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 > &l, std::vector< Real > &u, Real scale=1.0)
 
bool isFeasible (const Vector< Real > &x)
 Check if the vector, v, is feasible. More...
 
void project (Vector< Real > &x)
 Project optimization variables onto the bounds. More...
 
void pruneLowerActive (Vector< Real > &v, const Vector< Real > &x, Real eps)
 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)
 Set variables to zero if they correspond to the upper \(\epsilon\)-active set. More...
 
void pruneActive (Vector< Real > &v, const Vector< Real > &x, Real eps)
 Set variables to zero if they correspond to the \(\epsilon\)-active set. More...
 
void pruneLowerActive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps)
 Set variables to zero if they correspond to the lower \(\epsilon\)-binding set. More...
 
void pruneUpperActive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps)
 Set variables to zero if they correspond to the upper \(\epsilon\)-binding set. More...
 
void pruneActive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps)
 Set variables to zero if they correspond to the \(\epsilon\)-binding set. More...
 
void setVectorToUpperBound (ROL::Vector< Real > &u)
 Set the input vector to the upper bound. More...
 
void setVectorToLowerBound (ROL::Vector< Real > &l)
 Set the input vector to the lower bound. More...
 
- Public Member Functions inherited from ROL::BoundConstraint< Real >
virtual ~BoundConstraint ()
 
 BoundConstraint (void)
 
 BoundConstraint (const Vector< Real > &x)
 
 BoundConstraint (const Teuchos::RCP< Vector< Real > > &x_lo, const Teuchos::RCP< Vector< Real > > &x_up, const Real scale=1)
 Default constructor. More...
 
virtual void update (const Vector< Real > &x, bool flag=true, int iter=-1)
 Update bounds. More...
 
virtual const Teuchos::RCP< const Vector< Real > > getLowerVectorRCP (void) const
 Return the ref count pointer to the lower bound vector. More...
 
virtual const Teuchos::RCP< const Vector< Real > > getUpperVectorRCP (void) const
 Return the ref count pointer to the upper bound vector. More...
 
virtual const Teuchos::RCP< Vector< Real > > getLowerVectorRCP (void)
 Return the ref count pointer to the lower bound vector. More...
 
virtual const Teuchos::RCP< Vector< Real > > getUpperVectorRCP (void)
 Return the ref count pointer to the upper bound vector. More...
 
void activate (void)
 Turn on bounds. More...
 
void deactivate (void)
 Turn off bounds. More...
 
bool isActivated (void)
 Check if bounds are on. 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 pruneLowerInactive (Vector< Real > &v, const Vector< Real > &x, Real eps=0)
 
void pruneUpperInactive (Vector< Real > &v, const Vector< Real > &x, Real eps=0)
 
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 pruneLowerInactive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps=0)
 
void pruneUpperInactive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps=0)
 
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_
 

Detailed Description

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

Definition at line 58 of file ROL_StdBoundConstraint.hpp.

Constructor & Destructor Documentation

◆ StdBoundConstraint()

template<class Real >
ROL::StdBoundConstraint< Real >::StdBoundConstraint ( std::vector< Real > &  l,
std::vector< Real > &  u,
Real  scale = 1.0 
)
inline

Member Function Documentation

◆ isFeasible()

template<class Real >
bool ROL::StdBoundConstraint< Real >::isFeasible ( const 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 80 of file ROL_StdBoundConstraint.hpp.

References ROL::StdBoundConstraint< Real >::dim_.

◆ project()

template<class Real >
void ROL::StdBoundConstraint< Real >::project ( 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 93 of file ROL_StdBoundConstraint.hpp.

References ROL::StdBoundConstraint< Real >::dim_.

◆ pruneLowerActive() [1/2]

template<class Real >
void ROL::StdBoundConstraint< Real >::pruneLowerActive ( Vector< Real > &  v,
const 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 101 of file ROL_StdBoundConstraint.hpp.

References ROL::StdBoundConstraint< Real >::dim_, and ROL::StdBoundConstraint< Real >::scale_.

◆ pruneUpperActive() [1/2]

template<class Real >
void ROL::StdBoundConstraint< Real >::pruneUpperActive ( Vector< Real > &  v,
const 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 114 of file ROL_StdBoundConstraint.hpp.

References ROL::StdBoundConstraint< Real >::dim_, and ROL::StdBoundConstraint< Real >::scale_.

◆ pruneActive() [1/2]

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

Set variables to zero if they correspond to the \(\epsilon\)-active set.

This function sets \(v(\xi)=0\) if \(\xi\in\mathcal{A}_\epsilon(x)\). Here, the \(\epsilon\)-active set is defined as

\[ \mathcal{A}_\epsilon(x) = \mathcal{A}^+_\epsilon(x)\cap\mathcal{A}^-_\epsilon(x). \]

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 127 of file ROL_StdBoundConstraint.hpp.

References ROL::StdBoundConstraint< Real >::dim_, and ROL::StdBoundConstraint< Real >::scale_.

◆ pruneLowerActive() [2/2]

template<class Real >
void ROL::StdBoundConstraint< Real >::pruneLowerActive ( Vector< Real > &  v,
const Vector< Real > &  g,
const Vector< Real > &  x,
Real  eps 
)
inlinevirtual

Set variables to zero if they correspond to the lower \(\epsilon\)-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 141 of file ROL_StdBoundConstraint.hpp.

References ROL::StdBoundConstraint< Real >::dim_, and ROL::StdBoundConstraint< Real >::scale_.

◆ pruneUpperActive() [2/2]

template<class Real >
void ROL::StdBoundConstraint< Real >::pruneUpperActive ( Vector< Real > &  v,
const Vector< Real > &  g,
const 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 156 of file ROL_StdBoundConstraint.hpp.

References ROL::StdBoundConstraint< Real >::dim_, and ROL::StdBoundConstraint< Real >::scale_.

◆ pruneActive() [2/2]

template<class Real >
void ROL::StdBoundConstraint< Real >::pruneActive ( Vector< Real > &  v,
const Vector< Real > &  g,
const 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 \(\epsilon\)-binding set is defined as

\[ \mathcal{B}^+_\epsilon(x) = \mathcal{B}^+_\epsilon(x)\cap\mathcal{B}^-_\epsilon(x). \]

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 171 of file ROL_StdBoundConstraint.hpp.

References ROL::StdBoundConstraint< Real >::dim_, and ROL::StdBoundConstraint< Real >::scale_.

◆ setVectorToUpperBound()

template<class Real >
void ROL::StdBoundConstraint< Real >::setVectorToUpperBound ( ROL::Vector< Real > &  u)
inlinevirtual

Set the input vector to the upper bound.

This function sets the input vector \(u\) to the upper bound \(b\).

Parameters
[out]uis the vector to be set to the upper bound.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 187 of file ROL_StdBoundConstraint.hpp.

References ROL::Vector< Real >::set().

◆ setVectorToLowerBound()

template<class Real >
void ROL::StdBoundConstraint< Real >::setVectorToLowerBound ( ROL::Vector< Real > &  l)
inlinevirtual

Set the input vector to the lower bound.

This function sets the input vector \(l\) to the lower bound \(a\).

Parameters
[out]lis the vector to be set to the lower bound.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 194 of file ROL_StdBoundConstraint.hpp.

References ROL::Vector< Real >::set().

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

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