MittelmannBndryCntrlNeum.hpp

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// Copyright (C) 2005, 2006 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: MittelmannBndryCntrlNeum.hpp 2005 2011-06-06 12:55:16Z stefan $
//
// Authors:  Andreas Waechter           IBM    2005-10-18
//                  based on MyNLP.hpp

#ifndef __MITTELMANNBNDRYCNTRLNEUM_HPP__
#define __MITTELMANNBNDRYCNTRLNEUM_HPP__

#include "IpTNLP.hpp"
#include "RegisteredTNLP.hpp"

#ifdef HAVE_CONFIG_H
#include "config.h"
#else
#include "configall_system.h"
#endif

#ifdef HAVE_CMATH
# include <cmath>
#else
# ifdef HAVE_MATH_H
#  include <math.h>
# else
#  error "don't have header file for math"
# endif
#endif

#ifdef HAVE_CSTDIO
# include <cstdio>
#else
# ifdef HAVE_STDIO_H
#  include <stdio.h>
# else
#  error "don't have header file for stdio"
# endif
#endif

using namespace Ipopt;

class MittelmannBndryCntrlNeumBase : public RegisteredTNLP
{
public:
  MittelmannBndryCntrlNeumBase();

  virtual ~MittelmannBndryCntrlNeumBase();

  virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
                            Index& nnz_h_lag, IndexStyleEnum& index_style);

  virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
                               Index m, Number* g_l, Number* g_u);

  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);

  virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value);

  virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f);

  virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g);

  virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
                          Index m, Index nele_jac, Index* iRow, Index *jCol,
                          Number* values);

  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);


  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);

  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);

protected:
  void SetBaseParameters(Index N, Number alpha, Number lb_y,
                         Number ub_y, Number lb_u, Number ub_u,
                         Number u_init);

  virtual Number y_d_cont(Number x1, Number x2) const =0;
  virtual Number d_cont(Number x1, Number x2, Number y) const =0;
  virtual Number d_cont_dy(Number x1, Number x2, Number y) const =0;
  virtual Number d_cont_dydy(Number x1, Number x2, Number y) const =0;
  virtual bool d_cont_dydy_alwayszero() const =0;
  virtual Number b_cont(Number x1, Number x2, Number y, Number u) const =0;
  virtual Number b_cont_dy(Number x1, Number x2, Number y, Number u) const =0;
  virtual Number b_cont_du(Number x1, Number x2, Number y, Number u) const =0;
  virtual Number b_cont_dydy(Number x1, Number x2, Number y, Number u) const =0;
  virtual bool b_cont_dydy_alwayszero() const =0;

private:
  MittelmannBndryCntrlNeumBase(const MittelmannBndryCntrlNeumBase&);
  MittelmannBndryCntrlNeumBase& operator=(const MittelmannBndryCntrlNeumBase&);

  Index N_;
  Number h_;
  Number hh_;
  Number lb_y_;
  Number ub_y_;
  Number lb_u_;
  Number ub_u_;
  Number u_init_;
  Number alpha_;
  Number* y_d_;

  inline Index y_index(Index i, Index j) const
  {
    return j + (N_+2)*i;
  }
  inline Index u0j_index(Index j) const
  {
    return (N_+2)*(N_+2) + j-1;
  }
  inline Index u1j_index(Index j) const
  {
    return (N_+2)*(N_+2) + N_ + j-1;
  }
  inline Index ui0_index(Index j) const
  {
    return (N_+2)*(N_+2) + 2*N_ + j-1;
  }
  inline Index ui1_index(Index j) const
  {
    return (N_+2)*(N_+2) + 3*N_ + j-1;
  }
  inline Number x1_grid(Index i) const
  {
    return h_*(Number)i;
  }
  inline Number x2_grid(Index j) const
  {
    return h_*(Number)j;
  }
};

class MittelmannBndryCntrlNeum1 : public MittelmannBndryCntrlNeumBase
{
public:
  MittelmannBndryCntrlNeum1()
  {}

  virtual ~MittelmannBndryCntrlNeum1()
  {}

  virtual bool InitializeProblem(Index N)
  {
    if (N<1) {
      printf("N has to be at least 1.");
      return false;
    }
    Number alpha = 0.01;
    Number lb_y = -1e20;
    Number ub_y = 2.071;
    Number lb_u = 3.7;
    Number ub_u = 4.5;
    Number u_init = (ub_u+lb_u)/2.;

    SetBaseParameters(N, alpha, lb_y, ub_y, lb_u, ub_u, u_init);
    return true;
  }
protected:
  virtual Number y_d_cont(Number x1, Number x2)  const
  {
    return 2. - 2.*(x1*(x1-1.) + x2*(x2-1.));
  }
  virtual Number d_cont(Number x1, Number x2, Number y)  const
  {
    return 0.;
  }
  virtual Number d_cont_dy(Number x1, Number x2, Number y)  const
  {
    return 0.;
  }
  virtual Number d_cont_dydy(Number x1, Number x2, Number y)  const
  {
    return 0.;
  }
  virtual bool d_cont_dydy_alwayszero() const
  {
    return true;
  }
  virtual Number b_cont(Number x1, Number x2, Number y, Number u) const
  {
    return u - y*y;
  }
  virtual Number b_cont_dy(Number x1, Number x2, Number y, Number u) const
  {
    return - 2.*y;
  }
  virtual Number b_cont_du(Number x1, Number x2, Number y, Number u) const
  {
    return 1.;
  }
  virtual Number b_cont_dydy(Number x1, Number x2, Number y, Number u) const
  {
    return -2.;
  }
  virtual bool b_cont_dydy_alwayszero() const
  {
    return false;
  }
private:
  MittelmannBndryCntrlNeum1(const MittelmannBndryCntrlNeum1&);
  MittelmannBndryCntrlNeum1& operator=(const MittelmannBndryCntrlNeum1&);
};

class MittelmannBndryCntrlNeum2 : public MittelmannBndryCntrlNeumBase
{
public:
  MittelmannBndryCntrlNeum2()
  {}

  virtual ~MittelmannBndryCntrlNeum2()
  {}

  virtual bool InitializeProblem(Index N)
  {
    if (N<1) {
      printf("N has to be at least 1.");
      return false;
    }
    Number alpha = 0.;
    Number lb_y = -1e20;
    Number ub_y = 2.835;
    Number lb_u = 6.;
    Number ub_u = 9.;
    Number u_init = (ub_u+lb_u)/2.;

    SetBaseParameters(N, alpha, lb_y, ub_y, lb_u, ub_u, u_init);
    return true;
  }
protected:
  virtual Number y_d_cont(Number x1, Number x2)  const
  {
    return 2. - 2.*(x1*(x1-1.) + x2*(x2-1.));
  }
  virtual Number d_cont(Number x1, Number x2, Number y)  const
  {
    return 0.;
  }
  virtual Number d_cont_dy(Number x1, Number x2, Number y)  const
  {
    return 0.;
  }
  virtual Number d_cont_dydy(Number x1, Number x2, Number y)  const
  {
    return 0.;
  }
  virtual bool d_cont_dydy_alwayszero() const
  {
    return true;
  }
  virtual Number b_cont(Number x1, Number x2, Number y, Number u) const
  {
    return u - y*y;
  }
  virtual Number b_cont_dy(Number x1, Number x2, Number y, Number u) const
  {
    return - 2.*y;
  }
  virtual Number b_cont_du(Number x1, Number x2, Number y, Number u) const
  {
    return 1.;
  }
  virtual Number b_cont_dydy(Number x1, Number x2, Number y, Number u) const
  {
    return -2.;
  }
  virtual bool b_cont_dydy_alwayszero() const
  {
    return false;
  }
private:
  MittelmannBndryCntrlNeum2(const MittelmannBndryCntrlNeum2&);
  MittelmannBndryCntrlNeum2& operator=(const MittelmannBndryCntrlNeum2&);
};

class MittelmannBndryCntrlNeum3 : public MittelmannBndryCntrlNeumBase
{
public:
  MittelmannBndryCntrlNeum3()
  {}

  virtual ~MittelmannBndryCntrlNeum3()
  {}

  virtual bool InitializeProblem(Index N)
  {
    if (N<1) {
      printf("N has to be at least 1.");
      return false;
    }
    Number alpha = 0.01;
    Number lb_y = -1e20;
    Number ub_y = 2.7;
    Number lb_u = 1.8;
    Number ub_u = 2.5;
    Number u_init = (ub_u+lb_u)/2.;

    SetBaseParameters(N, alpha, lb_y, ub_y, lb_u, ub_u, u_init);
    return true;
  }
protected:
  virtual Number y_d_cont(Number x1, Number x2)  const
  {
    return 2. - 2.*(x1*(x1-1.) + x2*(x2-1.));
  }
  virtual Number d_cont(Number x1, Number x2, Number y)  const
  {
    return y*y*y-y;
  }
  virtual Number d_cont_dy(Number x1, Number x2, Number y)  const
  {
    return 3.*y*y-1.;
  }
  virtual Number d_cont_dydy(Number x1, Number x2, Number y)  const
  {
    return 6.*y;
  }
  virtual bool d_cont_dydy_alwayszero() const
  {
    return false;
  }
  virtual Number b_cont(Number x1, Number x2, Number y, Number u) const
  {
    return u;
  }
  virtual Number b_cont_dy(Number x1, Number x2, Number y, Number u) const
  {
    return 0.;
  }
  virtual Number b_cont_du(Number x1, Number x2, Number y, Number u) const
  {
    return 1.;
  }
  virtual Number b_cont_dydy(Number x1, Number x2, Number y, Number u) const
  {
    return 0.;
  }
  virtual bool b_cont_dydy_alwayszero() const
  {
    return true;
  }
private:
  MittelmannBndryCntrlNeum3(const MittelmannBndryCntrlNeum3&);
  MittelmannBndryCntrlNeum3& operator=(const MittelmannBndryCntrlNeum3&);
};

class MittelmannBndryCntrlNeum4 : public MittelmannBndryCntrlNeumBase
{
public:
  MittelmannBndryCntrlNeum4()
  {}

  virtual ~MittelmannBndryCntrlNeum4()
  {}

  virtual bool InitializeProblem(Index N)
  {
    if (N<1) {
      printf("N has to be at least 1.");
      return false;
    }
    Number alpha = 0.;
    Number lb_y = -1e20;
    Number ub_y = 2.7;
    Number lb_u = 1.8;
    Number ub_u = 2.5;
    Number u_init = (ub_u+lb_u)/2.;

    SetBaseParameters(N, alpha, lb_y, ub_y, lb_u, ub_u, u_init);
    return true;
  }
protected:
  virtual Number y_d_cont(Number x1, Number x2)  const
  {
    return 2. - 2.*(x1*(x1-1.) + x2*(x2-1.));
  }
  virtual Number d_cont(Number x1, Number x2, Number y)  const
  {
    return y*y*y-y;
  }
  virtual Number d_cont_dy(Number x1, Number x2, Number y)  const
  {
    return 3.*y*y-1.;
  }
  virtual Number d_cont_dydy(Number x1, Number x2, Number y)  const
  {
    return 6.*y;
  }
  virtual bool d_cont_dydy_alwayszero() const
  {
    return false;
  }
  virtual Number b_cont(Number x1, Number x2, Number y, Number u) const
  {
    return u;
  }
  virtual Number b_cont_dy(Number x1, Number x2, Number y, Number u) const
  {
    return 0.;
  }
  virtual Number b_cont_du(Number x1, Number x2, Number y, Number u) const
  {
    return 1.;
  }
  virtual Number b_cont_dydy(Number x1, Number x2, Number y, Number u) const
  {
    return 0.;
  }
  virtual bool b_cont_dydy_alwayszero() const
  {
    return true;
  }
private:
  MittelmannBndryCntrlNeum4(const MittelmannBndryCntrlNeum4&);
  MittelmannBndryCntrlNeum4& operator=(const MittelmannBndryCntrlNeum4&);
};

#endif