ROL
ROL_BoundConstraint_Def.hpp
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43 
44 #ifndef ROL_BOUND_CONSTRAINT_DEF_H
45 #define ROL_BOUND_CONSTRAINT_DEF_H
46 
47 namespace ROL {
48 
49 template<typename Real>
51  : Lactivated_(true), Uactivated_(true) {}
52 
53 template<typename Real>
55  : Lactivated_(false), Uactivated_(false) {
56  try {
57  lower_ = x.clone(); lower_->setScalar(ROL_NINF<Real>());
58  upper_ = x.clone(); upper_->setScalar(ROL_INF<Real>());
59  }
60  catch(std::exception &e) {
61  // Do nothing. If someone calls getLowerBound or getUpperBound,
62  // an exception will be thrown.
63  }
64 }
65 
66 template<typename Real>
68  if (isActivated()) {
69  throw Exception::NotImplemented(">>> ROL::BoundConstraint::project: Not Implemented!");
70  }
71 }
72 
73 template<typename Real>
75  if (isActivated()) {
76  throw Exception::NotImplemented(">>> ROL::BoundConstraint::projectInterior: Not Implemented!");
77  }
78 }
79 
80 template<typename Real>
82  if (isUpperActivated()) {
83  throw Exception::NotImplemented(">>> ROL::BoundConstraint::pruneUpperActive: Not Implemented!");
84  }
85 }
86 
87 template<typename Real>
88 void BoundConstraint<Real>::pruneUpperActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps, Real geps ) {
89  if (isUpperActivated()) {
90  throw Exception::NotImplemented(">>> ROL::BoundConstraint::pruneUpperActive: Not Implemented!");
91  }
92 }
93 
94 template<typename Real>
96  if (isLowerActivated()) {
97  throw Exception::NotImplemented(">>> ROL::BoundConstraint::pruneLowerActive: Not Implemented!");
98  }
99 }
100 
101 template<typename Real>
102 void BoundConstraint<Real>::pruneLowerActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps, Real geps ) {
103  if (isLowerActivated()) {
104  throw Exception::NotImplemented(">>> ROL::BoundConstraint::pruneLowerActive: Not Implemented!");
105  }
106 }
107 
108 template<typename Real>
109 const Ptr<const Vector<Real>> BoundConstraint<Real>::getLowerBound( void ) const {
110  if (lower_ != nullPtr) {
111  return lower_;
112  }
113  throw Exception::NotImplemented(">>> ROL::BoundConstraint::getLowerBound: Lower bound not provided!");
114 }
115 
116 template<typename Real>
117 const Ptr<const Vector<Real>> BoundConstraint<Real>::getUpperBound( void ) const {
118  if (upper_ != nullPtr) {
119  return upper_;
120  }
121  throw Exception::NotImplemented(">>> ROL::BoundConstraint::getUpperBound: Upper bound not provided!");
122 }
123 
124 template<typename Real>
126  if (isActivated()) {
127  Ptr<Vector<Real>> Pv = v.clone();
128  Pv->set(v);
129  project(*Pv);
130  Pv->axpy(static_cast<Real>(-1),v);
131  Real diff = Pv->norm();
132  return (diff <= ROL_EPSILON<Real>());
133  }
134  return true;
135 }
136 
137 template<typename Real>
139  Lactivated_ = true;
140 }
141 
142 template<typename Real>
144  Uactivated_ = true;
145 }
146 
147 template<typename Real>
149  activateLower();
150  activateUpper();
151 }
152 
153 template<typename Real>
155  Lactivated_ = false;
156 }
157 
158 template<typename Real>
160  Uactivated_ = false;
161 }
162 
163 template<typename Real>
165  deactivateLower();
166  deactivateUpper();
167 }
168 
169 template<typename Real>
171  return Lactivated_;
172 }
173 
174 template<typename Real>
176  return Uactivated_;
177 }
178 
179 template<typename Real>
181  return (isLowerActivated() || isUpperActivated());
182 }
183 
184 template<typename Real>
186  if (isActivated()) {
187  pruneUpperActive(v,x,eps);
188  pruneLowerActive(v,x,eps);
189  }
190 }
191 
192 template<typename Real>
193 void BoundConstraint<Real>::pruneActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps, Real geps ) {
194  if (isActivated()) {
195  pruneUpperActive(v,g,x,xeps,geps);
196  pruneLowerActive(v,g,x,xeps,geps);
197  }
198 }
199 
200 template<typename Real>
202  if (isLowerActivated()) {
203  const Real one(1);
204  Ptr<Vector<Real>> tmp = v.clone();
205  tmp->set(v);
206  pruneLowerActive(*tmp,x,eps);
207  v.axpy(-one,*tmp);
208  }
209 }
210 
211 template<typename Real>
213  if (isUpperActivated()) {
214  const Real one(1);
215  Ptr<Vector<Real>> tmp = v.clone();
216  tmp->set(v);
217  pruneUpperActive(*tmp,x,eps);
218  v.axpy(-one,*tmp);
219  }
220 }
221 
222 template<typename Real>
223 void BoundConstraint<Real>::pruneLowerInactive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps, Real geps ) {
224  if (isLowerActivated()) {
225  const Real one(1);
226  Ptr<Vector<Real>> tmp = v.clone();
227  tmp->set(v);
228  pruneLowerActive(*tmp,g,x,xeps,geps);
229  v.axpy(-one,*tmp);
230  }
231 }
232 
233 template<typename Real>
234 void BoundConstraint<Real>::pruneUpperInactive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps, Real geps ) {
235  if (isUpperActivated()) {
236  const Real one(1);
237  Ptr<Vector<Real>> tmp = v.clone();
238  tmp->set(v);
239  pruneUpperActive(*tmp,g,x,xeps,geps);
240  v.axpy(-one,*tmp);
241  }
242 }
243 
244 template<typename Real>
246  if (isActivated()) {
247  const Real one(1);
248  Ptr<Vector<Real>> tmp = v.clone();
249  tmp->set(v);
250  pruneActive(*tmp,x,eps);
251  v.axpy(-one,*tmp);
252  }
253 }
254 
255 template<typename Real>
256 void BoundConstraint<Real>::pruneInactive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps, Real geps ) {
257  if (isActivated()) {
258  const Real one(1);
259  Ptr<Vector<Real>> tmp = v.clone();
260  tmp->set(v);
261  pruneActive(*tmp,g,x,xeps,geps);
262  v.axpy(-one,*tmp);
263  }
264 }
265 
266 template<typename Real>
268  if (isActivated()) {
269  Ptr<Vector<Real>> tmp = g.clone();
270  tmp->set(g);
271  pruneActive(g,*tmp,x);
272  }
273 }
274 
275 template<typename Real>
277  if (isActivated()) {
278  const Real one(1);
279  v.plus(x);
280  project(v);
281  v.axpy(-one,x);
282  }
283 }
284 
285 } // namespace ROL
286 
287 #endif
virtual const Ptr< const Vector< Real > > getLowerBound(void) const
Return the ref count pointer to the lower bound vector.
virtual bool isFeasible(const Vector< Real > &v)
Check if the vector, v, is feasible.
void computeProjectedStep(Vector< Real > &v, const Vector< Real > &x)
Compute projected step.
void pruneLowerInactive(Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0))
Set variables to zero if they correspond to the -inactive set.
void pruneInactive(Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0))
Set variables to zero if they correspond to the -inactive set.
bool isLowerActivated(void) const
Check if lower bound are on.
void pruneUpperInactive(Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0))
Set variables to zero if they correspond to the -inactive set.
void pruneActive(Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0))
Set variables to zero if they correspond to the -active set.
Ptr< Vector< Real > > upper_
virtual void pruneUpperActive(Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0))
Set variables to zero if they correspond to the upper -active set.
bool isActivated(void) const
Check if bounds are on.
virtual void projectInterior(Vector< Real > &x)
Project optimization variables into the interior of the feasible set.
void deactivateLower(void)
Turn off lower bound.
void activateLower(void)
Turn on lower bound.
void deactivateUpper(void)
Turn off upper bound.
void deactivate(void)
Turn off bounds.
virtual void pruneLowerActive(Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0))
Set variables to zero if they correspond to the lower -active set.
void computeProjectedGradient(Vector< Real > &g, const Vector< Real > &x)
Compute projected gradient.
Ptr< Vector< Real > > lower_
void activate(void)
Turn on bounds.
void activateUpper(void)
Turn on upper bound.
virtual void project(Vector< Real > &x)
Project optimization variables onto the bounds.
bool isUpperActivated(void) const
Check if upper bound are on.
virtual const Ptr< const Vector< Real > > getUpperBound(void) const
Return the ref count pointer to the upper bound vector.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84
virtual ROL::Ptr< Vector > clone() const =0
Clone to make a new (uninitialized) vector.
virtual void plus(const Vector &x)=0
Compute , where .
virtual void axpy(const Real alpha, const Vector &x)
Compute where .
Definition: ROL_Vector.hpp:153