ROL
ROL_SimulatedBoundConstraint.hpp
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43
44#ifndef ROL_SIMULATED_BOUND_CONSTRAINT_H
45#define ROL_SIMULATED_BOUND_CONSTRAINT_H
46
49
56namespace ROL {
57
58template <class Real>
60private:
61 const Ptr<SampleGenerator<Real>> sampler_;
62 const Ptr<BoundConstraint<Real>> bnd_;
63 Ptr<Vector<Real>> l_;
64 Ptr<Vector<Real>> u_;
65
66 const Vector<Real>& getVector(const Vector<Real> &x, int k) const {
67 try {
68 return *(dynamic_cast<const SimulatedVector<Real>&>(x).get(k));
69 }
70 catch (const std::bad_cast &e) {
71 return x;
72 }
73 }
74
76 try {
77 return *(dynamic_cast<SimulatedVector<Real>&>(x).get(k));
78 }
79 catch (const std::bad_cast &e) {
80 return x;
81 }
82 }
83
84public:
86
88 const Ptr<BoundConstraint<Real>> &bnd )
89 : sampler_(sampler), bnd_(bnd) {
90 int nsamp = sampler_->numMySamples();
91 std::vector<Ptr<Vector<Real>>> lvec(nsamp), uvec(nsamp);
92 for ( int k=0; k<sampler_->numMySamples(); ++k) {
93 lvec[k] = bnd_->getLowerBound()->clone();
94 lvec[k]->set(*bnd_->getLowerBound());
95 uvec[k] = bnd_->getUpperBound()->clone();
96 uvec[k]->set(*bnd_->getUpperBound());
97 }
98 l_ = makePtr<SimulatedVector<Real>>(lvec,sampler_->getBatchManager());
99 u_ = makePtr<SimulatedVector<Real>>(uvec,sampler_->getBatchManager());
100 }
101
103 for( int k=0; k<sampler_->numMySamples(); ++k ) {
104 if( bnd_->isActivated() ) {
105 bnd_->project(getVector(x,k));
106 }
107 }
108 }
109
111 for( int k=0; k<sampler_->numMySamples(); ++k ) {
112 if( bnd_->isActivated() ) {
113 bnd_->projectInterior(getVector(x,k));
114 }
115 }
116 }
117
118 void pruneUpperActive( Vector<Real> &v, const Vector<Real> &x, Real eps = Real(0) ) {
119 if( bnd_->isActivated() ) {
120 for( int k=0; k<sampler_->numMySamples(); ++k ) {
121 bnd_->pruneUpperActive(getVector(v,k),getVector(x,k),eps);
122 }
123 }
124 }
125
126 void pruneUpperActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps = Real(0), Real geps = Real(0) ) {
127 if( bnd_->isActivated() ) {
128 for( int k=0; k<sampler_->numMySamples(); ++k ) {
129 bnd_->pruneUpperActive(getVector(v,k),getVector(g,k),getVector(x,k),xeps,geps);
130 }
131 }
132 }
133
134 void pruneLowerActive( Vector<Real> &v, const Vector<Real> &x, Real eps = Real(0) ) {
135 if( bnd_->isActivated() ) {
136 for( int k=0; k<sampler_->numMySamples(); ++k ) {
137 bnd_->pruneLowerActive(getVector(v,k),getVector(x,k),eps);
138 }
139 }
140 }
141
142 void pruneLowerActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real xeps = Real(0), Real geps = Real(0) ) {
143 if( bnd_->isActivated() ) {
144 for( int k=0; k<sampler_->numMySamples(); ++k ) {
145 bnd_->pruneLowerActive(getVector(v,k),getVector(g,k),getVector(x,k),xeps,geps);
146 }
147 }
148 }
149
150 const Ptr<const Vector<Real>> getLowerBound( void ) const {
151 return l_;
152 }
153
154 const Ptr<const Vector<Real>> getUpperBound( void ) const {
155 return u_;
156 }
157
158 bool isFeasible( const Vector<Real> &v ) {
159 bool feasible = true;
160 if(bnd_->isActivated()) {
161 for( int k=0; k<sampler_->numMySamples(); ++k ) {
162 feasible = feasible && bnd_->isFeasible(getVector(v,k));
163 }
164 }
165 return feasible;
166 }
167
168 void applyInverseScalingFunction(Vector<Real> &dv, const Vector<Real> &v, const Vector<Real> &x, const Vector<Real> &g) const {
169 if( bnd_->isActivated() ) {
170 for( int k=0; k<sampler_->numMySamples(); ++k ) {
171 bnd_->applyInverseScalingFunction(getVector(dv,k),getVector(v,k),getVector(x,k),getVector(g,k));
172 }
173 }
174 }
175
177 if( bnd_->isActivated() ) {
178 for( int k=0; k<sampler_->numMySamples(); ++k ) {
179 bnd_->applyScalingFunctionJacobian(getVector(dv,k),getVector(v,k),getVector(x,k),getVector(g,k));
180 }
181 }
182 }
183}; // class SimulatedBoundConstraint
184} // namespace ROL
185
186#endif
Provides the interface to apply upper and lower bound constraints.
A BoundConstraint formed from a single bound constraint replacated according to a SampleGenerator.
const Vector< Real > & getVector(const Vector< Real > &x, int k) const
const Ptr< const Vector< Real > > getLowerBound(void) const
Return the ref count pointer to the lower bound vector.
void projectInterior(Vector< Real > &x)
Project optimization variables into the interior of the feasible set.
const Ptr< SampleGenerator< Real > > sampler_
void applyInverseScalingFunction(Vector< Real > &dv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g) const
Apply inverse scaling function.
Vector< Real > & getVector(Vector< Real > &x, int k) const
void project(Vector< Real > &x)
Project optimization variables onto the bounds.
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.
bool isFeasible(const Vector< Real > &v)
Check if the vector, v, is feasible.
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 > &x, Real eps=Real(0))
Set variables to zero if they correspond to the upper -active set.
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.
const Ptr< BoundConstraint< Real > > bnd_
SimulatedBoundConstraint(const Ptr< SampleGenerator< Real > > &sampler, const Ptr< BoundConstraint< Real > > &bnd)
void applyScalingFunctionJacobian(Vector< Real > &dv, const Vector< Real > &v, const Vector< Real > &x, const Vector< Real > &g) const
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))
Set variables to zero if they correspond to the -binding set.
Defines the linear algebra of a vector space on a generic partitioned vector where the individual vec...
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:84