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 > &)

MittelmannParaCntrlBase &	operator= (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...

Number *	y_T_
	Array for the target profile for y in objective. More...

Number *	a_y_
	Array for weighting function a_y in objective. More...

Number *	a_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:

examples/ScalableProblems/MittelmannParaCntrl.hpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

template<class T> class MittelmannParaCntrlBase< T >

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

template<class T>
class MittelmannParaCntrlBase< T >