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00009 #ifndef __IPIPOPTCALCULATEDQUANTITIES_HPP__
00010 #define __IPIPOPTCALCULATEDQUANTITIES_HPP__
00011
00012 #include "IpSmartPtr.hpp"
00013 #include "IpCachedResults.hpp"
00014
00015 #include <string>
00016
00017 namespace Ipopt
00018 {
00019 class IpoptNLP;
00020 class IpoptData;
00021 class Vector;
00022 class Matrix;
00023 class SymMatrix;
00024 class Journalist;
00025 class OptionsList;
00026 class RegisteredOptions;
00027
00029 enum ENormType {
00030 NORM_1=0,
00031 NORM_2,
00032 NORM_MAX
00033 };
00034
00040 class IpoptAdditionalCq : public ReferencedObject
00041 {
00042 public:
00046 IpoptAdditionalCq()
00047 {}
00048
00050 virtual ~IpoptAdditionalCq()
00051 {}
00053
00057 virtual bool Initialize(const Journalist& jnlst,
00058 const OptionsList& options,
00059 const std::string& prefix) = 0;
00060
00061 private:
00071 IpoptAdditionalCq(const IpoptAdditionalCq&);
00072
00074 void operator=(const IpoptAdditionalCq&);
00076 };
00077
00081 class IpoptCalculatedQuantities : public ReferencedObject
00082 {
00083 public:
00084
00088 IpoptCalculatedQuantities(const SmartPtr<IpoptNLP>& ip_nlp,
00089 const SmartPtr<IpoptData>& ip_data);
00091 virtual ~IpoptCalculatedQuantities();
00093
00096 void SetAddCq(SmartPtr<IpoptAdditionalCq> add_cq)
00097 {
00098 DBG_ASSERT(!HaveAddCq());
00099 add_cq_ = add_cq;
00100 }
00101
00104 bool HaveAddCq()
00105 {
00106 return IsValid(add_cq_);
00107 }
00108
00112 bool Initialize(const Journalist& jnlst,
00113 const OptionsList& options,
00114 const std::string& prefix);
00115
00119 SmartPtr<const Vector> curr_slack_x_L();
00121 SmartPtr<const Vector> curr_slack_x_U();
00123 SmartPtr<const Vector> curr_slack_s_L();
00125 SmartPtr<const Vector> curr_slack_s_U();
00127 SmartPtr<const Vector> trial_slack_x_L();
00129 SmartPtr<const Vector> trial_slack_x_U();
00131 SmartPtr<const Vector> trial_slack_s_L();
00133 SmartPtr<const Vector> trial_slack_s_U();
00135 Index AdjustedTrialSlacks();
00137 void ResetAdjustedTrialSlacks();
00139
00143 virtual Number curr_f();
00145 virtual Number unscaled_curr_f();
00147 virtual Number trial_f();
00149 virtual Number unscaled_trial_f();
00151 SmartPtr<const Vector> curr_grad_f();
00153 SmartPtr<const Vector> trial_grad_f();
00155
00161 virtual Number curr_barrier_obj();
00165 virtual Number trial_barrier_obj();
00166
00169 SmartPtr<const Vector> curr_grad_barrier_obj_x();
00172 SmartPtr<const Vector> curr_grad_barrier_obj_s();
00173
00176 SmartPtr<const Vector> grad_kappa_times_damping_x();
00179 SmartPtr<const Vector> grad_kappa_times_damping_s();
00181
00185 SmartPtr<const Vector> curr_c();
00187 SmartPtr<const Vector> unscaled_curr_c();
00189 SmartPtr<const Vector> trial_c();
00191 SmartPtr<const Vector> curr_d();
00193 SmartPtr<const Vector> unscaled_curr_d();
00195 SmartPtr<const Vector> trial_d();
00197 SmartPtr<const Vector> curr_d_minus_s();
00199 SmartPtr<const Vector> trial_d_minus_s();
00201 SmartPtr<const Matrix> curr_jac_c();
00203 SmartPtr<const Matrix> trial_jac_c();
00205 SmartPtr<const Matrix> curr_jac_d();
00207 SmartPtr<const Matrix> trial_jac_d();
00210 SmartPtr<const Vector> curr_jac_cT_times_vec(const Vector& vec);
00213 SmartPtr<const Vector> trial_jac_cT_times_vec(const Vector& vec);
00216 SmartPtr<const Vector> curr_jac_dT_times_vec(const Vector& vec);
00219 SmartPtr<const Vector> trial_jac_dT_times_vec(const Vector& vec);
00222 SmartPtr<const Vector> curr_jac_cT_times_curr_y_c();
00225 SmartPtr<const Vector> trial_jac_cT_times_trial_y_c();
00228 SmartPtr<const Vector> curr_jac_dT_times_curr_y_d();
00231 SmartPtr<const Vector> trial_jac_dT_times_trial_y_d();
00234 SmartPtr<const Vector> curr_jac_c_times_vec(const Vector& vec);
00237 SmartPtr<const Vector> curr_jac_d_times_vec(const Vector& vec);
00241 virtual Number curr_constraint_violation();
00245 virtual Number trial_constraint_violation();
00249 virtual Number curr_nlp_constraint_violation(ENormType NormType);
00253 virtual Number unscaled_curr_nlp_constraint_violation(ENormType NormType);
00255
00259 SmartPtr<const SymMatrix> curr_exact_hessian();
00261
00265 SmartPtr<const Vector> curr_grad_lag_x();
00267 SmartPtr<const Vector> trial_grad_lag_x();
00269 SmartPtr<const Vector> curr_grad_lag_s();
00271 SmartPtr<const Vector> trial_grad_lag_s();
00274 SmartPtr<const Vector> curr_grad_lag_with_damping_x();
00277 SmartPtr<const Vector> curr_grad_lag_with_damping_s();
00279 SmartPtr<const Vector> curr_compl_x_L();
00281 SmartPtr<const Vector> curr_compl_x_U();
00283 SmartPtr<const Vector> curr_compl_s_L();
00285 SmartPtr<const Vector> curr_compl_s_U();
00287 SmartPtr<const Vector> trial_compl_x_L();
00289 SmartPtr<const Vector> trial_compl_x_U();
00291 SmartPtr<const Vector> trial_compl_s_L();
00293 SmartPtr<const Vector> trial_compl_s_U();
00295 SmartPtr<const Vector> curr_relaxed_compl_x_L();
00297 SmartPtr<const Vector> curr_relaxed_compl_x_U();
00299 SmartPtr<const Vector> curr_relaxed_compl_s_L();
00301 SmartPtr<const Vector> curr_relaxed_compl_s_U();
00302
00304 virtual Number curr_primal_infeasibility(ENormType NormType);
00306 virtual Number trial_primal_infeasibility(ENormType NormType);
00307
00309 virtual Number curr_dual_infeasibility(ENormType NormType);
00311 virtual Number trial_dual_infeasibility(ENormType NormType);
00313 virtual Number unscaled_curr_dual_infeasibility(ENormType NormType);
00314
00317 virtual Number curr_complementarity(Number mu, ENormType NormType);
00320 virtual Number trial_complementarity(Number mu, ENormType NormType);
00323 virtual Number unscaled_curr_complementarity(Number mu, ENormType NormType);
00324
00326 Number CalcCentralityMeasure(const Vector& compl_x_L,
00327 const Vector& compl_x_U,
00328 const Vector& compl_s_L,
00329 const Vector& compl_s_U);
00331 virtual Number curr_centrality_measure();
00332
00337 virtual Number curr_nlp_error();
00342 virtual Number unscaled_curr_nlp_error();
00343
00346 virtual Number curr_barrier_error();
00347
00354 virtual Number curr_primal_dual_system_error(Number mu);
00361 virtual Number trial_primal_dual_system_error(Number mu);
00363
00368 Number primal_frac_to_the_bound(Number tau,
00369 const Vector& delta_x,
00370 const Vector& delta_s);
00373 Number curr_primal_frac_to_the_bound(Number tau);
00376 Number dual_frac_to_the_bound(Number tau,
00377 const Vector& delta_z_L,
00378 const Vector& delta_z_U,
00379 const Vector& delta_v_L,
00380 const Vector& delta_v_U);
00383 Number uncached_dual_frac_to_the_bound(Number tau,
00384 const Vector& delta_z_L,
00385 const Vector& delta_z_U,
00386 const Vector& delta_v_L,
00387 const Vector& delta_v_U);
00390 Number curr_dual_frac_to_the_bound(Number tau);
00398 Number uncached_slack_frac_to_the_bound(Number tau,
00399 const Vector& delta_x_L,
00400 const Vector& delta_x_U,
00401 const Vector& delta_s_L,
00402 const Vector& delta_s_U);
00404
00407 SmartPtr<const Vector> curr_sigma_x();
00408 SmartPtr<const Vector> curr_sigma_s();
00410
00412 Number curr_avrg_compl();
00414 Number trial_avrg_compl();
00415
00418 Number curr_gradBarrTDelta();
00419
00421 Number
00422 CalcNormOfType(ENormType NormType,
00423 std::vector<SmartPtr<const Vector> > vecs);
00424
00426 Number
00427 CalcNormOfType(ENormType NormType,
00428 const Vector& vec1, const Vector& vec2);
00429
00431 ENormType constr_viol_normtype() const
00432 {
00433 return constr_viol_normtype_;
00434 }
00435
00437 bool IsSquareProblem() const;
00438
00441 SmartPtr<IpoptNLP>& GetIpoptNLP()
00442 {
00443 return ip_nlp_;
00444 }
00445
00446 IpoptAdditionalCq& AdditionalCq()
00447 {
00448 DBG_ASSERT(IsValid(add_cq_));
00449 return *add_cq_;
00450 }
00451
00455 static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);
00457
00458 private:
00468 IpoptCalculatedQuantities();
00469
00471 IpoptCalculatedQuantities(const IpoptCalculatedQuantities&);
00472
00474 void operator=(const IpoptCalculatedQuantities&);
00476
00480 SmartPtr<IpoptNLP> ip_nlp_;
00482 SmartPtr<IpoptData> ip_data_;
00484 SmartPtr<IpoptAdditionalCq> add_cq_;
00486
00493 Number s_max_;
00496 Number kappa_d_;
00498 Number slack_move_;
00500 ENormType constr_viol_normtype_;
00503 bool warm_start_same_structure_;
00505
00508 CachedResults< SmartPtr<Vector> > curr_slack_x_L_cache_;
00509 CachedResults< SmartPtr<Vector> > curr_slack_x_U_cache_;
00510 CachedResults< SmartPtr<Vector> > curr_slack_s_L_cache_;
00511 CachedResults< SmartPtr<Vector> > curr_slack_s_U_cache_;
00512 CachedResults< SmartPtr<Vector> > trial_slack_x_L_cache_;
00513 CachedResults< SmartPtr<Vector> > trial_slack_x_U_cache_;
00514 CachedResults< SmartPtr<Vector> > trial_slack_s_L_cache_;
00515 CachedResults< SmartPtr<Vector> > trial_slack_s_U_cache_;
00516 Index num_adjusted_slack_x_L_;
00517 Index num_adjusted_slack_x_U_;
00518 Index num_adjusted_slack_s_L_;
00519 Index num_adjusted_slack_s_U_;
00521
00524 CachedResults<Number> curr_f_cache_;
00525 CachedResults<Number> trial_f_cache_;
00526 CachedResults< SmartPtr<const Vector> > curr_grad_f_cache_;
00527 CachedResults< SmartPtr<const Vector> > trial_grad_f_cache_;
00529
00532 CachedResults<Number> curr_barrier_obj_cache_;
00533 CachedResults<Number> trial_barrier_obj_cache_;
00534 CachedResults< SmartPtr<const Vector> > curr_grad_barrier_obj_x_cache_;
00535 CachedResults< SmartPtr<const Vector> > curr_grad_barrier_obj_s_cache_;
00536 CachedResults< SmartPtr<const Vector> > grad_kappa_times_damping_x_cache_;
00537 CachedResults< SmartPtr<const Vector> > grad_kappa_times_damping_s_cache_;
00539
00542 CachedResults< SmartPtr<const Vector> > curr_c_cache_;
00543 CachedResults< SmartPtr<const Vector> > trial_c_cache_;
00544 CachedResults< SmartPtr<const Vector> > curr_d_cache_;
00545 CachedResults< SmartPtr<const Vector> > trial_d_cache_;
00546 CachedResults< SmartPtr<const Vector> > curr_d_minus_s_cache_;
00547 CachedResults< SmartPtr<const Vector> > trial_d_minus_s_cache_;
00548 CachedResults< SmartPtr<const Matrix> > curr_jac_c_cache_;
00549 CachedResults< SmartPtr<const Matrix> > trial_jac_c_cache_;
00550 CachedResults< SmartPtr<const Matrix> > curr_jac_d_cache_;
00551 CachedResults< SmartPtr<const Matrix> > trial_jac_d_cache_;
00552 CachedResults< SmartPtr<const Vector> > curr_jac_cT_times_vec_cache_;
00553 CachedResults< SmartPtr<const Vector> > trial_jac_cT_times_vec_cache_;
00554 CachedResults< SmartPtr<const Vector> > curr_jac_dT_times_vec_cache_;
00555 CachedResults< SmartPtr<const Vector> > trial_jac_dT_times_vec_cache_;
00556 CachedResults< SmartPtr<const Vector> > curr_jac_c_times_vec_cache_;
00557 CachedResults< SmartPtr<const Vector> > curr_jac_d_times_vec_cache_;
00558 CachedResults<Number> curr_constraint_violation_cache_;
00559 CachedResults<Number> trial_constraint_violation_cache_;
00560 CachedResults<Number> curr_nlp_constraint_violation_cache_;
00561 CachedResults<Number> unscaled_curr_nlp_constraint_violation_cache_;
00563
00565 CachedResults< SmartPtr<const SymMatrix> > curr_exact_hessian_cache_;
00566
00569 CachedResults< SmartPtr<const Vector> > curr_grad_lag_x_cache_;
00570 CachedResults< SmartPtr<const Vector> > trial_grad_lag_x_cache_;
00571 CachedResults< SmartPtr<const Vector> > curr_grad_lag_s_cache_;
00572 CachedResults< SmartPtr<const Vector> > trial_grad_lag_s_cache_;
00573 CachedResults< SmartPtr<const Vector> > curr_grad_lag_with_damping_x_cache_;
00574 CachedResults< SmartPtr<const Vector> > curr_grad_lag_with_damping_s_cache_;
00575 CachedResults< SmartPtr<const Vector> > curr_compl_x_L_cache_;
00576 CachedResults< SmartPtr<const Vector> > curr_compl_x_U_cache_;
00577 CachedResults< SmartPtr<const Vector> > curr_compl_s_L_cache_;
00578 CachedResults< SmartPtr<const Vector> > curr_compl_s_U_cache_;
00579 CachedResults< SmartPtr<const Vector> > trial_compl_x_L_cache_;
00580 CachedResults< SmartPtr<const Vector> > trial_compl_x_U_cache_;
00581 CachedResults< SmartPtr<const Vector> > trial_compl_s_L_cache_;
00582 CachedResults< SmartPtr<const Vector> > trial_compl_s_U_cache_;
00583 CachedResults< SmartPtr<const Vector> > curr_relaxed_compl_x_L_cache_;
00584 CachedResults< SmartPtr<const Vector> > curr_relaxed_compl_x_U_cache_;
00585 CachedResults< SmartPtr<const Vector> > curr_relaxed_compl_s_L_cache_;
00586 CachedResults< SmartPtr<const Vector> > curr_relaxed_compl_s_U_cache_;
00587 CachedResults<Number> curr_primal_infeasibility_cache_;
00588 CachedResults<Number> trial_primal_infeasibility_cache_;
00589 CachedResults<Number> curr_dual_infeasibility_cache_;
00590 CachedResults<Number> trial_dual_infeasibility_cache_;
00591 CachedResults<Number> unscaled_curr_dual_infeasibility_cache_;
00592 CachedResults<Number> curr_complementarity_cache_;
00593 CachedResults<Number> trial_complementarity_cache_;
00594 CachedResults<Number> curr_centrality_measure_cache_;
00595 CachedResults<Number> curr_nlp_error_cache_;
00596 CachedResults<Number> unscaled_curr_nlp_error_cache_;
00597 CachedResults<Number> curr_barrier_error_cache_;
00598 CachedResults<Number> curr_primal_dual_system_error_cache_;
00599 CachedResults<Number> trial_primal_dual_system_error_cache_;
00601
00604 CachedResults<Number> primal_frac_to_the_bound_cache_;
00605 CachedResults<Number> dual_frac_to_the_bound_cache_;
00607
00610 CachedResults< SmartPtr<const Vector> > curr_sigma_x_cache_;
00611 CachedResults< SmartPtr<const Vector> > curr_sigma_s_cache_;
00613
00615 CachedResults<Number> curr_avrg_compl_cache_;
00617 CachedResults<Number> trial_avrg_compl_cache_;
00618
00620 CachedResults<Number> curr_gradBarrTDelta_cache_;
00621
00627 SmartPtr<Vector> dampind_x_L_;
00630 SmartPtr<Vector> dampind_x_U_;
00633 SmartPtr<Vector> dampind_s_L_;
00636 SmartPtr<Vector> dampind_s_U_;
00638
00643 SmartPtr<Vector> tmp_x_;
00644 SmartPtr<Vector> tmp_s_;
00645 SmartPtr<Vector> tmp_c_;
00646 SmartPtr<Vector> tmp_d_;
00647 SmartPtr<Vector> tmp_x_L_;
00648 SmartPtr<Vector> tmp_x_U_;
00649 SmartPtr<Vector> tmp_s_L_;
00650 SmartPtr<Vector> tmp_s_U_;
00651
00653 Vector& Tmp_x();
00654 Vector& Tmp_s();
00655 Vector& Tmp_c();
00656 Vector& Tmp_d();
00657 Vector& Tmp_x_L();
00658 Vector& Tmp_x_U();
00659 Vector& Tmp_s_L();
00660 Vector& Tmp_s_U();
00662
00665 bool initialize_called_;
00666
00672 SmartPtr<Vector> CalcSlack_L(const Matrix& P,
00673 const Vector& x,
00674 const Vector& x_bound);
00678 SmartPtr<Vector> CalcSlack_U(const Matrix& P,
00679 const Vector& x,
00680 const Vector& x_bound);
00684 Number CalcBarrierTerm(Number mu,
00685 const Vector& slack_x_L,
00686 const Vector& slack_x_U,
00687 const Vector& slack_s_L,
00688 const Vector& slack_s_U);
00689
00691 SmartPtr<const Vector> CalcCompl(const Vector& slack,
00692 const Vector& mult);
00693
00695 Number CalcFracToBound(const Vector& slack_L,
00696 Vector& tmp_L,
00697 const Matrix& P_L,
00698 const Vector& slack_U,
00699 Vector& tmp_U,
00700 const Matrix& P_U,
00701 const Vector& delta,
00702 Number tau);
00703
00705 void ComputeOptimalityErrorScaling(const Vector& y_c, const Vector& y_d,
00706 const Vector& z_L, const Vector& z_U,
00707 const Vector& v_L, const Vector& v_U,
00708 Number s_max,
00709 Number& s_d, Number& s_c);
00710
00714 Index CalculateSafeSlack(SmartPtr<Vector>& slack,
00715 const SmartPtr<const Vector>& bound,
00716 const SmartPtr<const Vector>& curr_point,
00717 const SmartPtr<const Vector>& multiplier);
00718
00724 void ComputeDampingIndicators(SmartPtr<const Vector>& dampind_x_L,
00725 SmartPtr<const Vector>& dampind_x_U,
00726 SmartPtr<const Vector>& dampind_s_L,
00727 SmartPtr<const Vector>& dampind_s_U);
00728
00735 bool in_restoration_phase();
00736
00738 };
00739
00740 }
00741
00742 #endif