ROL_BoundConstraint_SimOpt.hpp

Go to the documentation of this file.

// @HEADER
// ************************************************************************
//
//               Rapid Optimization Library (ROL) Package
//                 Copyright (2014) Sandia Corporation
//
// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
// license for use of this work by or on behalf of the U.S. Government.
//
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are
// met:
//
// 1. Redistributions of source code must retain the above copyright
// notice, this list of conditions and the following disclaimer.
//
// 2. Redistributions in binary form must reproduce the above copyright
// notice, this list of conditions and the following disclaimer in the
// documentation and/or other materials provided with the distribution.
//
// 3. Neither the name of the Corporation nor the names of the
// contributors may be used to endorse or promote products derived from
// this software without specific prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
//
// Questions? Contact lead developers:
//              Drew Kouri   (dpkouri@sandia.gov) and
//              Denis Ridzal (dridzal@sandia.gov)
//
// ************************************************************************
// @HEADER
 
#ifndef ROL_BOUND_CONSTRAINT_SIMOPT_H
#define ROL_BOUND_CONSTRAINT_SIMOPT_H
 
#include "ROL_BoundConstraint.hpp"
#include "ROL_Vector_SimOpt.hpp"
#include "ROL_Types.hpp"
#include <iostream>
 
namespace ROL {
 
template <class Real>
class BoundConstraint_SimOpt : public BoundConstraint<Real> {
private:
  ROL::Ptr<BoundConstraint<Real> > bnd1_;
  ROL::Ptr<BoundConstraint<Real> > bnd2_;
 
public:
  ~BoundConstraint_SimOpt() {}
 
  BoundConstraint_SimOpt(const ROL::Ptr<BoundConstraint<Real> > &bnd1,
                         const ROL::Ptr<BoundConstraint<Real> > &bnd2)
    : bnd1_(bnd1), bnd2_(bnd2) {
    if ( bnd1_->isActivated() || bnd2_->isActivated() ) {
      BoundConstraint<Real>::activate();
    }
    else {
      BoundConstraint<Real>::deactivate();
    }
  }
 
  void update( const Vector<Real> &x, bool flag = true, int iter = -1 ) {
    const ROL::Vector_SimOpt<Real> &xs = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(
      dynamic_cast<const ROL::Vector<Real>&>(x));
    if ( bnd1_->isActivated() ) {
      bnd1_->update(*(xs.get_1()),flag,iter);
    }
    if ( bnd2_->isActivated() ) {
      bnd2_->update(*(xs.get_2()),flag,iter);
    }
  }
 
  void project( Vector<Real> &x ) {
    ROL::Vector_SimOpt<Real> &xs = dynamic_cast<ROL::Vector_SimOpt<Real>&>(
      dynamic_cast<ROL::Vector<Real>&>(x));
    if ( bnd1_->isActivated() ) {
      ROL::Ptr<Vector<Real> > x1 = xs.get_1()->clone(); x1->set(*(xs.get_1()));
      bnd1_->project(*x1);
      xs.set_1(*x1);
    }
    if ( bnd2_->isActivated() ) {
      ROL::Ptr<Vector<Real> > x2 = xs.get_2()->clone(); x2->set(*(xs.get_2()));
      bnd2_->project(*x2);
      xs.set_2(*x2);
    }
  }
 
  void projectInterior( Vector<Real> &x ) {
    ROL::Vector_SimOpt<Real> &xs = dynamic_cast<ROL::Vector_SimOpt<Real>&>(
      dynamic_cast<ROL::Vector<Real>&>(x));
    if ( bnd1_->isActivated() ) {
      ROL::Ptr<Vector<Real> > x1 = xs.get_1()->clone(); x1->set(*(xs.get_1()));
      bnd1_->projectInterior(*x1);
      xs.set_1(*x1);
    }
    if ( bnd2_->isActivated() ) {
      ROL::Ptr<Vector<Real> > x2 = xs.get_2()->clone(); x2->set(*(xs.get_2()));
      bnd2_->projectInterior(*x2);
      xs.set_2(*x2);
    }
  }
 
  bool checkMultipliers( const Vector<Real> &l, const Vector<Real> &x ) {
    const ROL::Vector_SimOpt<Real> &ls = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(
      dynamic_cast<const ROL::Vector<Real>&>(l));
    const ROL::Vector_SimOpt<Real> &xs = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(
      dynamic_cast<const ROL::Vector<Real>&>(x));
    bool nn1 = true;
    if ( bnd1_->isActivated() ) {
      nn1 = bnd1_->checkMultipliers(*(ls.get_1()),*(xs.get_1()));
    }
    bool nn2 = true;
    if ( bnd2_->isActivated() ) {
      nn2 = bnd2_->checkMultipliers(*(ls.get_2()),*(xs.get_2()));
    }
    return (nn1 && nn2);
  }
 
  void pruneUpperActive( Vector<Real> &v, const Vector<Real> &x, Real eps = 0.0 ) {
    ROL::Vector_SimOpt<Real> &vs = dynamic_cast<ROL::Vector_SimOpt<Real>&>(
      dynamic_cast<ROL::Vector<Real>&>(v));
    const ROL::Vector_SimOpt<Real> &xs = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(
      dynamic_cast<const ROL::Vector<Real>&>(x));
    if ( bnd1_->isActivated() ) {
      ROL::Ptr<Vector<Real> > v1 = vs.get_1()->clone(); v1->set(*(vs.get_1()));
      bnd1_->pruneUpperActive(*v1,*(xs.get_1()),eps);
      vs.set_1(*v1);
    }
    if ( bnd2_->isActivated() ) {
      ROL::Ptr<Vector<Real> > v2 = vs.get_2()->clone(); v2->set(*(vs.get_2()));
      bnd2_->pruneUpperActive(*v2,*(xs.get_2()),eps);
      vs.set_2(*v2);
    }
  }
 
  void pruneUpperActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real eps = 0.0 ) {
    ROL::Vector_SimOpt<Real> &vs = dynamic_cast<ROL::Vector_SimOpt<Real>&>(
      dynamic_cast<ROL::Vector<Real>&>(v));
    const ROL::Vector_SimOpt<Real> &gs = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(
      dynamic_cast<const ROL::Vector<Real>&>(g));
    const ROL::Vector_SimOpt<Real> &xs = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(
      dynamic_cast<const ROL::Vector<Real>&>(x));
    if ( bnd1_->isActivated() ) {
      ROL::Ptr<Vector<Real> > v1 = vs.get_1()->clone(); v1->set(*(vs.get_1()));
      bnd1_->pruneUpperActive(*v1,*(gs.get_1()),*(xs.get_1()),eps);
      vs.set_1(*v1);
    }
    if ( bnd2_->isActivated() ) {
      ROL::Ptr<Vector<Real> > v2 = vs.get_2()->clone(); v2->set(*(vs.get_2()));
      bnd2_->pruneUpperActive(*v2,*(gs.get_2()),*(xs.get_2()),eps);
      vs.set_2(*v2);
    }
  }
 
  void pruneLowerActive( Vector<Real> &v, const Vector<Real> &x, Real eps = 0.0 ) {
    ROL::Vector_SimOpt<Real> &vs = dynamic_cast<ROL::Vector_SimOpt<Real>&>(
      dynamic_cast<ROL::Vector<Real>&>(v));
    const ROL::Vector_SimOpt<Real> &xs = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(
      dynamic_cast<const ROL::Vector<Real>&>(x));
    if ( bnd1_->isActivated() ) {
      ROL::Ptr<Vector<Real> > v1 = vs.get_1()->clone(); v1->set(*(vs.get_1()));
      bnd1_->pruneLowerActive(*v1,*(xs.get_1()),eps);
      vs.set_1(*v1);
    }
    if ( bnd2_->isActivated() ) {
      ROL::Ptr<Vector<Real> > v2 = vs.get_2()->clone(); v2->set(*(vs.get_2()));
      bnd2_->pruneLowerActive(*v2,*(xs.get_2()),eps);
      vs.set_2(*v2);
    }
  }
 
  void pruneLowerActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real eps = 0.0 ) {
    ROL::Vector_SimOpt<Real> &vs = dynamic_cast<ROL::Vector_SimOpt<Real>&>(
      dynamic_cast<ROL::Vector<Real>&>(v));
    const ROL::Vector_SimOpt<Real> &gs = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(
      dynamic_cast<const ROL::Vector<Real>&>(g));
    const ROL::Vector_SimOpt<Real> &xs = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(
      dynamic_cast<const ROL::Vector<Real>&>(x));
    if ( bnd1_->isActivated() ) {
      ROL::Ptr<Vector<Real> > v1 = vs.get_1()->clone(); v1->set(*(vs.get_1()));
      bnd1_->pruneLowerActive(*v1,*(gs.get_1()),*(xs.get_1()),eps);
      vs.set_1(*v1);
    }
    if ( bnd2_->isActivated() ) {
      ROL::Ptr<Vector<Real> > v2 = vs.get_2()->clone(); v2->set(*(vs.get_2()));
      bnd2_->pruneLowerActive(*v2,*(gs.get_2()),*(xs.get_2()),eps);
      vs.set_2(*v2);
    }
  }
 
  const ROL::Ptr<const Vector<Real>> getLowerBound( void ) const {
    const ROL::Ptr<const Vector<Real>> l1 = bnd1_->getLowerBound();
    const ROL::Ptr<const Vector<Real>> l2 = bnd2_->getLowerBound();
    return ROL::makePtr<Vector_SimOpt<Real>>( ROL::constPtrCast<Vector<Real>>(l1),
                                                 ROL::constPtrCast<Vector<Real>>(l2) );
  }
 
  const ROL::Ptr<const Vector<Real>> getUpperBound(void) const {
    const ROL::Ptr<const Vector<Real>> u1 = bnd1_->getUpperBound();
    const ROL::Ptr<const Vector<Real>> u2 = bnd2_->getUpperBound();
    return ROL::makePtr<Vector_SimOpt<Real>>( ROL::constPtrCast<Vector<Real>>(u1),
                                                 ROL::constPtrCast<Vector<Real>>(u2) );
  }
 
  void pruneActive( Vector<Real> &v, const Vector<Real> &x, Real eps = 0.0 ) {
    ROL::Vector_SimOpt<Real> &vs = dynamic_cast<ROL::Vector_SimOpt<Real>&>(
      dynamic_cast<ROL::Vector<Real>&>(v));
    const ROL::Vector_SimOpt<Real> &xs = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(
      dynamic_cast<const ROL::Vector<Real>&>(x));
    if ( bnd1_->isActivated() ) {
      ROL::Ptr<Vector<Real> > v1 = vs.get_1()->clone(); v1->set(*(vs.get_1()));
      bnd1_->pruneActive(*v1,*(xs.get_1()),eps);
      vs.set_1(*v1);
    }
    if ( bnd2_->isActivated() ) {
      ROL::Ptr<Vector<Real> > v2 = vs.get_2()->clone(); v2->set(*(vs.get_2()));
      bnd2_->pruneActive(*v2,*(xs.get_2()),eps);
      vs.set_2(*v2);
    }
  }
 
  void pruneActive( Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real eps = 0.0 ) {
    ROL::Vector_SimOpt<Real> &vs = dynamic_cast<ROL::Vector_SimOpt<Real>&>(v);
    const ROL::Vector_SimOpt<Real> &gs = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(g);
    const ROL::Vector_SimOpt<Real> &xs = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(x);
    if ( bnd1_->isActivated() ) {
      ROL::Ptr<Vector<Real> > v1 = vs.get_1()->clone(); v1->set(*(vs.get_1()));
      bnd1_->pruneActive(*v1,*(gs.get_1()),*(xs.get_1()),eps);
      vs.set_1(*v1);
    }
    if ( bnd2_->isActivated() ) {
      ROL::Ptr<Vector<Real> > v2 = vs.get_2()->clone(); v2->set(*(vs.get_2()));
      bnd2_->pruneActive(*v2,*(gs.get_2()),*(xs.get_2()),eps);
      vs.set_2(*v2);
    }
  }
 
  bool isFeasible( const Vector<Real> &v ) { 
    const ROL::Vector_SimOpt<Real> &vs = dynamic_cast<const ROL::Vector_SimOpt<Real>&>(v);
    return (bnd1_->isFeasible(*(vs.get_1()))) && (bnd2_->isFeasible(*(vs.get_2())));
  }
 
}; // class BoundConstraint
 
} // namespace ROL
 
#endif