConstraint_BurgersControl< Real >::dim_
private
template<class Real >
std::vector<Real> BoundConstraint_BurgersControl< Real >::x_lo_
private
template<class Real >
std::vector<Real> BoundConstraint_BurgersControl< Real >::x_up_
private
template<class Real >
Real BoundConstraint_BurgersControl< Real >::min_diff_
private

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