SensAlgorithm.hpp

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// Copyright 2009, 2011 Hans Pirnay
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Date   : 2009-05-06

#ifndef __SENSALGORITHM_HPP__
#define __SENSALGORITHM_HPP__

#include "IpAlgStrategy.hpp"
#include "SensStepCalc.hpp"
#include "SensMeasurement.hpp"
#include "SensSchurDriver.hpp"
#include "SensUtils.hpp"

namespace Ipopt
{

  class SensAlgorithm : public AlgorithmStrategyObject
  {
  public:

    SensAlgorithm(std::vector< SmartPtr<SchurDriver> >& driver_vec,
          SmartPtr<SensitivityStepCalculator> sens_step_calc,
          SmartPtr<Measurement> measurement,
          Index n_sens_steps);

    virtual ~SensAlgorithm();

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

    SensAlgorithmExitStatus Run();
    SensAlgorithmExitStatus ComputeSensitivityMatrix(void);


    Index nl(void) { return nl_ ; }
    Index nx(void) { return nx_ ; }
    Index nzl(void) {return nzl_ ; }
    Index nzu(void) {return nzu_ ; }
    Index ns(void) {return ns_ ; }
    Index np(void) {return np_ ; }
    
    Number *DirectionalD_X_ ;
    Number *DirectionalD_L_ ;
    Number *DirectionalD_Z_U_ ;
    Number *DirectionalD_Z_L_ ;

    Number *SensitivityM_X_ ;
    Number *SensitivityM_L_ ;
    Number *SensitivityM_Z_U_ ;
    Number *SensitivityM_Z_L_ ;

  private:
    
    Index nl_ ;
    Index nx_ ;  
    Index nzl_ ; 
    Index nzu_ ; 
    Index nceq_ ;
    Index ncineq_ ;
    Index ns_ ;
    Index np_ ;

    std::vector< SmartPtr<SchurDriver> > driver_vec_;
    SmartPtr<SensitivityStepCalculator> sens_step_calc_;
    SmartPtr<Measurement> measurement_;
    Index n_sens_steps_; // I think it is useful to state this number explicitly in the constructor and here.

    void GetDirectionalDerivatives(void) ;

    void GetSensitivityMatrix(Index col) ;

    void UnScaleIteratesVector(SmartPtr<IteratesVector> *V) ;
  };
}

#endif