IpCGPerturbationHandler.hpp

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// Copyright (C) 2005, 2008 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: IpCGPerturbationHandler.hpp 1861 2010-12-21 21:34:47Z andreasw $
//
// Authors:  Carl Laird, Andreas Waechter              IBM    2005-08-04

#ifndef __IPCGPERTURBATIONHANDLER_HPP__
#define __IPCGPERTURBATIONHANDLER_HPP__

#include "IpPDPerturbationHandler.hpp"
#include "IpCGPenaltyCq.hpp"

namespace Ipopt
{

  class CGPerturbationHandler: public PDPerturbationHandler
  {
  public:
    CGPerturbationHandler();
    virtual ~CGPerturbationHandler()
    {}

    /* overloaded from AlgorithmStrategyObject */
    virtual bool InitializeImpl(const OptionsList& options,
                                const std::string& prefix);

    bool ConsiderNewSystem(Number& delta_x, Number& delta_s,
                           Number& delta_c, Number& delta_d);

    bool PerturbForSingularity(Number& delta_x, Number& delta_s,
                               Number& delta_c, Number& delta_d);

    bool PerturbForWrongInertia(Number& delta_x, Number& delta_s,
                                Number& delta_c, Number& delta_d);

    void CurrentPerturbation(Number& delta_x, Number& delta_s,
                             Number& delta_c, Number& delta_d);

    static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);

  private:
    CGPerturbationHandler(const CGPerturbationHandler&);

    void operator=(const CGPerturbationHandler&);

    CGPenaltyData& CGPenData()
    {
      CGPenaltyData& cg_pen_data =
        static_cast<CGPenaltyData&>(IpData().AdditionalData());
      DBG_ASSERT(dynamic_cast<CGPenaltyData*>(&IpData().AdditionalData()));
      return cg_pen_data;
    }

    CGPenaltyCq& CGPenCq()
    {
      CGPenaltyCq& cg_pen_cq =
        static_cast<CGPenaltyCq&>(IpCq().AdditionalCq());
      DBG_ASSERT(dynamic_cast<CGPenaltyCq*>(&IpCq().AdditionalCq()));
      return cg_pen_cq;
    }

    Number delta_x_last_;
    Number delta_s_last_;
    Number delta_c_last_;
    Number delta_d_last_;

    Number delta_x_curr_;
    Number delta_s_curr_;
    Number delta_c_curr_;
    Number delta_d_curr_;

    bool get_deltas_for_wrong_inertia_called_;

    enum DegenType
    {
      NOT_YET_DETERMINED,
      NOT_DEGENERATE,
      DEGENERATE
    };

    DegenType hess_degenerate_;

    DegenType jac_degenerate_;

    Index degen_iters_;

    enum TrialStatus
    {
      NO_TEST,
      TEST_DELTA_C_EQ_0_DELTA_X_EQ_0,
      TEST_DELTA_C_GT_0_DELTA_X_EQ_0,
      TEST_DELTA_C_EQ_0_DELTA_X_GT_0,
      TEST_DELTA_C_GT_0_DELTA_X_GT_0
    };

    TrialStatus test_status_;

    Number delta_xs_max_;
    Number delta_xs_min_;
    Number delta_xs_first_inc_fact_;
    Number delta_xs_inc_fact_;
    Number delta_xs_dec_fact_;
    Number delta_xs_init_;
    Number delta_cd_val_;
    Number delta_cd_exp_;
    bool reset_last_;
    Index degen_iters_max_;
    bool perturb_always_cd_;

    Number penalty_max_;
    Number mult_diverg_feasibility_tol_;

    bool get_deltas_for_wrong_inertia(Number& delta_x, Number& delta_s,
                                      Number& delta_c, Number& delta_d);

    void finalize_test();
    Number delta_cd();

  };

} // namespace Ipopt

#endif