ROL
|
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, Real feasTol=1e-2) | |
Bounds (const Ptr< Vector< Real >> &x_lo, const Ptr< Vector< Real >> &x_up, const Real scale=1, const Real feasTol=1e-2) | |
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 | 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 | 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... | |
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 | 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... | |
bool | isFeasible (const Vector< Real > &v) override |
Check if the vector, v, is feasible. More... | |
![]() | |
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 | |
const Real | scale_ |
const Real | feasTol_ |
Ptr< Vector< Real > > | mask_ |
Real | min_diff_ |
Elementwise::ReductionMin< Real > | minimum_ |
ROL::Bounds::PruneBinding | prune_ |
Additional Inherited Members | |
![]() | |
Ptr< Vector< Real > > | lower_ |
Ptr< Vector< Real > > | upper_ |
Provides the elementwise interface to apply upper and lower bound constraints.
Definition at line 59 of file ROL_Bounds.hpp.
Bounds::Bounds | ( | const Vector< Real > & | x, |
bool | isLower = true , |
||
Real | scale = 1 , |
||
Real | feasTol = 1e-2 |
||
) |
Definition at line 59 of file ROL_Bounds_Def.hpp.
References ROL::BoundConstraint< Real >::activateLower(), ROL::BoundConstraint< Real >::activateUpper(), ROL::Vector< Real >::clone(), ROL::BoundConstraint< Real >::lower_, and ROL::BoundConstraint< Real >::upper_.
Bounds::Bounds | ( | const Ptr< Vector< Real >> & | x_lo, |
const Ptr< Vector< Real >> & | x_up, | ||
const Real | scale = 1 , |
||
const Real | feasTol = 1e-2 |
||
) |
Definition at line 76 of file ROL_Bounds_Def.hpp.
References ROL::BoundConstraint< Real >::lower_, ROL::Bounds< Real >::mask_, ROL::Bounds< Real >::min_diff_, ROL::Bounds< Real >::minimum_, and ROL::BoundConstraint< Real >::upper_.
|
overridevirtual |
Project optimization variables onto the bounds.
This function implements the projection of \(x\) onto the bounds, i.e.,
\[ (P_{[a,b]}(x))(\xi) = \min\{b(\xi),\max\{a(\xi),x(\xi)\}\} \quad \text{for almost every }\xi\in\Xi. \]
[in,out] | x | is the optimization variable. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 91 of file ROL_Bounds_Def.hpp.
References ROL::apply, and ROL::Vector< Real >::applyBinary().
|
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.,
\[ (\bar{P}_{[a,b]}(x))(\xi) \in (a(\xi),b(\xi)) \quad \text{for almost every }\xi\in\Xi. \]
[in,out] | x | is the optimization variable. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 109 of file ROL_Bounds_Def.hpp.
References ROL::apply, and ROL::Vector< Real >::applyBinary().
|
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
\[ \mathcal{A}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) \ge b(\xi)-\epsilon\,\}. \]
[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 156 of file ROL_Bounds_Def.hpp.
References ROL::Vector< Real >::applyBinary().
|
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
\[ \mathcal{B}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) \ge b(\xi)-\epsilon_x,\; g(\xi) < -\epsilon_g \,\}. \]
[out] | v | is the variable to be pruned. |
[in] | g | is the negative search direction. |
[in] | x | is the current optimization variable. |
[in] | xeps | is the active-set tolerance \(\epsilon_x\). |
[in] | geps | is the binding-set tolerance \(\epsilon_g\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 169 of file ROL_Bounds_Def.hpp.
References ROL::Vector< Real >::applyBinary().
|
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
\[ \mathcal{A}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) \le a(\xi)+\epsilon\,\}. \]
[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 184 of file ROL_Bounds_Def.hpp.
References ROL::Vector< Real >::applyBinary().
|
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
\[ \mathcal{B}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) \le a(\xi)+\epsilon,\; g(\xi) > 0 \,\}. \]
[out] | v | is the variable to be pruned. |
[in] | g | is the negative search direction. |
[in] | x | is the current optimization variable. |
[in] | xeps | is the active-set tolerance \(\epsilon_x\). |
[in] | geps | is the binding-set tolerance \(\epsilon_g\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 197 of file ROL_Bounds_Def.hpp.
References ROL::Vector< Real >::applyBinary().
|
overridevirtual |
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 212 of file ROL_Bounds_Def.hpp.
|
private |
Definition at line 61 of file ROL_Bounds.hpp.
|
private |
Definition at line 62 of file ROL_Bounds.hpp.
|
private |
Definition at line 67 of file ROL_Bounds.hpp.
Referenced by ROL::Bounds< Real >::Bounds().
|
private |
Definition at line 69 of file ROL_Bounds.hpp.
Referenced by ROL::Bounds< Real >::Bounds().
|
private |
Definition at line 71 of file ROL_Bounds.hpp.
Referenced by ROL::Bounds< Real >::Bounds().
|
private |