ROL
ROL_StdBoundConstraint.hpp
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49#ifndef ROL_STDBOUNDCONSTRAINT_HPP
50#define ROL_STDBOUNDCONSTRAINT_HPP
51
52#include "ROL_StdVector.hpp"
54
55namespace ROL {
56
57template<class Real>
58class StdBoundConstraint : public BoundConstraint<Real> {
59private:
60 int dim_;
61
62 std::vector<Real> x_lo_;
63 std::vector<Real> x_up_;
64
65 const Real scale_;
66 const Real feasTol_;
67
68 using BoundConstraint<Real>::lower_;
69 using BoundConstraint<Real>::upper_;
70
72
73 inline Real buildC(int i) const {
74 const Real zeta(0.5), kappa(1);
75 return std::min(zeta*(x_up_[i] - x_lo_[i]), kappa);
76 }
77
78 inline Real sgn(Real x) const {
79 const Real zero(0), one(1);
80 return x > zero ? one : (x < zero ? -one : zero);
81 }
82
83 void buildScalingFunction(Vector<Real> &d, const Vector<Real> &x, const Vector<Real> &g) const;
84
85public:
86 StdBoundConstraint(std::vector<Real> &x,
87 bool isLower = false,
88 Real scale = Real(1),
89 const Real feasTol = std::sqrt(ROL_EPSILON<Real>()));
90
91 StdBoundConstraint(std::vector<Real> &l,
92 std::vector<Real> &u,
93 Real scale = Real(1),
94 const Real feasTol = std::sqrt(ROL_EPSILON<Real>()));
95
96 void project( Vector<Real> &x ) override;
97
98 void projectInterior( Vector<Real> &x ) override;
99
100 void pruneUpperActive(Vector<Real> &v, const Vector<Real> &x, Real eps = Real(0)) override;
101
102 void pruneUpperActive(Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps = Real(0), Real geps = Real(0)) override;
103
104 void pruneLowerActive(Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps = Real(0), Real geps = Real(0)) override;
105
106 void pruneLowerActive(Vector<Real> &v, const Vector<Real> &x, Real eps = Real(0)) override;
107
108 bool isFeasible( const Vector<Real> &v ) override;
109
110 void applyInverseScalingFunction( Vector<Real> &dv, const Vector<Real> &v, const Vector<Real> &x, const Vector<Real> &g) const override;
111
112 void applyScalingFunctionJacobian(Vector<Real> &dv, const Vector<Real> &v, const Vector<Real> &x, const Vector<Real> &g) const override;
113};
114
115}// End ROL Namespace
116
118
119#endif
Objective_SerialSimOpt(const Ptr< Obj > &obj, const V &ui) z0_ zero()
Contains definitions for std::vector bound constraints.
Provides the interface to apply upper and lower bound constraints.
Ptr< Vector< Real > > upper_
Ptr< Vector< Real > > lower_
void buildScalingFunction(Vector< Real > &d, const Vector< Real > &x, const Vector< Real > &g) const
bool isFeasible(const Vector< Real > &v) override
Check if the vector, v, is feasible.
void applyScalingFunctionJacobian(Vector< Real > &dv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g) const override
Apply scaling function Jacobian.
void pruneLowerActive(Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real xeps=Real(0), Real geps=Real(0)) override
Set variables to zero if they correspond to the -binding set.
void projectInterior(Vector< Real > &x) override
Project optimization variables into the interior of the feasible set.
void applyInverseScalingFunction(Vector< Real > &dv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g) const override
Apply inverse scaling function.
void project(Vector< Real > &x) override
Project optimization variables onto the bounds.
void pruneUpperActive(Vector< Real > &v, const Vector< Real > &x, Real eps=Real(0)) override
Set variables to zero if they correspond to the upper -active set.
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84