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proxsuite::nlp::BoxConstraintTpl< Scalar > Struct Template Reference
Box constraint set \(z \in [z_\min, z_\max]\). More...
#include <proxsuite-nlp/modelling/constraints/box-constraint.hpp>
Inheritance diagram for proxsuite::nlp::BoxConstraintTpl< Scalar >:
Collaboration diagram for proxsuite::nlp::BoxConstraintTpl< Scalar >:
Public Types | |
| using | Base = ConstraintSetTpl<Scalar> |
| using | ActiveType = typename Base::ActiveType |
 Public Types inherited from proxsuite::nlp::ConstraintSetTpl< Scalar > | |
| using | Scalar = _Scalar |
| using | ActiveType = Eigen::Matrix<bool, Eigen::Dynamic, 1> |
Public Member Functions | |
| BoxConstraintTpl (const ConstVectorRef lower, const ConstVectorRef 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 |
| void | projection (const ConstVectorRef &z, VectorRef zout) const |
Compute projection of variable z onto the constraint set. | |
| void | normalConeProjection (const ConstVectorRef &z, VectorRef zout) const |
Compute projection of z onto the normal cone to the set. The default implementation is just \( \mathrm{id} - P\). | |
| void | computeActiveSet (const ConstVectorRef &z, Eigen::Ref< ActiveType > out) const |
| Public Member Functions inherited from proxsuite::nlp::ConstraintSetTpl< Scalar > | |
| ConstraintSetTpl ()=default | |
| virtual bool | disableGaussNewton () const |
| virtual Scalar | evaluate (const ConstVectorRef &) const |
| virtual void | applyProjectionJacobian (const ConstVectorRef &z, MatrixRef Jout) const |
| Apply a jacobian of the projection/proximal operator to a matrix. | |
| virtual void | applyNormalConeProjectionJacobian (const ConstVectorRef &z, MatrixRef Jout) const |
| Apply the jacobian of the projection on the normal cone. | |
| void | setProxParameter (const Scalar mu) const |
| Update proximal parameter; this applies to when this class is a proximal operator that isn't a projection (e.g. \( \ell_1 \)). | |
| virtual | ~ConstraintSetTpl ()=default |
| bool | operator== (const ConstraintSetTpl< Scalar > &rhs) |
| Scalar | evaluateMoreauEnvelope (const ConstVectorRef &zin, const ConstVectorRef &zproj) const |
Evaluate the Moreau envelope with parameter mu for the given contraint set or nonsmooth penalty \(g\) at point zin. | |
| Scalar | computeMoreauEnvelope (const ConstVectorRef &zin, VectorRef zprojout) const |
Evaluate the Moreau envelope with parameter mu for the given contraint set or nonsmooth penalty \(g\) at point zin. This variant evaluates the prox map. | |
| Scalar | mu () const |
| Scalar | mu_inv () const |
Public Attributes | |
| Scalar | |
| VectorXs | lower_limit |
| VectorXs | upper_limit |
| Public Attributes inherited from proxsuite::nlp::ConstraintSetTpl< Scalar > | |
| Scalar | |
Additional Inherited Members | |
| Protected Attributes inherited from proxsuite::nlp::ConstraintSetTpl< Scalar > | |
| Scalar | mu_ = 0. |
| Scalar | mu_inv_ |
Detailed Description
template<typename Scalar>
struct proxsuite::nlp::BoxConstraintTpl< Scalar >
struct proxsuite::nlp::BoxConstraintTpl< Scalar >
Box constraint set \(z \in [z_\min, z_\max]\).
Definition at line 13 of file box-constraint.hpp.
Member Typedef Documentation
◆ Base
template<typename Scalar >
| using proxsuite::nlp::BoxConstraintTpl< Scalar >::Base = ConstraintSetTpl<Scalar> |
Definition at line 15 of file box-constraint.hpp.
◆ ActiveType
template<typename Scalar >
| using proxsuite::nlp::BoxConstraintTpl< Scalar >::ActiveType = typename Base::ActiveType |
Definition at line 16 of file box-constraint.hpp.
Constructor & Destructor Documentation
◆ BoxConstraintTpl() [1/3]
template<typename Scalar >
|
inline |
Definition at line 21 of file box-constraint.hpp.
◆ BoxConstraintTpl() [2/3]
template<typename Scalar >
|
default |
◆ BoxConstraintTpl() [3/3]
template<typename Scalar >
|
default |
Member Function Documentation
◆ operator=() [1/2]
template<typename Scalar >
|
default |
◆ operator=() [2/2]
template<typename Scalar >
|
default |
◆ projection_impl()
template<typename Scalar >
|
inline |
Definition at line 28 of file box-constraint.hpp.
◆ projection()
template<typename Scalar >
|
inlinevirtual |
Compute projection of variable z onto the constraint set.
- Parameters
-
[in] z Input vector [out] zout Output projection
Implements proxsuite::nlp::ConstraintSetTpl< Scalar >.
Definition at line 32 of file box-constraint.hpp.
◆ normalConeProjection()
template<typename Scalar >
|
inlinevirtual |
Compute projection of z onto the normal cone to the set. The default implementation is just \( \mathrm{id} - P\).
- Parameters
-
[in] z Input vector [out] zout Output projection on the normal projection
Implements proxsuite::nlp::ConstraintSetTpl< Scalar >.
Definition at line 36 of file box-constraint.hpp.
◆ computeActiveSet()
template<typename Scalar >
|
inlinevirtual |
Compute the active set of the constraint. Active means the Jacobian of the proximal operator is nonzero.
Implements proxsuite::nlp::ConstraintSetTpl< Scalar >.
Definition at line 40 of file box-constraint.hpp.
Member Data Documentation
◆ Scalar
template<typename Scalar >
| proxsuite::nlp::BoxConstraintTpl< Scalar >::Scalar |
Definition at line 14 of file box-constraint.hpp.
◆ lower_limit
template<typename Scalar >
| VectorXs proxsuite::nlp::BoxConstraintTpl< Scalar >::lower_limit |
Definition at line 18 of file box-constraint.hpp.
◆ upper_limit
template<typename Scalar >
| VectorXs proxsuite::nlp::BoxConstraintTpl< Scalar >::upper_limit |
Definition at line 19 of file box-constraint.hpp.
The documentation for this struct was generated from the following file:
- include/proxsuite-nlp/modelling/constraints/box-constraint.hpp
