ConstrainedOptPack_VariableBoundsTester.cpp

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#include "ConstrainedOptPack_VariableBoundsTester.hpp"
#include "AbstractLinAlgPack_VectorSpace.hpp"
#include "AbstractLinAlgPack_VectorMutable.hpp"
#include "AbstractLinAlgPack_VectorAuxiliaryOps.hpp"

namespace ConstrainedOptPack {

// public

VariableBoundsTester::VariableBoundsTester(
  value_type   warning_tol
  ,value_type  error_tol
  )
  :warning_tol_(warning_tol)
  ,error_tol_(error_tol)
{}

bool VariableBoundsTester::check_in_bounds(
  std::ostream* out, bool print_all_warnings, bool print_vectors
  ,const Vector& xL, const char xL_name[]
  ,const Vector& xU, const char xU_name[]
  ,const Vector& x,  const char x_name[]
  )
{
  using AbstractLinAlgPack::max_near_feas_step;

  if(out)
    *out
      << "\n*** Checking that variables are in bounds\n";

  VectorSpace::vec_mut_ptr_t zero = x.space().create_member(0.0);
  std::pair<value_type,value_type>
    u = max_near_feas_step( x, *zero, xL, xU, warning_tol() );
  if(u.first < 0.0) {
    if(out)
      *out << "\nWarning! the variables " << xL_name << " <= " << x_name << " <= " << xU_name
        << " are out of bounds by more than warning_tol = " << warning_tol() << "\n";
    u = max_near_feas_step( x, *zero, xL, xU, error_tol() );
    if(u.first < 0.0) {
      if(out)
        *out << "\nError! the variables " << xL_name << " <= " << x_name << " <= " << xU_name
          << " are out of bounds by more than error_tol = " << error_tol() << "\n";
      return false;
    }
  }
  return true;
}

} // end namespace ConstrainedOptPack