MittelmannDistCntrlNeumA.hpp
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1 // Copyright (C) 2005, 2006 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: MittelmannDistCntrlNeumA.hpp 2005 2011-06-06 12:55:16Z stefan $
6 //
7 // Authors: Andreas Waechter IBM 2005-10-18
8 // based on MyNLP.hpp
9 
10 #ifndef __MITTELMANNDISTRCNTRLNEUMA_HPP__
11 #define __MITTELMANNDISTRCNTRLNEUMA_HPP__
12 
13 #include "IpTNLP.hpp"
14 #include "RegisteredTNLP.hpp"
15 
16 #ifdef HAVE_CONFIG_H
17 #include "config.h"
18 #else
19 #include "configall_system.h"
20 #endif
21 
22 #ifdef HAVE_CMATH
23 # include <cmath>
24 #else
25 # ifdef HAVE_MATH_H
26 # include <math.h>
27 # else
28 # error "don't have header file for math"
29 # endif
30 #endif
31 
32 #ifdef HAVE_CSTDIO
33 # include <cstdio>
34 #else
35 # ifdef HAVE_STDIO_H
36 # include <stdio.h>
37 # else
38 # error "don't have header file for stdio"
39 # endif
40 #endif
41 
42 using namespace Ipopt;
43 
50 class MittelmannDistCntrlNeumABase : public RegisteredTNLP
51 {
52 public:
55  MittelmannDistCntrlNeumABase();
56 
58  virtual ~MittelmannDistCntrlNeumABase();
59 
63  virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
64  Index& nnz_h_lag, IndexStyleEnum& index_style);
65 
67  virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
68  Index m, Number* g_l, Number* g_u);
69 
71  virtual bool get_starting_point(Index n, bool init_x, Number* x,
72  bool init_z, Number* z_L, Number* z_U,
73  Index m, bool init_lambda,
74  Number* lambda);
75 
77  virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value);
78 
80  virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f);
81 
83  virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g);
84 
89  virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
90  Index m, Index nele_jac, Index* iRow, Index *jCol,
91  Number* values);
92 
97  virtual bool eval_h(Index n, const Number* x, bool new_x,
98  Number obj_factor, Index m, const Number* lambda,
99  bool new_lambda, Index nele_hess, Index* iRow,
100  Index* jCol, Number* values);
101 
103 
105  virtual bool get_scaling_parameters(Number& obj_scaling,
106  bool& use_x_scaling, Index n,
107  Number* x_scaling,
108  bool& use_g_scaling, Index m,
109  Number* g_scaling);
110 
115  virtual void finalize_solution(SolverReturn status,
116  Index n, const Number* x, const Number* z_L, const Number* z_U,
117  Index m, const Number* g, const Number* lambda,
118  Number obj_value,
119  const IpoptData* ip_data,
120  IpoptCalculatedQuantities* ip_cq);
122 
123 protected:
127  void SetBaseParameters(Index N, Number lb_y,
128  Number ub_y, Number lb_u, Number ub_u,
129  Number b_0j, Number b_1j, Number b_i0, Number b_i1,
130  Number u_init);
131 
135  virtual Number y_d_cont(Number x1, Number x2) const =0;
137  virtual Number fint_cont(Number x1, Number x2, Number y, Number u) const =0;
139  virtual Number fint_cont_dy(Number x1, Number x2, Number y, Number u) const =0;
141  virtual Number fint_cont_du(Number x1, Number x2, Number y, Number u) const =0;
143  virtual Number fint_cont_dydy(Number x1, Number x2, Number y, Number u) const =0;
146  virtual bool fint_cont_dydy_alwayszero() const =0;
148  virtual Number fint_cont_dudu(Number x1, Number x2, Number y, Number u) const =0;
151  virtual bool fint_cont_dudu_alwayszero() const =0;
153  virtual Number fint_cont_dydu(Number x1, Number x2, Number y, Number u) const =0;
156  virtual bool fint_cont_dydu_alwayszero() const =0;
158  virtual Number d_cont(Number x1, Number x2, Number y, Number u) const =0;
160  virtual Number d_cont_dy(Number x1, Number x2, Number y, Number u) const =0;
162  virtual Number d_cont_du(Number x1, Number x2, Number y, Number u) const =0;
164  virtual Number d_cont_dydy(Number x1, Number x2, Number y, Number u) const =0;
167  virtual bool d_cont_dydy_alwayszero() const =0;
169  virtual Number d_cont_dudu(Number x1, Number x2, Number y, Number u) const =0;
172  virtual bool d_cont_dudu_alwayszero() const =0;
174  virtual Number d_cont_dydu(Number x1, Number x2, Number y, Number u) const =0;
177  virtual bool d_cont_dydu_alwayszero() const =0;
179 
180 private:
192  MittelmannDistCntrlNeumABase(const MittelmannDistCntrlNeumABase&);
193  MittelmannDistCntrlNeumABase& operator=(const MittelmannDistCntrlNeumABase&);
195 
199  Index N_;
201  Number h_;
203  Number hh_;
205  Number lb_y_;
207  Number ub_y_;