// Copyright (C) 2004, 2007 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Common Public License.
//
// $Id: IpRestoIpoptNLP.cpp 984 2007-05-30 23:03:22Z andreasw $
//
// Authors:  Carl Laird, Andreas Waechter     IBM    2004-08-13

#include "IpRestoIpoptNLP.hpp"
#include "IpIdentityMatrix.hpp"
#include "IpSumSymMatrix.hpp"
#include "IpSumMatrix.hpp"
#include "IpNLPScaling.hpp"
#include "IpLowRankUpdateSymMatrix.hpp"
#include "IpIpoptData.hpp"
#include "IpIpoptCalculatedQuantities.hpp"

#ifdef HAVE_CMATH
# include <cmath>
#else
# ifdef HAVE_MATH_H
#  include <math.h>
# else
#  error "don't have header file for math"
# endif
#endif

namespace Ipopt
{
#if COIN_IPOPT_VERBOSITY > 0
  static const Index dbg_verbosity = 0;
#endif

  RestoIpoptNLP::RestoIpoptNLP(IpoptNLP& orig_ip_nlp,
                               IpoptData& orig_ip_data,
                               IpoptCalculatedQuantities& orig_ip_cq)
      :
      IpoptNLP(new NoNLPScalingObject()),
      orig_ip_nlp_(&orig_ip_nlp),
      orig_ip_data_(&orig_ip_data),
      orig_ip_cq_(&orig_ip_cq),
      rho_(1000.),
      eta_factor_(1.0),
      eta_mu_exponent_(0.5)
  {}

  RestoIpoptNLP::~RestoIpoptNLP()
  {}

  void RestoIpoptNLP::RegisterOptions(SmartPtr<RegisteredOptions> roptions)
  {
    roptions->AddStringOption2(
      "evaluate_orig_obj_at_resto_trial",
      "Determines if the original objective function should be evaluated at restoration phase trial points.",
      "yes",
      "no", "skip evaluation",
      "yes", "evaluate at every trial point",
      "Setting this option to \"yes\" makes the restoration phase algorithm "
      "evaluate the objective function of the original problem at every trial "
      "point encountered during the restoration phase, even if this value is "
      "not required.  In this way, it is guaranteed that the original "
      "objective function can be evaluated without error at all accepted "
      "iterates; otherwise the algorithm might fail at a point where the "
      "restoration phase accepts an iterate that is good for the restoration "
      "phase problem, but not the original problem.  On the other hand, if "
      "the evaluation of the original objective is expensive, this might be "
      "costly.");
  }

  bool RestoIpoptNLP::Initialize(const Journalist& jnlst,
                                 const OptionsList& options,
                                 const std::string& prefix)
  {
    options.GetBoolValue("evaluate_orig_obj_at_resto_trial",
                         evaluate_orig_obj_at_resto_trial_, prefix);
    Index enum_int;
    options.GetEnumValue("hessian_approximation", enum_int, prefix);
    hessian_approximation_ = HessianApproximationType(enum_int);

    initialized_ = true;
    return IpoptNLP::Initialize(jnlst, options, prefix);
  }

  bool RestoIpoptNLP::InitializeStructures(SmartPtr<Vector>& x,
      bool init_x,
      SmartPtr<Vector>& y_c,
      bool init_y_c,
      SmartPtr<Vector>& y_d,
      bool init_y_d,
      SmartPtr<Vector>& z_L,
      bool init_z_L,
      SmartPtr<Vector>& z_U,
      bool init_z_U,
      SmartPtr<Vector>& v_L,
      SmartPtr<Vector>& v_U
                                          )
  {
    DBG_START_METH("RestoIpoptNLP::InitializeStructures", 0);
    DBG_ASSERT(initialized_);
    ///////////////////////////////////////////////////////////
    // Get the vector/matrix spaces for the original problem //
    ///////////////////////////////////////////////////////////

    SmartPtr<const VectorSpace> orig_x_space;
    SmartPtr<const VectorSpace> orig_c_space;
    SmartPtr<const VectorSpace> orig_d_space;
    SmartPtr<const VectorSpace> orig_x_l_space;
    SmartPtr<const MatrixSpace> orig_px_l_space;
    SmartPtr<const VectorSpace> orig_x_u_space;
    SmartPtr<const MatrixSpace> orig_px_u_space;
    SmartPtr<const VectorSpace> orig_d_l_space;
    SmartPtr<const MatrixSpace> orig_pd_l_space;
    SmartPtr<const VectorSpace> orig_d_u_space;
    SmartPtr<const MatrixSpace> orig_pd_u_space;
    SmartPtr<const MatrixSpace> orig_jac_c_space;
    SmartPtr<const MatrixSpace> orig_jac_d_space;
    SmartPtr<const SymMatrixSpace> orig_h_space;

    orig_ip_nlp_->GetSpaces(orig_x_space, orig_c_space, orig_d_space,
                            orig_x_l_space, orig_px_l_space,
                            orig_x_u_space, orig_px_u_space,
                            orig_d_l_space, orig_pd_l_space,
                            orig_d_u_space, orig_pd_u_space,
                            orig_jac_c_space, orig_jac_d_space,
                            orig_h_space);

    // Create the restoration phase problem vector/matrix spaces, based
    // on the original spaces (pretty inconvenient with all the
    // matrix spaces, isn't it?!?)
    DBG_PRINT((1, "Creating the x_space_\n"));
    // vector x
    Index total_dim = orig_x_space->Dim() + 2*orig_c_space->Dim()
                      + 2*orig_d_space->Dim();
    x_space_ = new CompoundVectorSpace(5, total_dim);
    x_space_->SetCompSpace(0, *orig_x_space);
    x_space_->SetCompSpace(1, *orig_c_space); // n_c
    x_space_->SetCompSpace(2, *orig_c_space); // p_c
    x_space_->SetCompSpace(3, *orig_d_space); // n_d
    x_space_->SetCompSpace(4, *orig_d_space); // p_d

    DBG_PRINT((1, "Setting the c_space_\n"));
    // vector c
    c_space_ = orig_c_space;

    DBG_PRINT((1, "Setting the d_space_\n"));
    // vector d
    d_space_ = orig_d_space;

    DBG_PRINT((1, "Creating the x_l_space_\n"));
    // vector x_L
    total_dim = orig_x_l_space->Dim() + 2*orig_c_space->Dim()
                + 2*orig_d_space->Dim();
    x_l_space_ = new CompoundVectorSpace(5, total_dim);
    x_l_space_->SetCompSpace(0, *orig_x_l_space);
    x_l_space_->SetCompSpace(1, *orig_c_space); // n_c >=0
    x_l_space_->SetCompSpace(2, *orig_c_space); // p_c >=0
    x_l_space_->SetCompSpace(3, *orig_d_space); // n_d >=0
    x_l_space_->SetCompSpace(4, *orig_d_space); // p_d >=0

    DBG_PRINT((1, "Setting the x_u_space_\n"));
    // vector x_U
    x_u_space_ = orig_x_u_space;

    DBG_PRINT((1, "Creating the px_l_space_\n"));
    // matrix px_l
    Index total_rows = orig_x_space->Dim() + 2*orig_c_space->Dim()
                       + 2*orig_d_space->Dim();
    Index total_cols = orig_x_l_space->Dim() + 2*orig_c_space->Dim()
                       + 2*orig_d_space->Dim();
    px_l_space_ = new CompoundMatrixSpace(5, 5, total_rows, total_cols);
    px_l_space_->SetBlockRows(0, orig_x_space->Dim());
    px_l_space_->SetBlockRows(1, orig_c_space->Dim());
    px_l_space_->SetBlockRows(2, orig_c_space->Dim());
    px_l_space_->SetBlockRows(3, orig_d_space->Dim());
    px_l_space_->SetBlockRows(4, orig_d_space->Dim());
    px_l_space_->SetBlockCols(0, orig_x_l_space->Dim());
    px_l_space_->SetBlockCols(1, orig_c_space->Dim());
    px_l_space_->SetBlockCols(2, orig_c_space->Dim());
    px_l_space_->SetBlockCols(3, orig_d_space->Dim());
    px_l_space_->SetBlockCols(4, orig_d_space->Dim());

    px_l_space_->SetCompSpace(0, 0, *orig_px_l_space);
    // now setup the identity matrix
    // This could be changed to be something like...
    // px_l_space_->SetBlockToIdentity(1,1,1.0);
    // px_l_space_->SetBlockToIdentity(2,2,other_factor);
    // ... etc with some simple changes to the CompoundMatrixSpace
    // to allow this (space should auto create the matrices)
    //
    // for now, we use the new feature and set the true flag for this block
    // to say that the matrices should be auto_allocated
    SmartPtr<const MatrixSpace> identity_mat_space_nc
    = new IdentityMatrixSpace(orig_c_space->Dim());
    px_l_space_->SetCompSpace(1, 1, *identity_mat_space_nc, true);
    px_l_space_->SetCompSpace(2, 2, *identity_mat_space_nc, true);
    SmartPtr<const MatrixSpace> identity_mat_space_nd
    = new IdentityMatrixSpace(orig_d_space->Dim());
    px_l_space_->SetCompSpace(3, 3, *identity_mat_space_nd, true);
    px_l_space_->SetCompSpace(4, 4, *identity_mat_space_nd, true);

    DBG_PRINT((1, "Creating the px_u_space_\n"));
    // matrix px_u    px_u_space_->SetBlockRows(0, orig_x_space->Dim());

    total_rows = orig_x_space->Dim() + 2*orig_c_space->Dim()
                 + 2*orig_d_space->Dim();
    total_cols = orig_x_u_space->Dim();
    DBG_PRINT((1, "total_rows = %d, total_cols = %d\n",total_rows, total_cols));
    px_u_space_ = new CompoundMatrixSpace(5, 1, total_rows, total_cols);
    px_u_space_->SetBlockRows(0, orig_x_space->Dim());
    px_u_space_->SetBlockRows(1, orig_c_space->Dim());
    px_u_space_->SetBlockRows(2, orig_c_space->Dim());
    px_u_space_->SetBlockRows(3, orig_d_space->Dim());
    px_u_space_->SetBlockRows(4, orig_d_space->Dim());
    px_u_space_->SetBlockCols(0, orig_x_u_space->Dim());

    px_u_space_->SetCompSpace(0, 0, *orig_px_u_space);
    // other matrices are zero'ed out

    // vector d_L
    d_l_space_ = orig_d_l_space;

    // vector d_U
    d_u_space_ = orig_d_u_space;

    // matrix pd_L
    pd_l_space_ = orig_pd_l_space;

    // matrix pd_U
    pd_u_space_ = orig_pd_u_space;

    DBG_PRINT((1, "Creating the jac_c_space_\n"));
    // matrix jac_c
    total_rows = orig_c_space->Dim();
    total_cols = orig_x_space->Dim() + 2*orig_c_space->Dim()
                 + 2*orig_d_space->Dim();
    jac_c_space_ = new CompoundMatrixSpace(1, 5, total_rows, total_cols);
    jac_c_space_->SetBlockRows(0, orig_c_space->Dim());
    jac_c_space_->SetBlockCols(0, orig_x_space->Dim());
    jac_c_space_->SetBlockCols(1, orig_c_space->Dim());
    jac_c_space_->SetBlockCols(2, orig_c_space->Dim());
    jac_c_space_->SetBlockCols(3, orig_d_space->Dim());
    jac_c_space_->SetBlockCols(4, orig_d_space->Dim());

    jac_c_space_->SetCompSpace(0, 0, *orig_jac_c_space);
    jac_c_space_->SetCompSpace(0, 1, *identity_mat_space_nc, true);
    jac_c_space_->SetCompSpace(0, 2, *identity_mat_space_nc, true);
    // remaining blocks are zero'ed

    DBG_PRINT((1, "Creating the jac_d_space_\n"));
    // matrix jac_d
    total_rows = orig_d_space->Dim();
    total_cols = orig_x_space->Dim() + 2*orig_c_space->Dim()
                 + 2*orig_d_space->Dim();
    jac_d_space_ = new CompoundMatrixSpace(1, 5, total_rows, total_cols);
    jac_d_space_->SetBlockRows(0, orig_d_space->Dim());
    jac_d_space_->SetBlockCols(0, orig_x_space->Dim());
    jac_d_space_->SetBlockCols(1, orig_c_space->Dim());
    jac_d_space_->SetBlockCols(2, orig_c_space->Dim());
    jac_d_space_->SetBlockCols(3, orig_d_space->Dim());
    jac_d_space_->SetBlockCols(4, orig_d_space->Dim());

    jac_d_space_->SetCompSpace(0, 0, *orig_jac_d_space);
    DBG_PRINT((1, "orig_jac_d_space = %x\n", GetRawPtr(orig_jac_d_space)))
    // Blocks (0,1) and (0,2) are zero'ed out
    jac_d_space_->SetCompSpace(0, 3, *identity_mat_space_nd, true);
    jac_d_space_->SetCompSpace(0, 4, *identity_mat_space_nd, true);

    DBG_PRINT((1, "Creating the h_space_\n"));
    // matrix h
    total_dim = orig_x_space->Dim() + 2*orig_c_space->Dim()
                + 2*orig_d_space->Dim();
    h_space_ = new CompoundSymMatrixSpace(5, total_dim);
    h_space_->SetBlockDim(0, orig_x_space->Dim());
    h_space_->SetBlockDim(1, orig_c_space->Dim());
    h_space_->SetBlockDim(2, orig_c_space->Dim());
    h_space_->SetBlockDim(3, orig_d_space->Dim());
    h_space_->SetBlockDim(4, orig_d_space->Dim());

    SmartPtr<DiagMatrixSpace> DR_x_space
    = new DiagMatrixSpace(orig_x_space->Dim());
    if (hessian_approximation_==LIMITED_MEMORY) {
      const LowRankUpdateSymMatrixSpace* LR_h_space =
        static_cast<const LowRankUpdateSymMatrixSpace*> (GetRawPtr(orig_h_space));
      DBG_ASSERT(LR_h_space);
      SmartPtr<LowRankUpdateSymMatrixSpace> new_orig_h_space =
        new LowRankUpdateSymMatrixSpace(LR_h_space->Dim(),
                                        NULL,
                                        orig_x_space,
                                        false);
      h_space_->SetCompSpace(0, 0, *new_orig_h_space, true);
    }
    else {
      SmartPtr<SumSymMatrixSpace> sumsym_mat_space =
        new SumSymMatrixSpace(orig_x_space->Dim(), 2);
      sumsym_mat_space->SetTermSpace(0, *orig_h_space);
      sumsym_mat_space->SetTermSpace(1, *DR_x_space);
      h_space_->SetCompSpace(0, 0, *sumsym_mat_space, true);
      // All remaining blocks are zero'ed out
    }

    ///////////////////////////
    // Create the bound data //
    ///////////////////////////

    // x_L
    x_L_ = x_l_space_->MakeNewCompoundVector();
    x_L_->SetComp(0, *orig_ip_nlp_->x_L()); // x >= x_L
    x_L_->GetCompNonConst(1)->Set(0.0); // n_c >= 0
    x_L_->GetCompNonConst(2)->Set(0.0); // p_c >= 0
    x_L_->GetCompNonConst(3)->Set(0.0); // n_d >= 0
    x_L_->GetCompNonConst(4)->Set(0.0); // p_d >= 0
    DBG_PRINT_VECTOR(2,"resto_x_L", *x_L_);

    // x_U
    x_U_ = orig_ip_nlp_->x_U();

    // d_L
    d_L_ = orig_ip_nlp_->d_L();

    // d_U
    d_U_ = orig_ip_nlp_->d_U();

    // Px_L
    Px_L_ = px_l_space_->MakeNewCompoundMatrix();
    Px_L_->SetComp(0, 0, *orig_ip_nlp_->Px_L());
    // Identities are auto-created (true flag passed into SetCompSpace)

    // Px_U
    Px_U_ = px_u_space_->MakeNewCompoundMatrix();
    Px_U_->SetComp(0, 0, *orig_ip_nlp_->Px_U());
    // Remaining matrices will be zero'ed out

    // Pd_L
    Pd_L_ = orig_ip_nlp_->Pd_L();

    // Pd_U
    Pd_U_ = orig_ip_nlp_->Pd_U();

    // Getting the NLP scaling

    SmartPtr<const MatrixSpace> scaled_jac_c_space;
    SmartPtr<const MatrixSpace> scaled_jac_d_space;
    SmartPtr<const SymMatrixSpace> scaled_h_space;
    NLP_scaling()->DetermineScaling(GetRawPtr(x_space_),
                                    c_space_, d_space_,
                                    GetRawPtr(jac_c_space_),
                                    GetRawPtr(jac_d_space_),
                                    GetRawPtr(h_space_),
                                    scaled_jac_c_space, scaled_jac_d_space,
                                    scaled_h_space,
                                    *Px_L_, *x_L_, *Px_U_, *x_U_);
    // For now we assume that no scaling is done inside the NLP_Scaling
    DBG_ASSERT(scaled_jac_c_space == jac_c_space_);
    DBG_ASSERT(scaled_jac_d_space == jac_d_space_);
    DBG_ASSERT(scaled_h_space == h_space_);

    /////////////////////////////////////////////////////////////////////////
    // Create and initialize the vectors for the restoration phase problem //
    /////////////////////////////////////////////////////////////////////////

    // Vector x
    SmartPtr<CompoundVector> comp_x = x_space_->MakeNewCompoundVector();
    if (init_x) {
      comp_x->GetCompNonConst(0)->Copy(*orig_ip_data_->curr()->x());
      comp_x->GetCompNonConst(1)->Set(1.0);
      comp_x->GetCompNonConst(2)->Set(1.0);
      comp_x->GetCompNonConst(3)->Set(1.0);
      comp_x->GetCompNonConst(4)->Set(1.0);
    }
    x = GetRawPtr(comp_x);

    // Vector y_c
    y_c = c_space_->MakeNew();
    if (init_y_c) {
      y_c->Set(0.0);  // ToDo
    }

    // Vector y_d
    y_d = d_space_->MakeNew();
    if (init_y_d) {
      y_d->Set(0.0);
    }

    // Vector z_L
    z_L = x_l_space_->MakeNew();
    if (init_z_L) {
      z_L->Set(1.0);
    }

    // Vector z_U
    z_U = x_u_space_->MakeNew();
    if (init_z_U) {
      z_U->Set(1.0);
    }

    // Vector v_L
    v_L = d_l_space_->MakeNew();

    // Vector v_U
    v_U = d_u_space_->MakeNew();

    // Initialize other data needed by the restoration nlp.  x_ref is
    // the point to reference to which we based the regularization
    // term
    x_ref_ = orig_x_space->MakeNew();
    x_ref_->Copy(*orig_ip_data_->curr()->x());

    dr_x_ = orig_x_space->MakeNew();
    dr_x_->Set(1.0);
    SmartPtr<Vector> tmp = dr_x_->MakeNew();
    tmp->Copy(*x_ref_);
    dr_x_->ElementWiseMax(*tmp);
    tmp->Scal(-1.);
    dr_x_->ElementWiseMax(*tmp);
    dr_x_->ElementWiseReciprocal();
    DBG_PRINT_VECTOR(2, "dr_x_", *dr_x_);
    DR_x_ = DR_x_space->MakeNewDiagMatrix();
    DR_x_->SetDiag(*dr_x_);

    return true;
  }

  Number RestoIpoptNLP::f(const Vector& x)
  {
    THROW_EXCEPTION(INTERNAL_ABORT,
                    "ERROR: In RestoIpoptNLP f() is called without mu!");
    return 0.;
  }

  Number RestoIpoptNLP::f(const Vector& x, Number mu)
  {
    DBG_START_METH("RestoIpoptNLP::f",
                   dbg_verbosity);
    Number ret = 0.0;
    // rho*(pcTe + ncTe + pdT*e + ndT*e) + eta/2*||Dr*(x-xr)||_2^2
    const CompoundVector* c_vec = static_cast<const CompoundVector*>(&x);
    DBG_ASSERT(c_vec);
    SmartPtr<const Vector> x_only = c_vec->GetComp(0);
    ret = x.Sum() - x_only->Sum();
    DBG_PRINT((1,"xdiff sum = %e\n",ret));
    ret = rho_ * ret;
    DBG_PRINT((1,"rho_ = %e\n",rho_));

    SmartPtr<Vector> x_diff = x_only->MakeNew();
    x_diff->Copy(*x_only);
    x_diff->Axpy(-1.0, *x_ref_);
    DBG_PRINT_VECTOR(2,"x_ref",*x_ref_);
    x_diff->ElementWiseMultiply(*dr_x_);
    Number ret2 = x_diff->Nrm2();
    DBG_PRINT((1,"Eta = %e\n",Eta(mu)));
    ret2 = Eta(mu)/2.0*ret2*ret2;

    ret += ret2;

    // We evaluate also the objective function for the original
    // problem here.  This might be wasteful, but it will detect if
    // the original objective function cannot be evaluated at the
    // trial point in the restoration phase
    if (evaluate_orig_obj_at_resto_trial_) {
      /* Number orig_f = */ orig_ip_nlp_->f(*x_only);
    }

    return ret;
  }

  SmartPtr<const Vector> RestoIpoptNLP::grad_f(const Vector& x, Number mu)
  {
    SmartPtr<Vector> retPtr = x.MakeNew();
    // Scale the p's and n's by rho (Scale all, take out the x part later)
    retPtr->Set(rho_);

    const CompoundVector* c_vec_in = static_cast<const CompoundVector*>(&x);
    SmartPtr<const Vector> x_only_in = c_vec_in->GetComp(0);

    CompoundVector* c_vec = static_cast<CompoundVector*>(GetRawPtr(retPtr));
    DBG_ASSERT(c_vec);
    SmartPtr<Vector> x_only = c_vec->GetCompNonConst(0);
    x_only->Copy(*x_only_in);
    x_only->Axpy(-1.0, *x_ref_);
    x_only->ElementWiseMultiply(*dr_x_);
    x_only->Scal(Eta(mu));

    return ConstPtr(retPtr);
  }

  SmartPtr<const Vector> RestoIpoptNLP::c(const Vector& x)
  {
    const CompoundVector* c_vec = static_cast<const CompoundVector*>(&x);
    SmartPtr<const Vector> x_only = c_vec->GetComp(0);
    SmartPtr<const Vector> nc_only = c_vec->GetComp(1);
    SmartPtr<const Vector> pc_only = c_vec->GetComp(2);

    SmartPtr<const Vector> orig_c = orig_ip_nlp_->c(*x_only);
    SmartPtr<Vector> retPtr = c_space_->MakeNew();
    retPtr->Copy(*orig_c);
    retPtr->Axpy(1.0, *nc_only);
    retPtr->Axpy(-1.0, *pc_only);

    return GetRawPtr(retPtr);
  }

  SmartPtr<const Vector> RestoIpoptNLP::grad_f(const Vector& x)
  {
    THROW_EXCEPTION(INTERNAL_ABORT,
                    "ERROR: In RestoIpoptNLP grad_f() is called without mu!");
  }

  SmartPtr<const Vector> RestoIpoptNLP::d(const Vector& x)
  {
    const CompoundVector* c_vec = static_cast<const CompoundVector*>(&x);
    SmartPtr<const Vector> x_only = c_vec->GetComp(0);
    SmartPtr<const Vector> nd_only = c_vec->GetComp(3);
    SmartPtr<const Vector> pd_only = c_vec->GetComp(4);

    SmartPtr<const Vector> orig_d = orig_ip_nlp_->d(*x_only);
    SmartPtr<Vector> retPtr = d_space_->MakeNew();
    retPtr->Copy(*orig_d);
    retPtr->Axpy(1., *nd_only);
    retPtr->Axpy(-1., *pd_only);

    return GetRawPtr(retPtr);
  }

  SmartPtr<const Matrix> RestoIpoptNLP::jac_c(const Vector& x)
  {

    // Here, we set the (0,0) block with the values from the
    // original jac_c and set the factor for the -I (jac w.r.t. p_c)

    // get out the x_only part
    const CompoundVector* c_vec = static_cast<const CompoundVector*>(&x);
    DBG_ASSERT(c_vec);
    SmartPtr<const Vector> x_only = c_vec->GetComp(0);

    // calculate the jacobian for the original problem
    SmartPtr<const Matrix> jac_c_only = orig_ip_nlp_->jac_c(*x_only);

    // Create the new compound matrix
    // The zero parts remain NULL, the identities are created from the matrix
    // space (since auto_allocate was set to true in SetCompSpace)
    SmartPtr<CompoundMatrix> retPtr = jac_c_space_->MakeNewCompoundMatrix();

    // set the (0,0) block to the original jacobian
    retPtr->SetComp(0,0,*jac_c_only);

    // we currently do not have a default factor in the matrix spaces
    // so we need to set the factor on the identity (jacobian of the
    // restoration c w.r.t. p_c is -I)
    // This could easily be changed to include special processing
    // for identities in the CompoundMatrixSpace (and a factor)
    SmartPtr<Matrix> jac_c_pc_mat = retPtr->GetCompNonConst(0,2);
    IdentityMatrix* jac_c_pc = static_cast<IdentityMatrix*>(GetRawPtr(jac_c_pc_mat));
    DBG_ASSERT(jac_c_pc);
    jac_c_pc->SetFactor(-1.0);

    return GetRawPtr(retPtr);
  }

  SmartPtr<const Matrix> RestoIpoptNLP::jac_d(const Vector& x)
  {
    DBG_START_METH("RestoIpoptNLP::jac_d", dbg_verbosity);

    // Here, we set the (0,0) block with the values from the
    // original jac_d and set the factor for the -I (jac w.r.t. p_d)

    // get out the x_only part
    const CompoundVector* c_vec = static_cast<const CompoundVector*>(&x);
    DBG_ASSERT(c_vec);
    SmartPtr<const Vector> x_only = c_vec->GetComp(0);

    // calculate the jacobian for the original problem
    SmartPtr<const Matrix> jac_d_only = orig_ip_nlp_->jac_d(*x_only);

    // Create the new compound matrix
    // The zero parts remain NULL, the identities are created from the matrix
    // space (since auto_allocate was set to true in SetCompSpace)
    SmartPtr<CompoundMatrix> retPtr = jac_d_space_->MakeNewCompoundMatrix();
    DBG_PRINT((1, "jac_d_space_ = %x\n", GetRawPtr(jac_d_space_)))

    // Set the block for the original Jacobian
    retPtr->SetComp(0,0,*jac_d_only);

    // (0,1) and (0,2) blocks are zero (NULL)

    // set the factor for the identity matrix for the pd variables
    // (likr in jac_c)
    SmartPtr<Matrix> jac_d_pd_mat = retPtr->GetCompNonConst(0,4);
    IdentityMatrix* jac_d_pd = static_cast<IdentityMatrix*>(GetRawPtr(jac_d_pd_mat));
    DBG_ASSERT(jac_d_pd);
    jac_d_pd->SetFactor(-1.0);

    return GetRawPtr(retPtr);
  }

  SmartPtr<const SymMatrix> RestoIpoptNLP::h(const Vector& x,
      Number obj_factor,
      const Vector& yc,
      const Vector& yd
                                            )
  {
    assert(false && "ERROR: In RestoIpoptNLP h() is called without mu!");
    return NULL;
  }

  SmartPtr<const SymMatrix> RestoIpoptNLP::h(const Vector& x,
      Number obj_factor,
      const Vector& yc,
      const Vector& yd,
      Number mu)
  {
    // Here, we use a SumSymMatrix for the (0,0) block of the
    // Hessian. We need to set this to the hessian of the restoration
    // problem, which is the hessian of the objective from the restoration
    // problem + the constraint only part of the hessian from the original
    // problem
    // All other blocks are zero'ed (NULL)

    // get the x_only part
    const CompoundVector* c_vec = static_cast<const CompoundVector*>(&x);
    DBG_ASSERT(c_vec);
    SmartPtr<const Vector> x_only = c_vec->GetComp(0);

    // yc and yd should not be compound vectors

    // calculate the original hessian
    SmartPtr<const SymMatrix> h_con_orig = orig_ip_nlp_->h(*x_only, 0.0, yc, yd);

    // Create the new compound matrix
    // The SumSymMatrix is auto_allocated
    SmartPtr<CompoundSymMatrix> retPtr = h_space_->MakeNewCompoundSymMatrix();

    // Set the entries in the SumSymMatrix
    SmartPtr<Matrix> h_sum_mat = retPtr->GetCompNonConst(0,0);
    SmartPtr<SumSymMatrix> h_sum = static_cast<SumSymMatrix*>(GetRawPtr(h_sum_mat));
    h_sum->SetTerm(0, 1.0, *h_con_orig);
    h_sum->SetTerm(1, obj_factor*Eta(mu), *DR_x_);

    return GetRawPtr(retPtr);
  }

  SmartPtr<const SymMatrix> RestoIpoptNLP::uninitialized_h()
  {
    SmartPtr<CompoundSymMatrix> retPtr;
    if (hessian_approximation_==LIMITED_MEMORY) {
      retPtr = h_space_->MakeNewCompoundSymMatrix();
    }
    else {
      SmartPtr<const SymMatrix> h_con_orig = orig_ip_nlp_->uninitialized_h();
      retPtr = h_space_->MakeNewCompoundSymMatrix();
      SmartPtr<Matrix> h_sum_mat = retPtr->GetCompNonConst(0,0);
      SmartPtr<SumSymMatrix> h_sum = static_cast<SumSymMatrix*>(GetRawPtr(h_sum_mat));
      h_sum->SetTerm(0, 1.0, *h_con_orig);
      h_sum->SetTerm(1, 1.0, *DR_x_);
    }

    return GetRawPtr(retPtr);
  }

  void RestoIpoptNLP::GetSpaces(SmartPtr<const VectorSpace>& x_space,
                                SmartPtr<const VectorSpace>& c_space,
                                SmartPtr<const VectorSpace>& d_space,
                                SmartPtr<const VectorSpace>& x_l_space,
                                SmartPtr<const MatrixSpace>& px_l_space,
                                SmartPtr<const VectorSpace>& x_u_space,
                                SmartPtr<const MatrixSpace>& px_u_space,
                                SmartPtr<const VectorSpace>& d_l_space,
                                SmartPtr<const MatrixSpace>& pd_l_space,
                                SmartPtr<const VectorSpace>& d_u_space,
                                SmartPtr<const MatrixSpace>& pd_u_space,
                                SmartPtr<const MatrixSpace>& Jac_c_space,
                                SmartPtr<const MatrixSpace>& Jac_d_space,
                                SmartPtr<const SymMatrixSpace>& Hess_lagrangian_space)
  {
    x_space = GetRawPtr(x_space_);
    c_space = GetRawPtr(c_space_);
    d_space = GetRawPtr(d_space_);
    x_l_space = GetRawPtr(x_l_space_);
    px_l_space = GetRawPtr(px_l_space_);
    x_u_space = GetRawPtr(x_u_space_);
    px_u_space = GetRawPtr(px_u_space_);
    d_l_space = GetRawPtr(d_l_space_);
    pd_l_space = GetRawPtr(pd_l_space_);
    d_u_space = GetRawPtr(d_u_space_);
    pd_u_space = GetRawPtr(pd_u_space_);
    Jac_c_space = GetRawPtr(jac_c_space_);
    Jac_d_space = GetRawPtr(jac_d_space_);
    Hess_lagrangian_space = GetRawPtr(h_space_);
  }

  Number RestoIpoptNLP::Eta(Number mu) const
  {
    return eta_factor_ * pow(mu, eta_mu_exponent_);
  }

  void RestoIpoptNLP::AdjustVariableBounds(const Vector& new_x_L, const Vector& new_x_U,
      const Vector& new_d_L, const Vector& new_d_U)
  {

    const CompoundVector* comp_new_x_L =
      static_cast<const CompoundVector*>(&new_x_L);
    DBG_ASSERT(comp_new_x_L);

    SmartPtr<const Vector> new_orig_x_L = comp_new_x_L->GetComp(0);

    // adapt bounds for the original NLP
    orig_ip_nlp_->AdjustVariableBounds(*new_orig_x_L, new_x_U, new_d_L, new_d_U);

    // adapt bounds for the p and n variables
    SmartPtr<const Vector> new_nc_L = comp_new_x_L->GetComp(1);
    SmartPtr<const Vector> new_pc_L = comp_new_x_L->GetComp(2);
    SmartPtr<const Vector> new_nd_L = comp_new_x_L->GetComp(3);
    SmartPtr<const Vector> new_pd_L = comp_new_x_L->GetComp(4);

    x_L_->GetCompNonConst(1)->Copy(*new_nc_L);
    x_L_->GetCompNonConst(2)->Copy(*new_pc_L);
    x_L_->GetCompNonConst(3)->Copy(*new_nd_L);
    x_L_->GetCompNonConst(4)->Copy(*new_pd_L);

  }

  bool RestoIpoptNLP::IntermediateCallBack(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,
      SmartPtr<const IpoptData> ip_data,
      SmartPtr<IpoptCalculatedQuantities> ip_cq)
  {
    return orig_ip_nlp_->IntermediateCallBack(mode, iter, obj_value, inf_pr, inf_du,
           mu, d_norm, regularization_size,
           alpha_du, alpha_pr, ls_trials,
           ip_data, ip_cq);
  }

} // namespace Ipopt
