Bonmin  1.7
BonCurvatureEstimator.hpp
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```00001 // Copyright (C) 2006 International Business Machines and others.
00003 // This code is published under the Common Public License.
00004 //
00005 // \$Id: BonCurvatureEstimator.hpp 1758 2010-12-09 12:23:50Z pbonami \$
00006 //
00007 // Author:   Andreas Waechter                 IBM    2006-10-11
00008
00009 #ifndef __BONCURVATUREESTIMATOR_HPP__
00010 #define __BONCURVATUREESTIMATOR_HPP__
00011 #error "Not supported currently"
00012 #include "IpTNLP.hpp"
00013 #include "IpOptionsList.hpp"
00014 #include "IpCompoundSymMatrix.hpp"
00015 #include "IpCompoundVector.hpp"
00016 #include <vector>
00017
00018 namespace Ipopt {
00019   //forward declarations
00020   class TSymLinearSolver;
00021 }
00022
00023 namespace Bonmin
00024 {
00025   using namespace Ipopt;
00026
00029   class CurvatureEstimator: public ReferencedObject
00030   {
00031   public:
00036     CurvatureEstimator(
00037       SmartPtr<Journalist> jnlst,
00038       SmartPtr<OptionsList> options,
00039       SmartPtr<TNLP> tnlp);
00040
00042     virtual ~CurvatureEstimator();
00044
00056     bool ComputeNullSpaceCurvature(
00057       int n,
00058       const Number* x,
00059       bool new_x,
00060       const Number* x_l,
00061       const Number* x_u,
00062       const Number* g_l,
00063       const Number* g_u,
00064       bool new_bounds,
00065       const Number* z_L,
00066       const Number* z_U,
00067       int m,
00068       const Number* lam,
00069       bool new_mults,
00070       const Number* orig_d,
00071       Number* projected_d,
00073       Number& dTHLagd);
00074
00075   private:
00085     CurvatureEstimator();
00086
00088     CurvatureEstimator(const CurvatureEstimator&);
00089
00091     void operator=(const CurvatureEstimator&);
00093
00096     SmartPtr<Journalist> jnlst_;
00097     SmartPtr<OptionsList> options_;
00100     std::string prefix_;
00103     SmartPtr<TSymLinearSolver> eq_tsymlinearsolver_;
00106     SmartPtr<TSymLinearSolver> all_tsymlinearsolver_;
00108
00111     SmartPtr<TNLP> tnlp_;
00112     Index n_;
00114     Index m_;
00115     Index nnz_jac_;
00116     Index* irows_jac_;
00117     Index* jcols_jac_;
00118     Number* jac_vals_;
00119     Index nnz_hess_;
00120     Index* irows_hess_;
00121     Index* jcols_hess_;
00122     Number* hess_vals_;
00124
00129     Index eq_nx_free_;
00132     Index* eq_x_free_map_;
00134     Index eq_ng_fixed_;
00137     Index* eq_g_fixed_map_;
00139
00144     Index all_nx_free_;
00147     Index* all_x_free_map_;
00149     Index all_ng_fixed_;
00152     Index* all_g_fixed_map_;
00154
00156     Number* lambda_;
00157
00161     Number* eq_projected_d_;
00162
00168     SmartPtr<CompoundSymMatrixSpace> eq_comp_proj_matrix_space_;
00170     SmartPtr<CompoundSymMatrix> eq_comp_proj_matrix_;
00173     SmartPtr<CompoundVectorSpace> eq_comp_vec_space_;
00175
00181     SmartPtr<CompoundSymMatrixSpace> all_comp_proj_matrix_space_;
00183     SmartPtr<CompoundSymMatrix> all_comp_proj_matrix_;
00186     SmartPtr<CompoundVectorSpace> all_comp_vec_space_;
00188
00191     std::vector<int> active_x_;
00192     std::vector<int> active_g_;
00194
00195     bool initialized_;
00196
00197     bool Initialize();
00198
00199     bool PrepareNewMatrixStructure(
00200       const Number* x_l,
00201       const Number* x_u,
00202       const Number* g_l,
00203       const Number* g_u,
00204       std::vector<int>& active_x,
00205       std::vector<int>& active_g,
00206       Index& nx_free,
00207       Index* x_free_map,
00208       Index& ng_fixed,
00209       Index* g_fixed_map,
00210       SmartPtr<CompoundSymMatrixSpace>& comp_proj_matrix_space,
00211       SmartPtr<CompoundVectorSpace>& comp_vec_space);
00212
00213     bool PrepareNewMatrixValues(
00214       const Index* x_free_map,
00215       const Index* g_fixed_map,
00216       SmartPtr<CompoundSymMatrixSpace>& comp_proj_matrix_space,
00217       SmartPtr<CompoundSymMatrix>& comp_proj_matrix,
00218       SmartPtr<TSymLinearSolver>& tsymlinearsolver);
00219
00220     bool SolveSystem(
00221       const Number* rhs_x,
00222       const Number* rhs_g,
00223       Number* sol_x, Number* sol_g,
00224       const Index* x_free_map,
00225       const Index* g_fixed_map,
00226       SmartPtr<CompoundVectorSpace>& comp_vec_space,
00227       SmartPtr<CompoundSymMatrix>& comp_proj_matrix,
00228       SmartPtr<TSymLinearSolver>& tsymlinearsolver);
00229
00230     bool Compute_dTHLagd(
00231       const Number* d, const Number* x, bool new_x, const Number* lambda,
00232       bool new_lambda,  Number& dTHLagd);
00233   };
00234
00235 } // namespace Ipopt
00236 #endif
```