Merge branch 'feature/gradient-aware-truncation' into 'master'

Allow to make truncation gradient aware

See merge request !27

dune/tnnmg/functionals/bcqfconstrainedlinearization.hh

@@ -43,6 +43,23 @@ class BoxConstrainedQuadraticFunctionalConstrainedLinearization
     }
   }
 
+  template<class NV, class NBV, class T>
+  static void determineGradientAwareTruncation(const NV& x, const NV& lower, const NV& upper, const NV& negativeGradient, NBV&& truncationFlags, const T& truncationTolerance)
+  {
+    namespace H = Dune::Hybrid;
+    if constexpr (IsNumber<NV>())
+    {
+      if (((x <= lower+truncationTolerance) and (negativeGradient<0) ) || ((x >= upper - truncationTolerance) and (negativeGradient>0)))
+        truncationFlags = true;
+    }
+    else
+    {
+      H::forEach(H::integralRange(H::size(x)), [&](auto&& i) {
+        This::determineGradientAwareTruncation(x[i], lower[i], upper[i], negativeGradient[i], truncationFlags[i], truncationTolerance);
+      });
+    }
+  }
+
   template<class NV, class NBV>
   static void truncateVector(NV& x, const NBV& truncationFlags)
   {
@@ -99,7 +116,8 @@ public:
     f_(f),
     ignore_(ignore),
     truncationTolerance_(1e-10),
-    regularizeDiagonal_(false)
+    regularizeDiagonal_(false),
+    gradientAwareTruncation_(false)
   {}
 
   void setTruncationTolerance(double tolerance)
@@ -125,6 +143,26 @@ public:
     regularizeDiagonal_ = regularizeDiagonal;
   }
 
+  /**
+   * \brief Enable/disable gradient aware truncation
+   *
+   * If this is disabled (default) entries are truncated
+   * if they are close enough to the upper or lower obstacle.
+   *
+   * If this is enabled, it is additionally checked, if the
+   * gradient points inside of the admissible set for those
+   * entries. I.e. in order to be truncated, entries
+   * touching the lower obstacle are required to have a
+   * positive partial derivative, while entries touching
+   * the upper obstacle are required to have a negative
+   * partial derivative.
+   * This may lead to a less pessimistic active set.
+   */
+  void enableGradientAwareTruncation(bool gradientAwareTruncation)
+  {
+    gradientAwareTruncation_ = gradientAwareTruncation;
+  }
+
   void bind(const Vector& x)
   {
     negativeGradient_ = derivative(f_)(x);
@@ -133,7 +171,10 @@ public:
     truncationFlags_ = ignore_;
 
     // determine which components to truncate
-    determineTruncation(x, f_.lowerObstacle(), f_.upperObstacle(), truncationFlags_, truncationTolerance_);
+    if (gradientAwareTruncation_)
+      determineGradientAwareTruncation(x, f_.lowerObstacle(), f_.upperObstacle(), negativeGradient_, truncationFlags_, truncationTolerance_);
+    else
+      determineTruncation(x, f_.lowerObstacle(), f_.upperObstacle(), truncationFlags_, truncationTolerance_);
 
     // truncate gradient and hessian
     truncateVector(negativeGradient_, truncationFlags_);
@@ -167,6 +208,7 @@ private:
 
   double truncationTolerance_;
   bool regularizeDiagonal_;
+  bool gradientAwareTruncation_;
 
   Vector negativeGradient_;
   Matrix hessian_;