ROL_StdBoundConstraint.hpp

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#ifndef ROL_STDBOUNDCONSTRAINT_HPP
#define ROL_STDBOUNDCONSTRAINT_HPP
 
#include "ROL_StdVector.hpp"
#include "ROL_BoundConstraint.hpp"
 
namespace ROL {
 
  template<class Real>
  class StdBoundConstraint : public BoundConstraint<Real> {
  private:
    int dim_;
    std::vector<Real> x_lo_;
    std::vector<Real> x_up_;
    Real min_diff_;
    Real scale_;
 
    ROL::Ptr<Vector<Real> > l_;
    ROL::Ptr<Vector<Real> > u_;
 
  public:
    StdBoundConstraint(std::vector<Real> &x, bool isLower = false, Real scale = 1.0)
      : scale_(scale) {
      dim_ = x.size();
      x_lo_.clear(); x_up_.clear();
      if (isLower) {
        x_lo_.assign(x.begin(),x.end());
        x_up_.resize(dim_,ROL_INF<Real>());
        BoundConstraint<Real>::activateLower();
      }
      else {
        x_lo_.resize(dim_,ROL_NINF<Real>());
        x_up_.assign(x.begin(),x.end());
        BoundConstraint<Real>::activateUpper();
      }
      min_diff_ = ROL_INF<Real>();
 
      l_ = ROL::makePtr<StdVector<Real>>(ROL::makePtrFromRef(x_lo_));
      u_ = ROL::makePtr<StdVector<Real>>(ROL::makePtrFromRef(x_up_));
    }
 
    StdBoundConstraint(std::vector<Real> &l, std::vector<Real> &u, Real scale = 1.0)
      : x_lo_(l), x_up_(u), scale_(scale) {
      BoundConstraint<Real>::activate();
      dim_ = x_lo_.size();
      for ( int i = 0; i < dim_; i++ ) {
        if ( i == 0 ) {
          min_diff_ = x_up_[i] - x_lo_[i];
        }
        else {
          min_diff_ = ( (min_diff_ < (x_up_[i] - x_lo_[i])) ? min_diff_ : (x_up_[i] - x_lo_[i]) );
        }
      }
      min_diff_ *= 0.5;
 
      l_ = ROL::makePtr<StdVector<Real>>(ROL::makePtrFromRef(x_lo_));
      u_ = ROL::makePtr<StdVector<Real>>(ROL::makePtrFromRef(x_up_));
    }
 
    bool isFeasible( const Vector<Real> &x ) {
      bool lflag = true, uflag = true;
      if ( BoundConstraint<Real>::isActivated() ) {
        ROL::Ptr<const std::vector<Real> > ex =
          dynamic_cast<const StdVector<Real>&>(x).getVector();
        if ( BoundConstraint<Real>::isLowerActivated() ) {
          for ( int i = 0; i < dim_; ++i ) {
            if ( (*ex)[i] < x_lo_[i] ) {
              lflag = false;
              break;
            }
          }
        }
        if ( BoundConstraint<Real>::isUpperActivated() ) {
          for ( int i = 0; i < dim_; ++i ) {
            if ( (*ex)[i] > x_up_[i] ) {
              uflag = false;
              break;
            }
          }
        }
      }
      return (lflag && uflag);
    }
 
    void project( Vector<Real> &x ) {
      if ( BoundConstraint<Real>::isActivated() ) {
        ROL::Ptr<std::vector<Real> > ex =
          dynamic_cast<StdVector<Real>&>(x).getVector();
        if ( BoundConstraint<Real>::isLowerActivated() ) {
          for ( int i = 0; i < dim_; ++i ) {
            (*ex)[i] = std::max(x_lo_[i],(*ex)[i]);
          }
        }
        if ( BoundConstraint<Real>::isUpperActivated() ) {
          for ( int i = 0; i < dim_; ++i ) {
            (*ex)[i] = std::min(x_up_[i],(*ex)[i]);
          }
        }
      }
    }
 
    void projectInterior( Vector<Real> &x ) {
      if ( BoundConstraint<Real>::isActivated() ) {
        ROL::Ptr<std::vector<Real> > ex =
            dynamic_cast<StdVector<Real>&>(x).getVector();
        const Real eps(1e-1), tol(100.0*ROL_EPSILON<Real>()), one(1);
        if ( BoundConstraint<Real>::isLowerActivated() ) {
          for ( int i = 0; i < dim_; ++i ) {
            Real val = ((x_lo_[i] < -tol) ? (one-eps)*x_lo_[i]
                     : ((x_lo_[i] >  tol) ? (one+eps)*x_lo_[i]
                     : x_lo_[i]+eps));
            val = std::min(x_lo_[i]+eps*min_diff_, val);
            (*ex)[i] = ((*ex)[i] < x_lo_[i]+tol) ? val : (*ex)[i];
          }
        }
        if ( BoundConstraint<Real>::isUpperActivated() ) {
          for ( int i = 0; i < dim_; ++i ) {
            Real val = ((x_up_[i] < -tol) ? (one+eps)*x_up_[i]
                     : ((x_up_[i] >  tol) ? (one-eps)*x_up_[i]
                     : x_up_[i]-eps));
            val = std::max(x_up_[i]-eps*min_diff_, val);
            (*ex)[i] = ((*ex)[i] > x_up_[i]-tol) ? val : (*ex)[i];
          }
        }
      }
    }
 
    void pruneLowerActive(Vector<Real> &v, const Vector<Real> &x, Real eps) {
      if ( BoundConstraint<Real>::isLowerActivated() ) {
        ROL::Ptr<const std::vector<Real> > ex =
          dynamic_cast<const StdVector<Real>&>(x).getVector();
        ROL::Ptr<std::vector<Real> > ev =
          dynamic_cast<StdVector<Real>&>(v).getVector();
        Real epsn = std::min(scale_*eps,min_diff_);
        for ( int i = 0; i < dim_; ++i ) {
          if ( ((*ex)[i] <= x_lo_[i]+epsn) ) {
            (*ev)[i] = static_cast<Real>(0);
          }
        }
      }
    }
 
    void pruneUpperActive(Vector<Real> &v, const Vector<Real> &x, Real eps) {
      if ( BoundConstraint<Real>::isUpperActivated() ) {
        ROL::Ptr<const std::vector<Real> > ex =
          dynamic_cast<const StdVector<Real>&>(x).getVector();
        ROL::Ptr<std::vector<Real> > ev =
          dynamic_cast<StdVector<Real>&>(v).getVector();
        Real epsn = std::min(scale_*eps,min_diff_);
        for ( int i = 0; i < dim_; ++i ) {
          if ( ((*ex)[i] >= x_up_[i]-epsn) ) {
            (*ev)[i] = static_cast<Real>(0);
          }
        }
      }
    }
 
    void pruneLowerActive(Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real eps) {
      if ( BoundConstraint<Real>::isLowerActivated() ) {
        ROL::Ptr<const std::vector<Real> > ex =
          dynamic_cast<const StdVector<Real>&>(x).getVector();
        ROL::Ptr<const std::vector<Real> > eg =
          dynamic_cast<const StdVector<Real>&>(g).getVector();
        ROL::Ptr<std::vector<Real> > ev =
          dynamic_cast<StdVector<Real>&>(v).getVector();
        Real epsn = std::min(scale_*eps,this->min_diff_);
        for ( int i = 0; i < dim_; ++i ) {
          if ( ((*ex)[i] <= x_lo_[i]+epsn && (*eg)[i] > static_cast<Real>(0)) ) {
            (*ev)[i] = static_cast<Real>(0);
          }
        }
      }
    }
 
    void pruneUpperActive(Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real eps) {
      if ( BoundConstraint<Real>::isUpperActivated() ) {
        ROL::Ptr<const std::vector<Real> > ex = 
          dynamic_cast<const StdVector<Real>&>(x).getVector();
        ROL::Ptr<const std::vector<Real> > eg =
          dynamic_cast<const StdVector<Real>&>(g).getVector();
        ROL::Ptr<std::vector<Real> > ev =
          dynamic_cast<StdVector<Real>&>(v).getVector();
        Real epsn = std::min(scale_*eps,min_diff_);
        for ( int i = 0; i < dim_; ++i ) {
          if ( ((*ex)[i] >= x_up_[i]-epsn && (*eg)[i] < static_cast<Real>(0)) ) {
            (*ev)[i] = static_cast<Real>(0);
          }
        }
      }
    }
 
    const ROL::Ptr<const Vector<Real> > getLowerBound( void ) const {
      return l_;
    }
 
    const ROL::Ptr<const Vector<Real> > getUpperBound( void ) const {
      return u_;
    }
  };
 
}// End ROL Namespace
 
#endif