ConstrainedOptPack_VariableBoundsTester.cpp

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00003 // 
00004 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
00005 //                  Copyright (2003) Sandia Corporation
00006 // 
00007 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
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00009 // 
00010 // This library is free software; you can redistribute it and/or modify
00011 // it under the terms of the GNU Lesser General Public License as
00012 // published by the Free Software Foundation; either version 2.1 of the
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00014 //  
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00018 // Lesser General Public License for more details.
00019 //  
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00024 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 
00025 // 
00026 // ***********************************************************************
00027 // @HEADER
00028 
00029 #include "ConstrainedOptPack_VariableBoundsTester.hpp"
00030 #include "AbstractLinAlgPack_VectorSpace.hpp"
00031 #include "AbstractLinAlgPack_VectorMutable.hpp"
00032 #include "AbstractLinAlgPack_VectorAuxiliaryOps.hpp"
00033 
00034 namespace ConstrainedOptPack {
00035 
00036 // public
00037 
00038 VariableBoundsTester::VariableBoundsTester(
00039   value_type   warning_tol
00040   ,value_type  error_tol
00041   )
00042   :warning_tol_(warning_tol)
00043   ,error_tol_(error_tol)
00044 {}
00045 
00046 bool VariableBoundsTester::check_in_bounds(
00047   std::ostream* out, bool print_all_warnings, bool print_vectors
00048   ,const Vector& xL, const char xL_name[]
00049   ,const Vector& xU, const char xU_name[]
00050   ,const Vector& x,  const char x_name[]
00051   )
00052 {
00053   using AbstractLinAlgPack::max_near_feas_step;
00054 
00055   if(out)
00056     *out
00057       << "\n*** Checking that variables are in bounds\n";
00058 
00059   VectorSpace::vec_mut_ptr_t zero = x.space().create_member(0.0);
00060   std::pair<value_type,value_type>
00061     u = max_near_feas_step( x, *zero, xL, xU, warning_tol() );
00062   if(u.first < 0.0) {
00063     if(out)
00064       *out << "\nWarning! the variables " << xL_name << " <= " << x_name << " <= " << xU_name
00065         << " are out of bounds by more than warning_tol = " << warning_tol() << "\n";
00066     u = max_near_feas_step( x, *zero, xL, xU, error_tol() );
00067     if(u.first < 0.0) {
00068       if(out)
00069         *out << "\nError! the variables " << xL_name << " <= " << x_name << " <= " << xU_name
00070           << " are out of bounds by more than error_tol = " << error_tol() << "\n";
00071       return false;
00072     }
00073   }
00074   return true;
00075 }
00076 
00077 } // end namespace ConstrainedOptPack
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