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

#include <ROL_RiskBoundConstraint.hpp>

Inheritance diagram for ROL::RiskBoundConstraint< Real >:

Public Member Functions

 RiskBoundConstraint (Ptr< ParameterList > &parlist, const Ptr< BoundConstraint< Real > > &bc=nullPtr)
 RiskBoundConstraint (std::vector< Ptr< ParameterList > > &parlist, const Ptr< BoundConstraint< Real > > &bc=nullPtr)
 RiskBoundConstraint (Ptr< ParameterList > &parlistObj, std::vector< Ptr< ParameterList > > &parlistCon, const Ptr< BoundConstraint< Real > > &bc=nullPtr)
 RiskBoundConstraint (const Ptr< BoundConstraint< Real > > &bc)
void update (const Vector< Real > &x, bool flag=true, int iter=-1)
void project (Vector< Real > &x)
void projectInterior (Vector< Real > &x)
void pruneUpperActive (Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0))
void pruneUpperActive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real xeps=Real(0), Real geps=Real(0))
void pruneLowerActive (Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0))
void pruneLowerActive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real xeps=Real(0), Real geps=Real(0))
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.
bool isFeasible (const Vector< Real > &v)
void applyInverseScalingFunction (Vector< Real > &dv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g) const
void applyScalingFunctionJacobian (Vector< Real > &dv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g) const
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 Member Functions

void setBoundInfo (ParameterList &parlist, int &nStat, std::vector< Real > &lower, std::vector< Real > &upper, bool &augmented, bool &activated)
bool buildObjStatBnd (Ptr< ParameterList > &parlist)
bool buildConStatBnd (std::vector< Ptr< ParameterList > > &parlist)

Private Attributes

Ptr< BoundConstraint< Real > > bc_
Ptr< StdBoundConstraint< Real > > statObj_bc_
std::vector< Real > lowerObj_
std::vector< Real > upperObj_
std::vector< Ptr< StdBoundConstraint< Real > > > statCon_bc_
std::vector< std::vector< Real > > lowerCon_
std::vector< std::vector< Real > > upperCon_
bool augmentedObj_
bool activatedObj_
int nStatObj_
bool augmentedCon_
std::vector< bool > activatedCon_
std::vector< int > nStatCon_
bool isLOinitialized_
bool isHIinitialized_
Ptr< RiskVector< Real > > lo_
Ptr< RiskVector< Real > > hi_

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::RiskBoundConstraint< Real >

Definition at line 54 of file ROL_RiskBoundConstraint.hpp.

Constructor & Destructor Documentation

◆ RiskBoundConstraint() [1/4]

template<class Real>
ROL::RiskBoundConstraint< Real >::RiskBoundConstraint ( Ptr< ParameterList > & parlist,
const Ptr< BoundConstraint< Real > > & bc = nullPtr )
inline

Definition at line 171 of file ROL_RiskBoundConstraint.hpp.

References ROL::BoundConstraint< Real >::activate(), activatedObj_, augmentedCon_, augmentedObj_, bc_, ROL::ROL::BoundConstraint< Real >::BoundConstraint(), buildObjStatBnd(), ROL::BoundConstraint< Real >::deactivate(), isHIinitialized_, isLOinitialized_, and statObj_bc_.

◆ RiskBoundConstraint() [2/4]

template<class Real>
ROL::RiskBoundConstraint< Real >::RiskBoundConstraint ( std::vector< Ptr< ParameterList > > & parlist,
const Ptr< BoundConstraint< Real > > & bc = nullPtr )
inline

Definition at line 188 of file ROL_RiskBoundConstraint.hpp.

References ROL::BoundConstraint< Real >::activate(), activatedObj_, augmentedCon_, augmentedObj_, bc_, ROL::ROL::BoundConstraint< Real >::BoundConstraint(), buildConStatBnd(), ROL::BoundConstraint< Real >::deactivate(), isHIinitialized_, isLOinitialized_, and statObj_bc_.

◆ RiskBoundConstraint() [3/4]

template<class Real>
ROL::RiskBoundConstraint< Real >::RiskBoundConstraint ( Ptr< ParameterList > & parlistObj,
std::vector< Ptr< ParameterList > > & parlistCon,
const Ptr< BoundConstraint< Real > > & bc = nullPtr )
inline

Definition at line 205 of file ROL_RiskBoundConstraint.hpp.

References ROL::BoundConstraint< Real >::activate(), activatedObj_, augmentedCon_, augmentedObj_, bc_, ROL::ROL::BoundConstraint< Real >::BoundConstraint(), buildConStatBnd(), buildObjStatBnd(), ROL::BoundConstraint< Real >::deactivate(), isHIinitialized_, isLOinitialized_, and statObj_bc_.

◆ RiskBoundConstraint() [4/4]

template<class Real>
ROL::RiskBoundConstraint< Real >::RiskBoundConstraint ( const Ptr< BoundConstraint< Real > > & bc)
inline

Definition at line 224 of file ROL_RiskBoundConstraint.hpp.

References ROL::BoundConstraint< Real >::activate(), activatedObj_, augmentedCon_, augmentedObj_, bc_, ROL::ROL::BoundConstraint< Real >::BoundConstraint(), ROL::BoundConstraint< Real >::deactivate(), isHIinitialized_, isLOinitialized_, and statObj_bc_.

Member Function Documentation

◆ setBoundInfo()

template<class Real>
void ROL::RiskBoundConstraint< Real >::setBoundInfo ( ParameterList & parlist,
int & nStat,
std::vector< Real > & lower,
std::vector< Real > & upper,
bool & augmented,
bool & activated )
inlineprivate

Definition at line 74 of file ROL_RiskBoundConstraint.hpp.

References ROL::RandVarFunctionalInfo().

Referenced by buildConStatBnd(), and buildObjStatBnd().

◆ buildObjStatBnd()

template<class Real>
bool ROL::RiskBoundConstraint< Real >::buildObjStatBnd ( Ptr< ParameterList > & parlist)
inlineprivate

Definition at line 103 of file ROL_RiskBoundConstraint.hpp.

References activatedObj_, augmentedObj_, lowerObj_, nStatObj_, setBoundInfo(), statObj_bc_, and upperObj_.

Referenced by RiskBoundConstraint(), and RiskBoundConstraint().

◆ buildConStatBnd()

template<class Real>
bool ROL::RiskBoundConstraint< Real >::buildConStatBnd ( std::vector< Ptr< ParameterList > > & parlist)
inlineprivate

Definition at line 127 of file ROL_RiskBoundConstraint.hpp.

References activatedCon_, augmentedCon_, lowerCon_, nStatCon_, setBoundInfo(), statCon_bc_, and upperCon_.

Referenced by RiskBoundConstraint(), and RiskBoundConstraint().

◆ update()

template<class Real>
void ROL::RiskBoundConstraint< Real >::update ( const Vector< Real > & x,
bool flag = true,
int iter = -1 )
inline

Definition at line 236 of file ROL_RiskBoundConstraint.hpp.

References activatedCon_, activatedObj_, augmentedCon_, augmentedObj_, bc_, statCon_bc_, and statObj_bc_.

◆ project()

template<class Real>
void ROL::RiskBoundConstraint< Real >::project ( Vector< Real > & x)
inline

Definition at line 256 of file ROL_RiskBoundConstraint.hpp.

References activatedCon_, activatedObj_, augmentedCon_, augmentedObj_, bc_, statCon_bc_, and statObj_bc_.

◆ projectInterior()

template<class Real>
void ROL::RiskBoundConstraint< Real >::projectInterior ( Vector< Real > & x)
inline

Definition at line 276 of file ROL_RiskBoundConstraint.hpp.

References activatedCon_, activatedObj_, augmentedCon_, augmentedObj_, bc_, statCon_bc_, and statObj_bc_.

◆ pruneUpperActive() [1/2]

template<class Real>
void ROL::RiskBoundConstraint< Real >::pruneUpperActive ( Vector< Real > & v,
const Vector< Real > & x,
Real eps = Real(0) )
inline

Definition at line 296 of file ROL_RiskBoundConstraint.hpp.

References activatedCon_, activatedObj_, augmentedCon_, augmentedObj_, bc_, statCon_bc_, and statObj_bc_.

◆ pruneUpperActive() [2/2]

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

Definition at line 319 of file ROL_RiskBoundConstraint.hpp.

References activatedCon_, activatedObj_, augmentedCon_, augmentedObj_, bc_, statCon_bc_, and statObj_bc_.

◆ pruneLowerActive() [1/2]

template<class Real>
void ROL::RiskBoundConstraint< Real >::pruneLowerActive ( Vector< Real > & v,
const Vector< Real > & x,
Real eps = Real(0) )
inline

Definition at line 345 of file ROL_RiskBoundConstraint.hpp.

References activatedCon_, activatedObj_, augmentedCon_, augmentedObj_, bc_, statCon_bc_, and statObj_bc_.

◆ pruneLowerActive() [2/2]

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

Definition at line 368 of file ROL_RiskBoundConstraint.hpp.

References activatedCon_, activatedObj_, augmentedCon_, augmentedObj_, bc_, statCon_bc_, and statObj_bc_.

◆ getLowerBound()

template<class Real>
const Ptr< const Vector< Real > > ROL::RiskBoundConstraint< Real >::getLowerBound ( void ) const
inlinevirtual

Return the ref count pointer to the lower bound vector.

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

Definition at line 394 of file ROL_RiskBoundConstraint.hpp.

References bc_, isLOinitialized_, lo_, lowerCon_, lowerObj_, and statCon_bc_.

◆ getUpperBound()

template<class Real>
const Ptr< const Vector< Real > > ROL::RiskBoundConstraint< Real >::getUpperBound ( void ) const
inlinevirtual

Return the ref count pointer to the upper bound vector.

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

Definition at line 410 of file ROL_RiskBoundConstraint.hpp.

References bc_, hi_, isHIinitialized_, statCon_bc_, upperCon_, and upperObj_.

◆ isFeasible()

template<class Real>
bool ROL::RiskBoundConstraint< Real >::isFeasible ( const Vector< Real > & v)
inline

Definition at line 426 of file ROL_RiskBoundConstraint.hpp.

References activatedCon_, activatedObj_, augmentedCon_, augmentedObj_, bc_, statCon_bc_, and statObj_bc_.

◆ applyInverseScalingFunction()

template<class Real>
void ROL::RiskBoundConstraint< Real >::applyInverseScalingFunction ( Vector< Real > & dv,
const Vector< Real > & v,
const Vector< Real > & x,
const Vector< Real > & g ) const
inline

Definition at line 448 of file ROL_RiskBoundConstraint.hpp.

References activatedCon_, activatedObj_, augmentedCon_, augmentedObj_, bc_, statCon_bc_, and statObj_bc_.

◆ applyScalingFunctionJacobian()

template<class Real>
void ROL::RiskBoundConstraint< Real >::applyScalingFunctionJacobian ( Vector< Real > & dv,
const Vector< Real > & v,
const Vector< Real > & x,
const Vector< Real > & g ) const
inline

Definition at line 477 of file ROL_RiskBoundConstraint.hpp.

References activatedCon_, activatedObj_, augmentedCon_, augmentedObj_, bc_, statCon_bc_, and statObj_bc_.

Member Data Documentation

◆ bc_

template<class Real>
Ptr<BoundConstraint<Real> > ROL::RiskBoundConstraint< Real >::bc_
private

Definition at line 56 of file ROL_RiskBoundConstraint.hpp.

Referenced by applyInverseScalingFunction(), applyScalingFunctionJacobian(), getLowerBound(), getUpperBound(), isFeasible(), project(), projectInterior(), pruneLowerActive(), pruneLowerActive(), pruneUpperActive(), pruneUpperActive(), RiskBoundConstraint(), RiskBoundConstraint(), RiskBoundConstraint(), RiskBoundConstraint(), and update().

◆ statObj_bc_

template<class Real>
Ptr<StdBoundConstraint<Real> > ROL::RiskBoundConstraint< Real >::statObj_bc_
private

Definition at line 58 of file ROL_RiskBoundConstraint.hpp.

Referenced by applyInverseScalingFunction(), applyScalingFunctionJacobian(), buildObjStatBnd(), isFeasible(), project(), projectInterior(), pruneLowerActive(), pruneLowerActive(), pruneUpperActive(), pruneUpperActive(), RiskBoundConstraint(), RiskBoundConstraint(), RiskBoundConstraint(), RiskBoundConstraint(), and update().

◆ lowerObj_

template<class Real>
std::vector<Real> ROL::RiskBoundConstraint< Real >::lowerObj_
private

Definition at line 59 of file ROL_RiskBoundConstraint.hpp.

Referenced by buildObjStatBnd(), and getLowerBound().

◆ upperObj_

template<class Real>
std::vector<Real> ROL::RiskBoundConstraint< Real >::upperObj_
private

Definition at line 59 of file ROL_RiskBoundConstraint.hpp.

Referenced by buildObjStatBnd(), and getUpperBound().

◆ statCon_bc_

template<class Real>
std::vector<Ptr<StdBoundConstraint<Real> > > ROL::RiskBoundConstraint< Real >::statCon_bc_
private

Definition at line 61 of file ROL_RiskBoundConstraint.hpp.

Referenced by applyInverseScalingFunction(), applyScalingFunctionJacobian(), buildConStatBnd(), getLowerBound(), getUpperBound(), isFeasible(), project(), projectInterior(), pruneLowerActive(), pruneLowerActive(), pruneUpperActive(), pruneUpperActive(), and update().

◆ lowerCon_

template<class Real>
std::vector<std::vector<Real> > ROL::RiskBoundConstraint< Real >::lowerCon_
private

Definition at line 62 of file ROL_RiskBoundConstraint.hpp.

Referenced by buildConStatBnd(), and getLowerBound().

◆ upperCon_

template<class Real>
std::vector<std::vector<Real> > ROL::RiskBoundConstraint< Real >::upperCon_
private

Definition at line 62 of file ROL_RiskBoundConstraint.hpp.

Referenced by buildConStatBnd(), and getUpperBound().

◆ augmentedObj_

template<class Real>
bool ROL::RiskBoundConstraint< Real >::augmentedObj_
private

Definition at line 64 of file ROL_RiskBoundConstraint.hpp.

Referenced by applyInverseScalingFunction(), applyScalingFunctionJacobian(), buildObjStatBnd(), isFeasible(), project(), projectInterior(), pruneLowerActive(), pruneLowerActive(), pruneUpperActive(), pruneUpperActive(), RiskBoundConstraint(), RiskBoundConstraint(), RiskBoundConstraint(), RiskBoundConstraint(), and update().

◆ activatedObj_

template<class Real>
bool ROL::RiskBoundConstraint< Real >::activatedObj_
private

Definition at line 64 of file ROL_RiskBoundConstraint.hpp.

Referenced by applyInverseScalingFunction(), applyScalingFunctionJacobian(), buildObjStatBnd(), isFeasible(), project(), projectInterior(), pruneLowerActive(), pruneLowerActive(), pruneUpperActive(), pruneUpperActive(), RiskBoundConstraint(), RiskBoundConstraint(), RiskBoundConstraint(), RiskBoundConstraint(), and update().

◆ nStatObj_

template<class Real>
int ROL::RiskBoundConstraint< Real >::nStatObj_
private

Definition at line 65 of file ROL_RiskBoundConstraint.hpp.

Referenced by buildObjStatBnd().

◆ augmentedCon_

template<class Real>
bool ROL::RiskBoundConstraint< Real >::augmentedCon_
private

Definition at line 67 of file ROL_RiskBoundConstraint.hpp.

Referenced by applyInverseScalingFunction(), applyScalingFunctionJacobian(), buildConStatBnd(), isFeasible(), project(), projectInterior(), pruneLowerActive(), pruneLowerActive(), pruneUpperActive(), pruneUpperActive(), RiskBoundConstraint(), RiskBoundConstraint(), RiskBoundConstraint(), RiskBoundConstraint(), and update().

◆ activatedCon_

template<class Real>
std::vector<bool> ROL::RiskBoundConstraint< Real >::activatedCon_
private

Definition at line 68 of file ROL_RiskBoundConstraint.hpp.

Referenced by applyInverseScalingFunction(), applyScalingFunctionJacobian(), buildConStatBnd(), isFeasible(), project(), projectInterior(), pruneLowerActive(), pruneLowerActive(), pruneUpperActive(), pruneUpperActive(), and update().

◆ nStatCon_

template<class Real>
std::vector<int> ROL::RiskBoundConstraint< Real >::nStatCon_
private

Definition at line 69 of file ROL_RiskBoundConstraint.hpp.

Referenced by buildConStatBnd().

◆ isLOinitialized_

template<class Real>
bool ROL::RiskBoundConstraint< Real >::isLOinitialized_
mutableprivate

Definition at line 71 of file ROL_RiskBoundConstraint.hpp.

Referenced by getLowerBound(), RiskBoundConstraint(), RiskBoundConstraint(), RiskBoundConstraint(), and RiskBoundConstraint().

◆ isHIinitialized_

template<class Real>
bool ROL::RiskBoundConstraint< Real >::isHIinitialized_
private

Definition at line 71 of file ROL_RiskBoundConstraint.hpp.

Referenced by getUpperBound(), RiskBoundConstraint(), RiskBoundConstraint(), RiskBoundConstraint(), and RiskBoundConstraint().

◆ lo_

template<class Real>
Ptr<RiskVector<Real> > ROL::RiskBoundConstraint< Real >::lo_
mutableprivate

Definition at line 72 of file ROL_RiskBoundConstraint.hpp.

Referenced by getLowerBound().

◆ hi_

template<class Real>
Ptr<RiskVector<Real> > ROL::RiskBoundConstraint< Real >::hi_
private

Definition at line 72 of file ROL_RiskBoundConstraint.hpp.

Referenced by getUpperBound().

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