/home/coin/SVN-release/CoinAll-1.1.0/Ipopt/examples/ScalableProblems/MittelmannBndryCntrlDiri3D.hpp

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00001 // Copyright (C) 2005, 2007 International Business Machines and others.
00002 // All Rights Reserved.
00003 // This code is published under the Common Public License.
00004 //
00005 // $Id: MittelmannBndryCntrlDiri.hpp 1010 2007-06-21 15:54:36Z andreasw $
00006 //
00007 // Authors:  Andreas Waechter             IBM    2005-10-18
00008 //           Olaf Schenk   (Univ. of Basel)      2007-08-01
00009 //              modified MittelmannBndryCntrlDiri.hpp for 3-dim problem
00010 
00011 #ifndef __MITTELMANNBNDRYCNTRLDIRI3D_HPP__
00012 #define __MITTELMANNBNDRYCNTRLDIRI3D_HPP__
00013 
00014 #include "RegisteredTNLP.hpp"
00015 
00016 #ifdef HAVE_CMATH
00017 # include <cmath>
00018 #else
00019 # ifdef HAVE_MATH_H
00020 #  include <math.h>
00021 # else
00022 #  error "don't have header file for math"
00023 # endif
00024 #endif
00025 
00026 using namespace Ipopt;
00027 
00037 class MittelmannBndryCntrlDiriBase3D : public RegisteredTNLP
00038 {
00039 public:
00041   MittelmannBndryCntrlDiriBase3D();
00042 
00044   virtual ~MittelmannBndryCntrlDiriBase3D();
00045 
00049   virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
00050                             Index& nnz_h_lag, IndexStyleEnum& index_style);
00051 
00053   virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
00054                                Index m, Number* g_l, Number* g_u);
00055 
00057   virtual bool get_starting_point(Index n, bool init_x, Number* x,
00058                                   bool init_z, Number* z_L, Number* z_U,
00059                                   Index m, bool init_lambda,
00060                                   Number* lambda);
00061 
00063   virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value);
00064 
00066   virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f);
00067 
00069   virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g);
00070 
00075   virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
00076                           Index m, Index nele_jac, Index* iRow, Index *jCol,
00077                           Number* values);
00078 
00083   virtual bool eval_h(Index n, const Number* x, bool new_x,
00084                       Number obj_factor, Index m, const Number* lambda,
00085                       bool new_lambda, Index nele_hess, Index* iRow,
00086                       Index* jCol, Number* values);
00087 
00089 
00091   virtual bool get_scaling_parameters(Number& obj_scaling,
00092                                       bool& use_x_scaling, Index n,
00093                                       Number* x_scaling,
00094                                       bool& use_g_scaling, Index m,
00095                                       Number* g_scaling);
00096 
00101   virtual void finalize_solution(SolverReturn status,
00102                                  Index n, const Number* x, const Number* z_L, const Number* z_U,
00103                                  Index m, const Number* g, const Number* lambda,
00104                                  Number obj_valu,
00105                                  const IpoptData* ip_data,
00106                                  IpoptCalculatedQuantities* ip_cq);
00108 
00109 protected:
00113   void SetBaseParameters(Index N, Number alpha, Number lb_y,
00114                          Number ub_y, Number lb_u, Number ub_u,
00115                          Number d_const, Number B, Number C);
00116 
00120   virtual Number y_d_cont(Number x1, Number x2, Number x3) const =0;
00122 
00123 private:
00135   MittelmannBndryCntrlDiriBase3D(const MittelmannBndryCntrlDiriBase3D&);
00136   MittelmannBndryCntrlDiriBase3D& operator=(const MittelmannBndryCntrlDiriBase3D&);
00138 
00142   Index N_;
00144   Number h_;
00146   Number hh_;
00148   Number hhh_;
00150   Number lb_y_;
00152   Number ub_y_;
00154   Number lb_u_;
00156   Number ub_u_;
00158   Number d_const_;
00161   Number alpha_;
00163   Number* y_d_;
00165 
00170   inline Index y_index(Index i, Index j, Index k) const
00171   {
00172     return k + (N_+2)*j + (N_+2)*(N_+2)*i;
00173   }
00176   inline Index pde_index(Index i, Index j, Index k) const
00177   {
00178     return (k-1) + N_*(j-1) + N_*N_*(i-1);
00179   }
00181   inline Number x1_grid(Index i) const
00182   {
00183     return h_*(Number)i;
00184   }
00186   inline Number x2_grid(Index i) const
00187   {
00188     return h_*(Number)i;
00189   }
00191   inline Number x3_grid(Index i) const
00192   {
00193     return h_*(Number)i;
00194   }
00196   inline Number PenObj(Number t) const
00197   {
00198     //return 0.5*t*t;
00199     if (t > B_) {
00200       return B_*B_/2. + C_*(t - B_);
00201     }
00202     else if (t < -B_) {
00203       return B_*B_/2. + C_*(-t - B_);
00204     }
00205     else {
00206       const Number t2 = t*t;
00207       const Number t4 = t2*t2;
00208       const Number t6 = t4*t2;
00209       return PenA_*t2 + PenB_*t4 + PenC_*t6;
00210     }
00211   }
00213   inline Number PenObj_1(Number t) const
00214   {
00215     //return t;
00216     if (t > B_) {
00217       return C_;
00218     }
00219     else if (t < -B_) {
00220       return -C_;
00221     }
00222     else {
00223       const Number t2 = t*t;
00224       const Number t3 = t*t2;
00225       const Number t5 = t3*t2;
00226       return 2.*PenA_*t + 4.*PenB_*t3 + 6.*PenC_*t5;
00227     }
00228   }
00230   inline Number PenObj_2(Number t) const
00231   {
00232     //return 1.;
00233     if (t > B_) {
00234       return 0.;
00235     }
00236     else if (t < -B_) {
00237       return 0.;
00238     }
00239     else {
00240       const Number t2 = t*t;
00241       const Number t4 = t2*t2;
00242       return 2.*PenA_ + 12.*PenB_*t2 + 30.*PenC_*t4;
00243     }
00244   }
00246 
00249   Number B_;
00250   Number C_;
00251   Number PenA_;
00252   Number PenB_;
00253   Number PenC_;
00255 };
00256 
00258 class MittelmannBndryCntrlDiri3D : public MittelmannBndryCntrlDiriBase3D
00259 {
00260 public:
00261   MittelmannBndryCntrlDiri3D()
00262   {}
00263 
00264   virtual ~MittelmannBndryCntrlDiri3D()
00265   {}
00266 
00267   virtual bool InitializeProblem(Index N)
00268   {
00269     if (N<1) {
00270       printf("N has to be at least 1.");
00271       return false;
00272     }
00273     Number alpha = 0.01;
00274     Number lb_y = -1e20;
00275     Number ub_y = 3.5;
00276     Number lb_u = 0.;
00277     Number ub_u = 10.;
00278     Number d_const = -20.;
00279     Number B = .5;
00280     Number C = 0.01;
00281     SetBaseParameters(N, alpha, lb_y, ub_y, lb_u, ub_u, d_const, B, C);
00282     return true;
00283   }
00284 protected:
00286   virtual Number y_d_cont(Number x1, Number x2, Number x3)  const
00287   {
00288     return 3. + 5.*(x1*(x1-1.)*x2*(x2-1.));
00289   }
00290 private:
00293   MittelmannBndryCntrlDiri3D(const MittelmannBndryCntrlDiri3D&);
00294   MittelmannBndryCntrlDiri3D& operator=(const MittelmannBndryCntrlDiri3D&);
00296 
00297 };
00298 
00299 
00300 #endif

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