// Copyright (C) 2007, 2008 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors:  Andreas Waechter           IBM    2007-06-04
//               derived from IpIpoptCalculatedQuantities.hpp

#ifndef __IPCGPENALTYCQ_HPP__
#define __IPCGPENALTYCQ_HPP__

#include "IpIpoptCalculatedQuantities.hpp"
#include "IpCGPenaltyData.hpp"

namespace Ipopt
{

/** Class for all Chen-Goldfarb penalty method specific calculated
 *  quantities.
 */
class CGPenaltyCq: public IpoptAdditionalCq
{
public:

   /**@name Constructors/Destructors */
   //@{
   /** Constructor */
   CGPenaltyCq(
      IpoptNLP*                  ip_nlp,
      IpoptData*                 ip_data,
      IpoptCalculatedQuantities* ip_cg
   );

   /** Default destructor */
   virtual ~CGPenaltyCq();
   //@}

   /** This method must be called to initialize the global
    *  algorithmic parameters.
    *
    *  The parameters are taken from the OptionsList object.
    */
   bool Initialize(
      const Journalist&  jnlst,
      const OptionsList& options,
      const std::string& prefix
   );

   /**@name Methods for the Chen-Goldfarb line search */
   //@{
   /** Compute ||delta_c, delta_d||_infty */
   Number curr_jac_cd_norm(
      Index nrm_type
   );
   /** Compute gradient scaling based y->Amax */
   Number curr_scaled_y_Amax();
   /** Compute the 2-norm of y plus delta y */
   Number curr_added_y_nrm2();

   /** Method for the penalty function at current point */
   Number curr_penalty_function();
   /** Method for the penalty function at trial point */
   Number trial_penalty_function();
   /** Method for the directional derivative of the penalty function
    *  at current point with current step in delta */
   Number curr_direct_deriv_penalty_function();
   /** Method for the directional derivative of the penalty function
    *  at current point with current "fast" step in delta_cgpen */
   Number curr_fast_direct_deriv_penalty_function();

   /** Quality of d^T Aug(H) d */
   Number dT_times_barH_times_d();

   /** Method for the current value for the perturbation factor for
    *  the Chen-Goldfarb method.  The factor is computed as 2-norm of
    *  the constraints devided by the current penbalty parameter */
   Number curr_cg_pert_fact();

   /** Method for choose line search penalty parameter */
   Number compute_curr_cg_penalty(
      const Number
   );

   /** Method for choose penalty parameters for scaling the KKT system  */
   Number compute_curr_cg_penalty_scale();
   //@}

   /** Methods for IpoptType */
   //@{
   static void RegisterOptions(
      const SmartPtr<RegisteredOptions>& roptions
   );
   //@}

private:
   /**@name Default Compiler Generated Methods
    * (Hidden to avoid implicit creation/calling).
    *
    * These methods are not implemented and
    * we do not want the compiler to implement
    * them for us, so we declare them private
    * and do not define them. This ensures that
    * they will not be implicitly created/called.
    */
   //@{
   /** Default Constructor */
   CGPenaltyCq();

   /** Copy Constructor */
   CGPenaltyCq(
      const CGPenaltyCq&
   );

   /** Default Assignment Operator */
   void operator=(
      const CGPenaltyCq&
   );
   //@}

   /** @name Pointers for easy access to data and NLP information. To
    *  avoid circular references of Smart Pointers, we use a regular
    *  pointer here. */
   //@{
   IpoptNLP* ip_nlp_;
   IpoptData* ip_data_;
   IpoptCalculatedQuantities* ip_cq_;
   //@}

   /** Method to easily access CGPenalty data */
   CGPenaltyData& CGPenData()
   {
      CGPenaltyData& cg_pen_data = static_cast<CGPenaltyData&>(ip_data_->AdditionalData());
      DBG_ASSERT(dynamic_cast<CGPenaltyData*>(&ip_data_->AdditionalData()));
      return cg_pen_data;
   }

   /**@name Caches for the Chen-Goldfarb line search */
   //@{
   CachedResults<Number> curr_fast_direct_deriv_penalty_function_cache_;
   CachedResults<Number> curr_jac_cd_norm_cache_;
   CachedResults<Number> curr_scaled_y_Amax_cache_;
   CachedResults<Number> curr_added_y_nrm2_cache_;
   /** Cache for the penalty function at current point */
   CachedResults<Number> curr_penalty_function_cache_;
   /** Cache for the penalty function at trial point */
   CachedResults<Number> trial_penalty_function_cache_;
   /** Cache for the directional derivative of the penalty function
    *  at current point with step in delta */
   CachedResults<Number> curr_direct_deriv_penalty_function_cache_;
   /** Cache for Chen-Goldfarb perturbation factor. */
   CachedResults<Number> curr_cg_pert_fact_cache_;
   //@}

   /** Parameters for penalty method */
   //@{
   Number reference_infeasibility_;
   //@}

   /** flag indicating if Initialize method has been called (for
    *  debugging) */
   bool initialize_called_;
};

} // namespace Ipopt

#endif
