ROL
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Provides the elementwise interface to apply upper and lower bound constraints. More...
#include <ROL_Bounds.hpp>
Classes | |
class | Active |
class | LowerBinding |
class | PruneBinding |
class | UpperBinding |
Public Member Functions | |
Bounds (const Vector< Real > &x, bool isLower=true, Real scale=1) | |
Bounds (const ROL::Ptr< Vector< Real > > &x_lo, const ROL::Ptr< Vector< Real > > &x_up, const Real scale=1) | |
virtual void | project (Vector< Real > &x) |
Project optimization variables onto the bounds. More... | |
virtual 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) |
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) |
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) |
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) |
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... | |
virtual 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 Attributes | |
const ROL::Ptr< Vector< Real > > | x_lo_ |
const ROL::Ptr< Vector< Real > > | x_up_ |
const Real | scale_ |
ROL::Ptr< Vector< Real > > | mask_ |
Real | min_diff_ |
Elementwise::ReductionMin< Real > | minimum_ |
ROL::Bounds::PruneBinding | prune_ |
Provides the elementwise interface to apply upper and lower bound constraints.
Definition at line 59 of file ROL_Bounds.hpp.
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inline |
Definition at line 110 of file ROL_Bounds.hpp.
References ROL::BoundConstraint< Real >::activateLower(), ROL::BoundConstraint< Real >::activateUpper(), ROL::Bounds< Real >::x_lo_, and ROL::Bounds< Real >::x_up_.
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Definition at line 128 of file ROL_Bounds.hpp.
References ROL::Bounds< Real >::mask_, ROL::Bounds< Real >::min_diff_, ROL::Bounds< Real >::minimum_, ROL::Bounds< Real >::x_lo_, and ROL::Bounds< Real >::x_up_.
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inlinevirtual |
Project optimization variables onto the bounds.
This function implements the projection of \(x\) onto the bounds, i.e.,
\[ (P_{[a,b]}(x))(\xi) = \min\{b(\xi),\max\{a(\xi),x(\xi)\}\} \quad \text{for almost every }\xi\in\Xi. \]
[in,out] | x | is the optimization variable. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 141 of file ROL_Bounds.hpp.
References ROL::apply, ROL::Vector< Real >::applyBinary(), ROL::Bounds< Real >::x_lo_, and ROL::Bounds< Real >::x_up_.
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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.,
\[ (\bar{P}_{[a,b]}(x))(\xi) \in (a(\xi),b(\xi)) \quad \text{for almost every }\xi\in\Xi. \]
[in,out] | x | is the optimization variable. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 158 of file ROL_Bounds.hpp.
References ROL::apply, ROL::Vector< Real >::applyBinary(), ROL::Bounds< Real >::min_diff_, ROL::Bounds< Real >::x_lo_, and ROL::Bounds< Real >::x_up_.
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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
\[ \mathcal{A}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = b(\xi)-\epsilon\,\}. \]
[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 205 of file ROL_Bounds.hpp.
References ROL::Vector< Real >::applyBinary(), ROL::Bounds< Real >::mask_, ROL::Bounds< Real >::min_diff_, ROL::Bounds< Real >::scale_, and ROL::Bounds< Real >::x_up_.
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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
\[ \mathcal{B}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = b(\xi)-\epsilon,\; g(\xi) < 0 \,\}. \]
[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 217 of file ROL_Bounds.hpp.
References ROL::Vector< Real >::applyBinary(), ROL::Bounds< Real >::mask_, ROL::Bounds< Real >::min_diff_, ROL::Bounds< Real >::prune_, ROL::Bounds< Real >::scale_, and ROL::Bounds< Real >::x_up_.
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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
\[ \mathcal{A}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = a(\xi)+\epsilon\,\}. \]
[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 231 of file ROL_Bounds.hpp.
References ROL::Vector< Real >::applyBinary(), ROL::Bounds< Real >::mask_, ROL::Bounds< Real >::min_diff_, ROL::Bounds< Real >::scale_, and ROL::Bounds< Real >::x_lo_.
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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
\[ \mathcal{B}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = a(\xi)+\epsilon,\; g(\xi) > 0 \,\}. \]
[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 243 of file ROL_Bounds.hpp.
References ROL::Vector< Real >::applyBinary(), ROL::Bounds< Real >::mask_, ROL::Bounds< Real >::min_diff_, ROL::Bounds< Real >::prune_, ROL::Bounds< Real >::scale_, and ROL::Bounds< Real >::x_lo_.
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Return the ref count pointer to the lower bound vector.
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 257 of file ROL_Bounds.hpp.
References ROL::Bounds< Real >::x_lo_.
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inlinevirtual |
Return the ref count pointer to the upper bound vector.
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 261 of file ROL_Bounds.hpp.
References ROL::Bounds< Real >::x_up_.
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inlinevirtual |
Check if the vector, v, is feasible.
This function returns true if \(v = P_{[a,b]}(v)\).
[in] | v | is the vector to be checked. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 265 of file ROL_Bounds.hpp.
References ROL::Bounds< Real >::mask_, ROL::Bounds< Real >::minimum_, ROL::Bounds< Real >::x_lo_, and ROL::Bounds< Real >::x_up_.
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Definition at line 61 of file ROL_Bounds.hpp.
Referenced by ROL::Bounds< Real >::Bounds(), ROL::Bounds< Real >::getLowerBound(), ROL::Bounds< Real >::isFeasible(), ROL::Bounds< Real >::project(), ROL::Bounds< Real >::projectInterior(), and ROL::Bounds< Real >::pruneLowerActive().
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private |
Definition at line 62 of file ROL_Bounds.hpp.
Referenced by ROL::Bounds< Real >::Bounds(), ROL::Bounds< Real >::getUpperBound(), ROL::Bounds< Real >::isFeasible(), ROL::Bounds< Real >::project(), ROL::Bounds< Real >::projectInterior(), and ROL::Bounds< Real >::pruneUpperActive().
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Definition at line 63 of file ROL_Bounds.hpp.
Referenced by ROL::Bounds< Real >::pruneLowerActive(), and ROL::Bounds< Real >::pruneUpperActive().
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Definition at line 65 of file ROL_Bounds.hpp.
Referenced by ROL::Bounds< Real >::Bounds(), ROL::Bounds< Real >::isFeasible(), ROL::Bounds< Real >::pruneLowerActive(), and ROL::Bounds< Real >::pruneUpperActive().
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Definition at line 67 of file ROL_Bounds.hpp.
Referenced by ROL::Bounds< Real >::Bounds(), ROL::Bounds< Real >::projectInterior(), ROL::Bounds< Real >::pruneLowerActive(), and ROL::Bounds< Real >::pruneUpperActive().
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Definition at line 69 of file ROL_Bounds.hpp.
Referenced by ROL::Bounds< Real >::Bounds(), and ROL::Bounds< Real >::isFeasible().
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private |
Referenced by ROL::Bounds< Real >::pruneLowerActive(), and ROL::Bounds< Real >::pruneUpperActive().