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MittelmannBndryCntrlDiri3Dsin.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: MittelmannBndryCntrlDiri3Dsin.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 __MITTELMANNBNDRYCNTRLDIRI3DSIN_HPP__
12 #define __MITTELMANNBNDRYCNTRLDIRI3DSIN_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);
132 
136  virtual Number y_d_cont(Number x1, Number x2, Number x3) const =0;
138 
139 private:
154 
179 
184  inline Index y_index(Index i, Index j, Index k) const
185  {
186  return k + (N_+2)*j + (N_+2)*(N_+2)*i;
187  }
190  inline Index pde_index(Index i, Index j, Index k) const
191  {
192  return (k-1) + N_*(j-1) + N_*N_*(i-1);
193  }
195  inline Number x1_grid(Index i) const
196  {
197  return h_*(Number)i;
198  }
200  inline Number x2_grid(Index i) const
201  {
202  return h_*(Number)i;
203  }
205  inline Number x3_grid(Index i) const
206  {
207  return h_*(Number)i;
208  }
210 };
211 
214 {
215 public:
217  {}
218 
220  {}
221 
222  virtual bool InitializeProblem(Index N)
223  {
224  if (N<1) {
225  printf("N has to be at least 1.");
226  return false;
227  }
228  printf("olaf N %d has to be at least 1.", N);
229  Number alpha = 0.1;
230  Number lb_y = -1e20;
231  Number ub_y = 3.5;
232  Number lb_u = 0.;
233  Number ub_u = 10.;
234  Number d_const = -20.;
235  SetBaseParameters(N, alpha, lb_y, ub_y, lb_u, ub_u, d_const);
236  return true;
237  }
238 protected:
240  virtual Number y_d_cont(Number x1, Number x2, Number x3) const
241  {
242  return 3. + 5.*(x1*(x1-1.)*x2*(x2-1.)*x3*(x3-1.));
243  }
244 private:
250 
251 };
252 
253 
254 #endif
Index y_index(Index i, Index j, Index k) const
Translation of mesh point indices to NLP variable indices for y(x_ijk)
Number * x
Input: Starting point Output: Optimal solution.
Class for all IPOPT specific calculated quantities.
Number Number Index Number Number Index Index Index index_style
indexing style for iRow &amp; jCol, 0 for C style, 1 for Fortran style
Number Number Index m
Number of constraints.
Base class for boundary control problems with Dirichlet boundary conditions, as formulated by Hans Mi...
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.
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
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.
Index pde_index(Index i, Index j, Index k) const
Translation of interior mesh point indices to the corresponding PDE constraint number.
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.
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add more)
Definition: IpAlgTypes.hpp:22
Number x1_grid(Index i) const
Compute the grid coordinate for given index in x1 direction.
Class implementating Example 1.
Number Number Index Number Number Index nele_jac
Number of non-zero elements in constraint Jacobian.
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.
Number x3_grid(Index i) const
Compute the grid coordinate for given index in x3 direction.
virtual Number y_d_cont(Number x1, Number x2, Number x3) const
Target profile function for y.
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
Number Number * x_scaling
virtual bool InitializeProblem(Index N)
Initialize internal parameters, where N is a parameter determining the problme size.
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 alpha_
Weighting parameter for the control target deviation functional in the objective. ...
Number * y_d_
Array for the target profile for y.
Number d_const_
Constant value of d appearing in elliptical equation.
Number Number Number * g_scaling
Number x2_grid(Index i) const
Compute the grid coordinate for given index in x2 direction.
IndexStyleEnum
overload this method to return the number of variables and constraints, and the number of non-zeros i...
Definition: IpTNLP.hpp:80
Index N_
Number of mesh points in one dimension (excluding boundary)
Number obj_scaling
Number Number Index Number Number Index Index Index Eval_F_CB eval_f
Callback function for evaluating objective function.