MittelmannParaCntrlBase< T > Class Template Reference

Base class for parabolic and elliptic control problems, as formulated by Hans Mittelmann as problem (P) in "Sufficient Optimality for Discretized Parabolic and Elliptic Control Problems". More...

#include <MittelmannParaCntrl.hpp>

Inheritance diagram for MittelmannParaCntrlBase< T >:

[legend]Collaboration diagram for MittelmannParaCntrlBase< T >:

[legend]List of all members.


Public Member Functions
	MittelmannParaCntrlBase ()
	Constructor.
virtual	~MittelmannParaCntrlBase ()
	Default destructor.
virtual bool	get_scaling_parameters (Number &obj_scaling, bool &use_x_scaling, Index n, Number x_scaling, bool &use_g_scaling, Index m, Number g_scaling)
	Method for returning scaling parameters.
virtual bool	InitializeProblem (Index N)
	Initialize internal parameters, where N is a parameter determining the problme size.
Overloaded from TNLP
virtual bool	get_nlp_info (Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style)
	Method to return some info about the nlp.
virtual bool	get_bounds_info (Index n, Number x_l, Number x_u, Index m, Number g_l, Number g_u)
	Method to return the bounds for my problem.
virtual bool	get_starting_point (Index n, bool init_x, Number x, bool init_z, Number z_L, Number z_U, Index m, bool init_lambda, Number lambda)
	Method to return the starting point for the algorithm.
virtual bool	eval_f (Index n, const Number *x, bool new_x, Number &obj_value)
	Method to return the objective value.
virtual bool	eval_grad_f (Index n, const Number x, bool new_x, Number grad_f)
	Method to return the gradient of the objective.
virtual bool	eval_g (Index n, const Number x, bool new_x, Index m, Number g)
	Method to return the constraint residuals.
virtual bool	eval_jac_g (Index n, const Number x, bool new_x, Index m, Index nele_jac, Index iRow, Index jCol, Number values)
	Method to return: 1) The structure of the jacobian (if "values" is NULL) 2) The values of the jacobian (if "values" is not NULL).
virtual bool	eval_h (Index n, const Number x, bool new_x, Number obj_factor, Index m, const Number lambda, bool new_lambda, Index nele_hess, Index iRow, Index jCol, Number *values)
	Method to return: 1) The structure of the hessian of the lagrangian (if "values" is NULL) 2) The values of the hessian of the lagrangian (if "values" is not NULL).
Solution Methods
virtual void	finalize_solution (SolverReturn status, Index n, const Number x, const Number z_L, const Number z_U, Index m, const Number g, const Number lambda, Number obj_value, const IpoptData ip_data, IpoptCalculatedQuantities *ip_cq)
	This method is called after the optimization, and could write an output file with the optimal profiles.
Private Member Functions
Methods to block default compiler methods.
The compiler automatically generates the following three methods. Since the default compiler implementation is generally not what you want (for all but the most simple classes), we usually put the declarations of these methods in the private section and never implement them. This prevents the compiler from implementing an incorrect "default" behavior without us knowing. (See Scott Meyers book, "Effective C++")
	MittelmannParaCntrlBase (const MittelmannParaCntrlBase< T > &)
MittelmannParaCntrlBase &	operator= (const MittelmannParaCntrlBase< T > &)
Auxilliary methods
Index	y_index (Index jx, Index it) const
	Translation of mesh point indices to NLP variable indices for y(x_ij).
Index	u_index (Index it) const
	Translation of mesh point indices to NLP variable indices for y(x_ij).
Number	t_grid (Index i) const
	Compute the grid coordinate for given index in t direction.
Number	x_grid (Index j) const
	Compute the grid coordinate for given index in x direction.
Private Attributes
Problem specification
Number	T_
	Upper bound on t.
Number	l_
	Upper bound on x.
Index	Nt_
	Number of mesh points in t direction.
Index	Nx_
	Number of mesh points in x direction.
Number	dt_
	Step size in t direction.
Number	dx_
	Step size in x direction.
Number	lb_y_
	overall lower bound on y
Number	ub_y_
	overall upper bound on y
Number	lb_u_
	overall lower bound on u
Number	ub_u_
	overall upper bound on u
Number	alpha_
	Weighting parameter for the control target deviation functional in the objective.
Number	beta_
	Weighting parameter in PDE.
Number *	y_T_
	Array for the target profile for y in objective.
Number *	a_y_
	Array for weighting function a_y in objective.
Number *	a_u_
	Array for weighting function a_u in objective.

Detailed Description

template<class T>
class MittelmannParaCntrlBase< T >

Base class for parabolic and elliptic control problems, as formulated by Hans Mittelmann as problem (P) in "Sufficient Optimality for Discretized Parabolic and Elliptic Control Problems".

Definition at line 32 of file MittelmannParaCntrl.hpp.

Constructor & Destructor Documentation

template<class T>

MittelmannParaCntrlBase< T >::MittelmannParaCntrlBase ( )

Constructor.

Definition at line 183 of file MittelmannParaCntrl.hpp.

template<class T>

MittelmannParaCntrlBase< T >::~MittelmannParaCntrlBase ( ) [virtual]

Default destructor.

Definition at line 191 of file MittelmannParaCntrl.hpp.

References MittelmannParaCntrlBase< T >::a_u_, MittelmannParaCntrlBase< T >::a_y_, and MittelmannParaCntrlBase< T >::y_T_.

template<class T>

MittelmannParaCntrlBase< T >::MittelmannParaCntrlBase ( const MittelmannParaCntrlBase< T > & ) [private]

Member Function Documentation

template<class T>

bool MittelmannParaCntrlBase< T >::get_nlp_info	(	Index &	n,
		Index &	m,
		Index &	nnz_jac_g,
		Index &	nnz_h_lag,
		IndexStyleEnum &	index_style
	)			`[virtual]`

Method to return some info about the nlp.

Definition at line 240 of file MittelmannParaCntrl.hpp.

References Ipopt::TNLP::C_STYLE, MittelmannParaCntrlBase< T >::Nt_, and MittelmannParaCntrlBase< T >::Nx_.

template<class T>

bool MittelmannParaCntrlBase< T >::get_bounds_info	(	Index	n,
		Number *	x_l,
		Number *	x_u,
		Index	m,
		Number *	g_l,
		Number *	g_u
	)			`[virtual]`

Method to return the bounds for my problem.

Implements Ipopt::TNLP.

Definition at line 263 of file MittelmannParaCntrl.hpp.

References MittelmannParaCntrlBase< T >::lb_u_, MittelmannParaCntrlBase< T >::lb_y_, MittelmannParaCntrlBase< T >::Nt_, MittelmannParaCntrlBase< T >::Nx_, MittelmannParaCntrlBase< T >::t_grid(), MittelmannParaCntrlBase< T >::u_index(), MittelmannParaCntrlBase< T >::ub_u_, MittelmannParaCntrlBase< T >::ub_y_, MittelmannParaCntrlBase< T >::x_grid(), and MittelmannParaCntrlBase< T >::y_index().

template<class T>

bool MittelmannParaCntrlBase< T >::get_starting_point	(	Index	n,
		bool	init_x,
		Number *	x,
		bool	init_z,
		Number *	z_L,
		Number *	z_U,
		Index	m,
		bool	init_lambda,
		Number *	lambda
	)			`[virtual]`

Method to return the starting point for the algorithm.

Implements Ipopt::TNLP.

Definition at line 313 of file MittelmannParaCntrl.hpp.

References DBG_ASSERT, MittelmannParaCntrlBase< T >::lb_u_, MittelmannParaCntrlBase< T >::Nt_, MittelmannParaCntrlBase< T >::Nx_, MittelmannParaCntrlBase< T >::u_index(), MittelmannParaCntrlBase< T >::ub_u_, and MittelmannParaCntrlBase< T >::y_index().

template<class T>

bool MittelmannParaCntrlBase< T >::eval_f	(	Index	n,
		const Number *	x,
		bool	new_x,
		Number &	obj_value
	)			`[virtual]`

Method to return the objective value.

Implements Ipopt::TNLP.

Definition at line 357 of file MittelmannParaCntrl.hpp.

References MittelmannParaCntrlBase< T >::a_u_, MittelmannParaCntrlBase< T >::a_y_, MittelmannParaCntrlBase< T >::alpha_, MittelmannParaCntrlBase< T >::dt_, MittelmannParaCntrlBase< T >::dx_, MittelmannParaCntrlBase< T >::Nt_, MittelmannParaCntrlBase< T >::Nx_, flopc::sum(), MittelmannParaCntrlBase< T >::u_index(), MittelmannParaCntrlBase< T >::y_index(), and MittelmannParaCntrlBase< T >::y_T_.

template<class T>

bool MittelmannParaCntrlBase< T >::eval_grad_f	(	Index	n,
		const Number *	x,
		bool	new_x,
		Number *	grad_f
	)			`[virtual]`

Method to return the gradient of the objective.

Implements Ipopt::TNLP.

Definition at line 393 of file MittelmannParaCntrl.hpp.

References MittelmannParaCntrlBase< T >::a_u_, MittelmannParaCntrlBase< T >::a_y_, MittelmannParaCntrlBase< T >::alpha_, MittelmannParaCntrlBase< T >::dt_, MittelmannParaCntrlBase< T >::dx_, MittelmannParaCntrlBase< T >::Nt_, MittelmannParaCntrlBase< T >::Nx_, MittelmannParaCntrlBase< T >::u_index(), MittelmannParaCntrlBase< T >::y_index(), and MittelmannParaCntrlBase< T >::y_T_.

template<class T>

bool MittelmannParaCntrlBase< T >::eval_g	(	Index	n,
		const Number *	x,
		bool	new_x,
		Index	m,
		Number *	g
	)			`[virtual]`

Method to return the constraint residuals.

Implements Ipopt::TNLP.

Definition at line 426 of file MittelmannParaCntrl.hpp.

References MittelmannParaCntrlBase< T >::beta_, DBG_ASSERT, MittelmannParaCntrlBase< T >::dt_, MittelmannParaCntrlBase< T >::dx_, MittelmannParaCntrlBase< T >::Nt_, MittelmannParaCntrlBase< T >::Nx_, MittelmannParaCntrlBase< T >::u_index(), and MittelmannParaCntrlBase< T >::y_index().

template<class T>

bool MittelmannParaCntrlBase< T >::eval_jac_g	(	Index	n,
		const Number *	x,
		bool	new_x,
		Index	m,
		Index	nele_jac,
		Index *	iRow,
		Index *	jCol,
		Number *	values
	)			`[virtual]`

Method to return: 1) The structure of the jacobian (if "values" is NULL) 2) The values of the jacobian (if "values" is not NULL).

Implements Ipopt::TNLP.

Definition at line 464 of file MittelmannParaCntrl.hpp.

template<class T>

bool MittelmannParaCntrlBase< T >::eval_h	(	Index	n,
		const Number *	x,
		bool	new_x,
		Number	obj_factor,
		Index	m,
		const Number *	lambda,
		bool	new_lambda,
		Index	nele_hess,
		Index *	iRow,
		Index *	jCol,
		Number *	values
	)			`[virtual]`

Method to return: 1) The structure of the hessian of the lagrangian (if "values" is NULL) 2) The values of the hessian of the lagrangian (if "values" is not NULL).

Reimplemented from Ipopt::TNLP.

Definition at line 566 of file MittelmannParaCntrl.hpp.

References MittelmannParaCntrlBase< T >::alpha_, DBG_ASSERT, MittelmannParaCntrlBase< T >::dt_, MittelmannParaCntrlBase< T >::dx_, MittelmannParaCntrlBase< T >::Nt_, MittelmannParaCntrlBase< T >::Nx_, MittelmannParaCntrlBase< T >::u_index(), and MittelmannParaCntrlBase< T >::y_index().

template<class T>

bool MittelmannParaCntrlBase< T >::get_scaling_parameters	(	Number &	obj_scaling,
		bool &	use_x_scaling,
		Index	n,
		Number *	x_scaling,
		bool &	use_g_scaling,
		Index	m,
		Number *	g_scaling
	)			`[virtual]`

Method for returning scaling parameters.

Reimplemented from Ipopt::TNLP.

Definition at line 343 of file MittelmannParaCntrl.hpp.

References MittelmannParaCntrlBase< T >::dt_, MittelmannParaCntrlBase< T >::dx_, and Ipopt::Min().

template<class T>

void MittelmannParaCntrlBase< T >::finalize_solution	(	SolverReturn	status,
		Index	n,
		const Number *	x,
		const Number *	z_L,
		const Number *	z_U,
		Index	m,
		const Number *	g,
		const Number *	lambda,
		Number	obj_value,
		const IpoptData *	ip_data,
		IpoptCalculatedQuantities *	ip_cq
	)			`[virtual]`