ROL
Public Member Functions | Private Attributes | List of all members
ROL::RiskBoundConstraint< Real > Class Template Reference

#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)
 
 RiskBoundConstraint (const Teuchos::RCP< BoundConstraint< Real > > &bc=Teuchos::null, const bool augmented=false, const Real lower=ROL_NINF, const Real upper=ROL_INF)
 
 RiskBoundConstraint (const std::string name, 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=0.0)
 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...
 
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 Teuchos::RCP< Vector< Real > > &x_lo, const Teuchos::RCP< Vector< Real > > &x_up, const Real scale=1.0)
 Default constructor. More...
 
const Teuchos::RCP< Vector< Real > > getLowerVectorRCP (void) const
 Return the ref count pointer to the lower bound vector. More...
 
const Teuchos::RCP< Vector< Real > > getUpperVectorRCP (void) const
 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=0.0)
 Set variables to zero if they correspond to the \(\epsilon\)-inactive set. More...
 
void pruneLowerInactive (Vector< Real > &v, const Vector< Real > &x, Real eps=0.0)
 
void pruneUpperInactive (Vector< Real > &v, const Vector< Real > &x, Real eps=0.0)
 
void pruneInactive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps=0.0)
 Set variables to zero if they correspond to the \(\epsilon\)-nonbinding set. More...
 
void pruneLowerInactive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps=0.0)
 
void pruneUpperInactive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps=0.0)
 
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_
 
bool augmented_
 
Real lower_
 
Real upper_
 

Detailed Description

template<class Real>
class ROL::RiskBoundConstraint< Real >

Definition at line 54 of file ROL_RiskBoundConstraint.hpp.

Constructor & Destructor Documentation

template<class Real >
ROL::RiskBoundConstraint< Real >::RiskBoundConstraint ( Teuchos::ParameterList &  parlist,
const Teuchos::RCP< BoundConstraint< Real > > &  bc = Teuchos::null 
)
inline
template<class Real >
ROL::RiskBoundConstraint< Real >::RiskBoundConstraint ( const Teuchos::RCP< BoundConstraint< Real > > &  bc = Teuchos::null,
const bool  augmented = false,
const Real  lower = ROL_NINF,
const Real  upper = ROL_INF 
)
inline
template<class Real >
ROL::RiskBoundConstraint< Real >::RiskBoundConstraint ( const std::string  name,
const Teuchos::RCP< BoundConstraint< Real > > &  bc = Teuchos::null 
)
inline

Definition at line 90 of file ROL_RiskBoundConstraint.hpp.

Member Function Documentation

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]xis the optimization variable.
[in]flagis set to true if control is changed.
[in]iteris the outer algorithm iterations count.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 96 of file ROL_RiskBoundConstraint.hpp.

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]xis the optimization variable.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 104 of file ROL_RiskBoundConstraint.hpp.

template<class Real >
void ROL::RiskBoundConstraint< 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]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 118 of file ROL_RiskBoundConstraint.hpp.

References ROL::RiskVector< Real >::getStatistic().

template<class Real >
void ROL::RiskBoundConstraint< 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]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]gis the negative search direction.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 134 of file ROL_RiskBoundConstraint.hpp.

References ROL::RiskVector< Real >::getStatistic().

template<class Real >
void ROL::RiskBoundConstraint< 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]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 153 of file ROL_RiskBoundConstraint.hpp.

References ROL::RiskVector< Real >::getStatistic().

template<class Real >
void ROL::RiskBoundConstraint< 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]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]gis the negative search direction.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 169 of file ROL_RiskBoundConstraint.hpp.

References ROL::RiskVector< Real >::getStatistic().

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]uis the vector to be set to the upper bound.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 188 of file ROL_RiskBoundConstraint.hpp.

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]lis the vector to be set to the lower bound.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 199 of file ROL_RiskBoundConstraint.hpp.

template<class Real >
void ROL::RiskBoundConstraint< 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]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 210 of file ROL_RiskBoundConstraint.hpp.

References ROL::RiskVector< Real >::getStatistic().

template<class Real >
void ROL::RiskBoundConstraint< 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]vis the variable to be pruned.
[in]xis the current optimization variable.
[in]gis the negative search direction.
[in]epsis the active-set tolerance \(\epsilon\).

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 226 of file ROL_RiskBoundConstraint.hpp.

References ROL::RiskVector< Real >::getStatistic().

template<class Real >
bool ROL::RiskBoundConstraint< Real >::isFeasible ( const Vector< Real > &  v)
inlinevirtual

Check if the vector, v, is feasible.

This function returns true if \(v = P_{[a,b]}(v)\).

Parameters
[in]vis the vector to be checked.

Reimplemented from ROL::BoundConstraint< Real >.

Definition at line 246 of file ROL_RiskBoundConstraint.hpp.

References ROL::RiskVector< Real >::getStatistic(), and ROL::RiskBoundConstraint< Real >::upper_.

Member Data Documentation

template<class Real >
Teuchos::RCP<BoundConstraint<Real> > ROL::RiskBoundConstraint< Real >::bc_
private

Definition at line 56 of file ROL_RiskBoundConstraint.hpp.

template<class Real >
bool ROL::RiskBoundConstraint< Real >::augmented_
private

Definition at line 57 of file ROL_RiskBoundConstraint.hpp.

template<class Real >
Real ROL::RiskBoundConstraint< Real >::lower_
private

Definition at line 58 of file ROL_RiskBoundConstraint.hpp.

template<class Real >
Real ROL::RiskBoundConstraint< Real >::upper_
private

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