Cartesian product of multiple constraint sets. This class makes computing multipliers and Jacobian matrix projections more convenient. More...

#include <proxsuite-nlp/modelling/constraints/constraint-set-product.hpp>

Inheritance diagram for proxsuite::nlp::ConstraintSetProductTpl< Scalar >:

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Collaboration diagram for proxsuite::nlp::ConstraintSetProductTpl< Scalar >:

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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
	ConstraintSetProductTpl (const std::vector< xyz::polymorphic< Base > > components, const std::vector< Eigen::Index > &blockSizes)

	ConstraintSetProductTpl (const ConstraintSetProductTpl &)=default

ConstraintSetProductTpl &	operator= (const ConstraintSetProductTpl &)=default

	ConstraintSetProductTpl (ConstraintSetProductTpl &&)=default

ConstraintSetProductTpl &	operator= (ConstraintSetProductTpl &&)=default

Scalar	evaluate (const ConstVectorRef &zproj) const override

void	projection (const ConstVectorRef &z, VectorRef zout) const override
	Compute projection of variable `z` onto the constraint set.

void	normalConeProjection (const ConstVectorRef &z, VectorRef zout) const override
	Compute projection of `z` onto the normal cone to the set. The default implementation is just \( \mathrm{id} - P\).

void	applyProjectionJacobian (const ConstVectorRef &z, MatrixRef Jout) const override
	Apply a jacobian of the projection/proximal operator to a matrix.

void	applyNormalConeProjectionJacobian (const ConstVectorRef &z, MatrixRef Jout) const override
	Apply the jacobian of the projection on the normal cone.

void	computeActiveSet (const ConstVectorRef &z, Eigen::Ref< ActiveType > out) const override

const std::vector< xyz::polymorphic< Base > > &	components () const

const std::vector< Eigen::Index > &	blockSizes () const

Public Member Functions inherited from proxsuite::nlp::ConstraintSetTpl< Scalar >
	ConstraintSetTpl ()=default

virtual bool	disableGaussNewton () const

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

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::ConstraintSetProductTpl< Scalar >

Cartesian product of multiple constraint sets. This class makes computing multipliers and Jacobian matrix projections more convenient.

Warning: This struct contains a non-owning vector of its component sets.

Definition at line 36 of file constraint-set-product.hpp.

Member Typedef Documentation

◆ Base

template<typename Scalar >

using proxsuite::nlp::ConstraintSetProductTpl< Scalar >::Base = ConstraintSetTpl<Scalar>

Definition at line 38 of file constraint-set-product.hpp.

◆ ActiveType

template<typename Scalar >

using proxsuite::nlp::ConstraintSetProductTpl< Scalar >::ActiveType = typename Base::ActiveType

Definition at line 39 of file constraint-set-product.hpp.

Constructor & Destructor Documentation

◆ ConstraintSetProductTpl() [1/3]

template<typename Scalar >

proxsuite::nlp::ConstraintSetProductTpl< Scalar >::ConstraintSetProductTpl	(	const std::vector< xyz::polymorphic< Base > >	components,
		const std::vector< Eigen::Index > &	blockSizes )

inline

Definition at line 41 of file constraint-set-product.hpp.

◆ ConstraintSetProductTpl() [2/3]

template<typename Scalar >

proxsuite::nlp::ConstraintSetProductTpl< Scalar >::ConstraintSetProductTpl ( const ConstraintSetProductTpl< Scalar > & )

default

◆ ConstraintSetProductTpl() [3/3]

template<typename Scalar >

proxsuite::nlp::ConstraintSetProductTpl< Scalar >::ConstraintSetProductTpl ( ConstraintSetProductTpl< Scalar > && )

default

Member Function Documentation

◆ operator=() [1/2]

template<typename Scalar >

ConstraintSetProductTpl & proxsuite::nlp::ConstraintSetProductTpl< Scalar >::operator= ( const ConstraintSetProductTpl< Scalar > & )

default

◆ operator=() [2/2]

template<typename Scalar >

ConstraintSetProductTpl & proxsuite::nlp::ConstraintSetProductTpl< Scalar >::operator= ( ConstraintSetProductTpl< Scalar > && )

default

◆ evaluate()

template<typename Scalar >

Scalar proxsuite::nlp::ConstraintSetProductTpl< Scalar >::evaluate ( const ConstVectorRef & ) const

inlineoverridevirtual

Provided the image zproj by the proximal/projection map, evaluate the nonsmooth penalty or constraint set indicator function.

Note: This will be 0 for projection operators.

Reimplemented from proxsuite::nlp::ConstraintSetTpl< Scalar >.

Definition at line 55 of file constraint-set-product.hpp.

◆ projection()

template<typename Scalar >

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

inlineoverridevirtual

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 64 of file constraint-set-product.hpp.

◆ normalConeProjection()

template<typename Scalar >

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

inlineoverridevirtual

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 72 of file constraint-set-product.hpp.

◆ applyProjectionJacobian()

template<typename Scalar >

void proxsuite::nlp::ConstraintSetProductTpl< Scalar >::applyProjectionJacobian	(	const ConstVectorRef &	z,
		MatrixRef	Jout ) const

inlineoverridevirtual

Apply a jacobian of the projection/proximal operator to a matrix.

This carries out the product \(PJ\), where \( P \in\partial_B\prox(z)\).

Parameters

[in]	z	Input vector (multiplier estimate)
[out]	Jout	Output Jacobian matrix, which will be modifed in-place and returned.

Reimplemented from proxsuite::nlp::ConstraintSetTpl< Scalar >.

Definition at line 81 of file constraint-set-product.hpp.

◆ applyNormalConeProjectionJacobian()

template<typename Scalar >

void proxsuite::nlp::ConstraintSetProductTpl< Scalar >::applyNormalConeProjectionJacobian	(	const ConstVectorRef &	z,
		MatrixRef	Jout ) const

inlineoverridevirtual

Apply the jacobian of the projection on the normal cone.

Parameters

[in]	z	Input vector
[out]	Jout	Output Jacobian matrix of shape \((nr, ndx)\), which will be modified in place. The modification should be a row-wise operation.

Reimplemented from proxsuite::nlp::ConstraintSetTpl< Scalar >.

Definition at line 90 of file constraint-set-product.hpp.

◆ computeActiveSet()

template<typename Scalar >

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

inlineoverridevirtual

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 99 of file constraint-set-product.hpp.

◆ components()

template<typename Scalar >

const std::vector< xyz::polymorphic< Base > > & proxsuite::nlp::ConstraintSetProductTpl< Scalar >::components ( ) const

inline

Definition at line 108 of file constraint-set-product.hpp.

◆ blockSizes()

template<typename Scalar >

const std::vector< Eigen::Index > & proxsuite::nlp::ConstraintSetProductTpl< Scalar >::blockSizes ( ) const

inline

Definition at line 111 of file constraint-set-product.hpp.

Member Data Documentation

◆ Scalar

template<typename Scalar >

proxsuite::nlp::ConstraintSetProductTpl< Scalar >::Scalar

Definition at line 37 of file constraint-set-product.hpp.

The documentation for this struct was generated from the following file:

include/proxsuite-nlp/modelling/constraints/constraint-set-product.hpp

Public Types

Public Member Functions

Public Attributes

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Base

◆ ActiveType

Constructor & Destructor Documentation

◆ ConstraintSetProductTpl() [1/3]

◆ ConstraintSetProductTpl() [2/3]

◆ ConstraintSetProductTpl() [3/3]

Member Function Documentation

◆ operator=() [1/2]

◆ operator=() [2/2]

◆ evaluate()

◆ projection()

◆ normalConeProjection()

◆ applyProjectionJacobian()

◆ applyNormalConeProjectionJacobian()

◆ computeActiveSet()

◆ components()

◆ blockSizes()

Member Data Documentation

◆ Scalar