#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

Definition at line 68 of file ROL_RiskBoundConstraint.hpp.

References ROL::BoundConstraint< Real >::activate(), ROL::RiskBoundConstraint< Real >::activated_, ROL::BoundConstraint< Real >::deactivate(), ROL::RiskBoundConstraint< Real >::lower_, ROL::RiskBoundConstraint< Real >::nStat_, and ROL::RiskBoundConstraint< Real >::upper_.

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]	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 114 of file ROL_RiskBoundConstraint.hpp.

◆ 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] x is the optimization variable.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 125 of file ROL_RiskBoundConstraint.hpp.

◆ 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]	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 136 of file ROL_RiskBoundConstraint.hpp.

◆ 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]	v	is the variable to be pruned.
[in]	g	is the negative search direction.
[in]	x	is the current optimization variable.
[in]	eps	is the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 149 of file ROL_RiskBoundConstraint.hpp.

◆ 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]	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 164 of file ROL_RiskBoundConstraint.hpp.

◆ 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]	v	is the variable to be pruned.
[in]	g	is the negative search direction.
[in]	x	is the current optimization variable.
[in]	eps	is the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 177 of file ROL_RiskBoundConstraint.hpp.

◆ 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] u is the vector to be set to the upper bound.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 192 of file ROL_RiskBoundConstraint.hpp.

◆ getLowerVectorRCP()

template<class Real >

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

inlinevirtual

Return the ref count pointer to the lower bound vector.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 203 of file ROL_RiskBoundConstraint.hpp.

References ROL::RiskBoundConstraint< Real >::lo_.

◆ getUpperVectorRCP()

template<class Real >

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

inlinevirtual

Return the ref count pointer to the upper bound vector.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 213 of file ROL_RiskBoundConstraint.hpp.

References ROL::RiskBoundConstraint< Real >::hi_.

◆ 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] l is the vector to be set to the lower bound.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 223 of file ROL_RiskBoundConstraint.hpp.

◆ 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]	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 234 of file ROL_RiskBoundConstraint.hpp.

◆ 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]	v	is the variable to be pruned.
[in]	g	is the negative search direction.
[in]	x	is the current optimization variable.
[in]	eps	is the active-set tolerance \(\epsilon\).