IpQualityFunctionMuOracle.hpp

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// Copyright (C) 2004, 2006 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors:  Andreas Waechter             IBM    2004-11-12
 
#ifndef __IPQUALITYFUNCTIONMUORACLE_HPP__
#define __IPQUALITYFUNCTIONMUORACLE_HPP__
 
#include "IpMuOracle.hpp"
#include "IpPDSystemSolver.hpp"
#include "IpIpoptCalculatedQuantities.hpp"
 
namespace Ipopt
{
 
class QualityFunctionMuOracle: public MuOracle
{
public:
 
   QualityFunctionMuOracle(
      const SmartPtr<PDSystemSolver>& pd_solver
   );
 
   virtual ~QualityFunctionMuOracle();
 
 
   virtual bool InitializeImpl(
      const OptionsList& options,
      const std::string& prefix
   );
 
   virtual bool CalculateMu(
      Number  mu_min,
      Number  mu_max,
      Number& new_mu
   );
 
   static void RegisterOptions(
      SmartPtr<RegisteredOptions> roptions
   );
 
 
   enum NormEnum
   {
      NM_NORM_1 = 0,
      NM_NORM_2_SQUARED,
      NM_NORM_MAX,
      NM_NORM_2
   };
 
   enum CentralityEnum
   {
      CEN_NONE = 0,
      CEN_LOG,
      CEN_RECIPROCAL,
      CEN_CUBED_RECIPROCAL
   };
 
   enum BalancingTermEnum
   {
      BT_NONE = 0,
      BT_CUBIC
   };
 
private:
 
   QualityFunctionMuOracle();
 
   QualityFunctionMuOracle(
      const QualityFunctionMuOracle&
   );
 
   void operator=(
      const QualityFunctionMuOracle&
   );
 
   SmartPtr<PDSystemSolver> pd_solver_;
 
   Number CalculateQualityFunction(
      Number        sigma,
      const Vector& step_aff_x_L,
      const Vector& step_aff_x_U,
      const Vector& step_aff_s_L,
      const Vector& step_aff_s_U,
      const Vector& step_aff_y_c,
      const Vector& step_aff_y_d,
      const Vector& step_aff_z_L,
      const Vector& step_aff_z_U,
      const Vector& step_aff_v_L,
      const Vector& step_aff_v_U,
      const Vector& step_cen_x_L,
      const Vector& step_cen_x_U,
      const Vector& step_cen_s_L,
      const Vector& step_cen_s_U,
      const Vector& step_cen_y_c,
      const Vector& step_cen_y_d,
      const Vector& step_cen_z_L,
      const Vector& step_cen_z_U,
      const Vector& step_cen_v_L,
      const Vector& step_cen_v_U
   );
 
   Number PerformGoldenSection(
      Number        sigma_up,
      Number        q_up,
      Number        sigma_lo,
      Number        q_lo,
      Number        sigma_tol,
      Number        qf_tol,
      const Vector& step_aff_x_L,
      const Vector& step_aff_x_U,
      const Vector& step_aff_s_L,
      const Vector& step_aff_s_U,
      const Vector& step_aff_y_c,
      const Vector& step_aff_y_d,
      const Vector& step_aff_z_L,
      const Vector& step_aff_z_U,
      const Vector& step_aff_v_L,
      const Vector& step_aff_v_U,
      const Vector& step_cen_x_L,
      const Vector& step_cen_x_U,
      const Vector& step_cen_s_L,
      const Vector& step_cen_s_U,
      const Vector& step_cen_y_c,
      const Vector& step_cen_y_d,
      const Vector& step_cen_z_L,
      const Vector& step_cen_z_U,
      const Vector& step_cen_v_L,
      const Vector& step_cen_v_U
   );
 
   Number ScaleSigma(
      Number sigma
   );
 
   Number UnscaleSigma(
      Number scaled_sigma
   );
 
   /* This doesn't seem to work well, so I took it out for now (AW)
    Number PerformGoldenSectionLog(Number sigma_up,
    Number sigma_lo,
    Number tol,
    const Vector& step_aff_x_L,
    const Vector& step_aff_x_U,
    const Vector& step_aff_s_L,
    const Vector& step_aff_s_U,
    const Vector& step_aff_y_c,
    const Vector& step_aff_y_d,
    const Vector& step_aff_z_L,
    const Vector& step_aff_z_U,
    const Vector& step_aff_v_L,
    const Vector& step_aff_v_U,
    const Vector& step_cen_x_L,
    const Vector& step_cen_x_U,
    const Vector& step_cen_s_L,
    const Vector& step_cen_s_U,
    const Vector& step_cen_y_c,
    const Vector& step_cen_y_d,
    const Vector& step_cen_z_L,
    const Vector& step_cen_z_U,
    const Vector& step_cen_v_L,
    const Vector& step_cen_v_U);
    */
 
 
   Number sigma_max_;
 
   Number sigma_min_;
 
   NormEnum quality_function_norm_;
 
   CentralityEnum quality_function_centrality_;
 
   BalancingTermEnum quality_function_balancing_term_;
 
   Number quality_function_section_sigma_tol_;
 
   Number quality_function_section_qf_tol_;
 
   Index quality_function_max_section_steps_;
 
   SmartPtr<Vector> tmp_step_x_L_;
   SmartPtr<Vector> tmp_step_x_U_;
   SmartPtr<Vector> tmp_step_s_L_;
   SmartPtr<Vector> tmp_step_s_U_;
   SmartPtr<Vector> tmp_step_z_L_;
   SmartPtr<Vector> tmp_step_z_U_;
   SmartPtr<Vector> tmp_step_v_L_;
   SmartPtr<Vector> tmp_step_v_U_;
 
   SmartPtr<Vector> tmp_slack_x_L_;
   SmartPtr<Vector> tmp_slack_x_U_;
   SmartPtr<Vector> tmp_slack_s_L_;
   SmartPtr<Vector> tmp_slack_s_U_;
   SmartPtr<Vector> tmp_z_L_;
   SmartPtr<Vector> tmp_z_U_;
   SmartPtr<Vector> tmp_v_L_;
   SmartPtr<Vector> tmp_v_U_;
 
   /* Counter for the qualify function evaluations */
   Index count_qf_evals_;
 
   bool initialized_;
   Index n_dual_;
   Index n_pri_;
   Index n_comp_;
 
   SmartPtr<const Vector> curr_slack_x_L_;
   SmartPtr<const Vector> curr_slack_x_U_;
   SmartPtr<const Vector> curr_slack_s_L_;
   SmartPtr<const Vector> curr_slack_s_U_;
 
   SmartPtr<const Vector> curr_z_L_;
   SmartPtr<const Vector> curr_z_U_;
   SmartPtr<const Vector> curr_v_L_;
   SmartPtr<const Vector> curr_v_U_;
 
   Number curr_grad_lag_x_asum_;
   Number curr_grad_lag_s_asum_;
   Number curr_c_asum_;
   Number curr_d_minus_s_asum_;
 
   Number curr_grad_lag_x_nrm2_;
   Number curr_grad_lag_s_nrm2_;
   Number curr_c_nrm2_;
   Number curr_d_minus_s_nrm2_;
 
   Number curr_grad_lag_x_amax_;
   Number curr_grad_lag_s_amax_;
   Number curr_c_amax_;
   Number curr_d_minus_s_amax_;
};
 
} // namespace Ipopt
 
#endif