Package de.labathome.trustconstr.records

Class Bounds

java.lang.Object

de.labathome.trustconstr.records.Bounds

public final class Bounds
extends Object

Box bounds lb ≤ x ≤ ub on the optimisation variable, plus a global keepFeasible flag controlling whether the algorithm is allowed to step outside the box during line-searches and trial steps.

Constructor Summary

Constructors

Constructor	Description
Bounds(Matrix lb, Matrix ub, boolean keepFeasible)

Method Summary

Modifier and Type	Method	Description
boolean	keepFeasible()
Matrix	lb()
Residual	residual(Matrix x)	Lower and upper residuals at x: sl = x - lb (positive iff lower bound satisfied), sb = ub - x (positive iff upper bound satisfied).
Matrix	ub()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

Bounds

public Bounds(Matrix lb,
 Matrix ub,
 boolean keepFeasible)

Parameters:

lb - per-variable lower bound (n x 1); use Double.NEGATIVE_INFINITY to disable a bound

ub - per-variable upper bound (n x 1); use Double.POSITIVE_INFINITY to disable a bound

keepFeasible - if true, every trial iterate must stay within the bounds

Method Details

lb

public Matrix lb()

Returns:

defensive copy of the lower bound (n x 1)

ub

public Matrix ub()

Returns:

defensive copy of the upper bound (n x 1)

keepFeasible

public boolean keepFeasible()

Returns:

whether trial iterates must stay strictly inside the box

residual

public Residual residual(Matrix x)

Lower and upper residuals at x: sl = x - lb (positive iff lower bound satisfied), sb = ub - x (positive iff upper bound satisfied). Mirrors scipy's Bounds.residual(x).

Parameters:

x - current iterate (n x 1)

Returns:

(sl, sb) as a Residual