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00011 #ifndef __MITTELMANNBNDRYCNTRLDIRI3D_HPP__
00012 #define __MITTELMANNBNDRYCNTRLDIRI3D_HPP__
00013
00014 #include "RegisteredTNLP.hpp"
00015
00016 #ifdef HAVE_CMATH
00017 # include <cmath>
00018 #else
00019 # ifdef HAVE_MATH_H
00020 # include <math.h>
00021 # else
00022 # error "don't have header file for math"
00023 # endif
00024 #endif
00025
00026 using namespace Ipopt;
00027
00037 class MittelmannBndryCntrlDiriBase3D : public RegisteredTNLP
00038 {
00039 public:
00041 MittelmannBndryCntrlDiriBase3D();
00042
00044 virtual ~MittelmannBndryCntrlDiriBase3D();
00045
00049 virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
00050 Index& nnz_h_lag, IndexStyleEnum& index_style);
00051
00053 virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
00054 Index m, Number* g_l, Number* g_u);
00055
00057 virtual bool get_starting_point(Index n, bool init_x, Number* x,
00058 bool init_z, Number* z_L, Number* z_U,
00059 Index m, bool init_lambda,
00060 Number* lambda);
00061
00063 virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value);
00064
00066 virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f);
00067
00069 virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g);
00070
00075 virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
00076 Index m, Index nele_jac, Index* iRow, Index *jCol,
00077 Number* values);
00078
00083 virtual bool eval_h(Index n, const Number* x, bool new_x,
00084 Number obj_factor, Index m, const Number* lambda,
00085 bool new_lambda, Index nele_hess, Index* iRow,
00086 Index* jCol, Number* values);
00087
00089
00091 virtual bool get_scaling_parameters(Number& obj_scaling,
00092 bool& use_x_scaling, Index n,
00093 Number* x_scaling,
00094 bool& use_g_scaling, Index m,
00095 Number* g_scaling);
00096
00101 virtual void finalize_solution(SolverReturn status,
00102 Index n, const Number* x, const Number* z_L, const Number* z_U,
00103 Index m, const Number* g, const Number* lambda,
00104 Number obj_valu,
00105 const IpoptData* ip_data,
00106 IpoptCalculatedQuantities* ip_cq);
00108
00109 protected:
00113 void SetBaseParameters(Index N, Number alpha, Number lb_y,
00114 Number ub_y, Number lb_u, Number ub_u,
00115 Number d_const, Number B, Number C);
00116
00120 virtual Number y_d_cont(Number x1, Number x2, Number x3) const =0;
00122
00123 private:
00135 MittelmannBndryCntrlDiriBase3D(const MittelmannBndryCntrlDiriBase3D&);
00136 MittelmannBndryCntrlDiriBase3D& operator=(const MittelmannBndryCntrlDiriBase3D&);
00138
00142 Index N_;
00144 Number h_;
00146 Number hh_;
00148 Number hhh_;
00150 Number lb_y_;
00152 Number ub_y_;
00154 Number lb_u_;
00156 Number ub_u_;
00158 Number d_const_;
00161 Number alpha_;
00163 Number* y_d_;
00165
00170 inline Index y_index(Index i, Index j, Index k) const
00171 {
00172 return k + (N_+2)*j + (N_+2)*(N_+2)*i;
00173 }
00176 inline Index pde_index(Index i, Index j, Index k) const
00177 {
00178 return (k-1) + N_*(j-1) + N_*N_*(i-1);
00179 }
00181 inline Number x1_grid(Index i) const
00182 {
00183 return h_*(Number)i;
00184 }
00186 inline Number x2_grid(Index i) const
00187 {
00188 return h_*(Number)i;
00189 }
00191 inline Number x3_grid(Index i) const
00192 {
00193 return h_*(Number)i;
00194 }
00196 inline Number PenObj(Number t) const
00197 {
00198
00199 if (t > B_) {
00200 return B_*B_/2. + C_*(t - B_);
00201 }
00202 else if (t < -B_) {
00203 return B_*B_/2. + C_*(-t - B_);
00204 }
00205 else {
00206 const Number t2 = t*t;
00207 const Number t4 = t2*t2;
00208 const Number t6 = t4*t2;
00209 return PenA_*t2 + PenB_*t4 + PenC_*t6;
00210 }
00211 }
00213 inline Number PenObj_1(Number t) const
00214 {
00215
00216 if (t > B_) {
00217 return C_;
00218 }
00219 else if (t < -B_) {
00220 return -C_;
00221 }
00222 else {
00223 const Number t2 = t*t;
00224 const Number t3 = t*t2;
00225 const Number t5 = t3*t2;
00226 return 2.*PenA_*t + 4.*PenB_*t3 + 6.*PenC_*t5;
00227 }
00228 }
00230 inline Number PenObj_2(Number t) const
00231 {
00232
00233 if (t > B_) {
00234 return 0.;
00235 }
00236 else if (t < -B_) {
00237 return 0.;
00238 }
00239 else {
00240 const Number t2 = t*t;
00241 const Number t4 = t2*t2;
00242 return 2.*PenA_ + 12.*PenB_*t2 + 30.*PenC_*t4;
00243 }
00244 }
00246
00249 Number B_;
00250 Number C_;
00251 Number PenA_;
00252 Number PenB_;
00253 Number PenC_;
00255 };
00256
00258 class MittelmannBndryCntrlDiri3D : public MittelmannBndryCntrlDiriBase3D
00259 {
00260 public:
00261 MittelmannBndryCntrlDiri3D()
00262 {}
00263
00264 virtual ~MittelmannBndryCntrlDiri3D()
00265 {}
00266
00267 virtual bool InitializeProblem(Index N)
00268 {
00269 if (N<1) {
00270 printf("N has to be at least 1.");
00271 return false;
00272 }
00273 Number alpha = 0.01;
00274 Number lb_y = -1e20;
00275 Number ub_y = 3.5;
00276 Number lb_u = 0.;
00277 Number ub_u = 10.;
00278 Number d_const = -20.;
00279 Number B = .5;
00280 Number C = 0.01;
00281 SetBaseParameters(N, alpha, lb_y, ub_y, lb_u, ub_u, d_const, B, C);
00282 return true;
00283 }
00284 protected:
00286 virtual Number y_d_cont(Number x1, Number x2, Number x3) const
00287 {
00288 return 3. + 5.*(x1*(x1-1.)*x2*(x2-1.));
00289 }
00290 private:
00293 MittelmannBndryCntrlDiri3D(const MittelmannBndryCntrlDiri3D&);
00294 MittelmannBndryCntrlDiri3D& operator=(const MittelmannBndryCntrlDiri3D&);
00296
00297 };
00298
00299
00300 #endif