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

using	ActiveType

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 >
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. \( \ell_1 \)).

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

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. \( \ell_1 \)).

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

	Scalar

Additional Inherited Members
Protected Attributes inherited from proxsuite::nlp::ConstraintSetTpl< Scalar >
Scalar	mu_

Scalar	mu_inv_

Scalar	mu_

Scalar	mu_inv_

Detailed Description

template<typename 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()

template<typename Scalar>

proxsuite::nlp::BoxConstraintTpl< Scalar >::BoxConstraintTpl	(	const ConstVectorRef	lower,
		const ConstVectorRef	upper )

inline

Definition at line 21 of file box-constraint.hpp.

Member Function Documentation

◆ projection_impl()

template<typename Scalar>

decltype(auto) proxsuite::nlp::BoxConstraintTpl< Scalar >::projection_impl ( const ConstVectorRef & z ) const

inline

Definition at line 28 of file box-constraint.hpp.

◆ projection()

template<typename Scalar>

void proxsuite::nlp::BoxConstraintTpl< Scalar >::projection	(	const ConstVectorRef &	z,
		VectorRef	zout ) const

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>

void proxsuite::nlp::BoxConstraintTpl< Scalar >::normalConeProjection	(	const ConstVectorRef &	z,
		VectorRef	zout ) const

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>

void proxsuite::nlp::BoxConstraintTpl< Scalar >::computeActiveSet	(	const ConstVectorRef &	z,
		Eigen::Ref< ActiveType >	out ) const

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

Public Types

Public Member Functions

Public Attributes

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Base

◆ ActiveType

Constructor & Destructor Documentation

◆ BoxConstraintTpl()

Member Function Documentation

◆ projection_impl()

◆ projection()

◆ normalConeProjection()

◆ computeActiveSet()

Member Data Documentation

◆ Scalar

◆ lower_limit

◆ upper_limit