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

using	ActiveType

Public Member Functions
	EqualityConstraintTpl ()=default

	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 >
	ConstraintSetTpl ()=default

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. \( \ell_1 \)).

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_

_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.

Constructor & Destructor Documentation

◆ EqualityConstraintTpl() [1/3]

template<typename _Scalar >

proxsuite::nlp::EqualityConstraintTpl< _Scalar >::EqualityConstraintTpl ( )

default

◆ EqualityConstraintTpl() [2/3]

template<typename _Scalar >

proxsuite::nlp::EqualityConstraintTpl< _Scalar >::EqualityConstraintTpl ( const EqualityConstraintTpl< _Scalar > & )

default

◆ EqualityConstraintTpl() [3/3]

template<typename _Scalar >

proxsuite::nlp::EqualityConstraintTpl< _Scalar >::EqualityConstraintTpl ( EqualityConstraintTpl< _Scalar > && )

default

Member Function Documentation

◆ operator=() [1/2]

template<typename _Scalar >

EqualityConstraintTpl & proxsuite::nlp::EqualityConstraintTpl< _Scalar >::operator= ( const EqualityConstraintTpl< _Scalar > & )

default

◆ operator=() [2/2]

template<typename _Scalar >

EqualityConstraintTpl & proxsuite::nlp::EqualityConstraintTpl< _Scalar >::operator= ( EqualityConstraintTpl< _Scalar > && )

default

◆ 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.

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.

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.

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

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

Public Types

Public Member Functions

Public Attributes

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Scalar

◆ Base

◆ ActiveType

Constructor & Destructor Documentation

◆ EqualityConstraintTpl() [1/3]

◆ EqualityConstraintTpl() [2/3]

◆ EqualityConstraintTpl() [3/3]

Member Function Documentation

◆ operator=() [1/2]

◆ operator=() [2/2]

◆ disableGaussNewton()

◆ projection()

◆ normalConeProjection()

◆ applyProjectionJacobian()

◆ applyNormalConeProjectionJacobian()

◆ computeActiveSet()

Member Data Documentation

◆ Scalar