A composite composite BoundConstraint formed from bound constraints on subvectors of a PartitionedVector. More...

#include <ROL_BoundConstraint_Partitioned.hpp>

Inheritance diagram for ROL::BoundConstraint_Partitioned< Real >:

Public Member Functions
	~BoundConstraint_Partitioned ()

	BoundConstraint_Partitioned (const std::vector< Teuchos::RCP< BoundConstraint< Real > > > &bnd)
	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...

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...

const Teuchos::RCP< Vector< Real > >	getLowerVectorRCP (void)
	Return the ref count pointer to the lower bound vector. More...

const Teuchos::RCP< Vector< Real > >	getUpperVectorRCP (void)
	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...

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...

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 Types
typedef Vector< Real >	V

typedef PartitionedVector< Real >	PV

typedef std::vector< Real >::size_type	uint

Private Attributes
std::vector< Teuchos::RCP< BoundConstraint< Real > > >	bnd_

Teuchos::RCP< V >	l_

Teuchos::RCP< V >	u_

uint	dim_

Detailed Description

template<class Real>
class ROL::BoundConstraint_Partitioned< Real >

A composite composite BoundConstraint formed from bound constraints on subvectors of a PartitionedVector.

Definition at line 61 of file ROL_BoundConstraint_Partitioned.hpp.

Member Typedef Documentation

◆ V

template<class Real >

typedef Vector<Real> ROL::BoundConstraint_Partitioned< Real >::V

private

Definition at line 63 of file ROL_BoundConstraint_Partitioned.hpp.

◆ PV

template<class Real >

typedef PartitionedVector<Real> ROL::BoundConstraint_Partitioned< Real >::PV

private

Definition at line 64 of file ROL_BoundConstraint_Partitioned.hpp.

◆ uint

template<class Real >

typedef std::vector<Real>::size_type ROL::BoundConstraint_Partitioned< Real >::uint

private

Definition at line 65 of file ROL_BoundConstraint_Partitioned.hpp.

Constructor & Destructor Documentation

◆ ~BoundConstraint_Partitioned()

template<class Real >

ROL::BoundConstraint_Partitioned< Real >::~BoundConstraint_Partitioned ( )

inline

Definition at line 76 of file ROL_BoundConstraint_Partitioned.hpp.

◆ BoundConstraint_Partitioned()

template<class Real >

ROL::BoundConstraint_Partitioned< Real >::BoundConstraint_Partitioned ( const std::vector< Teuchos::RCP< BoundConstraint< Real > > > & bnd )

inline

Default constructor.

The default constructor automatically turns the constraints on.

Definition at line 82 of file ROL_BoundConstraint_Partitioned.hpp.

References ROL::BoundConstraint< Real >::activate(), ROL::BoundConstraint< Real >::deactivate(), ROL::BoundConstraint_Partitioned< Real >::dim_, ROL::BoundConstraint_Partitioned< Real >::getLowerVectorRCP(), ROL::BoundConstraint_Partitioned< Real >::getUpperVectorRCP(), and ROL::BoundConstraint< Real >::isActivated().

Member Function Documentation

◆ update()

template<class Real >

void ROL::BoundConstraint_Partitioned< 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]	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 111 of file ROL_BoundConstraint_Partitioned.hpp.

References ROL::BoundConstraint_Partitioned< Real >::dim_, ROL::PartitionedVector< Real >::get(), and ROL::BoundConstraint< Real >::isActivated().

◆ project()

template<class Real >

void ROL::BoundConstraint_Partitioned< 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] x is the optimization variable.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 130 of file ROL_BoundConstraint_Partitioned.hpp.

References ROL::BoundConstraint_Partitioned< Real >::dim_, ROL::PartitionedVector< Real >::get(), and ROL::BoundConstraint< Real >::isActivated().

◆ pruneUpperActive() [1/2]

template<class Real >

void ROL::BoundConstraint_Partitioned< Real >::pruneUpperActive	(	Vector< Real > &	v,
		const Vector< Real > &	x,
		Real	eps = `0.0`
	)

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]	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 151 of file ROL_BoundConstraint_Partitioned.hpp.

References ROL::BoundConstraint_Partitioned< Real >::dim_, ROL::PartitionedVector< Real >::get(), and ROL::BoundConstraint< Real >::isActivated().

◆ pruneUpperActive() [2/2]

template<class Real >

void ROL::BoundConstraint_Partitioned< Real >::pruneUpperActive	(	Vector< Real > &	v,
		const Vector< Real > &	g,
		const Vector< Real > &	x,
		Real	eps = `0.0`
	)

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]	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 179 of file ROL_BoundConstraint_Partitioned.hpp.

References ROL::BoundConstraint_Partitioned< Real >::dim_, ROL::PartitionedVector< Real >::get(), and ROL::BoundConstraint< Real >::isActivated().

◆ pruneLowerActive() [1/2]

template<class Real >

void ROL::BoundConstraint_Partitioned< Real >::pruneLowerActive	(	Vector< Real > &	v,
		const Vector< Real > &	x,
		Real	eps = `0.0`
	)

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]	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 206 of file ROL_BoundConstraint_Partitioned.hpp.

References ROL::BoundConstraint_Partitioned< Real >::dim_, ROL::PartitionedVector< Real >::get(), and ROL::BoundConstraint< Real >::isActivated().

◆ pruneLowerActive() [2/2]

template<class Real >

void ROL::BoundConstraint_Partitioned< Real >::pruneLowerActive	(	Vector< Real > &	v,
		const Vector< Real > &	g,
		const Vector< Real > &	x,
		Real	eps = `0.0`
	)

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]	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 234 of file ROL_BoundConstraint_Partitioned.hpp.

References ROL::BoundConstraint_Partitioned< Real >::dim_, ROL::PartitionedVector< Real >::get(), and ROL::BoundConstraint< Real >::isActivated().

◆ getLowerVectorRCP() [1/2]

template<class Real >

const Teuchos::RCP<const Vector<Real> > ROL::BoundConstraint_Partitioned< Real >::getLowerVectorRCP ( void ) const

inlinevirtual

Return the ref count pointer to the lower bound vector.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 249 of file ROL_BoundConstraint_Partitioned.hpp.

References ROL::BoundConstraint_Partitioned< Real >::l_.

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

◆ getUpperVectorRCP() [1/2]

template<class Real >

const Teuchos::RCP<const Vector<Real> > ROL::BoundConstraint_Partitioned< Real >::getUpperVectorRCP ( void ) const

inlinevirtual

Return the ref count pointer to the upper bound vector.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 255 of file ROL_BoundConstraint_Partitioned.hpp.

References ROL::BoundConstraint_Partitioned< Real >::u_.

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

◆ getLowerVectorRCP() [2/2]

template<class Real >

const Teuchos::RCP<Vector<Real> > ROL::BoundConstraint_Partitioned< Real >::getLowerVectorRCP ( void )

inlinevirtual

Return the ref count pointer to the lower bound vector.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 259 of file ROL_BoundConstraint_Partitioned.hpp.

References ROL::BoundConstraint_Partitioned< Real >::l_.

◆ getUpperVectorRCP() [2/2]

template<class Real >

const Teuchos::RCP<Vector<Real> > ROL::BoundConstraint_Partitioned< Real >::getUpperVectorRCP ( void )

inlinevirtual

Return the ref count pointer to the upper bound vector.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 263 of file ROL_BoundConstraint_Partitioned.hpp.

References ROL::BoundConstraint_Partitioned< Real >::u_.

◆ setVectorToUpperBound()

template<class Real >

void ROL::BoundConstraint_Partitioned< 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] u is the vector to be set to the upper bound.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 274 of file ROL_BoundConstraint_Partitioned.hpp.

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

◆ setVectorToLowerBound()

template<class Real >

void ROL::BoundConstraint_Partitioned< 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] l is the vector to be set to the lower bound.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 290 of file ROL_BoundConstraint_Partitioned.hpp.

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

◆ pruneActive() [1/2]

template<class Real >

void ROL::BoundConstraint_Partitioned< Real >::pruneActive	(	Vector< Real > &	v,
		const Vector< Real > &	x,
		Real	eps = `0.0`
	)

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]	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 312 of file ROL_BoundConstraint_Partitioned.hpp.

References ROL::BoundConstraint_Partitioned< Real >::dim_, ROL::PartitionedVector< Real >::get(), and ROL::BoundConstraint< Real >::isActivated().

◆ pruneActive() [2/2]

template<class Real >

void ROL::BoundConstraint_Partitioned< Real >::pruneActive	(	Vector< Real > &	v,
		const Vector< Real > &	g,
		const Vector< Real > &	x,
		Real	eps = `0.0`
	)

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]	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 \(\epsilon\).