ROL
ROL_BoundConstraint.hpp
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43
44#ifndef ROL_BOUND_CONSTRAINT_H
45#define ROL_BOUND_CONSTRAINT_H
46
47#include "ROL_Vector.hpp"
48#include "ROL_Ptr.hpp"
49#include "ROL_Types.hpp"
50#include <iostream>
51
70namespace ROL {
71
72template<typename Real>
74private:
77
78protected:
79 Ptr<Vector<Real>> lower_;
80 Ptr<Vector<Real>> upper_;
81
82 Real computeInf(const Vector<Real> &x) const;
83
84public:
85
86 virtual ~BoundConstraint() {}
87 BoundConstraint(void);
89
90 // REQUIRED FUNCTIONS (VIRTUAL)
91
100 virtual void project( Vector<Real> &x );
101
112 virtual void projectInterior( Vector<Real> &x );
113
125 virtual void pruneUpperActive( Vector<Real> &v, const Vector<Real> &x, Real eps = Real(0) );
126
141 virtual void pruneUpperActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps = Real(0), Real geps = Real(0) );
142
154 virtual void pruneLowerActive( Vector<Real> &v, const Vector<Real> &x, Real eps = Real(0) );
155
170 virtual void pruneLowerActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps = Real(0), Real geps = Real(0) );
171
172
173 // QUERY FUNCTIONS (VIRTUAL AND NONVIRTUAL)
174
176 virtual const Ptr<const Vector<Real>> getLowerBound( void ) const;
177
179 virtual const Ptr<const Vector<Real>> getUpperBound( void ) const;
180
186 virtual bool isFeasible( const Vector<Real> &v );
187
201 virtual void applyInverseScalingFunction(Vector<Real> &dv, const Vector<Real> &v, const Vector<Real> &x, const Vector<Real> &g) const;
202
216 virtual void applyScalingFunctionJacobian(Vector<Real> &dv, const Vector<Real> &v, const Vector<Real> &x, const Vector<Real> &g) const;
217
222 void activateLower(void);
223
228 void activateUpper(void);
229
234 void activate(void);
235
240 void deactivateLower(void);
241
246 void deactivateUpper(void);
247
252 void deactivate(void);
253
258 bool isLowerActivated(void) const;
259
264 bool isUpperActivated(void) const;
265
270 bool isActivated(void) const;
271
272
273 // HELPER FUNCTIONS (NONVIRTUAL)
274
286 void pruneActive( Vector<Real> &v, const Vector<Real> &x, Real eps = Real(0) );
287
301 void pruneActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps = Real(0), Real geps = Real(0) );
302
310 void pruneLowerInactive( Vector<Real> &v, const Vector<Real> &x, Real eps = Real(0) );
311
319 void pruneUpperInactive( Vector<Real> &v, const Vector<Real> &x, Real eps = Real(0) );
320
330 void pruneLowerInactive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps = Real(0), Real geps = Real(0) );
331
341 void pruneUpperInactive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps = Real(0), Real geps = Real(0) );
342
350 void pruneInactive( Vector<Real> &v, const Vector<Real> &x, Real eps = Real(0) );
351
361 void pruneInactive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps = Real(0), Real geps = Real(0) );
362
370
378
379}; // class BoundConstraint
380
381} // namespace ROL
382
384
385#endif
Contains definitions of custom data types in ROL.
Provides the interface to apply upper and lower bound constraints.
virtual const Ptr< const Vector< Real > > getLowerBound(void) const
Return the ref count pointer to the lower bound vector.
virtual bool isFeasible(const Vector< Real > &v)
Check if the vector, v, is feasible.
void computeProjectedStep(Vector< Real > &v, const Vector< Real > &x)
Compute projected step.
void pruneLowerInactive(Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0))
Set variables to zero if they correspond to the -inactive set.
bool Uactivated_
Flag that determines whether or not the upper bounds are being used.
void pruneInactive(Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0))
Set variables to zero if they correspond to the -inactive set.
bool isLowerActivated(void) const
Check if lower bound are on.
void pruneUpperInactive(Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0))
Set variables to zero if they correspond to the -inactive set.
void pruneActive(Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0))
Set variables to zero if they correspond to the -active set.
Ptr< Vector< Real > > upper_
virtual void pruneUpperActive(Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0))
Set variables to zero if they correspond to the upper -active set.
bool isActivated(void) const
Check if bounds are on.
virtual void applyInverseScalingFunction(Vector< Real > &dv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g) const
Apply inverse scaling function.
Real computeInf(const Vector< Real > &x) const
virtual void projectInterior(Vector< Real > &x)
Project optimization variables into the interior of the feasible set.
void deactivateLower(void)
Turn off lower bound.
void activateLower(void)
Turn on lower bound.
void deactivateUpper(void)
Turn off upper bound.
void deactivate(void)
Turn off bounds.
bool Lactivated_
Flag that determines whether or not the lower bounds are being used.
virtual void pruneLowerActive(Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0))
Set variables to zero if they correspond to the lower -active set.
void computeProjectedGradient(Vector< Real > &g, const Vector< Real > &x)
Compute projected gradient.
Ptr< Vector< Real > > lower_
void activate(void)
Turn on bounds.
void activateUpper(void)
Turn on upper bound.
virtual void project(Vector< Real > &x)
Project optimization variables onto the bounds.
virtual void applyScalingFunctionJacobian(Vector< Real > &dv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g) const
Apply scaling function Jacobian.
bool isUpperActivated(void) const
Check if upper bound are on.
virtual const Ptr< const Vector< Real > > getUpperBound(void) const
Return the ref count pointer to the upper bound vector.
Defines the linear algebra or vector space interface.