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

#include <ROL_StdBoundConstraint.hpp>

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

Public Member Functions

 StdBoundConstraint (std::vector< Real > &x, bool isLower=false, Real scale=Real(1))
 
 StdBoundConstraint (std::vector< Real > &l, std::vector< Real > &u, Real scale=Real(1))
 
bool isFeasible (const Vector< Real > &x) override
 Check if the vector, v, is feasible. More...
 
void project (Vector< Real > &x) override
 Project optimization variables onto the bounds. More...
 
void projectInterior (Vector< Real > &x) override
 Project optimization variables into the interior of the feasible set. More...
 
void pruneLowerActive (Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0)) override
 Set variables to zero if they correspond to the lower \(\epsilon\)-active set. More...
 
void pruneUpperActive (Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0)) override
 Set variables to zero if they correspond to the upper \(\epsilon\)-active set. More...
 
void pruneLowerActive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real xeps=Real(0), Real geps=Real(0)) override
 Set variables to zero if they correspond to the \(\epsilon\)-binding set. More...
 
void pruneUpperActive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real xeps=Real(0), Real geps=Real(0)) override
 Set variables to zero if they correspond to the upper \(\epsilon\)-binding set. More...
 
- Public Member Functions inherited from ROL::BoundConstraint< Real >
virtual ~BoundConstraint ()
 
 BoundConstraint (void)
 
 BoundConstraint (const Vector< Real > &x)
 
virtual const Ptr< const Vector< Real > > getLowerBound (void) const
 Return the ref count pointer to the lower bound vector. More...
 
virtual const 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=Real(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 xeps=Real(0), Real geps=Real(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=Real(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=Real(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 xeps=Real(0), Real geps=Real(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 xeps=Real(0), Real geps=Real(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=Real(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 xeps=Real(0), Real geps=Real(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_
 
Real scale_
 

Additional Inherited Members

- Protected Attributes inherited from ROL::BoundConstraint< Real >
Ptr< Vector< Real > > lower_
 
Ptr< Vector< Real > > upper_
 

Detailed Description

template<class Real>
class ROL::StdBoundConstraint< Real >

Definition at line 58 of file ROL_StdBoundConstraint.hpp.

Constructor & Destructor Documentation

◆ StdBoundConstraint() [1/2]

template<class Real >
ROL::StdBoundConstraint< Real >::StdBoundConstraint ( std::vector< Real > &  x,
bool  isLower = false,
Real  scale = Real(1) 
)

◆ StdBoundConstraint() [2/2]

template<class Real >
ROL::StdBoundConstraint< Real >::StdBoundConstraint ( std::vector< Real > &  l,
std::vector< Real > &  u,
Real  scale = Real(1) 
)

Member Function Documentation

◆ isFeasible()

template<class Real >
bool ROL::StdBoundConstraint< Real >::isFeasible ( const Vector< Real > &  v)
overridevirtual

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 95 of file ROL_StdBoundConstraint_Def.hpp.

◆ project()

template<class Real >
void ROL::StdBoundConstraint< Real >::project ( Vector< Real > &  x)
overridevirtual

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 121 of file ROL_StdBoundConstraint_Def.hpp.

◆ projectInterior()

template<class Real >
void ROL::StdBoundConstraint< Real >::projectInterior ( Vector< Real > &  x)
overridevirtual

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 139 of file ROL_StdBoundConstraint_Def.hpp.

◆ pruneLowerActive() [1/2]

template<class Real >
void ROL::StdBoundConstraint< Real >::pruneLowerActive ( Vector< Real > &  v,
const Vector< Real > &  x,
Real  eps = Real(0) 
)
overridevirtual

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

\[ \mathcal{A}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) \le a(\xi)+\epsilon\,\}. \]

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 166 of file ROL_StdBoundConstraint_Def.hpp.

◆ pruneUpperActive() [1/2]

template<class Real >
void ROL::StdBoundConstraint< Real >::pruneUpperActive ( Vector< Real > &  v,
const Vector< Real > &  x,
Real  eps = Real(0) 
)
overridevirtual

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

\[ \mathcal{A}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) \ge b(\xi)-\epsilon\,\}. \]

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 182 of file ROL_StdBoundConstraint_Def.hpp.

◆ pruneLowerActive() [2/2]

template<class Real >
void ROL::StdBoundConstraint< Real >::pruneLowerActive ( Vector< Real > &  v,
const Vector< Real > &  g,
const Vector< Real > &  x,
Real  xeps = Real(0),
Real  geps = Real(0) 
)
overridevirtual

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

\[ \mathcal{B}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) \le a(\xi)+\epsilon,\; g(\xi) > 0 \,\}. \]

Parameters
[out]vis the variable to be pruned.
[in]gis the negative search direction.
[in]xis the current optimization variable.
[in]xepsis the active-set tolerance \(\epsilon_x\).
[in]gepsis the binding-set tolerance \(\epsilon_g\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 198 of file ROL_StdBoundConstraint_Def.hpp.

◆ pruneUpperActive() [2/2]

template<class Real >
void ROL::StdBoundConstraint< Real >::pruneUpperActive ( Vector< Real > &  v,
const Vector< Real > &  g,
const Vector< Real > &  x,
Real  xeps = Real(0),
Real  geps = Real(0) 
)
overridevirtual

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

\[ \mathcal{B}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) \ge b(\xi)-\epsilon_x,\; g(\xi) < -\epsilon_g \,\}. \]

Parameters
[out]vis the variable to be pruned.
[in]gis the negative search direction.
[in]xis the current optimization variable.
[in]xepsis the active-set tolerance \(\epsilon_x\).
[in]gepsis the binding-set tolerance \(\epsilon_g\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 216 of file ROL_StdBoundConstraint_Def.hpp.

Member Data Documentation

◆ dim_

template<class Real >
int ROL::StdBoundConstraint< Real >::dim_
private

◆ x_lo_

template<class Real >
std::vector<Real> ROL::StdBoundConstraint< Real >::x_lo_
private

◆ x_up_

template<class Real >
std::vector<Real> ROL::StdBoundConstraint< Real >::x_up_
private

◆ min_diff_

template<class Real >
Real ROL::StdBoundConstraint< Real >::min_diff_
private

◆ scale_

template<class Real >
Real ROL::StdBoundConstraint< Real >::scale_
private

Definition at line 64 of file ROL_StdBoundConstraint.hpp.


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