IpEquilibrationScaling.hpp

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// Copyright (C) 2007 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: IpEquilibrationScaling.hpp 2269 2013-05-05 11:32:40Z stefan $
//
// Authors:  Andreas Waechter            IBM    2007-05-21

#ifndef __IPEQUILIBRATIONSCALING_HPP__
#define __IPEQUILIBRATIONSCALING_HPP__

#include "IpNLPScaling.hpp"
#include "IpNLP.hpp"

namespace Ipopt
{
  class EquilibrationScaling : public StandardScalingBase
  {
  public:
    EquilibrationScaling(const SmartPtr<NLP>& nlp)
        :
        StandardScalingBase(),
        nlp_(nlp)
    {}

    virtual ~EquilibrationScaling()
    {}

    static void RegisterOptions(const SmartPtr<RegisteredOptions>& roptions);

  protected:
    bool InitializeImpl(const OptionsList& options,
                        const std::string& prefix);

    virtual void DetermineScalingParametersImpl(
      const SmartPtr<const VectorSpace> x_space,
      const SmartPtr<const VectorSpace> c_space,
      const SmartPtr<const VectorSpace> d_space,
      const SmartPtr<const MatrixSpace> jac_c_space,
      const SmartPtr<const MatrixSpace> jac_d_space,
      const SmartPtr<const SymMatrixSpace> h_space,
      const Matrix& Px_L, const Vector& x_L,
      const Matrix& Px_U, const Vector& x_U,
      Number& df,
      SmartPtr<Vector>& dx,
      SmartPtr<Vector>& dc,
      SmartPtr<Vector>& dd);

  private:


    EquilibrationScaling(const EquilibrationScaling&);

    void operator=(const EquilibrationScaling&);

    SmartPtr<NLP> nlp_;

    Number point_perturbation_radius_;
  };

  class PointPerturber : public ReferencedObject
  {
  public:
    PointPerturber(const Vector& reference_point,
                   Number random_pert_radius,
                   const Matrix& Px_L, const Vector& x_L,
                   const Matrix& Px_U, const Vector& x_U);

    virtual ~PointPerturber()
    {}

    SmartPtr<Vector> MakeNewPerturbedPoint() const;

  private:


    PointPerturber(const PointPerturber&);

    void operator=(const PointPerturber&);

    SmartPtr<Vector> ref_point_;

    SmartPtr<Vector> pert_dir_;
  };

} // namespace Ipopt
#endif