ROL
Public 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 (Teuchos::ParameterList &parlist, const Teuchos::RCP< BoundConstraint< Real > > &bc=Teuchos::null)
 
void update (const Vector< Real > &x, bool flag=true, int iter=-1)
 Update bounds. More...
 
void project (Vector< Real > &x)
 Project optimization variables onto the bounds. More...
 
void pruneUpperActive (Vector< Real > &v, const Vector< Real > &x, Real eps=0)
 Set variables to zero if they correspond to the upper \(\epsilon\)-active set. More...
 
void pruneUpperActive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps=0)
 Set variables to zero if they correspond to the upper \(\epsilon\)-binding set. More...
 
void pruneLowerActive (Vector< Real > &v, const Vector< Real > &x, Real eps=0)
 Set variables to zero if they correspond to the lower \(\epsilon\)-active set. More...
 
void pruneLowerActive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps=0)
 Set variables to zero if they correspond to the lower \(\epsilon\)-binding set. More...
 
void setVectorToUpperBound (Vector< Real > &u)
 Set the input vector to the upper bound. More...
 
const Teuchos::RCP< const Vector< Real > > getLowerVectorRCP (void) const
 Return the ref count pointer to the lower bound vector. More...
 
const Teuchos::RCP< const Vector< Real > > getUpperVectorRCP (void) const
 Return the ref count pointer to the upper bound vector. More...
 
void setVectorToLowerBound (Vector< Real > &l)
 Set the input vector to the lower bound. More...
 
void pruneActive (Vector< Real > &v, const Vector< Real > &x, Real eps=0)
 Set variables to zero if they correspond to the \(\epsilon\)-active set. More...
 
void pruneActive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps=0)
 Set variables to zero if they correspond to the \(\epsilon\)-binding set. More...
 
bool isFeasible (const Vector< Real > &v)
 Check if the vector, v, is feasible. More...
 
- Public Member Functions inherited from ROL::BoundConstraint< Real >
virtual ~BoundConstraint ()
 
 BoundConstraint (void)
 
 BoundConstraint (const Vector< Real > &x)
 
 BoundConstraint (const Teuchos::RCP< Vector< Real > > &x_lo, const Teuchos::RCP< Vector< Real > > &x_up, const Real scale=1)
 Default constructor. More...
 
virtual const Teuchos::RCP< Vector< Real > > getLowerVectorRCP (void)
 Return the ref count pointer to the lower bound vector. More...
 
virtual const Teuchos::RCP< Vector< Real > > getUpperVectorRCP (void)
 Return the ref count pointer to the upper bound vector. More...
 
void activate (void)
 Turn on bounds. More...
 
void deactivate (void)
 Turn off bounds. More...
 
bool isActivated (void)
 Check if bounds are on. More...
 
void pruneInactive (Vector< Real > &v, const Vector< Real > &x, Real eps=0)
 Set variables to zero if they correspond to the \(\epsilon\)-inactive set. More...
 
void pruneLowerInactive (Vector< Real > &v, const Vector< Real > &x, Real eps=0)
 
void pruneUpperInactive (Vector< Real > &v, const Vector< Real > &x, Real eps=0)
 
void pruneInactive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps=0)
 Set variables to zero if they correspond to the \(\epsilon\)-nonbinding set. More...
 
void pruneLowerInactive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps=0)
 
void pruneUpperInactive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps=0)
 
void computeProjectedGradient (Vector< Real > &g, const Vector< Real > &x)
 Compute projected gradient. More...
 
void computeProjectedStep (Vector< Real > &v, const Vector< Real > &x)
 Compute projected step. More...
 

Private Attributes

Teuchos::RCP< BoundConstraint< Real > > bc_
 
Teuchos::RCP< StdBoundConstraint< Real > > stat_bc_
 
std::vector< Real > lower_
 
std::vector< Real > upper_
 
bool augmented_
 
bool activated_
 
int nStat_
 
bool isLOinitialized_
 
bool isHIinitialized_
 
Teuchos::RCP< RiskVector< Real > > lo_
 
Teuchos::RCP< RiskVector< Real > > hi_
 

Detailed Description

template<class Real>
class ROL::RiskBoundConstraint< Real >

Definition at line 54 of file ROL_RiskBoundConstraint.hpp.

Constructor & Destructor Documentation

◆ RiskBoundConstraint()

template<class Real >
ROL::RiskBoundConstraint< Real >::RiskBoundConstraint ( Teuchos::ParameterList &  parlist,
const Teuchos::RCP< BoundConstraint< Real > > &  bc = Teuchos::null 
)
inline

Member Function Documentation

◆ update()

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

Update bounds.

The update function allows the user to update the bounds at each new iterations.

Parameters
[in]xis the optimization variable.
[in]flagis set to true if control is changed.
[in]iteris the outer algorithm iterations count.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 114 of file ROL_RiskBoundConstraint.hpp.

References ROL::RiskBoundConstraint< Real >::activated_, ROL::RiskBoundConstraint< Real >::augmented_, ROL::RiskBoundConstraint< Real >::bc_, and ROL::RiskBoundConstraint< Real >::stat_bc_.

◆ project()

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

Project optimization variables onto the bounds.

This function implements the projection of \(x\) onto the bounds, i.e.,

\[ (P_{[a,b]}(x))(\xi) = \min\{b(\xi),\max\{a(\xi),x(\xi)\}\} \quad \text{for almost every }\xi\in\Xi. \]

Parameters
[in,out]xis the optimization variable.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 125 of file ROL_RiskBoundConstraint.hpp.

References ROL::RiskBoundConstraint< Real >::activated_, ROL::RiskBoundConstraint< Real >::augmented_, ROL::RiskBoundConstraint< Real >::bc_, and ROL::RiskBoundConstraint< Real >::stat_bc_.

◆ pruneUpperActive() [1/2]

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

Set variables to zero if they correspond to the upper \(\epsilon\)-active set.

This function sets \(v(\xi)=0\) if \(\xi\in\mathcal{A}^+_\epsilon(x)\). Here, the upper \(\epsilon\)-active set is defined as

\[ \mathcal{A}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = b(\xi)-\epsilon\,\}. \]

Parameters
[out]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 136 of file ROL_RiskBoundConstraint.hpp.

References ROL::RiskBoundConstraint< Real >::activated_, ROL::RiskBoundConstraint< Real >::augmented_, ROL::RiskBoundConstraint< Real >::bc_, and ROL::RiskBoundConstraint< Real >::stat_bc_.

◆ pruneUpperActive() [2/2]

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

Set variables to zero if they correspond to the upper \(\epsilon\)-binding set.

This function sets \(v(\xi)=0\) if \(\xi\in\mathcal{B}^+_\epsilon(x)\). Here, the upper \(\epsilon\)-binding set is defined as

\[ \mathcal{B}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = b(\xi)-\epsilon,\; g(\xi) < 0 \,\}. \]

Parameters
[out]vis the variable to be pruned.
[in]gis the negative search direction.
[in]xis the current optimization variable.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 149 of file ROL_RiskBoundConstraint.hpp.

References ROL::RiskBoundConstraint< Real >::activated_, ROL::RiskBoundConstraint< Real >::augmented_, ROL::RiskBoundConstraint< Real >::bc_, and ROL::RiskBoundConstraint< Real >::stat_bc_.

◆ pruneLowerActive() [1/2]

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

Set variables to zero if they correspond to the lower \(\epsilon\)-active set.

This function sets \(v(\xi)=0\) if \(\xi\in\mathcal{A}^-_\epsilon(x)\). Here, the lower \(\epsilon\)-active set is defined as

\[ \mathcal{A}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = a(\xi)+\epsilon\,\}. \]

Parameters
[out]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 164 of file ROL_RiskBoundConstraint.hpp.

References ROL::RiskBoundConstraint< Real >::activated_, ROL::RiskBoundConstraint< Real >::augmented_, ROL::RiskBoundConstraint< Real >::bc_, and ROL::RiskBoundConstraint< Real >::stat_bc_.

◆ pruneLowerActive() [2/2]

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

Set variables to zero if they correspond to the lower \(\epsilon\)-binding set.

This function sets \(v(\xi)=0\) if \(\xi\in\mathcal{B}^-_\epsilon(x)\). Here, the lower \(\epsilon\)-binding set is defined as

\[ \mathcal{B}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = a(\xi)+\epsilon,\; g(\xi) > 0 \,\}. \]

Parameters
[out]vis the variable to be pruned.
[in]gis the negative search direction.
[in]xis the current optimization variable.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 177 of file ROL_RiskBoundConstraint.hpp.

References ROL::RiskBoundConstraint< Real >::activated_, ROL::RiskBoundConstraint< Real >::augmented_, ROL::RiskBoundConstraint< Real >::bc_, and ROL::RiskBoundConstraint< Real >::stat_bc_.

◆ setVectorToUpperBound()

template<class Real >
void ROL::RiskBoundConstraint< Real >::setVectorToUpperBound ( Vector< Real > &  u)
inlinevirtual

Set the input vector to the upper bound.

This function sets the input vector \(u\) to the upper bound \(b\).

Parameters
[out]uis the vector to be set to the upper bound.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 192 of file ROL_RiskBoundConstraint.hpp.

References ROL::RiskBoundConstraint< Real >::activated_, ROL::RiskBoundConstraint< Real >::augmented_, ROL::RiskBoundConstraint< Real >::bc_, and ROL::RiskBoundConstraint< Real >::stat_bc_.

◆ getLowerVectorRCP()

template<class Real >
const Teuchos::RCP<const Vector<Real> > ROL::RiskBoundConstraint< Real >::getLowerVectorRCP ( void  ) const
inlinevirtual

◆ getUpperVectorRCP()

template<class Real >
const Teuchos::RCP<const Vector<Real> > ROL::RiskBoundConstraint< Real >::getUpperVectorRCP ( void  ) const
inlinevirtual

◆ setVectorToLowerBound()

template<class Real >
void ROL::RiskBoundConstraint< Real >::setVectorToLowerBound ( Vector< Real > &  l)
inlinevirtual

Set the input vector to the lower bound.

This function sets the input vector \(l\) to the lower bound \(a\).

Parameters
[out]lis the vector to be set to the lower bound.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 223 of file ROL_RiskBoundConstraint.hpp.

References ROL::RiskBoundConstraint< Real >::activated_, ROL::RiskBoundConstraint< Real >::augmented_, ROL::RiskBoundConstraint< Real >::bc_, and ROL::RiskBoundConstraint< Real >::stat_bc_.

◆ pruneActive() [1/2]

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

Set variables to zero if they correspond to the \(\epsilon\)-active set.

This function sets \(v(\xi)=0\) if \(\xi\in\mathcal{A}_\epsilon(x)\). Here, the \(\epsilon\)-active set is defined as

\[ \mathcal{A}_\epsilon(x) = \mathcal{A}^+_\epsilon(x)\cap\mathcal{A}^-_\epsilon(x). \]

Parameters
[out]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 234 of file ROL_RiskBoundConstraint.hpp.

References ROL::RiskBoundConstraint< Real >::activated_, ROL::RiskBoundConstraint< Real >::augmented_, ROL::RiskBoundConstraint< Real >::bc_, and ROL::RiskBoundConstraint< Real >::stat_bc_.

◆ pruneActive() [2/2]

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

Set variables to zero if they correspond to the \(\epsilon\)-binding set.

This function sets \(v(\xi)=0\) if \(\xi\in\mathcal{B}_\epsilon(x)\). Here, the \(\epsilon\)-binding set is defined as

\[ \mathcal{B}^+_\epsilon(x) = \mathcal{B}^+_\epsilon(x)\cap\mathcal{B}^-_\epsilon(x). \]

Parameters
[out]vis the variable to be pruned.
[in]gis the negative search direction.
[in]xis the current optimization variable.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 247 of file ROL_RiskBoundConstraint.hpp.

References ROL::RiskBoundConstraint< Real >::activated_, ROL::RiskBoundConstraint< Real >::augmented_, ROL::RiskBoundConstraint< Real >::bc_, and ROL::RiskBoundConstraint< Real >::stat_bc_.

◆ isFeasible()

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

Check if the vector, v, is feasible.

This function returns true if \(v = P_{[a,b]}(v)\).

Parameters
[in]vis the vector to be checked.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 262 of file ROL_RiskBoundConstraint.hpp.

References ROL::RiskBoundConstraint< Real >::activated_, ROL::RiskBoundConstraint< Real >::augmented_, ROL::RiskBoundConstraint< Real >::bc_, and ROL::RiskBoundConstraint< Real >::stat_bc_.

Member Data Documentation

◆ bc_

template<class Real >
Teuchos::RCP<BoundConstraint<Real> > ROL::RiskBoundConstraint< Real >::bc_
private

◆ stat_bc_

template<class Real >
Teuchos::RCP<StdBoundConstraint<Real> > ROL::RiskBoundConstraint< Real >::stat_bc_
private

◆ lower_

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

◆ upper_

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

◆ augmented_

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

◆ activated_

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

◆ nStat_

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

◆ isLOinitialized_

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

◆ isHIinitialized_

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

◆ lo_

template<class Real >
Teuchos::RCP<RiskVector<Real> > ROL::RiskBoundConstraint< Real >::lo_
mutableprivate

◆ hi_

template<class Real >
Teuchos::RCP<RiskVector<Real> > ROL::RiskBoundConstraint< Real >::hi_
mutableprivate

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