ROL
Public Member Functions | Private Member Functions | Private Attributes | List of all members
H1BoundConstraint< Real > Class Template Reference

#include <example_04.hpp>

+ Inheritance diagram for H1BoundConstraint< Real >:

Public Member Functions

 H1BoundConstraint (std::vector< Real > &l, std::vector< Real > &u, const ROL::Ptr< BurgersFEM< Real > > &fem, Real scale=1.0)
 
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 pruneActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps)
 
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 pruneActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real eps)
 
const ROL::Ptr< const
ROL::Vector< Real > > 		getLowerBound (void) const
 Return the ref count pointer to the lower bound vector. More...
 
const ROL::Ptr< const
ROL::Vector< Real > > 		getUpperBound (void) const
 Return the ref count pointer to the upper bound vector. More...
 
 H1BoundConstraint (std::vector< Real > &l, std::vector< Real > &u, const ROL::Ptr< BurgersFEM< Real > > &fem, Real scale=1.0)
 
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 pruneActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps)
 
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 pruneActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real eps)
 
const ROL::Ptr< const
ROL::Vector< Real > > 		getLowerBound (void) const
 Return the ref count pointer to the lower bound vector. More...
 
const ROL::Ptr< const
ROL::Vector< Real > > 		getUpperBound (void) const
 Return the ref count pointer to the upper bound vector. More...
 
 H1BoundConstraint (std::vector< Real > &l, std::vector< Real > &u, const ROL::Ptr< BurgersFEM< Real > > &fem, Real scale=1.0)
 
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 pruneActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps)
 
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 pruneActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real eps)
 
const ROL::Ptr< const
ROL::Vector< Real > > 		getLowerBound (void) const
 Return the ref count pointer to the lower bound vector. More...
 
const ROL::Ptr< const
ROL::Vector< Real > > 		getUpperBound (void) const
 Return the ref count pointer to the upper bound vector. 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...
 
virtual void projectInterior (Vector< Real > &x)
 Project optimization variables into the interior of the feasible set. 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

void cast_vector (ROL::Ptr< std::vector< Real > > &xvec, ROL::Vector< Real > &x) const
 
void cast_const_vector (ROL::Ptr< const std::vector< Real > > &xvec, const ROL::Vector< Real > &x) const
 
void axpy (std::vector< Real > &out, const Real a, const std::vector< Real > &x, const std::vector< Real > &y) const
 
void projection (std::vector< Real > &x)
 
void cast_vector (ROL::Ptr< std::vector< Real > > &xvec, ROL::Vector< Real > &x) const
 
void cast_const_vector (ROL::Ptr< const std::vector< Real > > &xvec, const ROL::Vector< Real > &x) const
 
void axpy (std::vector< Real > &out, const Real a, const std::vector< Real > &x, const std::vector< Real > &y) const
 
void projection (std::vector< Real > &x)
 
void cast_vector (ROL::Ptr< std::vector< Real > > &xvec, ROL::Vector< Real > &x) const
 
void cast_const_vector (ROL::Ptr< const std::vector< Real > > &xvec, const ROL::Vector< Real > &x) const
 
void axpy (std::vector< Real > &out, const Real a, const std::vector< Real > &x, const std::vector< Real > &y) const
 
void projection (std::vector< Real > &x)
 

Private Attributes

int dim_
 
std::vector< Real > x_lo_
 
std::vector< Real > x_up_
 
Real min_diff_
 
Real scale_
 
ROL::Ptr< BurgersFEM< Real > > fem_
 
ROL::Ptr< ROL::Vector< Real > > l_
 
ROL::Ptr< ROL::Vector< Real > > u_
 

Detailed Description

template<class Real>
class H1BoundConstraint< Real >

Definition at line 1312 of file example_04.hpp.

Constructor & Destructor Documentation

template<class Real >
H1BoundConstraint< Real >::H1BoundConstraint ( std::vector< Real > &  l,
std::vector< Real > &  u,
const ROL::Ptr< BurgersFEM< Real > > &  fem,
Real  scale = 1.0 
)
inline

Definition at line 1358 of file example_04.hpp.

References H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::l_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::u_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< Real >::x_up_.

template<class Real >
H1BoundConstraint< Real >::H1BoundConstraint ( std::vector< Real > &  l,
std::vector< Real > &  u,
const ROL::Ptr< BurgersFEM< Real > > &  fem,
Real  scale = 1.0 
)
inline

Definition at line 1439 of file example_07.hpp.

References H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::l_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::u_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< Real >::x_up_.

template<class Real >
H1BoundConstraint< Real >::H1BoundConstraint ( std::vector< Real > &  l,
std::vector< Real > &  u,
const ROL::Ptr< BurgersFEM< Real > > &  fem,
Real  scale = 1.0 
)
inline

Definition at line 1247 of file example_08.hpp.

References H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::l_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::u_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< Real >::x_up_.

Member Function Documentation

template<class Real >
void H1BoundConstraint< Real >::cast_vector ( ROL::Ptr< std::vector< Real > > &  xvec,
ROL::Vector< Real > &  x 
) const
inlineprivate

Definition at line 1323 of file example_04.hpp.

Referenced by H1BoundConstraint< Real >::project(), H1BoundConstraint< Real >::pruneActive(), H1BoundConstraint< Real >::pruneLowerActive(), and H1BoundConstraint< Real >::pruneUpperActive().

template<class Real >
void H1BoundConstraint< Real >::cast_const_vector ( ROL::Ptr< const std::vector< Real > > &  xvec,
const ROL::Vector< Real > &  x 
) const
inlineprivate

Definition at line 1333 of file example_04.hpp.

Referenced by H1BoundConstraint< Real >::isFeasible(), H1BoundConstraint< Real >::pruneActive(), H1BoundConstraint< Real >::pruneLowerActive(), and H1BoundConstraint< Real >::pruneUpperActive().

template<class Real >
void H1BoundConstraint< Real >::axpy ( std::vector< Real > &  out,
const Real  a,
const std::vector< Real > &  x,
const std::vector< Real > &  y 
) const
inlineprivate

Definition at line 1343 of file example_04.hpp.

References H1BoundConstraint< Real >::dim_.

template<class Real >
void H1BoundConstraint< Real >::projection ( std::vector< Real > &  x)
inlineprivate

Definition at line 1351 of file example_04.hpp.

References H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< Real >::x_up_.

Referenced by H1BoundConstraint< Real >::project().

template<class Real >
bool H1BoundConstraint< 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 1377 of file example_04.hpp.

References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< Real >::x_up_.

template<class Real >
void H1BoundConstraint< 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 1389 of file example_04.hpp.

References H1BoundConstraint< Real >::cast_vector(), and H1BoundConstraint< Real >::projection().

template<class Real >
void H1BoundConstraint< 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 1394 of file example_04.hpp.

References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, and H1BoundConstraint< Real >::x_lo_.

template<class Real >
void H1BoundConstraint< 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 1405 of file example_04.hpp.

References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, and H1BoundConstraint< Real >::x_up_.

template<class Real >
void H1BoundConstraint< Real >::pruneActive ( ROL::Vector< Real > &  v,
const ROL::Vector< Real > &  x,
Real  eps 
)
inline

Definition at line 1416 of file example_04.hpp.

References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< Real >::x_up_.

template<class Real >
void H1BoundConstraint< 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 1428 of file example_04.hpp.

References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, and H1BoundConstraint< Real >::x_lo_.

template<class Real >
void H1BoundConstraint< 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 1440 of file example_04.hpp.

References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, and H1BoundConstraint< Real >::x_up_.

template<class Real >
void H1BoundConstraint< Real >::pruneActive ( ROL::Vector< Real > &  v,
const ROL::Vector< Real > &  g,
const ROL::Vector< Real > &  x,
Real  eps 
)
inline

Definition at line 1452 of file example_04.hpp.

References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< Real >::x_up_.

template<class Real >
const ROL::Ptr<const ROL::Vector<Real> > H1BoundConstraint< Real >::getLowerBound ( void  ) const
inlinevirtual

Return the ref count pointer to the lower bound vector.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 1465 of file example_04.hpp.

References H1BoundConstraint< Real >::l_.

template<class Real >
const ROL::Ptr<const ROL::Vector<Real> > H1BoundConstraint< Real >::getUpperBound ( void  ) const
inlinevirtual

Return the ref count pointer to the upper bound vector.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 1469 of file example_04.hpp.

References H1BoundConstraint< Real >::u_.

template<class Real >
void H1BoundConstraint< Real >::cast_vector ( ROL::Ptr< std::vector< Real > > &  xvec,
ROL::Vector< Real > &  x 
) const
inlineprivate

Definition at line 1400 of file example_07.hpp.

template<class Real >
void H1BoundConstraint< Real >::cast_const_vector ( ROL::Ptr< const std::vector< Real > > &  xvec,
const ROL::Vector< Real > &  x 
) const
inlineprivate

Definition at line 1412 of file example_07.hpp.

template<class Real >
void H1BoundConstraint< Real >::axpy ( std::vector< Real > &  out,
const Real  a,
const std::vector< Real > &  x,
const std::vector< Real > &  y 
) const
inlineprivate

Definition at line 1424 of file example_07.hpp.

References H1BoundConstraint< Real >::dim_.

template<class Real >
void H1BoundConstraint< Real >::projection ( std::vector< Real > &  x)
inlineprivate

Definition at line 1432 of file example_07.hpp.

References H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< Real >::x_up_.

template<class Real >
bool H1BoundConstraint< 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 1458 of file example_07.hpp.

References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< Real >::x_up_.

template<class Real >
void H1BoundConstraint< 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 1470 of file example_07.hpp.

References H1BoundConstraint< Real >::cast_vector(), and H1BoundConstraint< Real >::projection().

template<class Real >
void H1BoundConstraint< 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 1475 of file example_07.hpp.

References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, and H1BoundConstraint< Real >::x_lo_.

template<class Real >
void H1BoundConstraint< 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 1486 of file example_07.hpp.

References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, and H1BoundConstraint< Real >::x_up_.

template<class Real >
void H1BoundConstraint< Real >::pruneActive ( ROL::Vector< Real > &  v,
const ROL::Vector< Real > &  x,
Real  eps 
)
inline

Definition at line 1497 of file example_07.hpp.

References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< Real >::x_up_.

template<class Real >
void H1BoundConstraint< 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 1509 of file example_07.hpp.

References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, and H1BoundConstraint< Real >::x_lo_.

template<class Real >
void H1BoundConstraint< 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 1521 of file example_07.hpp.

References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, and H1BoundConstraint< Real >::x_up_.

template<class Real >
void H1BoundConstraint< Real >::pruneActive ( ROL::Vector< Real > &  v,
const ROL::Vector< Real > &  g,
const ROL::Vector< Real > &  x,
Real  eps 
)
inline

Definition at line 1533 of file example_07.hpp.

References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< Real >::x_up_.

template<class Real >
const ROL::Ptr<const ROL::Vector<Real> > H1BoundConstraint< Real >::getLowerBound ( void  ) const
inlinevirtual

Return the ref count pointer to the lower bound vector.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 1546 of file example_07.hpp.

References H1BoundConstraint< Real >::l_.

template<class Real >
const ROL::Ptr<const ROL::Vector<Real> > H1BoundConstraint< Real >::getUpperBound ( void  ) const
inlinevirtual

Return the ref count pointer to the upper bound vector.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 1550 of file example_07.hpp.

References H1BoundConstraint< Real >::u_.

template<class Real >
void H1BoundConstraint< Real >::cast_vector ( ROL::Ptr< std::vector< Real > > &  xvec,
ROL::Vector< Real > &  x 
) const
inlineprivate

Definition at line 1210 of file example_08.hpp.

template<class Real >
void H1BoundConstraint< Real >::cast_const_vector ( ROL::Ptr< const std::vector< Real > > &  xvec,
const ROL::Vector< Real > &  x 
) const
inlineprivate

Definition at line 1222 of file example_08.hpp.

template<class Real >
void H1BoundConstraint< Real >::axpy ( std::vector< Real > &  out,
const Real  a,
const std::vector< Real > &  x,
const std::vector< Real > &  y 
) const
inlineprivate

Definition at line 1232 of file example_08.hpp.

References H1BoundConstraint< Real >::dim_.

template<class Real >
void H1BoundConstraint< Real >::projection ( std::vector< Real > &  x)
inlineprivate

Definition at line 1240 of file example_08.hpp.

References H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< Real >::x_up_.

template<class Real >
bool H1BoundConstraint< 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 1266 of file example_08.hpp.

References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< Real >::x_up_.

template<class Real >
void H1BoundConstraint< 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 1278 of file example_08.hpp.

References H1BoundConstraint< Real >::cast_vector(), and H1BoundConstraint< Real >::projection().

template<class Real >
void H1BoundConstraint< 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 1283 of file example_08.hpp.

References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, and H1BoundConstraint< Real >::x_lo_.

template<class Real >
void H1BoundConstraint< 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 1294 of file example_08.hpp.

References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, and H1BoundConstraint< Real >::x_up_.

template<class Real >
void H1BoundConstraint< Real >::pruneActive ( ROL::Vector< Real > &  v,
const ROL::Vector< Real > &  x,
Real  eps 
)
inline

Definition at line 1305 of file example_08.hpp.

References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< Real >::x_up_.

template<class Real >
void H1BoundConstraint< 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 1317 of file example_08.hpp.

References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, and H1BoundConstraint< Real >::x_lo_.

template<class Real >
void H1BoundConstraint< 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 1329 of file example_08.hpp.

References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, and H1BoundConstraint< Real >::x_up_.

template<class Real >
void H1BoundConstraint< Real >::pruneActive ( ROL::Vector< Real > &  v,
const ROL::Vector< Real > &  g,
const ROL::Vector< Real > &  x,
Real  eps 
)
inline

Definition at line 1341 of file example_08.hpp.

References H1BoundConstraint< Real >::cast_const_vector(), H1BoundConstraint< Real >::cast_vector(), H1BoundConstraint< Real >::dim_, H1BoundConstraint< Real >::min_diff_, H1BoundConstraint< Real >::scale_, H1BoundConstraint< Real >::x_lo_, and H1BoundConstraint< Real >::x_up_.

template<class Real >
const ROL::Ptr<const ROL::Vector<Real> > H1BoundConstraint< Real >::getLowerBound ( void  ) const
inlinevirtual

Return the ref count pointer to the lower bound vector.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 1354 of file example_08.hpp.

References H1BoundConstraint< Real >::l_.

template<class Real >
const ROL::Ptr<const ROL::Vector<Real> > H1BoundConstraint< Real >::getUpperBound ( void  ) const
inlinevirtual

Return the ref count pointer to the upper bound vector.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 1358 of file example_08.hpp.

References H1BoundConstraint< Real >::u_.

Member Data Documentation

template<class Real >
int H1BoundConstraint< Real >::dim_
private

Definition at line 1314 of file example_04.hpp.

Referenced by H1BoundConstraint< Real >::axpy(), H1BoundConstraint< Real >::H1BoundConstraint(), H1BoundConstraint< Real >::isFeasible(), H1BoundConstraint< Real >::projection(), H1BoundConstraint< Real >::pruneActive(), H1BoundConstraint< Real >::pruneLowerActive(), and H1BoundConstraint< Real >::pruneUpperActive().

template<class Real >
std::vector< Real > H1BoundConstraint< Real >::x_lo_
private

Definition at line 1315 of file example_04.hpp.

Referenced by H1BoundConstraint< Real >::H1BoundConstraint(), H1BoundConstraint< Real >::isFeasible(), H1BoundConstraint< Real >::projection(), H1BoundConstraint< Real >::pruneActive(), and H1BoundConstraint< Real >::pruneLowerActive().

template<class Real >
std::vector< Real > H1BoundConstraint< Real >::x_up_
private

Definition at line 1316 of file example_04.hpp.

Referenced by H1BoundConstraint< Real >::H1BoundConstraint(), H1BoundConstraint< Real >::isFeasible(), H1BoundConstraint< Real >::projection(), H1BoundConstraint< Real >::pruneActive(), and H1BoundConstraint< Real >::pruneUpperActive().

template<class Real >
Real H1BoundConstraint< Real >::min_diff_
private

Definition at line 1317 of file example_04.hpp.

Referenced by H1BoundConstraint< Real >::H1BoundConstraint(), H1BoundConstraint< Real >::pruneActive(), H1BoundConstraint< Real >::pruneLowerActive(), and H1BoundConstraint< Real >::pruneUpperActive().

template<class Real >
Real H1BoundConstraint< Real >::scale_
private

Definition at line 1318 of file example_04.hpp.

Referenced by H1BoundConstraint< Real >::pruneActive(), H1BoundConstraint< Real >::pruneLowerActive(), and H1BoundConstraint< Real >::pruneUpperActive().

template<class Real >
ROL::Ptr< BurgersFEM< Real > > H1BoundConstraint< Real >::fem_
private

Definition at line 1319 of file example_04.hpp.

template<class Real >
ROL::Ptr< ROL::Vector< Real > > H1BoundConstraint< Real >::l_
private

Definition at line 1320 of file example_04.hpp.

Referenced by H1BoundConstraint< Real >::getLowerBound(), and H1BoundConstraint< Real >::H1BoundConstraint().

template<class Real >
ROL::Ptr< ROL::Vector< Real > > H1BoundConstraint< Real >::u_
private

Definition at line 1321 of file example_04.hpp.

Referenced by H1BoundConstraint< Real >::getUpperBound(), and H1BoundConstraint< Real >::H1BoundConstraint().

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