ROL
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#include <ROL_BoundConstraint_SimOpt.hpp>
Public Member Functions | |
~BoundConstraint_SimOpt () | |
BoundConstraint_SimOpt (const Teuchos::RCP< BoundConstraint< Real > > &bnd1, const Teuchos::RCP< BoundConstraint< Real > > &bnd2) | |
Default constructor. More... | |
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... | |
bool | checkMultipliers (const Vector< Real > &l, const Vector< Real > &x) |
Determine if a vector of Lagrange multipliers is nonnegative components. More... | |
void | pruneUpperActive (Vector< Real > &v, const Vector< Real > &x, Real eps=0.0) |
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=0.0) |
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=0.0) |
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=0.0) |
Set variables to zero if they correspond to the lower \(\epsilon\)-binding set. 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 | setVectorToUpperBound (Vector< Real > &u) |
Set the input vector to the upper bound. 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=0.0) |
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=0.0) |
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... | |
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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 > > | bnd1_ |
Teuchos::RCP< BoundConstraint< Real > > | bnd2_ |
Definition at line 73 of file ROL_BoundConstraint_SimOpt.hpp.
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inline |
Definition at line 79 of file ROL_BoundConstraint_SimOpt.hpp.
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inline |
Default constructor.
The default constructor automatically turns the constraints on.
Definition at line 85 of file ROL_BoundConstraint_SimOpt.hpp.
References ROL::BoundConstraint< Real >::activate(), ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, and ROL::BoundConstraint< Real >::deactivate().
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Update bounds.
The update function allows the user to update the bounds at each new iterations.
[in] | x | is the optimization variable. |
[in] | flag | is set to true if control is changed. |
[in] | iter | is the outer algorithm iterations count. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 103 of file ROL_BoundConstraint_SimOpt.hpp.
References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().
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inlinevirtual |
Project optimization variables onto the bounds.
This function implements the projection of \(x\) onto the bounds, i.e.,
\[ (P_{[a,b]}(x))(\xi) = \min\{b(\xi),\max\{a(\xi),x(\xi)\}\} \quad \text{for almost every }\xi\in\Xi. \]
[in,out] | x | is the optimization variable. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 122 of file ROL_BoundConstraint_SimOpt.hpp.
References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::set_1(), and ROL::Vector_SimOpt< Real >::set_2().
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Determine if a vector of Lagrange multipliers is nonnegative components.
This function returns true if components of \(l\) corresponding to the components of \(x\) that are active at the upper bound are nonpositive or the components of \(l\) corresponding to the components of \(x\) that are active at the lower bound are nonnegative.
Definition at line 143 of file ROL_BoundConstraint_SimOpt.hpp.
References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().
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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
\[ \mathcal{A}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = b(\xi)-\epsilon\,\}. \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 170 of file ROL_BoundConstraint_SimOpt.hpp.
References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::set_1(), and ROL::Vector_SimOpt< Real >::set_2().
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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
\[ \mathcal{B}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = b(\xi)-\epsilon,\; g(\xi) < 0 \,\}. \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | g | is the negative search direction. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 200 of file ROL_BoundConstraint_SimOpt.hpp.
References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::set_1(), and ROL::Vector_SimOpt< Real >::set_2().
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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
\[ \mathcal{A}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = a(\xi)+\epsilon\,\}. \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 230 of file ROL_BoundConstraint_SimOpt.hpp.
References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::set_1(), and ROL::Vector_SimOpt< Real >::set_2().
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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
\[ \mathcal{B}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = a(\xi)+\epsilon,\; g(\xi) > 0 \,\}. \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | g | is the negative search direction. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 260 of file ROL_BoundConstraint_SimOpt.hpp.
References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::set_1(), and ROL::Vector_SimOpt< Real >::set_2().
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Return the ref count pointer to the lower bound vector.
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 279 of file ROL_BoundConstraint_SimOpt.hpp.
References ROL::BoundConstraint_SimOpt< Real >::bnd1_, and ROL::BoundConstraint_SimOpt< Real >::bnd2_.
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Return the ref count pointer to the upper bound vector.
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 286 of file ROL_BoundConstraint_SimOpt.hpp.
References ROL::BoundConstraint_SimOpt< Real >::bnd1_, and ROL::BoundConstraint_SimOpt< Real >::bnd2_.
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inlinevirtual |
Set the input vector to the upper bound.
This function sets the input vector \(u\) to the upper bound \(b\).
[out] | u | is the vector to be set to the upper bound. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 300 of file ROL_BoundConstraint_SimOpt.hpp.
References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::set_1(), and ROL::Vector_SimOpt< Real >::set_2().
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inlinevirtual |
Set the input vector to the lower bound.
This function sets the input vector \(l\) to the lower bound \(a\).
[out] | l | is the vector to be set to the lower bound. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 316 of file ROL_BoundConstraint_SimOpt.hpp.
References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::set_1(), and ROL::Vector_SimOpt< Real >::set_2().
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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
\[ \mathcal{A}_\epsilon(x) = \mathcal{A}^+_\epsilon(x)\cap\mathcal{A}^-_\epsilon(x). \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 338 of file ROL_BoundConstraint_SimOpt.hpp.
References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::set_1(), and ROL::Vector_SimOpt< Real >::set_2().
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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
\[ \mathcal{B}^+_\epsilon(x) = \mathcal{B}^+_\epsilon(x)\cap\mathcal{B}^-_\epsilon(x). \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | g | is the negative search direction. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 367 of file ROL_BoundConstraint_SimOpt.hpp.
References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), ROL::Vector_SimOpt< Real >::get_2(), ROL::Vector_SimOpt< Real >::set_1(), and ROL::Vector_SimOpt< Real >::set_2().
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Check if the vector, v, is feasible.
This function returns true if \(v = P_{[a,b]}(v)\).
[in] | v | is the vector to be checked. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 391 of file ROL_BoundConstraint_SimOpt.hpp.
References ROL::BoundConstraint_SimOpt< Real >::bnd1_, ROL::BoundConstraint_SimOpt< Real >::bnd2_, ROL::Vector_SimOpt< Real >::get_1(), and ROL::Vector_SimOpt< Real >::get_2().
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private |
Definition at line 75 of file ROL_BoundConstraint_SimOpt.hpp.
Referenced by ROL::BoundConstraint_SimOpt< Real >::BoundConstraint_SimOpt(), ROL::BoundConstraint_SimOpt< Real >::checkMultipliers(), ROL::BoundConstraint_SimOpt< Real >::getLowerVectorRCP(), ROL::BoundConstraint_SimOpt< Real >::getUpperVectorRCP(), ROL::BoundConstraint_SimOpt< Real >::isFeasible(), ROL::BoundConstraint_SimOpt< Real >::project(), ROL::BoundConstraint_SimOpt< Real >::pruneActive(), ROL::BoundConstraint_SimOpt< Real >::pruneLowerActive(), ROL::BoundConstraint_SimOpt< Real >::pruneUpperActive(), ROL::BoundConstraint_SimOpt< Real >::setVectorToLowerBound(), ROL::BoundConstraint_SimOpt< Real >::setVectorToUpperBound(), and ROL::BoundConstraint_SimOpt< Real >::update().
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Definition at line 76 of file ROL_BoundConstraint_SimOpt.hpp.
Referenced by ROL::BoundConstraint_SimOpt< Real >::BoundConstraint_SimOpt(), ROL::BoundConstraint_SimOpt< Real >::checkMultipliers(), ROL::BoundConstraint_SimOpt< Real >::getLowerVectorRCP(), ROL::BoundConstraint_SimOpt< Real >::getUpperVectorRCP(), ROL::BoundConstraint_SimOpt< Real >::isFeasible(), ROL::BoundConstraint_SimOpt< Real >::project(), ROL::BoundConstraint_SimOpt< Real >::pruneActive(), ROL::BoundConstraint_SimOpt< Real >::pruneLowerActive(), ROL::BoundConstraint_SimOpt< Real >::pruneUpperActive(), ROL::BoundConstraint_SimOpt< Real >::setVectorToLowerBound(), ROL::BoundConstraint_SimOpt< Real >::setVectorToUpperBound(), and ROL::BoundConstraint_SimOpt< Real >::update().