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MittelmannParaCntrlBase< T > Class Template Reference

Base class for parabolic and elliptic control problems, as formulated by Hans Mittelmann as problem (P) in "Sufficient Optimality for Discretized Parabolic and Elliptic Control Problems". More...

#include <MittelmannParaCntrl.hpp>

+ Inheritance diagram for MittelmannParaCntrlBase< T >:

Public Member Functions

 MittelmannParaCntrlBase ()
 Constructor. More...
 
virtual ~MittelmannParaCntrlBase ()
 Default destructor. More...
 
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)
 Method for returning scaling parameters. More...
 
virtual bool InitializeProblem (Index N)
 Initialize internal parameters, where N is a parameter determining the problme size. More...
 
Overloaded from TNLP
virtual bool get_nlp_info (Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style)
 Method to return some info about the nlp. More...
 
virtual bool get_bounds_info (Index n, Number *x_l, Number *x_u, Index m, Number *g_l, Number *g_u)
 Method to return the bounds for my problem. More...
 
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)
 Method to return the starting point for the algorithm. More...
 
virtual bool eval_f (Index n, const Number *x, bool new_x, Number &obj_value)
 Method to return the objective value. More...
 
virtual bool eval_grad_f (Index n, const Number *x, bool new_x, Number *grad_f)
 Method to return the gradient of the objective. More...
 
virtual bool eval_g (Index n, const Number *x, bool new_x, Index m, Number *g)
 Method to return the constraint residuals. More...
 
virtual bool eval_jac_g (Index n, const Number *x, bool new_x, Index m, Index nele_jac, Index *iRow, Index *jCol, Number *values)
 Method to return: 1) The structure of the jacobian (if "values" is NULL) 2) The values of the jacobian (if "values" is not NULL) More...
 
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)
 Method to return: 1) The structure of the hessian of the lagrangian (if "values" is NULL) 2) The values of the hessian of the lagrangian (if "values" is not NULL) More...
 
Solution Methods
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)
 This method is called after the optimization, and could write an output file with the optimal profiles. More...
 
- Public Member Functions inherited from Ipopt::TNLP
 DECLARE_STD_EXCEPTION (INVALID_TNLP)
 
 TNLP ()
 
virtual ~TNLP ()
 Default destructor. More...
 
virtual void finalize_metadata (Index n, const StringMetaDataMapType &var_string_md, const IntegerMetaDataMapType &var_integer_md, const NumericMetaDataMapType &var_numeric_md, Index m, const StringMetaDataMapType &con_string_md, const IntegerMetaDataMapType &con_integer_md, const NumericMetaDataMapType &con_numeric_md)
 This method is called just before finalize_solution. More...
 
virtual bool intermediate_callback (AlgorithmMode mode, Index iter, Number obj_value, Number inf_pr, Number inf_du, Number mu, Number d_norm, Number regularization_size, Number alpha_du, Number alpha_pr, Index ls_trials, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq)
 Intermediate Callback method for the user. More...
 
virtual Index get_number_of_nonlinear_variables ()
 
virtual bool get_list_of_nonlinear_variables (Index num_nonlin_vars, Index *pos_nonlin_vars)
 
virtual bool get_var_con_metadata (Index n, StringMetaDataMapType &var_string_md, IntegerMetaDataMapType &var_integer_md, NumericMetaDataMapType &var_numeric_md, Index m, StringMetaDataMapType &con_string_md, IntegerMetaDataMapType &con_integer_md, NumericMetaDataMapType &con_numeric_md)
 overload this method to return any meta data for the variables and the constraints More...
 
virtual bool get_variables_linearity (Index n, LinearityType *var_types)
 overload this method to return the variables linearity (TNLP::LINEAR or TNLP::NON_LINEAR). More...
 
virtual bool get_constraints_linearity (Index m, LinearityType *const_types)
 overload this method to return the constraint linearity. More...
 
virtual bool get_warm_start_iterate (IteratesVector &warm_start_iterate)
 overload this method to provide an Ipopt iterate (already in the form Ipopt requires it internally) for a warm start. More...
 
- Public Member Functions inherited from Ipopt::ReferencedObject
 ReferencedObject ()
 
virtual ~ReferencedObject ()
 
Index ReferenceCount () const
 
void AddRef (const Referencer *referencer) const
 
void ReleaseRef (const Referencer *referencer) const
 

Private Member Functions

Methods to block default compiler methods.

The compiler automatically generates the following three methods.

Since the default compiler implementation is generally not what you want (for all but the most simple classes), we usually put the declarations of these methods in the private section and never implement them. This prevents the compiler from implementing an incorrect "default" behavior without us knowing. (See Scott Meyers book, "Effective C++")

 MittelmannParaCntrlBase (const MittelmannParaCntrlBase< T > &)
 
MittelmannParaCntrlBaseoperator= (const MittelmannParaCntrlBase< T > &)
 
Auxilliary methods
Index y_index (Index jx, Index it) const
 Translation of mesh point indices to NLP variable indices for y(x_ij) More...
 
Index u_index (Index it) const
 
Number t_grid (Index i) const
 Compute the grid coordinate for given index in t direction. More...
 
Number x_grid (Index j) const
 Compute the grid coordinate for given index in x direction. More...
 

Private Attributes

Problem specification
Number T_
 Upper bound on t. More...
 
Number l_
 Upper bound on x. More...
 
Index Nt_
 Number of mesh points in t direction. More...
 
Index Nx_
 Number of mesh points in x direction. More...
 
Number dt_
 Step size in t direction. More...
 
Number dx_
 Step size in x direction. More...
 
Number lb_y_
 overall lower bound on y More...
 
Number ub_y_
 overall upper bound on y More...
 
Number lb_u_
 overall lower bound on u More...
 
Number ub_u_
 overall upper bound on u More...
 
Number alpha_
 Weighting parameter for the control target deviation functional in the objective. More...
 
Number beta_
 Weighting parameter in PDE. More...
 
Numbery_T_
 Array for the target profile for y in objective. More...
 
Numbera_y_
 Array for weighting function a_y in objective. More...
 
Numbera_u_
 Array for weighting function a_u in objective. More...
 

Additional Inherited Members

- Public Types inherited from Ipopt::TNLP
enum  LinearityType { LINEAR, NON_LINEAR }
 Type of the constraints. More...
 
enum  IndexStyleEnum { C_STYLE =0, FORTRAN_STYLE =1 }
 overload this method to return the number of variables and constraints, and the number of non-zeros in the jacobian and the hessian. More...
 
typedef std::map< std::string,
std::vector< std::string > > 
StringMetaDataMapType
 
typedef std::map< std::string,
std::vector< Index > > 
IntegerMetaDataMapType
 
typedef std::map< std::string,
std::vector< Number > > 
NumericMetaDataMapType
 

Detailed Description

template<class T>
class MittelmannParaCntrlBase< T >

Base class for parabolic and elliptic control problems, as formulated by Hans Mittelmann as problem (P) in "Sufficient Optimality for Discretized Parabolic and Elliptic Control Problems".

Definition at line 38 of file MittelmannParaCntrl.hpp.

Constructor & Destructor Documentation

template<class T >
MittelmannParaCntrlBase< T >::MittelmannParaCntrlBase ( )

Constructor.

Definition at line 189 of file MittelmannParaCntrl.hpp.

template<class T >
MittelmannParaCntrlBase< T >::~MittelmannParaCntrlBase ( )
virtual

Default destructor.

Definition at line 197 of file MittelmannParaCntrl.hpp.

template<class T >
MittelmannParaCntrlBase< T >::MittelmannParaCntrlBase ( const MittelmannParaCntrlBase< T > &  )
private

Member Function Documentation

template<class T >
bool MittelmannParaCntrlBase< T >::get_nlp_info ( Index n,
Index m,
Index nnz_jac_g,
Index nnz_h_lag,
IndexStyleEnum index_style 
)
virtual

Method to return some info about the nlp.

Implements Ipopt::TNLP.

Definition at line 246 of file MittelmannParaCntrl.hpp.

template<class T >
bool MittelmannParaCntrlBase< T >::get_bounds_info ( Index  n,
Number x_l,
Number x_u,
Index  m,
Number g_l,
Number g_u 
)
virtual

Method to return the bounds for my problem.

Implements Ipopt::TNLP.

Definition at line 269 of file MittelmannParaCntrl.hpp.

template<class T >
bool MittelmannParaCntrlBase< T >::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

Method to return the starting point for the algorithm.

Implements Ipopt::TNLP.

Definition at line 319 of file MittelmannParaCntrl.hpp.

template<class T >
bool MittelmannParaCntrlBase< T >::eval_f ( Index  n,
const Number x,
bool  new_x,
Number obj_value 
)
virtual

Method to return the objective value.

Implements Ipopt::TNLP.

Definition at line 363 of file MittelmannParaCntrl.hpp.

template<class T >
bool MittelmannParaCntrlBase< T >::eval_grad_f ( Index  n,
const Number x,
bool  new_x,
Number grad_f 
)
virtual

Method to return the gradient of the objective.

Implements Ipopt::TNLP.

Definition at line 399 of file MittelmannParaCntrl.hpp.

template<class T >
bool MittelmannParaCntrlBase< T >::eval_g ( Index  n,
const Number x,
bool  new_x,
Index  m,
Number g 
)
virtual

Method to return the constraint residuals.

Implements Ipopt::TNLP.

Definition at line 432 of file MittelmannParaCntrl.hpp.

template<class T >
bool MittelmannParaCntrlBase< T >::eval_jac_g ( Index  n,
const Number x,
bool  new_x,
Index  m,
Index  nele_jac,
Index iRow,
Index jCol,
Number values 
)
virtual

Method to return: 1) The structure of the jacobian (if "values" is NULL) 2) The values of the jacobian (if "values" is not NULL)

Implements Ipopt::TNLP.

Definition at line 470 of file MittelmannParaCntrl.hpp.

template<class T >
bool MittelmannParaCntrlBase< T >::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

Method to return: 1) The structure of the hessian of the lagrangian (if "values" is NULL) 2) The values of the hessian of the lagrangian (if "values" is not NULL)

Reimplemented from Ipopt::TNLP.

Definition at line 572 of file MittelmannParaCntrl.hpp.

template<class T >
bool MittelmannParaCntrlBase< T >::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

Method for returning scaling parameters.

Reimplemented from Ipopt::TNLP.

Definition at line 349 of file MittelmannParaCntrl.hpp.

template<class T >
void MittelmannParaCntrlBase< T >::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 
)
virtual

This method is called after the optimization, and could write an output file with the optimal profiles.

Implements Ipopt::TNLP.

Definition at line 633 of file MittelmannParaCntrl.hpp.

template<class T >
bool MittelmannParaCntrlBase< T >::InitializeProblem ( Index  N)
virtual

Initialize internal parameters, where N is a parameter determining the problme size.

This returns false, if N has an invalid value.

Implements RegisteredTNLP.

Definition at line 206 of file MittelmannParaCntrl.hpp.

template<class T >
MittelmannParaCntrlBase& MittelmannParaCntrlBase< T >::operator= ( const MittelmannParaCntrlBase< T > &  )
private
template<class T >
Index MittelmannParaCntrlBase< T >::y_index ( Index  jx,
Index  it 
) const
inlineprivate

Translation of mesh point indices to NLP variable indices for y(x_ij)

Definition at line 167 of file MittelmannParaCntrl.hpp.

template<class T >
Index MittelmannParaCntrlBase< T >::u_index ( Index  it) const
inlineprivate

Definition at line 171 of file MittelmannParaCntrl.hpp.

template<class T >
Number MittelmannParaCntrlBase< T >::t_grid ( Index  i) const
inlineprivate

Compute the grid coordinate for given index in t direction.

Definition at line 176 of file MittelmannParaCntrl.hpp.

template<class T >
Number MittelmannParaCntrlBase< T >::x_grid ( Index  j) const
inlineprivate

Compute the grid coordinate for given index in x direction.

Definition at line 181 of file MittelmannParaCntrl.hpp.

Member Data Documentation

template<class T >
Number MittelmannParaCntrlBase< T >::T_
private

Upper bound on t.

Definition at line 131 of file MittelmannParaCntrl.hpp.

template<class T >
Number MittelmannParaCntrlBase< T >::l_
private

Upper bound on x.

Definition at line 133 of file MittelmannParaCntrl.hpp.

template<class T >
Index MittelmannParaCntrlBase< T >::Nt_
private

Number of mesh points in t direction.

Definition at line 135 of file MittelmannParaCntrl.hpp.

template<class T >
Index MittelmannParaCntrlBase< T >::Nx_
private

Number of mesh points in x direction.

Definition at line 137 of file MittelmannParaCntrl.hpp.

template<class T >
Number MittelmannParaCntrlBase< T >::dt_
private

Step size in t direction.

Definition at line 139 of file MittelmannParaCntrl.hpp.

template<class T >
Number MittelmannParaCntrlBase< T >::dx_
private

Step size in x direction.

Definition at line 141 of file MittelmannParaCntrl.hpp.

template<class T >
Number MittelmannParaCntrlBase< T >::lb_y_
private

overall lower bound on y

Definition at line 143 of file MittelmannParaCntrl.hpp.

template<class T >
Number MittelmannParaCntrlBase< T >::ub_y_
private

overall upper bound on y

Definition at line 145 of file MittelmannParaCntrl.hpp.

template<class T >
Number MittelmannParaCntrlBase< T >::lb_u_
private

overall lower bound on u

Definition at line 147 of file MittelmannParaCntrl.hpp.

template<class T >
Number MittelmannParaCntrlBase< T >::ub_u_
private

overall upper bound on u

Definition at line 149 of file MittelmannParaCntrl.hpp.

template<class T >
Number MittelmannParaCntrlBase< T >::alpha_
private

Weighting parameter for the control target deviation functional in the objective.

Definition at line 152 of file MittelmannParaCntrl.hpp.

template<class T >
Number MittelmannParaCntrlBase< T >::beta_
private

Weighting parameter in PDE.

Definition at line 154 of file MittelmannParaCntrl.hpp.

template<class T >
Number* MittelmannParaCntrlBase< T >::y_T_
private

Array for the target profile for y in objective.

Definition at line 156 of file MittelmannParaCntrl.hpp.

template<class T >
Number* MittelmannParaCntrlBase< T >::a_y_
private

Array for weighting function a_y in objective.

Definition at line 158 of file MittelmannParaCntrl.hpp.

template<class T >
Number* MittelmannParaCntrlBase< T >::a_u_
private

Array for weighting function a_u in objective.

Definition at line 160 of file MittelmannParaCntrl.hpp.


The documentation for this class was generated from the following file: