ROL
ROL::StdBoundConstraint< Real > Class Template Reference

#include <ROL_StdBoundConstraint.hpp>

+ Inheritance diagram for ROL::StdBoundConstraint< Real >:

Public Member Functions

 StdBoundConstraint (std::vector< Real > &x, bool isLower=false, Real scale=Real(1), const Real feasTol=std::sqrt(ROL_EPSILON< Real >()))
 
 StdBoundConstraint (std::vector< Real > &l, std::vector< Real > &u, Real scale=Real(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 > &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
 
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

Real buildC (int i) const
 
Real sgn (Real x) const
 
void buildScalingFunction (Vector< Real > &d, const Vector< Real > &x, const Vector< Real > &g) const
 

Private Attributes

int dim_
 
std::vector< Real > x_lo_
 
std::vector< Real > x_up_
 
const Real scale_
 
const Real feasTol_
 
Real min_diff_
 

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::StdBoundConstraint< Real >

Definition at line 58 of file ROL_StdBoundConstraint.hpp.

Constructor & Destructor Documentation

◆ StdBoundConstraint() [1/2]

template<class Real>
ROL::StdBoundConstraint< Real >::StdBoundConstraint ( std::vector< Real > & x,
bool isLower = false,
Real scale = Real(1),
const Real feasTol = std::sqrt(ROL_EPSILON<Real>()) )

◆ StdBoundConstraint() [2/2]

template<class Real>
ROL::StdBoundConstraint< Real >::StdBoundConstraint ( std::vector< Real > & l,
std::vector< Real > & u,
Real scale = Real(1),
const Real feasTol = std::sqrt(ROL_EPSILON<Real>()) )

Member Function Documentation

◆ buildC()

template<class Real>
Real ROL::StdBoundConstraint< Real >::buildC ( int i) const
inlineprivate

Definition at line 73 of file ROL_StdBoundConstraint.hpp.

References x_lo_, and x_up_.

Referenced by applyScalingFunctionJacobian(), and buildScalingFunction().

◆ sgn()

template<class Real>
Real ROL::StdBoundConstraint< Real >::sgn ( Real x) const
inlineprivate

Definition at line 78 of file ROL_StdBoundConstraint.hpp.

References zero.

Referenced by applyScalingFunctionJacobian().

◆ buildScalingFunction()

template<class Real>
void ROL::StdBoundConstraint< Real >::buildScalingFunction ( Vector< Real > & d,
const Vector< Real > & x,
const Vector< Real > & g ) const
private

Definition at line 235 of file ROL_StdBoundConstraint_Def.hpp.

References buildC(), dim_, x_lo_, and x_up_.

Referenced by applyInverseScalingFunction(), and applyScalingFunctionJacobian().

◆ project()

◆ projectInterior()

◆ pruneUpperActive() [1/2]

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

◆ pruneUpperActive() [2/2]

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

◆ pruneLowerActive() [1/2]

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

◆ pruneLowerActive() [2/2]

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

◆ isFeasible()

◆ applyInverseScalingFunction()

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

Definition at line 267 of file ROL_StdBoundConstraint_Def.hpp.

References buildScalingFunction(), and dim_.

Referenced by testCases(), and testRandomInputs().

◆ applyScalingFunctionJacobian()

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

Definition at line 281 of file ROL_StdBoundConstraint_Def.hpp.

References buildC(), buildScalingFunction(), dim_, sgn(), x_lo_, x_up_, and zero.

Referenced by testCases(), and testRandomInputs().

Member Data Documentation

◆ dim_

◆ x_lo_

◆ x_up_

◆ scale_

template<class Real>
const Real ROL::StdBoundConstraint< Real >::scale_
private

◆ feasTol_

template<class Real>
const Real ROL::StdBoundConstraint< Real >::feasTol_
private

◆ min_diff_


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