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proxsuite::nlp::NegativeOrthantTpl< _Scalar > Struct Template Reference
Negative orthant, for constraints \(h(x)\leq 0\). More...
#include <proxsuite-nlp/modelling/constraints/negative-orthant.hpp>
Inheritance diagram for proxsuite::nlp::NegativeOrthantTpl< _Scalar >:
Collaboration diagram for proxsuite::nlp::NegativeOrthantTpl< _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 | |
| NegativeOrthantTpl ()=default | |
| NegativeOrthantTpl (const NegativeOrthantTpl &)=default | |
| NegativeOrthantTpl & | operator= (const NegativeOrthantTpl &)=default |
| NegativeOrthantTpl (NegativeOrthantTpl &&)=default | |
| NegativeOrthantTpl & | operator= (NegativeOrthantTpl &&)=default |
| 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 |
| The elements of the active set are the components such that \(z_i > 0\). | |
| 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 | |
| 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::NegativeOrthantTpl< _Scalar >
struct proxsuite::nlp::NegativeOrthantTpl< _Scalar >
Negative orthant, for constraints \(h(x)\leq 0\).
Negative orthant, corresponding to constraints of the form
\[ h(x) \leq 0 \]
where \(h : \mathcal{X} \to \RR^p\) is a given residual.
Definition at line 19 of file negative-orthant.hpp.
Member Typedef Documentation
◆ Scalar
template<typename _Scalar >
| using proxsuite::nlp::NegativeOrthantTpl< _Scalar >::Scalar = _Scalar |
Definition at line 20 of file negative-orthant.hpp.
◆ Base
template<typename _Scalar >
| using proxsuite::nlp::NegativeOrthantTpl< _Scalar >::Base = ConstraintSetTpl<Scalar> |
Definition at line 29 of file negative-orthant.hpp.
◆ ActiveType
template<typename _Scalar >
| using proxsuite::nlp::NegativeOrthantTpl< _Scalar >::ActiveType = typename Base::ActiveType |
Definition at line 30 of file negative-orthant.hpp.
Constructor & Destructor Documentation
◆ NegativeOrthantTpl() [1/3]
template<typename _Scalar >
|
default |
◆ NegativeOrthantTpl() [2/3]
template<typename _Scalar >
|
default |
◆ NegativeOrthantTpl() [3/3]
template<typename _Scalar >
|
default |
Member Function Documentation
◆ operator=() [1/2]
template<typename _Scalar >
|
default |
◆ operator=() [2/2]
template<typename _Scalar >
|
default |
◆ 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 negative-orthant.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 negative-orthant.hpp.
◆ computeActiveSet()
template<typename _Scalar >
|
inlinevirtual |
The elements of the active set are the components such that \(z_i > 0\).
Implements proxsuite::nlp::ConstraintSetTpl< _Scalar >.
Definition at line 41 of file negative-orthant.hpp.
Member Data Documentation
◆ Scalar
template<typename _Scalar >
| proxsuite::nlp::NegativeOrthantTpl< _Scalar >::Scalar |
Definition at line 21 of file negative-orthant.hpp.
The documentation for this struct was generated from the following file:
- include/proxsuite-nlp/modelling/constraints/negative-orthant.hpp
