box-constraint.hpp

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#pragma once
 
#include "proxsuite-nlp/constraint-set.hpp"
 
namespace proxsuite {
namespace nlp {
 
template <typename Scalar> struct BoxConstraintTpl : ConstraintSetTpl<Scalar> {
  PROXSUITE_NLP_DYNAMIC_TYPEDEFS(Scalar);
  using Base = ConstraintSetTpl<Scalar>;
  using ActiveType = typename Base::ActiveType;
 
  VectorXs lower_limit;
  VectorXs upper_limit;
 
  BoxConstraintTpl(const ConstVectorRef lower, const ConstVectorRef upper)
      : Base(), lower_limit(lower), upper_limit(upper) {}
  BoxConstraintTpl(const BoxConstraintTpl &) = default;
  BoxConstraintTpl &operator=(const BoxConstraintTpl &) = default;
  BoxConstraintTpl(BoxConstraintTpl &&) = default;
  BoxConstraintTpl &operator=(BoxConstraintTpl &&) = default;
 
  decltype(auto) projection_impl(const ConstVectorRef &z) const {
    return z.cwiseMin(upper_limit).cwiseMax(lower_limit);
  }
 
  void projection(const ConstVectorRef &z, VectorRef zout) const {
    zout = projection_impl(z);
  }
 
  void normalConeProjection(const ConstVectorRef &z, VectorRef zout) const {
    zout = z - projection_impl(z);
  }
 
  void computeActiveSet(const ConstVectorRef &z,
                        Eigen::Ref<ActiveType> out) const {
    out.array() =
        (z.array() > upper_limit.array()) || (z.array() < lower_limit.array());
  }
};
 
#ifdef PROXSUITE_NLP_ENABLE_TEMPLATE_INSTANTIATION
extern template struct PROXSUITE_NLP_EXPLICIT_INSTANTIATION_DECLARATION_DLLAPI
    BoxConstraintTpl<context::Scalar>;
#endif
 
} // namespace nlp
} // namespace proxsuite
 
#include "proxsuite-nlp/modelling/constraints.hpp"