ROL_BoundConstraint_SimOpt.hpp

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#ifndef ROL_BOUND_CONSTRAINT_SIMOPT_H
#define ROL_BOUND_CONSTRAINT_SIMOPT_H
 
#include "ROL_BoundConstraint.hpp"
#include "ROL_Vector_SimOpt.hpp"
#include "ROL_Types.hpp"
#include <iostream>

 
 
namespace ROL {
 
template <class Real>
class BoundConstraint_SimOpt : public BoundConstraint<Real> {
private:
  Ptr<BoundConstraint<Real>> bnd1_;
  Ptr<BoundConstraint<Real>> bnd2_;
 
public:
  ~BoundConstraint_SimOpt() {}

  BoundConstraint_SimOpt(const Ptr<BoundConstraint<Real>> &bnd1,
                         const Ptr<BoundConstraint<Real>> &bnd2)
    : bnd1_(bnd1), bnd2_(bnd2) {
    if ( bnd1_->isActivated() || bnd2_->isActivated() ) {
      BoundConstraint<Real>::activate();
    }
    else {
      BoundConstraint<Real>::deactivate();
    }
  }

  void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) {
    const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(
      dynamic_cast<const Vector<Real>&>(x));
    if ( bnd1_->isActivated() ) {
      bnd1_->update(*(xs.get_1()),flag,iter);
    }
    if ( bnd2_->isActivated() ) {
      bnd2_->update(*(xs.get_2()),flag,iter);
    }
  }

  void project( Vector<Real> &x ) {
    Vector_SimOpt<Real> &xs = dynamic_cast<Vector_SimOpt<Real>&>(
      dynamic_cast<Vector<Real>&>(x));
    if ( bnd1_->isActivated() ) {
      bnd1_->project(*(xs.get_1()));
    }
    if ( bnd2_->isActivated() ) {
      bnd2_->project(*(xs.get_2()));
    }
  }

  void projectInterior( Vector<Real> &x ) {
    Vector_SimOpt<Real> &xs = dynamic_cast<Vector_SimOpt<Real>&>(
      dynamic_cast<Vector<Real>&>(x));
    if ( bnd1_->isActivated() ) {
      bnd1_->projectInterior(*(xs.get_1()));
    }
    if ( bnd2_->isActivated() ) {
      bnd2_->projectInterior(*(xs.get_2()));
    }
  }

  bool checkMultipliers( const Vector<Real> &l, const Vector<Real> &x ) {
    const Vector_SimOpt<Real> &ls = dynamic_cast<const Vector_SimOpt<Real>&>(
      dynamic_cast<const Vector<Real>&>(l));
    const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(
      dynamic_cast<const Vector<Real>&>(x));
    bool nn1 = true;
    if ( bnd1_->isActivated() ) {
      nn1 = bnd1_->checkMultipliers(*(ls.get_1()),*(xs.get_1()));
    }
    bool nn2 = true;
    if ( bnd2_->isActivated() ) {
      nn2 = bnd2_->checkMultipliers(*(ls.get_2()),*(xs.get_2()));
    }
    return (nn1 && nn2);
  }

  void pruneUpperActive( Vector<Real> &v, const Vector<Real> &x, Real eps = Real(0) ) {
    Vector_SimOpt<Real> &vs = dynamic_cast<Vector_SimOpt<Real>&>(
      dynamic_cast<Vector<Real>&>(v));
    const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(
      dynamic_cast<const Vector<Real>&>(x));
    if ( bnd1_->isActivated() ) {
      bnd1_->pruneUpperActive(*(vs.get_1()),*(xs.get_1()),eps);
    }
    if ( bnd2_->isActivated() ) {
      bnd2_->pruneUpperActive(*(vs.get_2()),*(xs.get_2()),eps);
    }
  }

  void pruneUpperActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps = Real(0), Real geps = Real(0) ) {
    Vector_SimOpt<Real> &vs = dynamic_cast<Vector_SimOpt<Real>&>(
      dynamic_cast<Vector<Real>&>(v));
    const Vector_SimOpt<Real> &gs = dynamic_cast<const Vector_SimOpt<Real>&>(
      dynamic_cast<const Vector<Real>&>(g));
    const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(
      dynamic_cast<const Vector<Real>&>(x));
    if ( bnd1_->isActivated() ) {
      bnd1_->pruneUpperActive(*(vs.get_1()),*(gs.get_1()),*(xs.get_1()),xeps,geps);
    }
    if ( bnd2_->isActivated() ) {
      bnd2_->pruneUpperActive(*(vs.get_2()),*(gs.get_2()),*(xs.get_2()),xeps,geps);
    }
  }

  void pruneLowerActive( Vector<Real> &v, const Vector<Real> &x, Real eps = Real(0) ) {
    Vector_SimOpt<Real> &vs = dynamic_cast<Vector_SimOpt<Real>&>(
      dynamic_cast<Vector<Real>&>(v));
    const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(
      dynamic_cast<const Vector<Real>&>(x));
    if ( bnd1_->isActivated() ) {
      bnd1_->pruneLowerActive(*(vs.get_1()),*(xs.get_1()),eps);
    }
    if ( bnd2_->isActivated() ) {
      bnd2_->pruneLowerActive(*(vs.get_2()),*(xs.get_2()),eps);
    }
  }

  void pruneLowerActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps = Real(0), Real geps = Real(0) ) {
    Vector_SimOpt<Real> &vs = dynamic_cast<Vector_SimOpt<Real>&>(
      dynamic_cast<Vector<Real>&>(v));
    const Vector_SimOpt<Real> &gs = dynamic_cast<const Vector_SimOpt<Real>&>(
      dynamic_cast<const Vector<Real>&>(g));
    const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(
      dynamic_cast<const Vector<Real>&>(x));
    if ( bnd1_->isActivated() ) {
      bnd1_->pruneLowerActive(*(vs.get_1()),*(gs.get_1()),*(xs.get_1()),xeps,geps);
    }
    if ( bnd2_->isActivated() ) {
      bnd2_->pruneLowerActive(*(vs.get_2()),*(gs.get_2()),*(xs.get_2()),xeps,geps);
    }
  }
 
  const Ptr<const Vector<Real>> getLowerBound( void ) const {
    const Ptr<const Vector<Real>> l1 = bnd1_->getLowerBound();
    const Ptr<const Vector<Real>> l2 = bnd2_->getLowerBound();
    return makePtr<Vector_SimOpt<Real>>( constPtrCast<Vector<Real>>(l1),
                                                 constPtrCast<Vector<Real>>(l2) );
  }
 
  const Ptr<const Vector<Real>> getUpperBound(void) const {
    const Ptr<const Vector<Real>> u1 = bnd1_->getUpperBound();
    const Ptr<const Vector<Real>> u2 = bnd2_->getUpperBound();
    return makePtr<Vector_SimOpt<Real>>( constPtrCast<Vector<Real>>(u1),
                                                 constPtrCast<Vector<Real>>(u2) );
  }

  void pruneActive( Vector<Real> &v, const Vector<Real> &x, Real eps = Real(0) ) {
    Vector_SimOpt<Real> &vs = dynamic_cast<Vector_SimOpt<Real>&>(
      dynamic_cast<Vector<Real>&>(v));
    const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(
      dynamic_cast<const Vector<Real>&>(x));
    if ( bnd1_->isActivated() ) {
      bnd1_->pruneActive(*(vs.get_1()),*(xs.get_1()),eps);
    }
    if ( bnd2_->isActivated() ) {
      bnd2_->pruneActive(*(vs.get_2()),*(xs.get_2()),eps);
    }
  }

  void pruneActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps = Real(0), Real geps = Real(0) ) {
    Vector_SimOpt<Real> &vs = dynamic_cast<Vector_SimOpt<Real>&>(v);
    const Vector_SimOpt<Real> &gs = dynamic_cast<const Vector_SimOpt<Real>&>(g);
    const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(x);
    if ( bnd1_->isActivated() ) {
      bnd1_->pruneActive(*(vs.get_1()),*(gs.get_1()),*(xs.get_1()),xeps,geps);
    }
    if ( bnd2_->isActivated() ) {
      bnd2_->pruneActive(*(vs.get_2()),*(gs.get_2()),*(xs.get_2()),xeps,geps);
    }
  }

  bool isFeasible( const Vector<Real> &v ) {
    const Vector_SimOpt<Real> &vs = dynamic_cast<const Vector_SimOpt<Real>&>(v);
    return (bnd1_->isFeasible(*(vs.get_1()))) && (bnd2_->isFeasible(*(vs.get_2())));
  }

  void applyInverseScalingFunction(Vector<Real> &dv, const Vector<Real> &v, const Vector<Real> &x, const Vector<Real> &g) const{
    Vector_SimOpt<Real> &dvs = dynamic_cast<Vector_SimOpt<Real>&>(dv);
    const Vector_SimOpt<Real> &vs = dynamic_cast<const Vector_SimOpt<Real>&>(v);
    const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(x);
    const Vector_SimOpt<Real> &gs = dynamic_cast<const Vector_SimOpt<Real>&>(g);
    if ( bnd1_->isActivated() ) {
      bnd1_->applyInverseScalingFunction(*(dvs.get_1()),*(vs.get_1()),*(xs.get_1()),*(gs.get_1()));
    }
    if ( bnd2_->isActivated() ) {
      bnd2_->applyInverseScalingFunction(*(dvs.get_2()),*(vs.get_2()),*(xs.get_2()),*(gs.get_2()));
    }
  }

  void applyScalingFunctionJacobian(Vector<Real> &dv, const Vector<Real> &v, const Vector<Real> &x, const Vector<Real> &g) const {
    Vector_SimOpt<Real> &dvs = dynamic_cast<Vector_SimOpt<Real>&>(dv);
    const Vector_SimOpt<Real> &vs = dynamic_cast<const Vector_SimOpt<Real>&>(v);
    const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(x);
    const Vector_SimOpt<Real> &gs = dynamic_cast<const Vector_SimOpt<Real>&>(g);
    if ( bnd1_->isActivated() ) {
      bnd1_->applyScalingFunctionJacobian(*(dvs.get_1()),*(vs.get_1()),*(xs.get_1()),*(gs.get_1()));
    }
    if ( bnd2_->isActivated() ) {
      bnd2_->applyScalingFunctionJacobian(*(dvs.get_2()),*(vs.get_2()),*(xs.get_2()),*(gs.get_2()));
    }
  }
 
}; // class BoundConstraint
 
} // namespace ROL
 
#endif