ROL
ROL_BoundConstraint_SimOpt.hpp
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43
44#ifndef ROL_BOUND_CONSTRAINT_SIMOPT_H
45#define ROL_BOUND_CONSTRAINT_SIMOPT_H
46
48#include "ROL_Vector_SimOpt.hpp"
49#include "ROL_Types.hpp"
50#include <iostream>
51
70namespace ROL {
71
72template <class Real>
74private:
75 Ptr<BoundConstraint<Real>> bnd1_;
76 Ptr<BoundConstraint<Real>> bnd2_;
77
78public:
80
86 const Ptr<BoundConstraint<Real>> &bnd2)
87 : bnd1_(bnd1), bnd2_(bnd2) {
88 if ( bnd1_->isActivated() || bnd2_->isActivated() ) {
90 }
91 else {
93 }
94 }
95
103 void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) {
104 const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(
105 dynamic_cast<const Vector<Real>&>(x));
106 if ( bnd1_->isActivated() ) {
107 bnd1_->update(*(xs.get_1()),flag,iter);
108 }
109 if ( bnd2_->isActivated() ) {
110 bnd2_->update(*(xs.get_2()),flag,iter);
111 }
112 }
113
123 Vector_SimOpt<Real> &xs = dynamic_cast<Vector_SimOpt<Real>&>(
124 dynamic_cast<Vector<Real>&>(x));
125 if ( bnd1_->isActivated() ) {
126 Ptr<Vector<Real>> x1 = xs.get_1()->clone(); x1->set(*(xs.get_1()));
127 bnd1_->project(*x1);
128 xs.set_1(*x1);
129 }
130 if ( bnd2_->isActivated() ) {
131 Ptr<Vector<Real>> x2 = xs.get_2()->clone(); x2->set(*(xs.get_2()));
132 bnd2_->project(*x2);
133 xs.set_2(*x2);
134 }
135 }
136
148 Vector_SimOpt<Real> &xs = dynamic_cast<Vector_SimOpt<Real>&>(
149 dynamic_cast<Vector<Real>&>(x));
150 if ( bnd1_->isActivated() ) {
151 Ptr<Vector<Real>> x1 = xs.get_1()->clone(); x1->set(*(xs.get_1()));
152 bnd1_->projectInterior(*x1);
153 xs.set_1(*x1);
154 }
155 if ( bnd2_->isActivated() ) {
156 Ptr<Vector<Real>> x2 = xs.get_2()->clone(); x2->set(*(xs.get_2()));
157 bnd2_->projectInterior(*x2);
158 xs.set_2(*x2);
159 }
160 }
161
168 bool checkMultipliers( const Vector<Real> &l, const Vector<Real> &x ) {
169 const Vector_SimOpt<Real> &ls = dynamic_cast<const Vector_SimOpt<Real>&>(
170 dynamic_cast<const Vector<Real>&>(l));
171 const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(
172 dynamic_cast<const Vector<Real>&>(x));
173 bool nn1 = true;
174 if ( bnd1_->isActivated() ) {
175 nn1 = bnd1_->checkMultipliers(*(ls.get_1()),*(xs.get_1()));
176 }
177 bool nn2 = true;
178 if ( bnd2_->isActivated() ) {
179 nn2 = bnd2_->checkMultipliers(*(ls.get_2()),*(xs.get_2()));
180 }
181 return (nn1 && nn2);
182 }
183
195 void pruneUpperActive( Vector<Real> &v, const Vector<Real> &x, Real eps = Real(0) ) {
196 Vector_SimOpt<Real> &vs = dynamic_cast<Vector_SimOpt<Real>&>(
197 dynamic_cast<Vector<Real>&>(v));
198 const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(
199 dynamic_cast<const Vector<Real>&>(x));
200 if ( bnd1_->isActivated() ) {
201 Ptr<Vector<Real>> v1 = vs.get_1()->clone(); v1->set(*(vs.get_1()));
202 bnd1_->pruneUpperActive(*v1,*(xs.get_1()),eps);
203 vs.set_1(*v1);
204 }
205 if ( bnd2_->isActivated() ) {
206 Ptr<Vector<Real>> v2 = vs.get_2()->clone(); v2->set(*(vs.get_2()));
207 bnd2_->pruneUpperActive(*v2,*(xs.get_2()),eps);
208 vs.set_2(*v2);
209 }
210 }
211
225 void pruneUpperActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps = Real(0), Real geps = Real(0) ) {
226 Vector_SimOpt<Real> &vs = dynamic_cast<Vector_SimOpt<Real>&>(
227 dynamic_cast<Vector<Real>&>(v));
228 const Vector_SimOpt<Real> &gs = dynamic_cast<const Vector_SimOpt<Real>&>(
229 dynamic_cast<const Vector<Real>&>(g));
230 const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(
231 dynamic_cast<const Vector<Real>&>(x));
232 if ( bnd1_->isActivated() ) {
233 Ptr<Vector<Real>> v1 = vs.get_1()->clone(); v1->set(*(vs.get_1()));
234 bnd1_->pruneUpperActive(*v1,*(gs.get_1()),*(xs.get_1()),xeps,geps);
235 vs.set_1(*v1);
236 }
237 if ( bnd2_->isActivated() ) {
238 Ptr<Vector<Real>> v2 = vs.get_2()->clone(); v2->set(*(vs.get_2()));
239 bnd2_->pruneUpperActive(*v2,*(gs.get_2()),*(xs.get_2()),xeps,geps);
240 vs.set_2(*v2);
241 }
242 }
243
255 void pruneLowerActive( Vector<Real> &v, const Vector<Real> &x, Real eps = Real(0) ) {
256 Vector_SimOpt<Real> &vs = dynamic_cast<Vector_SimOpt<Real>&>(
257 dynamic_cast<Vector<Real>&>(v));
258 const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(
259 dynamic_cast<const Vector<Real>&>(x));
260 if ( bnd1_->isActivated() ) {
261 Ptr<Vector<Real>> v1 = vs.get_1()->clone(); v1->set(*(vs.get_1()));
262 bnd1_->pruneLowerActive(*v1,*(xs.get_1()),eps);
263 vs.set_1(*v1);
264 }
265 if ( bnd2_->isActivated() ) {
266 Ptr<Vector<Real>> v2 = vs.get_2()->clone(); v2->set(*(vs.get_2()));
267 bnd2_->pruneLowerActive(*v2,*(xs.get_2()),eps);
268 vs.set_2(*v2);
269 }
270 }
271
285 void pruneLowerActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps = Real(0), Real geps = Real(0) ) {
286 Vector_SimOpt<Real> &vs = dynamic_cast<Vector_SimOpt<Real>&>(
287 dynamic_cast<Vector<Real>&>(v));
288 const Vector_SimOpt<Real> &gs = dynamic_cast<const Vector_SimOpt<Real>&>(
289 dynamic_cast<const Vector<Real>&>(g));
290 const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(
291 dynamic_cast<const Vector<Real>&>(x));
292 if ( bnd1_->isActivated() ) {
293 Ptr<Vector<Real>> v1 = vs.get_1()->clone(); v1->set(*(vs.get_1()));
294 bnd1_->pruneLowerActive(*v1,*(gs.get_1()),*(xs.get_1()),xeps,geps);
295 vs.set_1(*v1);
296 }
297 if ( bnd2_->isActivated() ) {
298 Ptr<Vector<Real>> v2 = vs.get_2()->clone(); v2->set(*(vs.get_2()));
299 bnd2_->pruneLowerActive(*v2,*(gs.get_2()),*(xs.get_2()),xeps,geps);
300 vs.set_2(*v2);
301 }
302 }
303
304 const Ptr<const Vector<Real>> getLowerBound( void ) const {
305 const Ptr<const Vector<Real>> l1 = bnd1_->getLowerBound();
306 const Ptr<const Vector<Real>> l2 = bnd2_->getLowerBound();
307 return makePtr<Vector_SimOpt<Real>>( constPtrCast<Vector<Real>>(l1),
308 constPtrCast<Vector<Real>>(l2) );
309 }
310
311 const Ptr<const Vector<Real>> getUpperBound(void) const {
312 const Ptr<const Vector<Real>> u1 = bnd1_->getUpperBound();
313 const Ptr<const Vector<Real>> u2 = bnd2_->getUpperBound();
314 return makePtr<Vector_SimOpt<Real>>( constPtrCast<Vector<Real>>(u1),
315 constPtrCast<Vector<Real>>(u2) );
316 }
317
329 void pruneActive( Vector<Real> &v, const Vector<Real> &x, Real eps = Real(0) ) {
330 Vector_SimOpt<Real> &vs = dynamic_cast<Vector_SimOpt<Real>&>(
331 dynamic_cast<Vector<Real>&>(v));
332 const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(
333 dynamic_cast<const Vector<Real>&>(x));
334 if ( bnd1_->isActivated() ) {
335 Ptr<Vector<Real>> v1 = vs.get_1()->clone(); v1->set(*(vs.get_1()));
336 bnd1_->pruneActive(*v1,*(xs.get_1()),eps);
337 vs.set_1(*v1);
338 }
339 if ( bnd2_->isActivated() ) {
340 Ptr<Vector<Real>> v2 = vs.get_2()->clone(); v2->set(*(vs.get_2()));
341 bnd2_->pruneActive(*v2,*(xs.get_2()),eps);
342 vs.set_2(*v2);
343 }
344 }
345
358 void pruneActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps = Real(0), Real geps = Real(0) ) {
359 Vector_SimOpt<Real> &vs = dynamic_cast<Vector_SimOpt<Real>&>(v);
360 const Vector_SimOpt<Real> &gs = dynamic_cast<const Vector_SimOpt<Real>&>(g);
361 const Vector_SimOpt<Real> &xs = dynamic_cast<const Vector_SimOpt<Real>&>(x);
362 if ( bnd1_->isActivated() ) {
363 Ptr<Vector<Real>> v1 = vs.get_1()->clone(); v1->set(*(vs.get_1()));
364 bnd1_->pruneActive(*v1,*(gs.get_1()),*(xs.get_1()),xeps,geps);
365 vs.set_1(*v1);
366 }
367 if ( bnd2_->isActivated() ) {
368 Ptr<Vector<Real>> v2 = vs.get_2()->clone(); v2->set(*(vs.get_2()));
369 bnd2_->pruneActive(*v2,*(gs.get_2()),*(xs.get_2()),xeps,geps);
370 vs.set_2(*v2);
371 }
372 }
373
379 bool isFeasible( const Vector<Real> &v ) {
380 const Vector_SimOpt<Real> &vs = dynamic_cast<const Vector_SimOpt<Real>&>(v);
381 return (bnd1_->isFeasible(*(vs.get_1()))) && (bnd2_->isFeasible(*(vs.get_2())));
382 }
383
384}; // class BoundConstraint
385
386} // namespace ROL
387
388#endif
Contains definitions of custom data types in ROL.
Ptr< BoundConstraint< Real > > bnd1_
const Ptr< const Vector< Real > > getLowerBound(void) const
Return the ref count pointer to the lower bound vector.
bool isFeasible(const Vector< Real > &v)
Check if the vector, v, is feasible.
bool checkMultipliers(const Vector< Real > &l, const Vector< Real > &x)
Determine if a vector of Lagrange multipliers is nonnegative components.
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.
void pruneActive(Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0))
Set variables to zero if they correspond to the -active set.
void project(Vector< Real > &x)
Project optimization variables onto the bounds.
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 update(const Vector< Real > &x, bool flag=true, int iter=-1)
Update bounds.
Ptr< BoundConstraint< Real > > bnd2_
void projectInterior(Vector< Real > &x)
Project optimization variables into the interior of the feasible set.
const Ptr< const Vector< Real > > getUpperBound(void) const
Return the ref count pointer to the upper bound vector.
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 -binding set.
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 lower -binding 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 -binding set.
BoundConstraint_SimOpt(const Ptr< BoundConstraint< Real > > &bnd1, const Ptr< BoundConstraint< Real > > &bnd2)
Default constructor.
Provides the interface to apply upper and lower bound constraints.
void deactivate(void)
Turn off bounds.
void activate(void)
Turn on bounds.
Defines the linear algebra or vector space interface for simulation-based optimization.
ROL::Ptr< const Vector< Real > > get_2() const
ROL::Ptr< const Vector< Real > > get_1() const
void set_1(const Vector< Real > &vec)
void set_2(const Vector< Real > &vec)
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84