ROL_InactiveSetVector.hpp

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// @HEADER
// *****************************************************************************
//               Rapid Optimization Library (ROL) Package
//
// Copyright 2014 NTESS and the ROL contributors.
// SPDX-License-Identifier: BSD-3-Clause
// *****************************************************************************
// @HEADER
 
#ifndef ROL_INACTIVE_SET_VECTOR_HPP
#define ROL_INACTIVE_SET_VECTOR_HPP
 
#include "ROL_ScaledVector.hpp"
#include "ROL_BoundConstraint.hpp"
 
namespace ROL {
 
template<typename Real> class InactiveSet_PrimalVector;
template<typename Real> class InactiveSet_DualVector;
 
 
template<typename Real>
class InactiveSet_PrimalVector : public PrimalScaledVector<Real> {
 
  using V      = Vector<Real>;
  using Primal = InactiveSet_PrimalVector<Real>;
  using Dual   = InactiveSet_DualVector<Real>;
  using Bnd    = BoundConstraint<Real>;
 
private:
 
  mutable Ptr<V>  x_;            // Current optimization iterate
  Ptr<Bnd>        bnd_;          
  
public: 
 
  InactiveSet_PrimalVector( const Ptr<V>& vec,
                            const Ptr<V>& scaling_vec, 
                            const Ptr<V>& x,
                            const Ptr<Bnd>& bnd ) :
    PrimalScaledVector<Real>(vec,scaling_vec_), x_(x), bnd_(bnd) {}
 
  virtual ~InactiveSet_PrimalVector() {}
 
 
  Real dot( const V& x ) const override {
 
    auto& w = this->getWorkspace();  
    auto y  = w.copy(x);
 
    this->multiply_scaling( *y );
 
    // Set elements of y corresponsing the the active set of X to zero
    bnd_->pruneActive( *y, *x_ );
 
    return y->dot( *this->getVector() );    
  } 
 
  Ptr<V> clone() const override {
    return makePtr<Primal>( this->getVector()->clone(), 
                            this->getScalingVector(),
                            x_, bnd_ );
  }
 
  Ptr<V> basis( const int i ) const override { 
    return makePtr<Primal>( this->getVector()->basis(i),
                            this->getScalingVector(),
                            x_, bnd_ ); 
  }
 
  void const V& dual() const override {
    auto& w = this->getWorkspace();
    auto dual_vec = w.copy( this->getVector() );  
    this->multiply_scaling( dual_vec );
    return makePtr<Dual>( dual_vec, this->getScalingVector(), x_, bnd_ );
  } 
 
  void setIterateVector( const Ptr<V>& x ) const { x_->set(x); }
  const Ptr<V>& getIterateVector() { return x_; }
  const Ptr<const V>& getIterateVector() const { return x_; }
 
 
}; // class InactiveSet_PrimalVector 
 
 
template<typename Real>
class InactiveSet_DualVector : public DualScaledVector<Real> {
 
  using V      = Vector<Real>;
  using Primal = InactiveSet_PrimalVector<Real>;
  using Dual   = InactiveSet_DualVector<Real>;
  using Bnd    = BoundConstraint<Real>;
 
private:
 
  mutable Ptr<V>  x_;            // Current optimization iterate
  Ptr<Bnd>        bnd_;          
  
public: 
 
  InactiveSet_DualVector( const Ptr<V>& vec,
                          const Ptr<V>& scaling_vec, 
                          const Ptr<V>& x,
                          const Ptr<Bnd>& bnd ) :
    PrimalScaledVector<Real>(vec,scaling_vec_), x_(x), bnd_(bnd) {}
 
  virtual ~InactiveSet_PrimalVector() {}
 
  Real dot( const V& x ) const override {
 
    auto& w = this->getWorkspace();  
    auto y  = w.copy(x);
    this->divide_scaling( *y, this->getScalingVector() );
 
    // Set elements of y corresponsing the the active set of X to zero
    bnd_->pruneActive( *y, *x_ );
 
    return y->dot( *this->getVector() );    
  } 
 
  Ptr<V> clone() const override {
    return makePtr<Primal>( this->getVector()->clone(), 
                            this->getScalingVector(),
                            x_, bnd_ );
  }
 
  Ptr<V> basis( const int i ) const override { 
    return makePtr<Primal>( this->getVector()->basis(i),
                            this->getScalingVector(),
                            x_, bnd_ ); 
  }
 
  void const V& dual() const override {
    auto& w = this->getWorkspace();
    auto dual_vec = w.copy( this->getVector() );  
    this->multiply( dual_vec );
    return *( makePtr<Dual>( dual_vec, this->getScalingVector(), x_, bnd_ ) );
  } 
 
  void setIterateVector( const Ptr<V>& x ) const { x_->set(x); }
  const Ptr<V>& getIterateVector() { return x_; }
  const Ptr<const V>& getIterateVector() const { return x_; }
 
}; // class InactiveSet_PrimalVector 
 
 
 
 
 
} // namespace ROL
 
 
 
#endif // ROL_INACTIVE_SET_VECTOR_HPP