#include <ROL_BoundConstraint_SimOpt.hpp>

Inheritance diagram for ROL::BoundConstraint_SimOpt< Real >:

Public Member Functions
	~BoundConstraint_SimOpt ()
	BoundConstraint_SimOpt (const Ptr< BoundConstraint< Real > > &bnd1, const Ptr< BoundConstraint< Real > > &bnd2)
	Default constructor.
void	project (Vector< Real > &x)
	Project optimization variables onto the bounds.
void	projectInterior (Vector< Real > &x)
	Project optimization variables into the interior of the feasible set.
void	pruneUpperActive (Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0))
	Set variables to zero if they correspond to the upper \(\epsilon\)-active set.
void	pruneUpperActive (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 upper \(\epsilon\)-binding set.
void	pruneLowerActive (Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0))
	Set variables to zero if they correspond to the lower \(\epsilon\)-active set.
void	pruneLowerActive (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 lower \(\epsilon\)-binding set.
const Ptr< const Vector< Real > >	getLowerBound (void) const
	Return the ref count pointer to the lower bound vector.
const Ptr< const Vector< Real > >	getUpperBound (void) const
	Return the ref count pointer to the upper bound vector.
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.
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.
bool	isFeasible (const Vector< Real > &v)
	Check if the vector, v, is feasible.
void	applyInverseScalingFunction (Vector< Real > &dv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g) const
	Apply inverse scaling function.
void	applyScalingFunctionJacobian (Vector< Real > &dv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g) const
	Apply scaling function Jacobian.
Public Member Functions inherited from ROL::ROL::BoundConstraint< Real >
virtual	~BoundConstraint ()
	BoundConstraint (void)
	BoundConstraint (const Vector< Real > &x)
virtual void	project (Vector< Real > &x)
	Project optimization variables onto the bounds.
virtual void	projectInterior (Vector< Real > &x)
	Project optimization variables into the interior of the feasible set.
virtual void	pruneUpperActive (Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0))
	Set variables to zero if they correspond to the upper \(\epsilon\)-active set.
virtual void	pruneUpperActive (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 upper \(\epsilon\)-binding set.
virtual void	pruneLowerActive (Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0))
	Set variables to zero if they correspond to the lower \(\epsilon\)-active set.
virtual void	pruneLowerActive (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.
virtual bool	isFeasible (const Vector< Real > &v)
	Check if the vector, v, is feasible.
virtual void	applyInverseScalingFunction (Vector< Real > &dv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g) const
	Apply inverse scaling function.
virtual void	applyScalingFunctionJacobian (Vector< Real > &dv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g) const
	Apply scaling function Jacobian.
void	activateLower (void)
	Turn on lower bound.
void	activateUpper (void)
	Turn on upper bound.
void	activate (void)
	Turn on bounds.
void	deactivateLower (void)
	Turn off lower bound.
void	deactivateUpper (void)
	Turn off upper bound.
void	deactivate (void)
	Turn off bounds.
bool	isLowerActivated (void) const
	Check if lower bound are on.
bool	isUpperActivated (void) const
	Check if upper bound are on.
bool	isActivated (void) const
	Check if bounds are on.
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.
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.
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.
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.
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.
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.
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.
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.
void	computeProjectedGradient (Vector< Real > &g, const Vector< Real > &x)
	Compute projected gradient.
void	computeProjectedStep (Vector< Real > &v, const Vector< Real > &x)
	Compute projected step.

Private Attributes
Ptr< BoundConstraint< Real > >	bnd1_
Ptr< BoundConstraint< Real > >	bnd2_

Additional Inherited Members
Protected Member Functions inherited from ROL::ROL::BoundConstraint< Real >
Real	computeInf (const Vector< Real > &x) const
Protected Attributes inherited from ROL::ROL::BoundConstraint< Real >
Ptr< Vector< Real > >	lower_
Ptr< Vector< Real > >	upper_

Detailed Description

template<class Real>
class ROL::BoundConstraint_SimOpt< Real >

Definition at line 73 of file ROL_BoundConstraint_SimOpt.hpp.

Constructor & Destructor Documentation

◆ ~BoundConstraint_SimOpt()

template<class Real>

ROL::BoundConstraint_SimOpt< Real >::~BoundConstraint_SimOpt ( )

inline

Definition at line 79 of file ROL_BoundConstraint_SimOpt.hpp.

◆ BoundConstraint_SimOpt()

template<class Real>

ROL::BoundConstraint_SimOpt< Real >::BoundConstraint_SimOpt	(	const Ptr< BoundConstraint< Real > > &	bnd1,
		const Ptr< BoundConstraint< Real > > &	bnd2 )

inline

Default constructor.

The default constructor automatically turns the constraints on.

Definition at line 85 of file ROL_BoundConstraint_SimOpt.hpp.

References bnd1_, bnd2_, and ROL::ROL::BoundConstraint< Real >::BoundConstraint().

Member Function Documentation

◆ project()

template<class Real>

void ROL::BoundConstraint_SimOpt< Real >::project ( Vector< Real > & x )

inline

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] x is the optimization variable.

Definition at line 104 of file ROL_BoundConstraint_SimOpt.hpp.

References bnd1_, bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().

◆ projectInterior()

template<class Real>

void ROL::BoundConstraint_SimOpt< Real >::projectInterior ( Vector< Real > & x )

inline

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.,

\[ (P_{[a,b]}(x))(\xi) \in (a(\xi),b(\xi)) \quad \text{for almost every }\xi\in\Xi. \]

Parameters

[in,out] x is the optimization variable.

Definition at line 125 of file ROL_BoundConstraint_SimOpt.hpp.

References bnd1_, bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().

◆ pruneUpperActive() [1/2]

template<class Real>

void ROL::BoundConstraint_SimOpt< Real >::pruneUpperActive	(	Vector< Real > &	v,
		const Vector< Real > &	x,
		Real	eps = Real(0) )

inline

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]	v	is the variable to be pruned.
[in]	x	is the current optimization variable.
[in]	eps	is the active-set tolerance \(\epsilon\).

Definition at line 147 of file ROL_BoundConstraint_SimOpt.hpp.

References bnd1_, bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().

◆ pruneUpperActive() [2/2]

template<class Real>

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

inline

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]	v	is the variable to be pruned.
[in]	x	is the current optimization variable.
[in]	g	is the negative search direction.
[in]	eps	is the active-set tolerance \(\epsilon\).

Definition at line 173 of file ROL_BoundConstraint_SimOpt.hpp.

References bnd1_, bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().

◆ pruneLowerActive() [1/2]

template<class Real>

void ROL::BoundConstraint_SimOpt< Real >::pruneLowerActive	(	Vector< Real > &	v,
		const Vector< Real > &	x,
		Real	eps = Real(0) )

inline

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]	v	is the variable to be pruned.
[in]	x	is the current optimization variable.
[in]	eps	is the active-set tolerance \(\epsilon\).

Definition at line 199 of file ROL_BoundConstraint_SimOpt.hpp.

References bnd1_, bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().

◆ pruneLowerActive() [2/2]

template<class Real>

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

inline

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]	v	is the variable to be pruned.
[in]	x	is the current optimization variable.
[in]	g	is the negative search direction.
[in]	eps	is the active-set tolerance \(\epsilon\).

Definition at line 225 of file ROL_BoundConstraint_SimOpt.hpp.

References bnd1_, bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().

◆ getLowerBound()

template<class Real>

const Ptr< const Vector< Real > > ROL::BoundConstraint_SimOpt< Real >::getLowerBound ( void ) const

inlinevirtual

Return the ref count pointer to the lower bound vector.

Reimplemented from ROL::ROL::BoundConstraint< Real >.

Definition at line 240 of file ROL_BoundConstraint_SimOpt.hpp.

References bnd1_, and bnd2_.

◆ getUpperBound()

template<class Real>

const Ptr< const Vector< Real > > ROL::BoundConstraint_SimOpt< Real >::getUpperBound ( void ) const

inlinevirtual

Return the ref count pointer to the upper bound vector.

Reimplemented from ROL::ROL::BoundConstraint< Real >.

Definition at line 247 of file ROL_BoundConstraint_SimOpt.hpp.

References bnd1_, and bnd2_.

◆ pruneActive() [1/2]

template<class Real>

void ROL::BoundConstraint_SimOpt< Real >::pruneActive	(	Vector< Real > &	v,
		const Vector< Real > &	x,
		Real	eps = Real(0) )

inline

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]	v	is the variable to be pruned.
[in]	x	is the current optimization variable.
[in]	eps	is the active-set tolerance \(\epsilon\).

Definition at line 265 of file ROL_BoundConstraint_SimOpt.hpp.

References bnd1_, bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().

◆ pruneActive() [2/2]

template<class Real>

void ROL::BoundConstraint_SimOpt< Real >::pruneActive	(	Vector< Real > &	v,
		const Vector< Real > &	g,
		const Vector< Real > &	x,
		Real	xeps = Real(0),
		Real	geps = Real(0) )

inline

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]	v	is the variable to be pruned.
[in]	x	is the current optimization variable.
[in]	g	is the negative search direction.
[in]	eps	is the active-set tolerance \(\epsilon\).

Definition at line 290 of file ROL_BoundConstraint_SimOpt.hpp.

References bnd1_, bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().

◆ isFeasible()

template<class Real>

bool ROL::BoundConstraint_SimOpt< Real >::isFeasible ( const Vector< Real > & v )

inline

Check if the vector, v, is feasible.

This function returns true if \(v = P_{[a,b]}(v)\).

Parameters

[in] v is the vector to be checked.

Definition at line 307 of file ROL_BoundConstraint_SimOpt.hpp.

References bnd1_, bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().

◆ applyInverseScalingFunction()

template<class Real>

void ROL::BoundConstraint_SimOpt< Real >::applyInverseScalingFunction	(	Vector< Real > &	dv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		const Vector< Real > &	g ) const

inline

Apply inverse scaling function.

This function applies the inverse scaling function \(d(x,g)\) to a vector \(v\), i.e., the output is \(\mathrm{diag}(d(x,g)^{-1})v\). The scaling function must satisfy: (i) \(d(x,g)_i = 0\) if \(x_i = a_i\) and \(g_i \ge 0\); (ii) \(d(x,g)_i = 0\) if \(x_i = b_i\) and \(g_i \le 0\); and (iii) \(d(x,g)_i > 0\) otherwise.

Parameters

[out]	dv	is the inverse scaling function applied to v.
[in]	v	is the vector being scaled.
[in]	x	is the primal vector at which the scaling function is evaluated.
[in]	g	is the dual vector at which the scaling function is evaluated.

Definition at line 325 of file ROL_BoundConstraint_SimOpt.hpp.

References bnd1_, bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().

◆ applyScalingFunctionJacobian()

template<class Real>

void ROL::BoundConstraint_SimOpt< Real >::applyScalingFunctionJacobian	(	Vector< Real > &	dv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		const Vector< Real > &	g ) const

inline

Apply scaling function Jacobian.

This function applies the Jacobian of the scaling function \(d(x,g)\) to a vector \(v\). The output is \(\mathrm{diag}(d_x(x,g)g)v\). The scaling function must satisfy: (i) \(d(x,g)_i = 0\) if \(x_i = a_i\) and \(g_i \ge 0\); (ii) \(d(x,g)_i = 0\) if \(x_i = b_i\) and \(g_i \le 0\); and (iii) \(d(x,g)_i > 0\) otherwise.

Parameters

[out]	dv	is the scaling function Jacobian applied to v.
[in]	v	is the vector being scaled.
[in]	x	is the primal vector at which the scaling function is evaluated.
[in]	g	is the dual vector at which the scaling function is evaluated.