quaduest.h

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// Copyright (C) 2006 Ivo Nowak and Stefan Vigerske
// All Rights Reserved.
// This code is published under the Common Public License.
//
// Author: Stefan Vigerske

#ifndef QUADUEST_H
#define QUADUEST_H

#include "standard.h"
#include "func.h"
#include "sampling.h"
#include "decomp.h"
#include "MINLPData.h"
#include "polynom.h"

class QuadraticUnderestimator {
        private:
                Pointer<Param> param;
                
                double eps;
                int iter_max;
                double time_max;

                Sampling sampling;
                Sampling_Vertices sampling_vertices;
                Sampling_Minimizer sampling_minimizer;
                int sampling_initial; // should we add the initial point
                
                multimap<double, dvector> sample_set;
                multimap<double, dvector>::iterator enforce_tightness;

                list<MultiIndex> multiindices;
                list<Monom> monoms;

                Decomposition decomp;

                void new_multiindices(const SparsityInfo& si, int n);
                
                void new_sampleset(const dvector& lower, const dvector& upper);
                void check_for_nan(const Func& f);
                multimap<double, dvector>::iterator add_point_to_sampleset(const dvector& point);
                multimap<double, dvector>::iterator add_minimizer_to_sample(Pointer<Func> f, const dvector& lower, const dvector& upper, dvector& start);
                
                void quadratic_underestimator(SparseMatrix2& A, SparseVector<double>& b, double& c, const Pointer<Func>& f, ivector& indices, const Pointer<dvector>& lower, const Pointer<dvector>& upper);
                
                bool do_locmin(BoxLocOpt& locminsolver, const Pointer<Func>& f, dvector& start, double& f_val, double& viol1, double& viol2, double& scale2, dvector& b1);
                
        public:
                SparseVector<double> c_add1, c_add2;
                
                double U3_time, locopt_time, max_abscoeff;
                int max_locmin;

                QuadraticUnderestimator(Pointer<Param> param_=NULL);

                void quadratic_underestimator(MinlpProblem& prob, MINLPData& minlpdata, ivector& ineq_index, SparseVector<double>& obj_c_add, vector<SparseVector<double> >& con_c_add);
                Pointer<SepQcFunc> quadratic_underestimator(Pointer<SepQcFunc> f, bool eq, dvector& lower, dvector& upper, dvector& primal);
};

#endif

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