ROL
ROL_BPOEBoundConstraint.hpp
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43 
44 #ifndef ROL_BPOE_BOUND_CONSTRAINT_H
45 #define ROL_BPOE_BOUND_CONSTRAINT_H
46 
47 #include "ROL_BoundConstraint.hpp"
48 #include "ROL_CVaRVector.hpp"
49 
50 namespace ROL {
51 
52 template <class Real>
53 class BPOEBoundConstraint : public BoundConstraint<Real> {
54 private:
55  Teuchos::RCP<BoundConstraint<Real> > bc_;
56 
57 public:
58  BPOEBoundConstraint(void) : bc_(Teuchos::null) {}
59 
60  BPOEBoundConstraint(Teuchos::RCP<BoundConstraint<Real> > &bc) : BoundConstraint<Real>(), bc_(bc) {}
61 
62  void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) {
63  if ( bc_ != Teuchos::null ) {
64  Teuchos::RCP<const Vector<Real> > xv
65  = (Teuchos::dyn_cast<CVaRVector<Real> >(const_cast<Vector<Real> &>(x))).getVector();
66  bc_->update(*xv,flag,iter);
67  }
68  }
69 
70  void project( Vector<Real> &x ) {
71  Real xvar = Teuchos::dyn_cast<CVaRVector<Real> >(x).getVaR();
72  xvar = ((xvar > 0.0) ? xvar : 0.0);
73  (Teuchos::dyn_cast<CVaRVector<Real> >(x)).setVaR(xvar);
74  if ( bc_ != Teuchos::null ) {
75  Teuchos::RCP<Vector<Real> > xvec = Teuchos::rcp_const_cast<Vector<Real> >(
76  (Teuchos::dyn_cast<CVaRVector<Real> >(x)).getVector());
77  bc_->project(*xvec);
78  (Teuchos::dyn_cast<CVaRVector<Real> >(x)).setVector(*xvec);
79  }
80  }
81 
82  void pruneUpperActive( Vector<Real> &v, const Vector<Real> &x, Real eps = 0.0 ) {
83  if ( bc_ != Teuchos::null ) {
84  Teuchos::RCP<Vector<Real> > vvec = Teuchos::rcp_const_cast<Vector<Real> >(
85  (Teuchos::dyn_cast<CVaRVector<Real> >(v)).getVector());
86  Teuchos::RCP<const Vector<Real> > xvec =
87  (Teuchos::dyn_cast<CVaRVector<Real> >(const_cast<Vector<Real> &>(x))).getVector();
88  bc_->pruneUpperActive(*vvec,*xvec,eps);
89  }
90  }
91 
92  void pruneUpperActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real eps = 0.0 ) {
93  if ( bc_ != Teuchos::null ) {
94  Teuchos::RCP<Vector<Real> > vvec = Teuchos::rcp_const_cast<Vector<Real> >(
95  (Teuchos::dyn_cast<CVaRVector<Real> >(v)).getVector());
96  Teuchos::RCP<const Vector<Real> > gvec =
97  (Teuchos::dyn_cast<CVaRVector<Real> >(const_cast<Vector<Real> &>(g))).getVector();
98  Teuchos::RCP<const Vector<Real> > xvec =
99  (Teuchos::dyn_cast<CVaRVector<Real> >(const_cast<Vector<Real> &>(x))).getVector();
100  bc_->pruneUpperActive(*vvec,*gvec,*xvec,eps);
101  }
102  }
103 
104  void pruneLowerActive( Vector<Real> &v, const Vector<Real> &x, Real eps = 0.0 ) {
105  Real xvar = Teuchos::dyn_cast<CVaRVector<Real> >(const_cast<Vector<Real> &>(x)).getVaR();
106  if ( xvar <= eps ) {
107  (Teuchos::dyn_cast<CVaRVector<Real> >(v)).setVaR(0.0);
108  }
109  if ( bc_ != Teuchos::null ) {
110  Teuchos::RCP<Vector<Real> > vvec = Teuchos::rcp_const_cast<Vector<Real> >(
111  (Teuchos::dyn_cast<CVaRVector<Real> >(v)).getVector());
112  Teuchos::RCP<const Vector<Real> > xvec
113  = (Teuchos::dyn_cast<CVaRVector<Real> >(const_cast<Vector<Real> &>(x))).getVector();
114  bc_->pruneLowerActive(*vvec,*xvec,eps);
115  }
116  }
117 
118  void pruneLowerActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real eps = 0.0 ) {
119  Real gvar = Teuchos::dyn_cast<CVaRVector<Real> >(const_cast<Vector<Real> &>(g)).getVaR();
120  Real xvar = Teuchos::dyn_cast<CVaRVector<Real> >(const_cast<Vector<Real> &>(x)).getVaR();
121  if ( xvar <= eps && gvar > 0.0 ) {
122  (Teuchos::dyn_cast<CVaRVector<Real> >(v)).setVaR(0.0);
123  }
124  if ( bc_ != Teuchos::null ) {
125  Teuchos::RCP<Vector<Real> > vvec = Teuchos::rcp_const_cast<Vector<Real> >(
126  (Teuchos::dyn_cast<CVaRVector<Real> >(v)).getVector());
127  Teuchos::RCP<const Vector<Real> > gvec
128  = (Teuchos::dyn_cast<CVaRVector<Real> >(const_cast<Vector<Real> &>(g))).getVector();
129  Teuchos::RCP<const Vector<Real> > xvec
130  = (Teuchos::dyn_cast<CVaRVector<Real> >(const_cast<Vector<Real> &>(x))).getVector();
131  bc_->pruneLowerActive(*vvec,*gvec,*xvec,eps);
132  }
133  }
134 
135  void setVectorToUpperBound( Vector<Real> &u ) {
136  Real uvar = 0.1*ROL_OVERFLOW;
137  (Teuchos::dyn_cast<CVaRVector<Real> >(u)).setVaR(uvar);
138  if ( bc_ != Teuchos::null ) {
139  Teuchos::RCP<Vector<Real> > uvec = Teuchos::rcp_const_cast<Vector<Real> >(
140  (Teuchos::dyn_cast<CVaRVector<Real> >(u)).getVector());
141  bc_->setVectorToUpperBound(*uvec);
142  }
143  }
144 
145  void setVectorToLowerBound( Vector<Real> &l ) {
146  (Teuchos::dyn_cast<CVaRVector<Real> >(l)).setVaR(0.0);
147  if ( bc_ != Teuchos::null ) {
148  Teuchos::RCP<Vector<Real> > lvec = Teuchos::rcp_const_cast<Vector<Real> >(
149  (Teuchos::dyn_cast<CVaRVector<Real> >(l)).getVector());
150  bc_->setVectorToLowerBound(*lvec);
151  }
152  }
153 
154  void pruneActive( Vector<Real> &v, const Vector<Real> &x, Real eps = 0.0 ) {
155  Real xvar = Teuchos::dyn_cast<CVaRVector<Real> >(const_cast<Vector<Real> &>(x)).getVaR();
156  if ( xvar <= eps ) {
157  (Teuchos::dyn_cast<CVaRVector<Real> >(v)).setVaR(0.0);
158  }
159  if ( bc_ != Teuchos::null ) {
160  Teuchos::RCP<Vector<Real> > vvec = Teuchos::rcp_const_cast<Vector<Real> >(
161  (Teuchos::dyn_cast<CVaRVector<Real> >(v)).getVector());
162  Teuchos::RCP<const Vector<Real> > xvec =
163  (Teuchos::dyn_cast<CVaRVector<Real> >(const_cast<Vector<Real> &>(x))).getVector();
164  bc_->pruneActive(*vvec,*xvec,eps);
165  }
166  }
167 
168  void pruneActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real eps = 0.0 ) {
169  Real gvar = Teuchos::dyn_cast<CVaRVector<Real> >(const_cast<Vector<Real> &>(g)).getVaR();
170  Real xvar = Teuchos::dyn_cast<CVaRVector<Real> >(const_cast<Vector<Real> &>(x)).getVaR();
171  if ( xvar <= eps && gvar > 0.0 ) {
172  (Teuchos::dyn_cast<CVaRVector<Real> >(v)).setVaR(0.0);
173  }
174  if ( bc_ != Teuchos::null ) {
175  Teuchos::RCP<Vector<Real> > vvec = Teuchos::rcp_const_cast<Vector<Real> >(
176  (Teuchos::dyn_cast<CVaRVector<Real> >(v)).getVector());
177  Teuchos::RCP<const Vector<Real> > gvec =
178  (Teuchos::dyn_cast<CVaRVector<Real> >(const_cast<Vector<Real> &>(g))).getVector();
179  Teuchos::RCP<const Vector<Real> > xvec =
180  (Teuchos::dyn_cast<CVaRVector<Real> >(const_cast<Vector<Real> &>(x))).getVector();
181  bc_->pruneActive(*vvec,*gvec,*xvec,eps);
182  }
183  }
184 
185  bool isFeasible( const Vector<Real> &v ) {
186  bool flag = false;
187  Real vvar = Teuchos::dyn_cast<CVaRVector<Real> >(const_cast<Vector<Real> &>(v)).getVaR();
188  if ( bc_ != Teuchos::null ) {
189  Teuchos::RCP<const Vector<Real> > vvec
190  = (Teuchos::dyn_cast<CVaRVector<Real> >(const_cast<Vector<Real> &>(v))).getVector();
191  if ( bc_->isActivated() ) {
192  flag = ((bc_->isFeasible(*vvec)) && (vvar >= 0.0));
193  }
194  }
195  else {
196  if ( bc_->isActivated() ) {
197  flag = (vvar >= 0.0);
198  }
199  }
200  return flag;
201  }
202 
203 }; // class BPOEBoundConstraint
204 
205 } // namespace ROL
206 
207 #endif
ROL::BPOEBoundConstraint::pruneActive
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 -binding set.
Definition: ROL_BPOEBoundConstraint.hpp:168
ROL::BPOEBoundConstraint::pruneLowerActive
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 -binding set.
Definition: ROL_BPOEBoundConstraint.hpp:118
ROL::BPOEBoundConstraint::BPOEBoundConstraint
BPOEBoundConstraint(Teuchos::RCP< BoundConstraint< Real > > &bc)
Definition: ROL_BPOEBoundConstraint.hpp:60
ROL::BPOEBoundConstraint::pruneUpperActive
void pruneUpperActive(Vector< Real > &v, const Vector< Real > &x, Real eps=0.0)
Set variables to zero if they correspond to the upper -active set.
Definition: ROL_BPOEBoundConstraint.hpp:82
ROL::BPOEBoundConstraint::pruneActive
void pruneActive(Vector< Real > &v, const Vector< Real > &x, Real eps=0.0)
Set variables to zero if they correspond to the -active set.
Definition: ROL_BPOEBoundConstraint.hpp:154
ROL::BPOEBoundConstraint::setVectorToUpperBound
void setVectorToUpperBound(Vector< Real > &u)
Set the input vector to the upper bound.
Definition: ROL_BPOEBoundConstraint.hpp:135
ROL::Vector
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:74
ROL::CVaRVector::getVaR
const Real getVaR() const
Definition: ROL_CVaRVector.hpp:95
ROL::BPOEBoundConstraint::pruneUpperActive
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 -binding set.
Definition: ROL_BPOEBoundConstraint.hpp:92
ROL::BPOEBoundConstraint::update
void update(const Vector< Real > &x, bool flag=true, int iter=-1)
Update bounds.
Definition: ROL_BPOEBoundConstraint.hpp:62
ROL::BPOEBoundConstraint::setVectorToLowerBound
void setVectorToLowerBound(Vector< Real > &l)
Set the input vector to the lower bound.
Definition: ROL_BPOEBoundConstraint.hpp:145
ROL::BPOEBoundConstraint::isFeasible
bool isFeasible(const Vector< Real > &v)
Check if the vector, v, is feasible.
Definition: ROL_BPOEBoundConstraint.hpp:185
ROL_BoundConstraint.hpp
ROL_CVaRVector.hpp
ROL::BPOEBoundConstraint::project
void project(Vector< Real > &x)
Project optimization variables onto the bounds.
Definition: ROL_BPOEBoundConstraint.hpp:70
ROL::BoundConstraint
Provides the interface to apply upper and lower bound constraints.
Definition: ROL_BoundConstraint.hpp:72
ROL::BPOEBoundConstraint::pruneLowerActive
void pruneLowerActive(Vector< Real > &v, const Vector< Real > &x, Real eps=0.0)
Set variables to zero if they correspond to the lower -active set.
Definition: ROL_BPOEBoundConstraint.hpp:104
ROL::ROL_OVERFLOW
static const double ROL_OVERFLOW
Platform-dependent maximum double.
Definition: ROL_Types.hpp:126
ROL::BPOEBoundConstraint::bc_
Teuchos::RCP< BoundConstraint< Real > > bc_
Definition: ROL_BPOEBoundConstraint.hpp:55
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