Provides the elementwise interface to apply upper and lower bound constraints. More...

#include <ROL_Bounds.hpp>

Inheritance diagram for ROL::Bounds< Real >:

Classes
class	Active

class	BuildC

class	LowerBinding

class	PruneBinding

class	SetZeroEntry

class	UpperBinding

Public Member Functions
	Bounds (const Vector< Real > &x, bool isLower=true, Real scale=1, Real feasTol=std::sqrt(ROL_EPSILON< Real >()))

	Bounds (const Ptr< Vector< Real > > &x_lo, const Ptr< Vector< Real > > &x_up, const Real scale=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 > &x, Real eps=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

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
void	buildScalingFunction (Vector< Real > &d, const Vector< Real > &x, const Vector< Real > &g) const

Private Attributes
const Real	scale_

const Real	feasTol_

Ptr< Vector< Real > >	mask_

Real	min_diff_

Elementwise::ReductionMin< Real >	minimum_

ROL::Bounds::PruneBinding	prune_

ROL::Bounds::BuildC	buildC_

ROL::Bounds::SetZeroEntry	setZeroEntry_

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<typename Real>
class ROL::Bounds< Real >

Provides the elementwise interface to apply upper and lower bound constraints.

Definition at line 59 of file ROL_Bounds.hpp.

Constructor & Destructor Documentation

◆ Bounds() [1/2]

template<typename Real >

Bounds::Bounds	(	const Vector< Real > &	x,
		bool	isLower = true,
		Real	scale = 1,
		Real	feasTol = std::sqrt(ROL_EPSILON<Real>()) )

Definition at line 59 of file ROL_Bounds_Def.hpp.

References ROL::BoundConstraint< Real >::activateLower(), ROL::BoundConstraint< Real >::activateUpper(), ROL::Vector< Real >::clone(), ROL::ROL::BoundConstraint< Real >::lower_, and ROL::ROL::BoundConstraint< Real >::upper_.

◆ Bounds() [2/2]

template<typename Real >

Bounds::Bounds	(	const Ptr< Vector< Real > > &	x_lo,
		const Ptr< Vector< Real > > &	x_up,
		const Real	scale = 1,
		const Real	feasTol = std::sqrt(ROL_EPSILON<Real>()) )

Definition at line 76 of file ROL_Bounds_Def.hpp.

References ROL::ROL::BoundConstraint< Real >::lower_, ROL::Bounds< Real >::mask_, ROL::Bounds< Real >::min_diff_, ROL::Bounds< Real >::minimum_, and ROL::ROL::BoundConstraint< Real >::upper_.

Member Function Documentation

◆ buildScalingFunction()

template<typename Real >

void Bounds::buildScalingFunction	(	Vector< Real > &	d,
		const Vector< Real > &	x,
		const Vector< Real > &	g ) const

private

Definition at line 232 of file ROL_Bounds_Def.hpp.

References ROL::Vector< Real >::applyBinary(), ROL::Vector< Real >::axpy(), ROL::Vector< Real >::plus(), ROL::Vector< Real >::set(), ROL::Vector< Real >::setScalar(), and zero.

Referenced by ROL::Bounds< Real >::applyInverseScalingFunction(), and ROL::Bounds< Real >::applyScalingFunctionJacobian().

◆ project()

template<typename Real >

void Bounds::project ( Vector< Real > & x )

override

Definition at line 91 of file ROL_Bounds_Def.hpp.

References ROL::apply(), and ROL::Vector< Real >::applyBinary().

◆ projectInterior()

template<typename Real >

void Bounds::projectInterior ( Vector< Real > & x )

override

Definition at line 109 of file ROL_Bounds_Def.hpp.

References ROL::apply(), and ROL::Vector< Real >::applyBinary().

Referenced by testRandomInputs().

◆ pruneUpperActive() [1/2]

template<typename Real >

void Bounds::pruneUpperActive	(	Vector< Real > &	v,
		const Vector< Real > &	x,
		Real	eps = Real(0) )

override

Definition at line 156 of file ROL_Bounds_Def.hpp.

References ROL::Vector< Real >::applyBinary().

◆ pruneUpperActive() [2/2]

template<typename Real >

void Bounds::pruneUpperActive	(	Vector< Real > &	v,
		const Vector< Real > &	g,
		const Vector< Real > &	x,
		Real	xeps = Real(0),
		Real	geps = Real(0) )

override

Definition at line 169 of file ROL_Bounds_Def.hpp.

References ROL::Vector< Real >::applyBinary().

◆ pruneLowerActive() [1/2]

template<typename Real >

void Bounds::pruneLowerActive	(	Vector< Real > &	v,
		const Vector< Real > &	x,
		Real	eps = Real(0) )

override

Definition at line 184 of file ROL_Bounds_Def.hpp.

References ROL::Vector< Real >::applyBinary().

◆ pruneLowerActive() [2/2]

template<typename Real >

void Bounds::pruneLowerActive	(	Vector< Real > &	v,
		const Vector< Real > &	g,
		const Vector< Real > &	x,
		Real	xeps = Real(0),
		Real	geps = Real(0) )

override

Definition at line 197 of file ROL_Bounds_Def.hpp.

References ROL::Vector< Real >::applyBinary().

◆ isFeasible()

template<typename Real >

bool Bounds::isFeasible ( const Vector< Real > & v )

override

Definition at line 212 of file ROL_Bounds_Def.hpp.

◆ applyInverseScalingFunction()

template<typename Real >

void Bounds::applyInverseScalingFunction	(	Vector< Real > &	dv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		const Vector< Real > &	g ) const

override

Definition at line 292 of file ROL_Bounds_Def.hpp.

References ROL::Vector< Real >::applyBinary(), and ROL::Bounds< Real >::buildScalingFunction().

Referenced by testCases(), and testRandomInputs().

◆ applyScalingFunctionJacobian()

template<typename Real >

void Bounds::applyScalingFunctionJacobian	(	Vector< Real > &	dv,
		const Vector< Real > &	v,
		const Vector< Real > &	x,
		const Vector< Real > &	g ) const

override

Definition at line 298 of file ROL_Bounds_Def.hpp.

References ROL::Vector< Real >::applyBinary(), ROL::Vector< Real >::axpy(), ROL::Bounds< Real >::buildScalingFunction(), ROL::Vector< Real >::plus(), and ROL::Vector< Real >::setScalar().

Referenced by testCases(), and testRandomInputs().

Member Data Documentation

◆ scale_

template<typename Real >

const Real ROL::Bounds< Real >::scale_

private

Definition at line 61 of file ROL_Bounds.hpp.

◆ feasTol_

template<typename Real >

const Real ROL::Bounds< Real >::feasTol_

private

Definition at line 62 of file ROL_Bounds.hpp.

◆ mask_

template<typename Real >

Ptr<Vector<Real> > ROL::Bounds< Real >::mask_

private

Definition at line 67 of file ROL_Bounds.hpp.

Referenced by ROL::Bounds< Real >::Bounds().

◆ min_diff_

template<typename Real >

Real ROL::Bounds< Real >::min_diff_

private

Definition at line 69 of file ROL_Bounds.hpp.

Referenced by ROL::Bounds< Real >::Bounds().

◆ minimum_

template<typename Real >

Elementwise::ReductionMin<Real> ROL::Bounds< Real >::minimum_

private

Definition at line 71 of file ROL_Bounds.hpp.

Referenced by ROL::Bounds< Real >::Bounds().

◆ prune_

template<typename Real >

ROL::Bounds::PruneBinding ROL::Bounds< Real >::prune_

private

◆ buildC_

template<typename Real >

ROL::Bounds::BuildC ROL::Bounds< Real >::buildC_

private

◆ setZeroEntry_

template<typename Real >

ROL::Bounds::SetZeroEntry ROL::Bounds< Real >::setZeroEntry_

private

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

Classes

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ Bounds() [1/2]

◆ Bounds() [2/2]

Member Function Documentation

◆ buildScalingFunction()

◆ project()

◆ projectInterior()

◆ pruneUpperActive() [1/2]

◆ pruneUpperActive() [2/2]

◆ pruneLowerActive() [1/2]

◆ pruneLowerActive() [2/2]

◆ isFeasible()

◆ applyInverseScalingFunction()

◆ applyScalingFunctionJacobian()

Member Data Documentation

◆ scale_

◆ feasTol_

◆ mask_

◆ min_diff_

◆ minimum_

◆ prune_

◆ buildC_

◆ setZeroEntry_