proxsuite::nlp::EqualityConstraintTpl< _Scalar > Struct Template Reference

Equality constraints \(c(x) = 0\). More...

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

Inheritance diagram for proxsuite::nlp::EqualityConstraintTpl< _Scalar >:

Collaboration diagram for proxsuite::nlp::EqualityConstraintTpl< _Scalar >:

Public Types
using	Scalar = _Scalar
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
	EqualityConstraintTpl (const EqualityConstraintTpl &)=default
EqualityConstraintTpl &	operator= (const EqualityConstraintTpl &)=default
	EqualityConstraintTpl (EqualityConstraintTpl &&)=default
EqualityConstraintTpl &	operator= (EqualityConstraintTpl &&)=default
bool	disableGaussNewton () const
void	projection (const ConstVectorRef &, 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	applyProjectionJacobian (const ConstVectorRef &, MatrixRef Jout) const
	Apply a jacobian of the projection/proximal operator to a matrix.
void	applyNormalConeProjectionJacobian (const ConstVectorRef &, MatrixRef) const
	Apply the jacobian of the projection on the normal cone.
void	computeActiveSet (const ConstVectorRef &, Eigen::Ref< ActiveType > out) const
Public Member Functions inherited from proxsuite::nlp::ConstraintSetTpl< _Scalar >
virtual Scalar	evaluate (const ConstVectorRef &) 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. \( \ell_1 \)).
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::EqualityConstraintTpl< _Scalar >

Equality constraints \(c(x) = 0\).

This class implements the set associated with equality constraints \( c(x) = 0 \), where \(c : \calX \to \RR^p\) is a residual function.

Definition at line 18 of file equality-constraint.hpp.

Member Typedef Documentation

Scalar

template<typename _Scalar>

using proxsuite::nlp::EqualityConstraintTpl< _Scalar >::Scalar = _Scalar

Definition at line 20 of file equality-constraint.hpp.

Base

template<typename _Scalar>

using proxsuite::nlp::EqualityConstraintTpl< _Scalar >::Base = ConstraintSetTpl<Scalar>

Definition at line 29 of file equality-constraint.hpp.

ActiveType

template<typename _Scalar>

using proxsuite::nlp::EqualityConstraintTpl< _Scalar >::ActiveType = typename Base::ActiveType

Definition at line 30 of file equality-constraint.hpp.

Member Function Documentation

disableGaussNewton()

template<typename _Scalar>

bool proxsuite::nlp::EqualityConstraintTpl< _Scalar >::disableGaussNewton ( ) const

inlinevirtual

Do not use the vector-Hessian product in the Hessian for Gauss Newton.

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

Definition at line 32 of file equality-constraint.hpp.

projection()

template<typename _Scalar>

void proxsuite::nlp::EqualityConstraintTpl< _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 34 of file equality-constraint.hpp.

normalConeProjection()

template<typename _Scalar>

void proxsuite::nlp::EqualityConstraintTpl< _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 38 of file equality-constraint.hpp.

applyProjectionJacobian()

template<typename _Scalar>

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

inlinevirtual

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.

active constraints -> projector onto the constraint set is zero

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

Definition at line 43 of file equality-constraint.hpp.

applyNormalConeProjectionJacobian()

template<typename _Scalar>

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

inlinevirtual

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.

inactive constraint -> normal cone projection is zero

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

Definition at line 48 of file equality-constraint.hpp.

computeActiveSet()

template<typename _Scalar>

void proxsuite::nlp::EqualityConstraintTpl< _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 53 of file equality-constraint.hpp.

Member Data Documentation

Scalar

template<typename _Scalar>

proxsuite::nlp::EqualityConstraintTpl< _Scalar >::Scalar

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

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

• include/proxsuite-nlp/modelling/constraints/equality-constraint.hpp