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 = _Scalar
using	ActiveType = Eigen::Matrix<bool, Eigen::Dynamic, 1>

Public Member Functions
	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 >
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
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::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.

Member Function Documentation

projection()

template<typename _Scalar>

void proxsuite::nlp::NegativeOrthantTpl< _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 negative-orthant.hpp.

normalConeProjection()

template<typename _Scalar>

void proxsuite::nlp::NegativeOrthantTpl< _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 negative-orthant.hpp.

computeActiveSet()

template<typename _Scalar>

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

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.

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

• include/proxsuite-nlp/modelling/constraints/negative-orthant.hpp