BoxConstraintHandler.h

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//===========================================================================
/*!
 * 
 *
 * \brief       Base class for constraints.
 * 
 *
 * \author      O.Krause
 * \date        2013
 *
 *
 * \par Copyright 1995-2017 Shark Development Team
 * 
 * <BR><HR>
 * This file is part of Shark.
 * <https://shark-ml.github.io/Shark/>
 * 
 * Shark is free software: you can redistribute it and/or modify
 * it under the terms of the GNU Lesser General Public License as published 
 * by the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 * 
 * Shark is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU Lesser General Public License for more details.
 * 
 * You should have received a copy of the GNU Lesser General Public License
 * along with Shark.  If not, see <http://www.gnu.org/licenses/>.
 *
 */
//===========================================================================
#ifndef SHARK_OBJECTIVEFUNCTIONS_BOXCONSTRAINTHANDLER_H
#define SHARK_OBJECTIVEFUNCTIONS_BOXCONSTRAINTHANDLER_H
 
#include <shark/ObjectiveFunctions/AbstractConstraintHandler.h>
#include <shark/Core/Random.h>
 
namespace shark{
 
/// \brief Handler for box-constraints
///
/// Handles box-constraints i.e. function values in \f$ l_i < x_i < u_i \f$.
/// \ingroup constraint_handling
template<class Vector>
class BoxConstraintHandler:public AbstractConstraintHandler<Vector> {
public:
    BoxConstraintHandler(Vector const& lower, Vector const& upper)
    :m_lower(lower),m_upper(upper){
        SIZE_CHECK(lower.size() == upper.size());
        typedef AbstractConstraintHandler<Vector> base_type;
        this->m_features |= base_type::CAN_PROVIDE_CLOSEST_FEASIBLE;
        this->m_features |= base_type::IS_BOX_CONSTRAINED;
        this->m_features |= base_type::CAN_GENERATE_RANDOM_POINT;
    }
    BoxConstraintHandler(std::size_t dim, double lower, double upper)
    :m_lower(Vector(dim,lower)),m_upper(Vector(dim,upper)){
        typedef AbstractConstraintHandler<Vector> base_type;
        this->m_features |= base_type::CAN_PROVIDE_CLOSEST_FEASIBLE;
        this->m_features |= base_type::IS_BOX_CONSTRAINED;
        this->m_features |= base_type::CAN_GENERATE_RANDOM_POINT;
    }
    
    BoxConstraintHandler(){
        typedef AbstractConstraintHandler<Vector> base_type;
        this->m_features |= base_type::CAN_PROVIDE_CLOSEST_FEASIBLE;
        this->m_features |= base_type::IS_BOX_CONSTRAINED;
        this->m_features |= base_type::CAN_GENERATE_RANDOM_POINT;
    }
    
    std::size_t dimensions()const{
        return m_lower.size();
    }
    
    bool isFeasible(Vector const& point)const{
        SIZE_CHECK(point.size() == dimensions());
        for(std::size_t i = 0; i != dimensions();++i){
            if(point(i) + 1.e-13 < m_lower(i)||point(i) - 1.e-13 > m_upper(i)) 
                return false;
        }
        return true;
    }
    void closestFeasible(Vector& point )const{
        SIZE_CHECK(point.size() == dimensions());
        for(std::size_t i = 0; i != dimensions();++i){
            point(i) = std::max(point(i),m_lower(i));
            point(i) = std::min(point(i),m_upper(i));
        }
    }
    
    virtual void generateRandomPoint(random::rng_type& rng, Vector & startingPoint )const {
        startingPoint.resize(dimensions());
        for(std::size_t i = 0; i != dimensions(); ++i){
            startingPoint(i) = random::uni(rng, m_lower(i),m_upper(i));
        }
    }
    
    
    /// \brief Sets lower and upper bounds of the box.
    void setBounds(Vector const& lower, Vector const& upper){
        SIZE_CHECK(lower.size() == upper.size());
        m_lower = lower;
        m_upper = upper;
    }
    /// \brief Sets lower and upper bounds of the box.
    void setBounds(std::size_t dimension, double lower, double upper){
        m_lower = Vector(dimension,lower);
        m_upper = Vector(dimension,upper);
    }
    /// \brief Returns the lower bound of the box.
    Vector const& lower()const{
        return m_lower;
    }
    /// \brief Returns the upper bound of the box.
    Vector const& upper()const{
        return m_upper;
    }
private:
    /// \brief Represents the lower bound of the points in the box
    Vector m_lower;
    /// \brief Represents the upper bound of the points in the box
    Vector m_upper;
};
}
#endif