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

#include <ROL_Constraint_SerialSimOpt.hpp>

Inheritance diagram for ROL::ROL::BoundConstraint< Real >:

Public Member Functions

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.

Protected Member Functions

Real computeInf (const Vector< Real > &x) const

Protected Attributes

Ptr< Vector< Real > > lower_
Ptr< Vector< Real > > upper_

Private Attributes

bool Lactivated_
 Flag that determines whether or not the lower bounds are being used.
bool Uactivated_
 Flag that determines whether or not the upper bounds are being used.

Detailed Description

template<typename Real>
class ROL::ROL::BoundConstraint< Real >

Definition at line 73 of file ROL_Constraint_SerialSimOpt.hpp.

Constructor & Destructor Documentation

◆ ~BoundConstraint()

template<typename Real>
virtual ROL::ROL::BoundConstraint< Real >::~BoundConstraint ( )
inlinevirtual

Definition at line 86 of file ROL_Constraint_SerialSimOpt.hpp.

◆ BoundConstraint() [1/2]

template<typename Real>
ROL::ROL::BoundConstraint< Real >::BoundConstraint ( void )

Definition at line 57 of file ROL_BoundConstraint_Def.hpp.

References Lactivated_, and Uactivated_.

Referenced by ROL::BoundConstraint_Partitioned< Real >::BoundConstraint_Partitioned(), ROL::BoundConstraint_SimOpt< Real >::BoundConstraint_SimOpt(), ROL::RiskBoundConstraint< Real >::RiskBoundConstraint(), ROL::RiskBoundConstraint< Real >::RiskBoundConstraint(), ROL::RiskBoundConstraint< Real >::RiskBoundConstraint(), ROL::RiskBoundConstraint< Real >::RiskBoundConstraint(), and ROL::SimulatedBoundConstraint< Real >::SimulatedBoundConstraint().

◆ BoundConstraint() [2/2]

template<typename Real>
ROL::ROL::BoundConstraint< Real >::BoundConstraint ( const Vector< Real > & x)

Definition at line 61 of file ROL_BoundConstraint_Def.hpp.

References ROL::ROL::Vector< Real >::clone(), ROL::BoundConstraint< Real >::computeInf(), Lactivated_, lower_, Uactivated_, and upper_.

Member Function Documentation

◆ computeInf()

template<typename Real>
Real ROL::ROL::BoundConstraint< Real >::computeInf ( const Vector< Real > & x) const
protected

Definition at line 50 of file ROL_BoundConstraint_Def.hpp.

References dim, ROL::ROL::Vector< Real >::dimension(), and ROL::ROL::ROL_INF().

◆ project()

template<typename Real>
void ROL::ROL::BoundConstraint< Real >::project ( Vector< Real > & x)
virtual

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.

Definition at line 74 of file ROL_BoundConstraint_Def.hpp.

References isActivated().

Referenced by computeProjectedStep(), and isFeasible().

◆ projectInterior()

template<typename Real>
void ROL::ROL::BoundConstraint< Real >::projectInterior ( Vector< Real > & x)
virtual

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.

Definition at line 81 of file ROL_BoundConstraint_Def.hpp.

References isActivated().

◆ pruneUpperActive() [1/2]

template<typename Real>
void ROL::ROL::BoundConstraint< Real >::pruneUpperActive ( Vector< Real > & v,
const Vector< Real > & x,
Real eps = Real(0) )
virtual

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 \(\epsilon\).

Definition at line 88 of file ROL_BoundConstraint_Def.hpp.

References isUpperActivated().

Referenced by pruneActive(), pruneActive(), pruneUpperInactive(), and pruneUpperInactive().

◆ pruneUpperActive() [2/2]

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

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 \(\epsilon_g\).

Definition at line 95 of file ROL_BoundConstraint_Def.hpp.

References isUpperActivated().

◆ pruneLowerActive() [1/2]

template<typename Real>
void ROL::ROL::BoundConstraint< Real >::pruneLowerActive ( Vector< Real > & v,
const Vector< Real > & x,
Real eps = Real(0) )
virtual

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 \(\epsilon\).

Definition at line 102 of file ROL_BoundConstraint_Def.hpp.

References isLowerActivated().

Referenced by pruneActive(), pruneActive(), pruneLowerInactive(), and pruneLowerInactive().

◆ pruneLowerActive() [2/2]

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

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 \(\epsilon_g\).

Definition at line 109 of file ROL_BoundConstraint_Def.hpp.

References isLowerActivated().

◆ getLowerBound()

template<typename Real>
const Ptr< const Vector< Real > > ROL::ROL::BoundConstraint< Real >::getLowerBound ( void ) const
virtual

Return the ref count pointer to the lower bound vector.

Reimplemented in ROL::BoundConstraint_SimOpt< Real >, ROL::RiskBoundConstraint< Real >, and ROL::SimulatedBoundConstraint< Real >.

Definition at line 116 of file ROL_BoundConstraint_Def.hpp.

References lower_.

Referenced by ROL::BoundConstraint_Partitioned< Real >::BoundConstraint_Partitioned().

◆ getUpperBound()

template<typename Real>
const Ptr< const Vector< Real > > ROL::ROL::BoundConstraint< Real >::getUpperBound ( void ) const
virtual

Return the ref count pointer to the upper bound vector.

Reimplemented in ROL::BoundConstraint_SimOpt< Real >, ROL::RiskBoundConstraint< Real >, and ROL::SimulatedBoundConstraint< Real >.

Definition at line 124 of file ROL_BoundConstraint_Def.hpp.

References upper_.

Referenced by ROL::BoundConstraint_Partitioned< Real >::BoundConstraint_Partitioned().

◆ isFeasible()

template<typename Real>
bool ROL::ROL::BoundConstraint< Real >::isFeasible ( const Vector< Real > & v)
virtual

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.

Definition at line 132 of file ROL_BoundConstraint_Def.hpp.

References ROL::ROL::Vector< Real >::clone(), isActivated(), project(), and ROL::ROL::ROL_EPSILON().

◆ applyInverseScalingFunction()

template<typename Real>
void ROL::ROL::BoundConstraint< Real >::applyInverseScalingFunction ( Vector< Real > & dv,
const Vector< Real > & v,
const Vector< Real > & x,
const Vector< Real > & g ) const
virtual

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]dvis the inverse scaling function applied to v.
[in]vis the vector being scaled.
[in]xis the primal vector at which the scaling function is evaluated.
[in]gis the dual vector at which the scaling function is evaluated.

Definition at line 145 of file ROL_BoundConstraint_Def.hpp.

◆ applyScalingFunctionJacobian()

template<typename Real>
void ROL::ROL::BoundConstraint< Real >::applyScalingFunctionJacobian ( Vector< Real > & dv,
const Vector< Real > & v,
const Vector< Real > & x,
const Vector< Real > & g ) const
virtual

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]dvis the scaling function Jacobian applied to v.
[in]vis the vector being scaled.
[in]xis the primal vector at which the scaling function is evaluated.
[in]gis the dual vector at which the scaling function is evaluated.

Definition at line 150 of file ROL_BoundConstraint_Def.hpp.

◆ activateLower()

template<typename Real>
void ROL::ROL::BoundConstraint< Real >::activateLower ( void )

Turn on lower bound.

This function turns on lower bounds.

Definition at line 155 of file ROL_BoundConstraint_Def.hpp.

References Lactivated_.

Referenced by activate().

◆ activateUpper()

template<typename Real>
void ROL::ROL::BoundConstraint< Real >::activateUpper ( void )

Turn on upper bound.

This function turns on upper bounds.

Definition at line 160 of file ROL_BoundConstraint_Def.hpp.

References Uactivated_.

Referenced by activate().

◆ activate()

template<typename Real>
void ROL::ROL::BoundConstraint< Real >::activate ( void )

Turn on bounds.

This function turns the bounds on.

Definition at line 165 of file ROL_BoundConstraint_Def.hpp.

References activateLower(), and activateUpper().

◆ deactivateLower()

template<typename Real>
void ROL::ROL::BoundConstraint< Real >::deactivateLower ( void )

Turn off lower bound.

This function turns the lower bounds off.

Definition at line 171 of file ROL_BoundConstraint_Def.hpp.

References Lactivated_.

Referenced by deactivate().

◆ deactivateUpper()

template<typename Real>
void ROL::ROL::BoundConstraint< Real >::deactivateUpper ( void )

Turn off upper bound.

This function turns the upper bounds off.

Definition at line 176 of file ROL_BoundConstraint_Def.hpp.

References Uactivated_.

Referenced by deactivate().

◆ deactivate()

template<typename Real>
void ROL::ROL::BoundConstraint< Real >::deactivate ( void )

Turn off bounds.

This function turns the bounds off.

Definition at line 181 of file ROL_BoundConstraint_Def.hpp.

References deactivateLower(), and deactivateUpper().

◆ isLowerActivated()

template<typename Real>
bool ROL::ROL::BoundConstraint< Real >::isLowerActivated ( void ) const

Check if lower bound are on.

This function returns true if the lower bounds are turned on.

Definition at line 187 of file ROL_BoundConstraint_Def.hpp.

References Lactivated_.

Referenced by ROL::BoundConstraint_Partitioned< Real >::BoundConstraint_Partitioned(), isActivated(), pruneLowerActive(), pruneLowerActive(), pruneLowerInactive(), and pruneLowerInactive().

◆ isUpperActivated()

template<typename Real>
bool ROL::ROL::BoundConstraint< Real >::isUpperActivated ( void ) const

Check if upper bound are on.

This function returns true if the upper bounds are turned on.

Definition at line 192 of file ROL_BoundConstraint_Def.hpp.

References Uactivated_.

Referenced by ROL::BoundConstraint_Partitioned< Real >::BoundConstraint_Partitioned(), isActivated(), pruneUpperActive(), pruneUpperActive(), pruneUpperInactive(), and pruneUpperInactive().

◆ isActivated()

template<typename Real>
bool ROL::ROL::BoundConstraint< Real >::isActivated ( void ) const

Check if bounds are on.

This function returns true if the bounds are turned on.

Definition at line 197 of file ROL_BoundConstraint_Def.hpp.

References isLowerActivated(), and isUpperActivated().

Referenced by ROL::BoundConstraint_Partitioned< Real >::applyInverseScalingFunction(), ROL::BoundConstraint_Partitioned< Real >::applyScalingFunctionJacobian(), ROL::BoundConstraint_Partitioned< Real >::BoundConstraint_Partitioned(), computeProjectedGradient(), computeProjectedStep(), ROL::BoundConstraint_Partitioned< Real >::isFeasible(), isFeasible(), ROL::BoundConstraint_Partitioned< Real >::project(), project(), ROL::BoundConstraint_Partitioned< Real >::projectInterior(), projectInterior(), pruneActive(), pruneActive(), pruneInactive(), pruneInactive(), ROL::BoundConstraint_Partitioned< Real >::pruneLowerActive(), ROL::BoundConstraint_Partitioned< Real >::pruneLowerActive(), ROL::BoundConstraint_Partitioned< Real >::pruneUpperActive(), ROL::BoundConstraint_Partitioned< Real >::pruneUpperActive(), and ROL::BoundConstraint_Partitioned< Real >::update().

◆ pruneActive() [1/2]

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

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 \(\epsilon\).

Definition at line 202 of file ROL_BoundConstraint_Def.hpp.

References isActivated(), pruneLowerActive(), and pruneUpperActive().

Referenced by computeProjectedGradient(), pruneInactive(), and pruneInactive().

◆ pruneActive() [2/2]

template<typename Real>
void ROL::ROL::BoundConstraint< Real >::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.

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]xepsis the active-set tolerance \(\epsilon_x\).
[in]gepsis the binding-set tolerance \(\epsilon_g\).

Definition at line 210 of file ROL_BoundConstraint_Def.hpp.

References isActivated(), pruneLowerActive(), and pruneUpperActive().

◆ pruneLowerInactive() [1/2]

template<typename Real>
void ROL::ROL::BoundConstraint< Real >::pruneLowerInactive ( Vector< Real > & v,
const Vector< Real > & x,
Real eps = Real(0) )

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

This function sets \(v(\xi)=0\) if \(\xi\in\Xi\setminus\mathcal{A}_\epsilon(x)\). Here,

Parameters
[out]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]epsis the active-set tolerance \(\epsilon\).

Definition at line 218 of file ROL_BoundConstraint_Def.hpp.

References ROL::ROL::Vector< Real >::axpy(), ROL::ROL::Vector< Real >::clone(), isLowerActivated(), and pruneLowerActive().

◆ pruneUpperInactive() [1/2]

template<typename Real>
void ROL::ROL::BoundConstraint< Real >::pruneUpperInactive ( Vector< Real > & v,
const Vector< Real > & x,
Real eps = Real(0) )

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

This function sets \(v(\xi)=0\) if \(\xi\in\Xi\setminus\mathcal{A}_\epsilon(x)\). Here,

Parameters
[out]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]epsis the active-set tolerance \(\epsilon\).

Definition at line 229 of file ROL_BoundConstraint_Def.hpp.

References ROL::ROL::Vector< Real >::axpy(), ROL::ROL::Vector< Real >::clone(), isUpperActivated(), and pruneUpperActive().

◆ pruneLowerInactive() [2/2]

template<typename Real>
void ROL::ROL::BoundConstraint< Real >::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.

This function sets \(v(\xi)=0\) if \(\xi\in\Xi\setminus\mathcal{B}_\epsilon(x)\).

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

Definition at line 240 of file ROL_BoundConstraint_Def.hpp.

References ROL::ROL::Vector< Real >::axpy(), ROL::ROL::Vector< Real >::clone(), isLowerActivated(), and pruneLowerActive().

◆ pruneUpperInactive() [2/2]

template<typename Real>
void ROL::ROL::BoundConstraint< Real >::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.

This function sets \(v(\xi)=0\) if \(\xi\in\Xi\setminus\mathcal{B}_\epsilon(x)\).

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

Definition at line 251 of file ROL_BoundConstraint_Def.hpp.

References ROL::ROL::Vector< Real >::axpy(), ROL::ROL::Vector< Real >::clone(), isUpperActivated(), and pruneUpperActive().

◆ pruneInactive() [1/2]

template<typename Real>
void ROL::ROL::BoundConstraint< Real >::pruneInactive ( Vector< Real > & v,
const Vector< Real > & x,
Real eps = Real(0) )

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

This function sets \(v(\xi)=0\) if \(\xi\in\Xi\setminus\mathcal{A}_\epsilon(x)\). Here,

Parameters
[out]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]epsis the active-set tolerance \(\epsilon\).

Definition at line 262 of file ROL_BoundConstraint_Def.hpp.

References ROL::ROL::Vector< Real >::axpy(), ROL::ROL::Vector< Real >::clone(), isActivated(), and pruneActive().

◆ pruneInactive() [2/2]

template<typename Real>
void ROL::ROL::BoundConstraint< Real >::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.

This function sets \(v(\xi)=0\) if \(\xi\in\Xi\setminus\mathcal{B}_\epsilon(x)\).

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

Definition at line 273 of file ROL_BoundConstraint_Def.hpp.

References ROL::ROL::Vector< Real >::axpy(), ROL::ROL::Vector< Real >::clone(), isActivated(), and pruneActive().

◆ computeProjectedGradient()

template<typename Real>
void ROL::ROL::BoundConstraint< Real >::computeProjectedGradient ( Vector< Real > & g,
const Vector< Real > & x )

Compute projected gradient.

This function projects the gradient \(g\) onto the tangent cone.

Parameters
[in,out]gis the gradient of the objective function at x.
[in]xis the optimization variable

Definition at line 284 of file ROL_BoundConstraint_Def.hpp.

References ROL::ROL::Vector< Real >::clone(), isActivated(), and pruneActive().

◆ computeProjectedStep()

template<typename Real>
void ROL::ROL::BoundConstraint< Real >::computeProjectedStep ( Vector< Real > & v,
const Vector< Real > & x )

Compute projected step.

This function computes the projected step \(P_{[a,b]}(x+v) - x\).

Parameters
[in,out]vis the step variable.
[in]xis the optimization variable.

Definition at line 293 of file ROL_BoundConstraint_Def.hpp.

References ROL::ROL::Vector< Real >::axpy(), isActivated(), ROL::ROL::Vector< Real >::plus(), and project().

Member Data Documentation

◆ Lactivated_

template<typename Real>
bool ROL::ROL::BoundConstraint< Real >::Lactivated_
private

Flag that determines whether or not the lower bounds are being used.

Definition at line 75 of file ROL_Constraint_SerialSimOpt.hpp.

Referenced by activateLower(), BoundConstraint(), BoundConstraint(), deactivateLower(), and isLowerActivated().

◆ Uactivated_

template<typename Real>
bool ROL::ROL::BoundConstraint< Real >::Uactivated_
private

Flag that determines whether or not the upper bounds are being used.

Definition at line 76 of file ROL_Constraint_SerialSimOpt.hpp.

Referenced by activateUpper(), BoundConstraint(), BoundConstraint(), deactivateUpper(), and isUpperActivated().

◆ lower_

template<typename Real>
Ptr<Vector<Real> > ROL::ROL::BoundConstraint< Real >::lower_
protected

Definition at line 79 of file ROL_Constraint_SerialSimOpt.hpp.

Referenced by ROL::Bounds< Real >::applyScalingFunctionJacobian(), BoundConstraint(), ROL::BoundConstraint_Partitioned< Real >::BoundConstraint_Partitioned(), ROL::Bounds< Real >::Bounds(), ROL::Bounds< Real >::Bounds(), ROL::Bounds< Real >::buildScalingFunction(), getLowerBound(), ROL::Bounds< Real >::isFeasible(), ROL::Bounds< Real >::project(), ROL::Bounds< Real >::projectInterior(), ROL::Bounds< Real >::pruneLowerActive(), ROL::Bounds< Real >::pruneLowerActive(), ROL::StdBoundConstraint< Real >::StdBoundConstraint(), and ROL::StdBoundConstraint< Real >::StdBoundConstraint().

◆ upper_

template<typename Real>
Ptr<Vector<Real> > ROL::ROL::BoundConstraint< Real >::upper_
protected

Definition at line 80 of file ROL_Constraint_SerialSimOpt.hpp.

Referenced by ROL::Bounds< Real >::applyScalingFunctionJacobian(), BoundConstraint(), ROL::BoundConstraint_Partitioned< Real >::BoundConstraint_Partitioned(), ROL::Bounds< Real >::Bounds(), ROL::Bounds< Real >::Bounds(), ROL::Bounds< Real >::buildScalingFunction(), getUpperBound(), ROL::Bounds< Real >::isFeasible(), ROL::Bounds< Real >::project(), ROL::Bounds< Real >::projectInterior(), ROL::Bounds< Real >::pruneUpperActive(), ROL::Bounds< Real >::pruneUpperActive(), ROL::StdBoundConstraint< Real >::StdBoundConstraint(), and ROL::StdBoundConstraint< Real >::StdBoundConstraint().

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