A BoundConstraint formed from a single bound constraint replacated according to a SampleGenerator. More...

#include <ROL_SimulatedBoundConstraint.hpp>

Inheritance diagram for ROL::SimulatedBoundConstraint< Real >:

Public Member Functions
	~SimulatedBoundConstraint ()
	SimulatedBoundConstraint (const Ptr< SampleGenerator< Real > > &sampler, const Ptr< BoundConstraint< Real > > &bnd)
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
const Vector< Real > &	getVector (const Vector< Real > &x, int k) const
Vector< Real > &	getVector (Vector< Real > &x, int k) const

Private Attributes
const Ptr< SampleGenerator< Real > >	sampler_
const Ptr< BoundConstraint< Real > >	bnd_
Ptr< Vector< Real > >	l_
Ptr< Vector< Real > >	u_

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::SimulatedBoundConstraint< Real >

A BoundConstraint formed from a single bound constraint replacated according to a SampleGenerator.

Definition at line 59 of file ROL_SimulatedBoundConstraint.hpp.

Constructor & Destructor Documentation

◆ ~SimulatedBoundConstraint()

template<class Real>

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

inline

Definition at line 85 of file ROL_SimulatedBoundConstraint.hpp.

◆ SimulatedBoundConstraint()

template<class Real>

ROL::SimulatedBoundConstraint< Real >::SimulatedBoundConstraint	(	const Ptr< SampleGenerator< Real > > &	sampler,
		const Ptr< BoundConstraint< Real > > &	bnd )

inline

Definition at line 87 of file ROL_SimulatedBoundConstraint.hpp.

References bnd_, ROL::ROL::BoundConstraint< Real >::BoundConstraint(), l_, sampler_, and u_.

Member Function Documentation

◆ getVector() [1/2]

template<class Real>

const Vector< Real > & ROL::SimulatedBoundConstraint< Real >::getVector	(	const Vector< Real > &	x,
		int	k ) const

inlineprivate

Definition at line 66 of file ROL_SimulatedBoundConstraint.hpp.

References ROL::SimulatedVector< Real >::get().

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

◆ getVector() [2/2]

template<class Real>

Vector< Real > & ROL::SimulatedBoundConstraint< Real >::getVector	(	Vector< Real > &	x,
		int	k ) const

inlineprivate

Definition at line 75 of file ROL_SimulatedBoundConstraint.hpp.

References ROL::SimulatedVector< Real >::get().

◆ project()

template<class Real>

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

inline

Definition at line 102 of file ROL_SimulatedBoundConstraint.hpp.

References bnd_, getVector(), and sampler_.

◆ projectInterior()

template<class Real>

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

inline

Definition at line 110 of file ROL_SimulatedBoundConstraint.hpp.

References bnd_, getVector(), and sampler_.

◆ pruneUpperActive() [1/2]

template<class Real>

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

inline

Definition at line 118 of file ROL_SimulatedBoundConstraint.hpp.

References bnd_, getVector(), and sampler_.

◆ pruneUpperActive() [2/2]

template<class Real>

void ROL::SimulatedBoundConstraint< 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 126 of file ROL_SimulatedBoundConstraint.hpp.

References bnd_, getVector(), and sampler_.

◆ pruneLowerActive() [1/2]

template<class Real>

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

inline

Definition at line 134 of file ROL_SimulatedBoundConstraint.hpp.

References bnd_, getVector(), and sampler_.

◆ pruneLowerActive() [2/2]

template<class Real>

void ROL::SimulatedBoundConstraint< 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 142 of file ROL_SimulatedBoundConstraint.hpp.

References bnd_, getVector(), and sampler_.

◆ getLowerBound()

template<class Real>

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

inlinevirtual

Return the ref count pointer to the lower bound vector.

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

Definition at line 150 of file ROL_SimulatedBoundConstraint.hpp.

References l_.

◆ getUpperBound()

template<class Real>

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

inlinevirtual

Return the ref count pointer to the upper bound vector.

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

Definition at line 154 of file ROL_SimulatedBoundConstraint.hpp.

References u_.

◆ isFeasible()

template<class Real>

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

inline

Definition at line 158 of file ROL_SimulatedBoundConstraint.hpp.

References bnd_, getVector(), and sampler_.

◆ applyInverseScalingFunction()

template<class Real>

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

inline

Definition at line 168 of file ROL_SimulatedBoundConstraint.hpp.

References bnd_, getVector(), and sampler_.

◆ applyScalingFunctionJacobian()

template<class Real>

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