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MittelmannBndryCntrlDiri3D.hpp
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1 // Copyright (C) 2005, 2007 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: MittelmannBndryCntrlDiri3D.hpp 2005 2011-06-06 12:55:16Z stefan $
6 //
7 // Authors: Andreas Waechter IBM 2005-10-18
8 // Olaf Schenk (Univ. of Basel) 2007-08-01
9 // modified MittelmannBndryCntrlDiri.hpp for 3-dim problem
10 
11 #ifndef __MITTELMANNBNDRYCNTRLDIRI3D_HPP__
12 #define __MITTELMANNBNDRYCNTRLDIRI3D_HPP__
13 
14 #include "RegisteredTNLP.hpp"
15 
16 #ifdef HAVE_CONFIG_H
17 #include "config.h"
18 #else
19 #include "configall_system.h"
20 #endif
21 
22 #ifdef HAVE_CMATH
23 # include <cmath>
24 #else
25 # ifdef HAVE_MATH_H
26 # include <math.h>
27 # else
28 # error "don't have header file for math"
29 # endif
30 #endif
31 
32 #ifdef HAVE_CSTDIO
33 # include <cstdio>
34 #else
35 # ifdef HAVE_STDIO_H
36 # include <stdio.h>
37 # else
38 # error "don't have header file for stdio"
39 # endif
40 #endif
41 
42 using namespace Ipopt;
43 
54 {
55 public:
58 
61 
65  virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
66  Index& nnz_h_lag, IndexStyleEnum& index_style);
67 
69  virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
70  Index m, Number* g_l, Number* g_u);
71 
73  virtual bool get_starting_point(Index n, bool init_x, Number* x,
74  bool init_z, Number* z_L, Number* z_U,
75  Index m, bool init_lambda,
76  Number* lambda);
77 
79  virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value);
80 
82  virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f);
83 
85  virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g);
86 
91  virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
92  Index m, Index nele_jac, Index* iRow, Index *jCol,
93  Number* values);
94 
99  virtual bool eval_h(Index n, const Number* x, bool new_x,
100  Number obj_factor, Index m, const Number* lambda,
101  bool new_lambda, Index nele_hess, Index* iRow,
102  Index* jCol, Number* values);
103 
105 
107  virtual bool get_scaling_parameters(Number& obj_scaling,
108  bool& use_x_scaling, Index n,
109  Number* x_scaling,
110  bool& use_g_scaling, Index m,
111  Number* g_scaling);
112 
117  virtual void finalize_solution(SolverReturn status,
118  Index n, const Number* x, const Number* z_L, const Number* z_U,
119  Index m, const Number* g, const Number* lambda,
120  Number obj_valu,
121  const IpoptData* ip_data,
124 
125 protected:
129  void SetBaseParameters(Index N, Number alpha, Number lb_y,
130  Number ub_y, Number lb_u, Number ub_u,
131  Number d_const, Number B, Number C);
132 
136  virtual Number y_d_cont(Number x1, Number x2, Number x3) const =0;
138 
139 private:
154 
181 
186  inline Index y_index(Index i, Index j, Index k) const
187  {
188  return k + (N_+2)*j + (N_+2)*(N_+2)*i;
189  }
192  inline Index pde_index(Index i, Index j, Index k) const
193  {
194  return (k-1) + N_*(j-1) + N_*N_*(i-1);
195  }
197  inline Number x1_grid(Index i) const
198  {
199  return h_*(Number)i;
200  }
202  inline Number x2_grid(Index i) const
203  {
204  return h_*(Number)i;
205  }
207  inline Number x3_grid(Index i) const
208  {
209  return h_*(Number)i;
210  }
212  inline Number PenObj(Number t) const
213  {
214  //return 0.5*t*t;
215  if (t > B_) {
216  return B_*B_/2. + C_*(t - B_);
217  }
218  else if (t < -B_) {
219  return B_*B_/2. + C_*(-t - B_);
220  }
221  else {
222  const Number t2 = t*t;
223  const Number t4 = t2*t2;
224  const Number t6 = t4*t2;
225  return PenA_*t2 + PenB_*t4 + PenC_*t6;
226  }
227  }
229  inline Number PenObj_1(Number t) const
230  {
231  //return t;
232  if (t > B_) {
233  return C_;
234  }
235  else if (t < -B_) {
236  return -C_;
237  }
238  else {
239  const Number t2 = t*t;
240  const Number t3 = t*t2;
241  const Number t5 = t3*t2;
242  return 2.*PenA_*t + 4.*PenB_*t3 + 6.*PenC_*t5;
243  }
244  }
246  inline Number PenObj_2(Number t) const
247  {
248  //return 1.;
249  if (t > B_) {
250  return 0.;
251  }
252  else if (t < -B_) {
253  return 0.;
254  }
255  else {
256  const Number t2 = t*t;
257  const Number t4 = t2*t2;
258  return 2.*PenA_ + 12.*PenB_*t2 + 30.*PenC_*t4;
259  }
260  }
262 
271 };
272 
275 {
276 public:
278  {}
279 
281  {}
282 
283  virtual bool InitializeProblem(Index N)
284  {
285  if (N<1) {
286  printf("N has to be at least 1.");
287  return false;
288  }
289  Number alpha = 0.01;
290  Number lb_y = -1e20;
291  Number ub_y = 3.5;
292  Number lb_u = 0.;
293  Number ub_u = 10.;
294  Number d_const = -20.;
295  Number B = .5;
296  Number C = 0.01;
297  SetBaseParameters(N, alpha, lb_y, ub_y, lb_u, ub_u, d_const, B, C);
298  return true;
299  }
300 protected:
302  virtual Number y_d_cont(Number x1, Number x2, Number x3) const
303  {
304  return 3. + 5.*(x1*(x1-1.)*x2*(x2-1.));
305  }
306 private:
312 
313 };
314 
315 
316 #endif
Number * x
Input: Starting point Output: Optimal solution.
Class for all IPOPT specific calculated quantities.
Base class for boundary control problems with Dirichlet boundary conditions, as formulated by Hans Mi...
Number Number Index Number Number Index Index Index index_style
indexing style for iRow &amp; jCol, 0 for C style, 1 for Fortran style
Index N_
Number of mesh points in one dimension (excluding boundary)
Number Number Index m
Number of constraints.
Number * y_d_
Array for the target profile for y.
Index y_index(Index i, Index j, Index k) const
Translation of mesh point indices to NLP variable indices for y(x_ijk)
Number Number * g
Values of constraint at final point (output only - ignored if set to NULL)
Number Number Index Number Number Index Index Index Eval_F_CB Eval_G_CB Eval_Grad_F_CB Eval_Jac_G_CB Eval_H_CB eval_h
Callback function for evaluating Hessian of Lagrangian function.
Index pde_index(Index i, Index j, Index k) const
Translation of interior mesh point indices to the corresponding PDE constraint number.
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Number PenObj_1(Number t) const
first derivative of penalty function term
virtual Number y_d_cont(Number x1, Number x2, Number x3) const
Target profile function for y.
Number Number Index Number Number Index Index Index Eval_F_CB Eval_G_CB Eval_Grad_F_CB eval_grad_f
Callback function for evaluating gradient of objective function.
Number alpha_
Weighting parameter for the control target deviation functional in the objective. ...
Number ub_y_
overall upper bound on y
Number ub_u_
overall upper bound on u
Number x2_grid(Index i) const
Compute the grid coordinate for given index in x2 direction.
Class implementating Example 1.
Number Number Index Number Number Index Index Index Eval_F_CB Eval_G_CB Eval_Grad_F_CB Eval_Jac_G_CB eval_jac_g
Callback function for evaluating Jacobian of constraint functions.
Number x3_grid(Index i) const
Compute the grid coordinate for given index in x3 direction.
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add more)
Definition: IpAlgTypes.hpp:22
Number d_const_
Constant value of d appearing in elliptical equation.
Number Number Index Number Number Index nele_jac
Number of non-zero elements in constraint Jacobian.
virtual bool InitializeProblem(Index N)
Initialize internal parameters, where N is a parameter determining the problme size.
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:83
Number Number Index Number Number Index Index Index Eval_F_CB Eval_G_CB eval_g
Callback function for evaluating constraint functions.
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
Number Number * x_scaling
Number Number Index Number Number Index Index nele_hess
Number of non-zero elements in Hessian of Lagrangian.
Class implemented the NLP discretization of.
Number PenObj_2(Number t) const
second derivative of penalty function term
Number x1_grid(Index i) const
Compute the grid coordinate for given index in x1 direction.
Number Number Number * g_scaling
Number PenObj(Number t) const
value of penalty function term
IndexStyleEnum
overload this method to return the number of variables and constraints, and the number of non-zeros i...
Definition: IpTNLP.hpp:80
Number obj_scaling
Number Number Index Number Number Index Index Index Eval_F_CB eval_f
Callback function for evaluating objective function.
Number lb_y_
overall lower bound on y
Number lb_u_
overall lower bound on u