ROL
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#include <example_04.hpp>
Public Member Functions | |
L2BoundConstraint (std::vector< Real > &l, std::vector< Real > &u, const Teuchos::RCP< BurgersFEM< Real > > &fem, Real scale=1.0) | |
bool | isFeasible (const ROL::Vector< Real > &x) |
Check if the vector, v, is feasible. More... | |
void | project (ROL::Vector< Real > &x) |
Project optimization variables onto the bounds. More... | |
void | pruneLowerActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the lower \(\epsilon\)-active set. More... | |
void | pruneUpperActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the upper \(\epsilon\)-active set. More... | |
void | pruneActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the \(\epsilon\)-active set. More... | |
void | pruneLowerActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the lower \(\epsilon\)-binding set. More... | |
void | pruneUpperActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the upper \(\epsilon\)-binding set. More... | |
void | pruneActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the \(\epsilon\)-binding set. More... | |
void | setVectorToUpperBound (ROL::Vector< Real > &u) |
Set the input vector to the upper bound. More... | |
void | setVectorToLowerBound (ROL::Vector< Real > &l) |
Set the input vector to the lower bound. More... | |
L2BoundConstraint (std::vector< Real > &l, std::vector< Real > &u, const Teuchos::RCP< BurgersFEM< Real > > &fem, Real scale=1.0) | |
bool | isFeasible (const ROL::Vector< Real > &x) |
Check if the vector, v, is feasible. More... | |
void | project (ROL::Vector< Real > &x) |
Project optimization variables onto the bounds. More... | |
void | pruneLowerActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the lower \(\epsilon\)-active set. More... | |
void | pruneUpperActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the upper \(\epsilon\)-active set. More... | |
void | pruneActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the \(\epsilon\)-active set. More... | |
void | pruneLowerActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the lower \(\epsilon\)-binding set. More... | |
void | pruneUpperActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the upper \(\epsilon\)-binding set. More... | |
void | pruneActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the \(\epsilon\)-binding set. More... | |
void | setVectorToUpperBound (ROL::Vector< Real > &u) |
Set the input vector to the upper bound. More... | |
void | setVectorToLowerBound (ROL::Vector< Real > &l) |
Set the input vector to the lower bound. More... | |
L2BoundConstraint (std::vector< Real > &l, std::vector< Real > &u, const Teuchos::RCP< BurgersFEM< Real > > &fem, Real scale=1.0) | |
bool | isFeasible (const ROL::Vector< Real > &x) |
Check if the vector, v, is feasible. More... | |
void | project (ROL::Vector< Real > &x) |
Project optimization variables onto the bounds. More... | |
void | pruneLowerActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the lower \(\epsilon\)-active set. More... | |
void | pruneUpperActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the upper \(\epsilon\)-active set. More... | |
void | pruneActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the \(\epsilon\)-active set. More... | |
void | pruneLowerActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the lower \(\epsilon\)-binding set. More... | |
void | pruneUpperActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the upper \(\epsilon\)-binding set. More... | |
void | pruneActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the \(\epsilon\)-binding set. More... | |
void | setVectorToUpperBound (ROL::Vector< Real > &u) |
Set the input vector to the upper bound. More... | |
void | setVectorToLowerBound (ROL::Vector< Real > &l) |
Set the input vector to the lower bound. More... | |
L2BoundConstraint (std::vector< Real > &l, std::vector< Real > &u, const Teuchos::RCP< BurgersFEM< Real > > &fem, Real scale=1.0) | |
bool | isFeasible (const ROL::Vector< Real > &x) |
Check if the vector, v, is feasible. More... | |
void | project (ROL::Vector< Real > &x) |
Project optimization variables onto the bounds. More... | |
void | pruneLowerActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the lower \(\epsilon\)-active set. More... | |
void | pruneUpperActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the upper \(\epsilon\)-active set. More... | |
void | pruneActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the \(\epsilon\)-active set. More... | |
void | pruneLowerActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the lower \(\epsilon\)-binding set. More... | |
void | pruneUpperActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the upper \(\epsilon\)-binding set. More... | |
void | pruneActive (ROL::Vector< Real > &v, const ROL::Vector< Real > &g, const ROL::Vector< Real > &x, Real eps) |
Set variables to zero if they correspond to the \(\epsilon\)-binding set. More... | |
void | setVectorToUpperBound (ROL::Vector< Real > &u) |
Set the input vector to the upper bound. More... | |
void | setVectorToLowerBound (ROL::Vector< Real > &l) |
Set the input vector to the lower bound. More... | |
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virtual | ~BoundConstraint () |
BoundConstraint (void) | |
BoundConstraint (const Vector< Real > &x) | |
BoundConstraint (const Teuchos::RCP< Vector< Real > > &x_lo, const Teuchos::RCP< Vector< Real > > &x_up, const Real scale=1) | |
Default constructor. More... | |
virtual void | update (const Vector< Real > &x, bool flag=true, int iter=-1) |
Update bounds. More... | |
virtual const Teuchos::RCP< const Vector< Real > > | getLowerVectorRCP (void) const |
Return the ref count pointer to the lower bound vector. More... | |
virtual const Teuchos::RCP< const Vector< Real > > | getUpperVectorRCP (void) const |
Return the ref count pointer to the upper bound vector. More... | |
virtual const Teuchos::RCP< Vector< Real > > | getLowerVectorRCP (void) |
Return the ref count pointer to the lower bound vector. More... | |
virtual const Teuchos::RCP< Vector< Real > > | getUpperVectorRCP (void) |
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) |
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) |
void | pruneUpperInactive (Vector< Real > &v, const Vector< Real > &x, Real eps=0) |
void | pruneInactive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps=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) |
void | pruneUpperInactive (Vector< Real > &v, const Vector< Real > &g, const Vector< Real > &x, Real eps=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 Member Functions | |
void | cast_vector (Teuchos::RCP< std::vector< Real > > &xvec, ROL::Vector< Real > &x) const |
void | cast_const_vector (Teuchos::RCP< const std::vector< Real > > &xvec, const ROL::Vector< Real > &x) const |
void | axpy (std::vector< Real > &out, const Real a, const std::vector< Real > &x, const std::vector< Real > &y) const |
void | projection (std::vector< Real > &x) |
void | cast_vector (Teuchos::RCP< std::vector< Real > > &xvec, ROL::Vector< Real > &x) const |
void | cast_const_vector (Teuchos::RCP< const std::vector< Real > > &xvec, const ROL::Vector< Real > &x) const |
void | axpy (std::vector< Real > &out, const Real a, const std::vector< Real > &x, const std::vector< Real > &y) const |
void | projection (std::vector< Real > &x) |
void | cast_vector (Teuchos::RCP< std::vector< Real > > &xvec, ROL::Vector< Real > &x) const |
void | cast_const_vector (Teuchos::RCP< const std::vector< Real > > &xvec, const ROL::Vector< Real > &x) const |
void | axpy (std::vector< Real > &out, const Real a, const std::vector< Real > &x, const std::vector< Real > &y) const |
void | projection (std::vector< Real > &x) |
void | cast_vector (Teuchos::RCP< std::vector< Real > > &xvec, ROL::Vector< Real > &x) const |
void | cast_const_vector (Teuchos::RCP< const std::vector< Real > > &xvec, const ROL::Vector< Real > &x) const |
void | axpy (std::vector< Real > &out, const Real a, const std::vector< Real > &x, const std::vector< Real > &y) const |
void | projection (std::vector< Real > &x) |
Private Attributes | |
int | dim_ |
std::vector< Real > | x_lo_ |
std::vector< Real > | x_up_ |
Real | min_diff_ |
Real | scale_ |
Teuchos::RCP< BurgersFEM< Real > > | fem_ |
Definition at line 1149 of file example_04.hpp.
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Definition at line 1197 of file example_04.hpp.
References L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::x_lo_, and L2BoundConstraint< Real >::x_up_.
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Definition at line 1256 of file example_06.hpp.
References L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::x_lo_, and L2BoundConstraint< Real >::x_up_.
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Definition at line 1272 of file example_07.hpp.
References L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::x_lo_, and L2BoundConstraint< Real >::x_up_.
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Definition at line 1256 of file example_08.hpp.
References L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::x_lo_, and L2BoundConstraint< Real >::x_up_.
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Definition at line 1158 of file example_04.hpp.
Referenced by L2BoundConstraint< Real >::project(), L2BoundConstraint< Real >::pruneActive(), L2BoundConstraint< Real >::pruneLowerActive(), and L2BoundConstraint< Real >::pruneUpperActive().
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Definition at line 1170 of file example_04.hpp.
Referenced by L2BoundConstraint< Real >::isFeasible(), L2BoundConstraint< Real >::pruneActive(), L2BoundConstraint< Real >::pruneLowerActive(), and L2BoundConstraint< Real >::pruneUpperActive().
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Definition at line 1182 of file example_04.hpp.
References L2BoundConstraint< Real >::dim_.
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Definition at line 1190 of file example_04.hpp.
References L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::x_lo_, and L2BoundConstraint< Real >::x_up_.
Referenced by L2BoundConstraint< Real >::project().
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Check if the vector, v, is feasible.
This function returns true if \(v = P_{[a,b]}(v)\).
[in] | v | is the vector to be checked. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1212 of file example_04.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::x_lo_, and L2BoundConstraint< Real >::x_up_.
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Project optimization variables onto the bounds.
This function implements the projection of \(x\) onto the bounds, i.e.,
\[ (P_{[a,b]}(x))(\xi) = \min\{b(\xi),\max\{a(\xi),x(\xi)\}\} \quad \text{for almost every }\xi\in\Xi. \]
[in,out] | x | is the optimization variable. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1224 of file example_04.hpp.
References L2BoundConstraint< Real >::cast_vector(), and L2BoundConstraint< Real >::projection().
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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
\[ \mathcal{A}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = a(\xi)+\epsilon\,\}. \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1229 of file example_04.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::cast_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::scale_, and L2BoundConstraint< Real >::x_lo_.
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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
\[ \mathcal{A}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = b(\xi)-\epsilon\,\}. \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1240 of file example_04.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::cast_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::scale_, and L2BoundConstraint< Real >::x_up_.
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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
\[ \mathcal{A}_\epsilon(x) = \mathcal{A}^+_\epsilon(x)\cap\mathcal{A}^-_\epsilon(x). \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1251 of file example_04.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::cast_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::scale_, L2BoundConstraint< Real >::x_lo_, and L2BoundConstraint< Real >::x_up_.
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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
\[ \mathcal{B}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = a(\xi)+\epsilon,\; g(\xi) > 0 \,\}. \]
[out] | v | is the variable to be pruned. |
[in] | g | is the negative search direction. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1263 of file example_04.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::cast_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::scale_, and L2BoundConstraint< Real >::x_lo_.
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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
\[ \mathcal{B}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = b(\xi)-\epsilon,\; g(\xi) < 0 \,\}. \]
[out] | v | is the variable to be pruned. |
[in] | g | is the negative search direction. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1275 of file example_04.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::cast_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::scale_, and L2BoundConstraint< Real >::x_up_.
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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
\[ \mathcal{B}^+_\epsilon(x) = \mathcal{B}^+_\epsilon(x)\cap\mathcal{B}^-_\epsilon(x). \]
[out] | v | is the variable to be pruned. |
[in] | g | is the negative search direction. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1287 of file example_04.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::cast_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::scale_, L2BoundConstraint< Real >::x_lo_, and L2BoundConstraint< Real >::x_up_.
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Set the input vector to the upper bound.
This function sets the input vector \(u\) to the upper bound \(b\).
[out] | u | is the vector to be set to the upper bound. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1300 of file example_04.hpp.
References L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::fem_, ROL::Vector< Real >::set(), and L2BoundConstraint< Real >::x_up_.
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Set the input vector to the lower bound.
This function sets the input vector \(l\) to the lower bound \(a\).
[out] | l | is the vector to be set to the lower bound. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1307 of file example_04.hpp.
References L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::fem_, ROL::Vector< Real >::set(), and L2BoundConstraint< Real >::x_lo_.
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Definition at line 1217 of file example_06.hpp.
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Definition at line 1229 of file example_06.hpp.
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Definition at line 1241 of file example_06.hpp.
References L2BoundConstraint< Real >::dim_.
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Definition at line 1249 of file example_06.hpp.
References L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::x_lo_, and L2BoundConstraint< Real >::x_up_.
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Check if the vector, v, is feasible.
This function returns true if \(v = P_{[a,b]}(v)\).
[in] | v | is the vector to be checked. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1271 of file example_06.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::x_lo_, and L2BoundConstraint< Real >::x_up_.
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Project optimization variables onto the bounds.
This function implements the projection of \(x\) onto the bounds, i.e.,
\[ (P_{[a,b]}(x))(\xi) = \min\{b(\xi),\max\{a(\xi),x(\xi)\}\} \quad \text{for almost every }\xi\in\Xi. \]
[in,out] | x | is the optimization variable. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1283 of file example_06.hpp.
References L2BoundConstraint< Real >::cast_vector(), and L2BoundConstraint< Real >::projection().
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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
\[ \mathcal{A}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = a(\xi)+\epsilon\,\}. \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1288 of file example_06.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::cast_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::scale_, and L2BoundConstraint< Real >::x_lo_.
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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
\[ \mathcal{A}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = b(\xi)-\epsilon\,\}. \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1299 of file example_06.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::cast_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::scale_, and L2BoundConstraint< Real >::x_up_.
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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
\[ \mathcal{A}_\epsilon(x) = \mathcal{A}^+_\epsilon(x)\cap\mathcal{A}^-_\epsilon(x). \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1310 of file example_06.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::cast_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::scale_, L2BoundConstraint< Real >::x_lo_, and L2BoundConstraint< Real >::x_up_.
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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
\[ \mathcal{B}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = a(\xi)+\epsilon,\; g(\xi) > 0 \,\}. \]
[out] | v | is the variable to be pruned. |
[in] | g | is the negative search direction. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1322 of file example_06.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::cast_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::scale_, and L2BoundConstraint< Real >::x_lo_.
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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
\[ \mathcal{B}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = b(\xi)-\epsilon,\; g(\xi) < 0 \,\}. \]
[out] | v | is the variable to be pruned. |
[in] | g | is the negative search direction. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1334 of file example_06.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::cast_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::scale_, and L2BoundConstraint< Real >::x_up_.
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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
\[ \mathcal{B}^+_\epsilon(x) = \mathcal{B}^+_\epsilon(x)\cap\mathcal{B}^-_\epsilon(x). \]
[out] | v | is the variable to be pruned. |
[in] | g | is the negative search direction. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1346 of file example_06.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::cast_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::scale_, L2BoundConstraint< Real >::x_lo_, and L2BoundConstraint< Real >::x_up_.
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Set the input vector to the upper bound.
This function sets the input vector \(u\) to the upper bound \(b\).
[out] | u | is the vector to be set to the upper bound. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1359 of file example_06.hpp.
References L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::fem_, ROL::Vector< Real >::set(), and L2BoundConstraint< Real >::x_up_.
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Set the input vector to the lower bound.
This function sets the input vector \(l\) to the lower bound \(a\).
[out] | l | is the vector to be set to the lower bound. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1366 of file example_06.hpp.
References L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::fem_, ROL::Vector< Real >::set(), and L2BoundConstraint< Real >::x_lo_.
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Definition at line 1233 of file example_07.hpp.
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Definition at line 1245 of file example_07.hpp.
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Definition at line 1257 of file example_07.hpp.
References L2BoundConstraint< Real >::dim_.
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Definition at line 1265 of file example_07.hpp.
References L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::x_lo_, and L2BoundConstraint< Real >::x_up_.
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Check if the vector, v, is feasible.
This function returns true if \(v = P_{[a,b]}(v)\).
[in] | v | is the vector to be checked. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1287 of file example_07.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::x_lo_, and L2BoundConstraint< Real >::x_up_.
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Project optimization variables onto the bounds.
This function implements the projection of \(x\) onto the bounds, i.e.,
\[ (P_{[a,b]}(x))(\xi) = \min\{b(\xi),\max\{a(\xi),x(\xi)\}\} \quad \text{for almost every }\xi\in\Xi. \]
[in,out] | x | is the optimization variable. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1299 of file example_07.hpp.
References L2BoundConstraint< Real >::cast_vector(), and L2BoundConstraint< Real >::projection().
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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
\[ \mathcal{A}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = a(\xi)+\epsilon\,\}. \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1304 of file example_07.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::cast_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::scale_, and L2BoundConstraint< Real >::x_lo_.
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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
\[ \mathcal{A}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = b(\xi)-\epsilon\,\}. \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1315 of file example_07.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::cast_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::scale_, and L2BoundConstraint< Real >::x_up_.
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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
\[ \mathcal{A}_\epsilon(x) = \mathcal{A}^+_\epsilon(x)\cap\mathcal{A}^-_\epsilon(x). \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1326 of file example_07.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::cast_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::scale_, L2BoundConstraint< Real >::x_lo_, and L2BoundConstraint< Real >::x_up_.
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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
\[ \mathcal{B}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = a(\xi)+\epsilon,\; g(\xi) > 0 \,\}. \]
[out] | v | is the variable to be pruned. |
[in] | g | is the negative search direction. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1338 of file example_07.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::cast_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::scale_, and L2BoundConstraint< Real >::x_lo_.
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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
\[ \mathcal{B}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = b(\xi)-\epsilon,\; g(\xi) < 0 \,\}. \]
[out] | v | is the variable to be pruned. |
[in] | g | is the negative search direction. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1350 of file example_07.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::cast_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::scale_, and L2BoundConstraint< Real >::x_up_.
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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
\[ \mathcal{B}^+_\epsilon(x) = \mathcal{B}^+_\epsilon(x)\cap\mathcal{B}^-_\epsilon(x). \]
[out] | v | is the variable to be pruned. |
[in] | g | is the negative search direction. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1362 of file example_07.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::cast_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::scale_, L2BoundConstraint< Real >::x_lo_, and L2BoundConstraint< Real >::x_up_.
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Set the input vector to the upper bound.
This function sets the input vector \(u\) to the upper bound \(b\).
[out] | u | is the vector to be set to the upper bound. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1375 of file example_07.hpp.
References L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::fem_, ROL::Vector< Real >::set(), and L2BoundConstraint< Real >::x_up_.
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Set the input vector to the lower bound.
This function sets the input vector \(l\) to the lower bound \(a\).
[out] | l | is the vector to be set to the lower bound. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1382 of file example_07.hpp.
References L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::fem_, ROL::Vector< Real >::set(), and L2BoundConstraint< Real >::x_lo_.
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Definition at line 1217 of file example_08.hpp.
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Definition at line 1229 of file example_08.hpp.
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Definition at line 1241 of file example_08.hpp.
References L2BoundConstraint< Real >::dim_.
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Definition at line 1249 of file example_08.hpp.
References L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::x_lo_, and L2BoundConstraint< Real >::x_up_.
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Check if the vector, v, is feasible.
This function returns true if \(v = P_{[a,b]}(v)\).
[in] | v | is the vector to be checked. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1271 of file example_08.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::x_lo_, and L2BoundConstraint< Real >::x_up_.
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Project optimization variables onto the bounds.
This function implements the projection of \(x\) onto the bounds, i.e.,
\[ (P_{[a,b]}(x))(\xi) = \min\{b(\xi),\max\{a(\xi),x(\xi)\}\} \quad \text{for almost every }\xi\in\Xi. \]
[in,out] | x | is the optimization variable. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1283 of file example_08.hpp.
References L2BoundConstraint< Real >::cast_vector(), and L2BoundConstraint< Real >::projection().
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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
\[ \mathcal{A}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = a(\xi)+\epsilon\,\}. \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1288 of file example_08.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::cast_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::scale_, and L2BoundConstraint< Real >::x_lo_.
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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
\[ \mathcal{A}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = b(\xi)-\epsilon\,\}. \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1299 of file example_08.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::cast_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::scale_, and L2BoundConstraint< Real >::x_up_.
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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
\[ \mathcal{A}_\epsilon(x) = \mathcal{A}^+_\epsilon(x)\cap\mathcal{A}^-_\epsilon(x). \]
[out] | v | is the variable to be pruned. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1310 of file example_08.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::cast_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::scale_, L2BoundConstraint< Real >::x_lo_, and L2BoundConstraint< Real >::x_up_.
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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
\[ \mathcal{B}^-_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = a(\xi)+\epsilon,\; g(\xi) > 0 \,\}. \]
[out] | v | is the variable to be pruned. |
[in] | g | is the negative search direction. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1322 of file example_08.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::cast_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::scale_, and L2BoundConstraint< Real >::x_lo_.
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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
\[ \mathcal{B}^+_\epsilon(x) = \{\,\xi\in\Xi\,:\,x(\xi) = b(\xi)-\epsilon,\; g(\xi) < 0 \,\}. \]
[out] | v | is the variable to be pruned. |
[in] | g | is the negative search direction. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1334 of file example_08.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::cast_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::scale_, and L2BoundConstraint< Real >::x_up_.
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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
\[ \mathcal{B}^+_\epsilon(x) = \mathcal{B}^+_\epsilon(x)\cap\mathcal{B}^-_\epsilon(x). \]
[out] | v | is the variable to be pruned. |
[in] | g | is the negative search direction. |
[in] | x | is the current optimization variable. |
[in] | eps | is the active-set tolerance \(\epsilon\). |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1346 of file example_08.hpp.
References L2BoundConstraint< Real >::cast_const_vector(), L2BoundConstraint< Real >::cast_vector(), L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::min_diff_, L2BoundConstraint< Real >::scale_, L2BoundConstraint< Real >::x_lo_, and L2BoundConstraint< Real >::x_up_.
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Set the input vector to the upper bound.
This function sets the input vector \(u\) to the upper bound \(b\).
[out] | u | is the vector to be set to the upper bound. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1359 of file example_08.hpp.
References L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::fem_, ROL::Vector< Real >::set(), and L2BoundConstraint< Real >::x_up_.
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Set the input vector to the lower bound.
This function sets the input vector \(l\) to the lower bound \(a\).
[out] | l | is the vector to be set to the lower bound. |
Reimplemented from ROL::BoundConstraint< Real >.
Definition at line 1366 of file example_08.hpp.
References L2BoundConstraint< Real >::dim_, L2BoundConstraint< Real >::fem_, ROL::Vector< Real >::set(), and L2BoundConstraint< Real >::x_lo_.
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Definition at line 1151 of file example_04.hpp.
Referenced by L2BoundConstraint< Real >::axpy(), L2BoundConstraint< Real >::isFeasible(), L2BoundConstraint< Real >::L2BoundConstraint(), L2BoundConstraint< Real >::projection(), L2BoundConstraint< Real >::pruneActive(), L2BoundConstraint< Real >::pruneLowerActive(), L2BoundConstraint< Real >::pruneUpperActive(), L2BoundConstraint< Real >::setVectorToLowerBound(), and L2BoundConstraint< Real >::setVectorToUpperBound().
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Definition at line 1152 of file example_04.hpp.
Referenced by L2BoundConstraint< Real >::isFeasible(), L2BoundConstraint< Real >::L2BoundConstraint(), L2BoundConstraint< Real >::projection(), L2BoundConstraint< Real >::pruneActive(), L2BoundConstraint< Real >::pruneLowerActive(), and L2BoundConstraint< Real >::setVectorToLowerBound().
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Definition at line 1153 of file example_04.hpp.
Referenced by L2BoundConstraint< Real >::isFeasible(), L2BoundConstraint< Real >::L2BoundConstraint(), L2BoundConstraint< Real >::projection(), L2BoundConstraint< Real >::pruneActive(), L2BoundConstraint< Real >::pruneUpperActive(), and L2BoundConstraint< Real >::setVectorToUpperBound().
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Definition at line 1154 of file example_04.hpp.
Referenced by L2BoundConstraint< Real >::L2BoundConstraint(), L2BoundConstraint< Real >::pruneActive(), L2BoundConstraint< Real >::pruneLowerActive(), and L2BoundConstraint< Real >::pruneUpperActive().
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Definition at line 1155 of file example_04.hpp.
Referenced by L2BoundConstraint< Real >::pruneActive(), L2BoundConstraint< Real >::pruneLowerActive(), and L2BoundConstraint< Real >::pruneUpperActive().
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Definition at line 1156 of file example_04.hpp.
Referenced by L2BoundConstraint< Real >::setVectorToLowerBound(), and L2BoundConstraint< Real >::setVectorToUpperBound().