Provides the elementwise interface to apply upper and lower bound constraints. More...

#include <ROL_Bounds.hpp>

Inheritance diagram for ROL::Bounds< Real >:

Classes
class	Active
class	UpperBinding
class	LowerBinding
class	PruneBinding
class	BuildC
class	SetZeroEntry

Public Member Functions
	Bounds (const Vector< Real > &x, bool isLower=true, Real scale=1, Real feasTol=std::sqrt(ROL_EPSILON< Real >()))
	Bounds (const Ptr< Vector< Real > > &x_lo, const Ptr< Vector< Real > > &x_up, const Real scale=1, const Real feasTol=std::sqrt(ROL_EPSILON< Real >()))
void	project (Vector< Real > &x) override
void	projectInterior (Vector< Real > &x) override
void	pruneUpperActive (Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0)) override
void	pruneUpperActive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real xeps=Real(0), Real geps=Real(0)) override
void	pruneLowerActive (Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0)) override
void	pruneLowerActive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real xeps=Real(0), Real geps=Real(0)) override
bool	isFeasible (const Vector< Real > &v) override
void	applyInverseScalingFunction (Vector< Real > &dv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g) const override
void	applyScalingFunctionJacobian (Vector< Real > &dv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g) const override
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 const Ptr< const Vector< Real > >	getLowerBound (void) const
	Return the ref count pointer to the lower bound vector.
virtual const Ptr< const Vector< Real > >	getUpperBound (void) const
	Return the ref count pointer to the upper bound vector.
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 Member Functions
void	buildScalingFunction (Vector< Real > &d, const Vector< Real > &x, const Vector< Real > &g) const

Private Attributes
const Real	scale_
const Real	feasTol_
Ptr< Vector< Real > >	mask_
Real	min_diff_
Elementwise::ReductionMin< Real >	minimum_
ROL::Bounds::PruneBinding	prune_
ROL::Bounds::BuildC	buildC_
ROL::Bounds::SetZeroEntry	setZeroEntry_

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<typename Real>
class ROL::Bounds< Real >

Provides the elementwise interface to apply upper and lower bound constraints.

Definition at line 59 of file ROL_Bounds.hpp.

Constructor & Destructor Documentation

◆ Bounds() [1/2]

template<typename Real>

Bounds::Bounds	(	const Vector< Real > &	x,
		bool	isLower = true,
		Real	scale = 1,
		Real	feasTol = std::sqrt(ROL_EPSILON<Real>()) )

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 >::computeInf(), feasTol_, ROL::ROL::BoundConstraint< Real >::lower_, mask_, min_diff_, ROL::ROL_INF(), scale_, and ROL::ROL::BoundConstraint< Real >::upper_.

◆ Bounds() [2/2]

template<typename Real>

Bounds::Bounds	(	const Ptr< Vector< Real > > &	x_lo,
		const Ptr< Vector< Real > > &	x_up,
		const Real	scale = 1,
		const Real	feasTol = std::sqrt(ROL_EPSILON<Real>()) )