/usr/include/trilinos/ROL_TpetraBoundConstraint.hpp is in libtrilinos-rol-dev 12.12.1-5.
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// ************************************************************************
//
// Rapid Optimization Library (ROL) Package
// Copyright (2014) Sandia Corporation
//
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// @HEADER
/** \file
\brief Contains definitions for Tpetra::MultiVector bound constraints.
\author Created by G. von Winckel
*/
#ifndef ROL_TPETRABOUNDCONSTRAINT_HPP
#define ROL_TPETRABOUNDCONSTRAINT_HPP
#include "Kokkos_Core.hpp"
#include "ROL_TpetraMultiVector.hpp"
#include "ROL_BoundConstraint.hpp"
namespace ROL {
namespace KokkosStructs { // Parallel for and reduce functions
//----------------------------------------------------------------------
//
// Find the minimum u_i-l_i
template<class Real, class V>
struct MinGap {
typedef typename V::execution_space execution_space;
V L_; // Lower bounds
V U_; // Upper bounds
MinGap(const V& L, const V& U) : L_(L), U_(U) {}
KOKKOS_INLINE_FUNCTION
void operator() (const int i, Real &min) const {
const int M = L_.dimension_1();
for(int j=0;j<M;++j) {
Real gap = U_(i,j)-L_(i,j);
if(gap<min) {
min = gap;
}
}
}
KOKKOS_INLINE_FUNCTION
void init(Real &min) const {
min = U_(0,0)-L_(0,0);
}
KOKKOS_INLINE_FUNCTION
void join(volatile Real &globalMin,
const volatile Real &localMin) const {
if(localMin<globalMin) {
globalMin = localMin;
}
}
}; // End struct MinGap
//----------------------------------------------------------------------
//
// Determine if every l_i<=x_i<=u_i
template<class Real, class V>
struct Feasible {
typedef typename V::execution_space execution_space;
V X_; // Optimization variable
V L_; // Lower bounds
V U_; // Upper bounds
Feasible(const V& X, const V& L, const V& U) : X_(X), L_(L), U_(U) {}
KOKKOS_INLINE_FUNCTION
void operator() (const int i, int &feasible) const {
const int M = L_.dimension_1();
for(int j=0;j<M;++j) {
if( (X_(i,j)<L_(i,j)) || (X_(i,j)>U_(i,j)) ) {
feasible = 0;
}
}
}
KOKKOS_INLINE_FUNCTION
void init(int &feasible) const {
feasible = 1;
}
KOKKOS_INLINE_FUNCTION
void join(volatile int &globalFeasible,
const volatile int &localFeasible) const {
globalFeasible *= localFeasible;
}
}; // End struct Feasible
//----------------------------------------------------------------------
//
// Project x onto the bounds
template<class Real, class V>
struct Project {
typedef typename V::execution_space execution_space;
V X_; // Optimization variable
V L_; // Lower bounds
V U_; // Upper bounds
Project(V& X, const V& L, const V& U) : X_(X), L_(L), U_(U) {}
KOKKOS_INLINE_FUNCTION
void operator() (const int i) const {
const int M = L_.dimension_1();
for(int j=0;j<M;++j) {
if( X_(i,j)<L_(i,j) ) {
X_(i,j) = L_(i,j);
}
else if( X_(i,j)>U_(i,j) ) {
X_(i,j) = U_(i,j);
}
}
}
}; // End struct Project
//----------------------------------------------------------------------
//
// Set variables to zero if they correspond to the lower active set
template<class Real, class V>
struct PruneLowerActive {
typedef typename V::execution_space execution_space;
V Y_; // Variable to be pruned
V X_; // Optimization variable
V L_; // Lower bounds
Real eps_;
PruneLowerActive(V &Y, const V &X, const V &L, Real eps) :
Y_(Y), X_(X), L_(L), eps_(eps) {}
KOKKOS_INLINE_FUNCTION
void operator() (const int i) const {
const int M = L_.dimension_1();
for(int j=0;j<M;++j) {
if(X_(i,j)<=L_(i,j)+eps_) {
Y_(i,j) = 0.0;
}
}
}
}; // End struct PruneLowerActive
//----------------------------------------------------------------------
//
// Set variables to zero if they correspond to the upper active set
template<class Real, class V>
struct PruneUpperActive {
typedef typename V::execution_space execution_space;
V Y_; // Variable to be pruned
V X_; // Optimization variable
V U_; // Upper bounds
Real eps_;
PruneUpperActive(V &Y, const V &X, const V &U, Real eps) :
Y_(Y), X_(X), U_(U), eps_(eps) {}
KOKKOS_INLINE_FUNCTION
void operator() (const int i) const {
const int M = U_.dimension_1();
for(int j=0;j<M;++j) {
if(X_(i,j)>=U_(i,j)-eps_) {
Y_(i,j) = 0.0;
}
}
}
}; // End struct PruneUpperActive
//----------------------------------------------------------------------
//
// Set variables to zero if they correspond to the active set
template<class Real, class V>
struct PruneActive {
typedef typename V::execution_space execution_space;
V Y_; // Variable to be pruned
V X_; // Optimization variable
V L_; // Lower bounds
V U_; // Upper bounds
Real eps_;
PruneActive(V &Y, const V &X, const V &L, const V &U, Real eps) :
Y_(Y), X_(X), L_(L), U_(U), eps_(eps) {}
KOKKOS_INLINE_FUNCTION
void operator() (const int i) const {
const int M = L_.dimension_1();
for(int j=0;j<M;++j) {
if(X_(i,j)<=L_(i,j)+eps_) {
Y_(i,j) = 0.0;
}
else if(X_(i,j)>=U_(i,j)-eps_) {
Y_(i,j) = 0.0;
}
}
}
}; // End struct PruneActive
//----------------------------------------------------------------------
//
// Set variables to zero if they correspond to the lower active set and grad is positive
template<class Real, class V>
struct GradPruneLowerActive {
typedef typename V::execution_space execution_space;
V Y_; // Variable to be pruned
V G_; // Gradient
V X_; // Optimization variable
V L_; // Lower bounds
Real eps_;
GradPruneLowerActive(V &Y, const V &G, const V &X, const V &L,Real eps) :
Y_(Y), G_(G), X_(X), L_(L), eps_(eps) {}
KOKKOS_INLINE_FUNCTION
void operator() (const int i) const {
const int M = L_.dimension_1();
for(int j=0;j<M;++j) {
if( (X_(i,j)<=L_(i,j)+eps_) && G_(i,j) > 0.0 ) {
Y_(i,j) = 0.0;
}
}
}
}; // End struct GradPruneLowerActive
//----------------------------------------------------------------------
//
// Set variables to zero if they correspond to the upper active set and grad is negative
template<class Real, class V>
struct GradPruneUpperActive {
typedef typename V::execution_space execution_space;
V Y_; // Variable to be pruned
V G_; // Gradient
V X_; // Optimization variable
V U_; // Upper bounds
Real eps_;
GradPruneUpperActive(V &Y, const V &G, const V &X, const V &U, Real eps) :
Y_(Y), G_(G), X_(X), U_(U), eps_(eps) {}
KOKKOS_INLINE_FUNCTION
void operator() (const int i) const {
const int M = U_.dimension_1();
for(int j=0;j<M;++j) {
if( (X_(i,j)>=U_(i,j)-eps_) && G_(i,j) < 0.0 ) {
Y_(i,j) = 0.0;
}
}
}
}; // End struct GradPruneUpperActive
//----------------------------------------------------------------------
//
// Set variables to zero if they correspond to the active set
template<class Real, class V>
struct GradPruneActive {
typedef typename V::execution_space execution_space;
V Y_; // Variable to be pruned
V G_; // Gradient
V X_; // Optimization variable
V L_; // Lower bounds
V U_; // Upper bounds
Real eps_;
GradPruneActive(V &Y, const V &G, const V &X, const V &L, const V &U, Real eps) :
Y_(Y), G_(G), X_(X), L_(L), U_(U), eps_(eps) {}
KOKKOS_INLINE_FUNCTION
void operator() (const int i) const {
const int M = L_.dimension_1();
for(int j=0;j<M;++j) {
if(( X_(i,j)<=L_(i,j)+eps_) && (G_(i,j)>0.0)) {
Y_(i,j) = 0.0;
}
else if(( X_(i,j)>=U_(i,j)-eps_) && (G_(i,j)<0.0) ) {
Y_(i,j) = 0.0;
}
}
}
}; // End struct GradPruneActive
} // End namespace KokkosStructs
//--------------------------------------------------------------------------
template <class Real, class LO, class GO, class Node>
class TpetraBoundConstraint : public BoundConstraint<Real> {
typedef Tpetra::MultiVector<Real,LO,GO,Node> MV;
typedef Teuchos::RCP<MV> MVP;
typedef Teuchos::RCP<const MV> CMVP;
typedef TpetraMultiVector<Real,LO,GO,Node> TMV;
typedef Teuchos::RCP<TMV> TMVP;
typedef typename MV::dual_view_type::t_dev ViewType;
private:
int gblDim_;
int lclDim_;
MVP lp_;
MVP up_;
ViewType l_; // Kokkos view of Lower bounds
ViewType u_; // Kokkos view of Upper bounds
Real min_diff_;
Real scale_;
Teuchos::RCP<const Teuchos::Comm<int> > comm_;
public:
TpetraBoundConstraint(MVP lp, MVP up, Real scale = 1.0) :
gblDim_(lp->getGlobalLength()),
lclDim_(lp->getLocalLength()),
lp_(lp),
up_(up),
l_(lp->getDualView().d_view),
u_(up->getDualView().d_view),
scale_(scale),
comm_(lp->getMap()->getComm()) {
KokkosStructs::MinGap<Real,ViewType> findmin(l_,u_);
Real lclMinGap = 0;
// Reduce for this MPI process
Kokkos::parallel_reduce(lclDim_,findmin,lclMinGap);
Real gblMinGap;
// Reduce over MPI processes
Teuchos::reduceAll<int,Real>(*comm_,Teuchos::REDUCE_MIN,lclMinGap,Teuchos::outArg(gblMinGap));
min_diff_ = 0.5*gblMinGap;
}
bool isFeasible( const Vector<Real> &x ) {
Teuchos::RCP<const MV > xp =
(Teuchos::dyn_cast<TMV>(const_cast<Vector<Real> &>(x))).getVector();
int lclFeasible = 1;
ViewType x_lcl = xp->getDualView().d_view;
KokkosStructs::Feasible<Real,ViewType> check(x_lcl, l_, u_);
Kokkos::parallel_reduce(lclDim_,check,lclFeasible);
Real gblFeasible;
Teuchos::reduceAll<int,Real>(*comm_,Teuchos::REDUCE_MIN,lclFeasible,Teuchos::outArg(gblFeasible));
return gblFeasible == 1 ? true : false;
}
void project( Vector<Real> &x ) {
Teuchos::RCP<MV> xp =
Teuchos::rcp_const_cast<MV>((Teuchos::dyn_cast<TMV>(x)).getVector());
ViewType x_lcl = xp->getDualView().d_view;
KokkosStructs::Project<Real,ViewType> proj(x_lcl,l_,u_);
Kokkos::parallel_for(lclDim_,proj);
}
void pruneLowerActive(Vector<Real> &v, const Vector<Real> &x, Real eps) {
Teuchos::RCP<const MV > xp =
(Teuchos::dyn_cast<TMV>(const_cast<Vector<Real> &>(x))).getVector();
Teuchos::RCP<MV> vp =
Teuchos::rcp_const_cast<MV>((Teuchos::dyn_cast<TMV>(v)).getVector());
Real epsn = std::min(scale_*eps,this->min_diff_);
ViewType x_lcl = xp->getDualView().d_view;
ViewType v_lcl = vp->getDualView().d_view;
KokkosStructs::PruneLowerActive<Real,ViewType> prune(v_lcl,x_lcl,l_,epsn);
Kokkos::parallel_for(lclDim_,prune);
}
void pruneUpperActive(Vector<Real> &v, const Vector<Real> &x, Real eps) {
Teuchos::RCP<const MV > xp =
(Teuchos::dyn_cast<TMV>(const_cast<Vector<Real> &>(x))).getVector();
Teuchos::RCP<MV> vp =
Teuchos::rcp_const_cast<MV>((Teuchos::dyn_cast<TMV>(v)).getVector());
Real epsn = std::min(scale_*eps,this->min_diff_);
ViewType x_lcl = xp->getDualView().d_view;
ViewType v_lcl = vp->getDualView().d_view;
KokkosStructs::PruneUpperActive<Real,ViewType> prune(v_lcl,x_lcl,u_,epsn);
Kokkos::parallel_for(lclDim_,prune);
}
void pruneActive(Vector<Real> &v, const Vector<Real> &x, Real eps) {
Teuchos::RCP<const MV > xp =
(Teuchos::dyn_cast<TMV>(const_cast<Vector<Real> &>(x))).getVector();
Teuchos::RCP<MV> vp =
Teuchos::rcp_const_cast<MV>((Teuchos::dyn_cast<TMV>(v)).getVector());
Real epsn = std::min(scale_*eps,this->min_diff_);
ViewType x_lcl = xp->getDualView().d_view;
ViewType v_lcl = vp->getDualView().d_view;
KokkosStructs::PruneActive<Real,ViewType> prune(v_lcl,x_lcl,l_,u_,epsn);
Kokkos::parallel_for(lclDim_,prune);
}
void pruneLowerActive(Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real eps) {
Teuchos::RCP<const MV > xp =
(Teuchos::dyn_cast<TMV>(const_cast<Vector<Real> &>(x))).getVector();
Teuchos::RCP<const MV > gp =
(Teuchos::dyn_cast<TMV>(const_cast<Vector<Real> &>(g))).getVector();
Teuchos::RCP<MV> vp =
Teuchos::rcp_const_cast<MV>((Teuchos::dyn_cast<TMV>(v)).getVector());
Real epsn = std::min(scale_*eps,this->min_diff_);
ViewType x_lcl = xp->getDualView().d_view;
ViewType g_lcl = gp->getDualView().d_view;
ViewType v_lcl = vp->getDualView().d_view;
KokkosStructs::GradPruneLowerActive<Real,ViewType> prune(v_lcl,g_lcl,x_lcl,l_,epsn);
Kokkos::parallel_for(lclDim_,prune);
}
void pruneUpperActive(Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real eps) {
Teuchos::RCP<const MV > xp =
(Teuchos::dyn_cast<TMV>(const_cast<Vector<Real> &>(x))).getVector();
Teuchos::RCP<const MV > gp =
(Teuchos::dyn_cast<TMV>(const_cast<Vector<Real> &>(g))).getVector();
Teuchos::RCP<MV> vp =
Teuchos::rcp_const_cast<MV>((Teuchos::dyn_cast<TMV>(v)).getVector());
Real epsn = std::min(scale_*eps,this->min_diff_);
ViewType x_lcl = xp->getDualView().d_view;
ViewType g_lcl = gp->getDualView().d_view;
ViewType v_lcl = vp->getDualView().d_view;
KokkosStructs::GradPruneUpperActive<Real,ViewType> prune(v_lcl,g_lcl,x_lcl,u_,epsn);
Kokkos::parallel_for(lclDim_,prune);
}
void pruneActive(Vector<Real> &v, const Vector<Real> &g, const Vector<Real> &x, Real eps) {
Teuchos::RCP<const MV > xp =
(Teuchos::dyn_cast<TMV>(const_cast<Vector<Real> &>(x))).getVector();
Teuchos::RCP<const MV > gp =
(Teuchos::dyn_cast<TMV>(const_cast<Vector<Real> &>(g))).getVector();
Teuchos::RCP<MV> vp =
Teuchos::rcp_const_cast<MV>((Teuchos::dyn_cast<TMV>(v)).getVector());
Real epsn = std::min(scale_*eps,this->min_diff_);
ViewType x_lcl = xp->getDualView().d_view;
ViewType g_lcl = gp->getDualView().d_view;
ViewType v_lcl = vp->getDualView().d_view;
KokkosStructs::GradPruneActive<Real,ViewType> prune(v_lcl,g_lcl,x_lcl,l_,u_,epsn);
Kokkos::parallel_for(lclDim_,prune);
}
void setVectorToUpperBound(Vector<Real> &u) {
Teuchos::RCP<MV> up =
Teuchos::rcp_const_cast<MV>((Teuchos::dyn_cast<TMV>(u)).getVector());
up->assign(*up_);
}
void setVectorToLowerBound(Vector<Real> &l) {
Teuchos::RCP<MV> lp =
Teuchos::rcp_const_cast<MV>((Teuchos::dyn_cast<TMV>(l)).getVector());
lp->assign(*lp_);
}
}; // End class TpetraBoundConstraint
} // End ROL Namespace
#endif
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