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MittelmannBndryCntrlDiri3D.hpp
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1 // Copyright (C) 2005, 2007 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: MittelmannBndryCntrlDiri3D.hpp 2005 2011-06-06 12:55:16Z stefan $
6 //
7 // Authors: Andreas Waechter IBM 2005-10-18
8 // Olaf Schenk (Univ. of Basel) 2007-08-01
9 // modified MittelmannBndryCntrlDiri.hpp for 3-dim problem
10
11 #ifndef __MITTELMANNBNDRYCNTRLDIRI3D_HPP__
12 #define __MITTELMANNBNDRYCNTRLDIRI3D_HPP__
13
14 #include "RegisteredTNLP.hpp"
15
16 #ifdef HAVE_CONFIG_H
17 #include "config.h"
18 #else
19 #include "configall_system.h"
20 #endif
21
22 #ifdef HAVE_CMATH
23 # include <cmath>
24 #else
25 # ifdef HAVE_MATH_H
26 # include <math.h>
27 # else
28 # error "don't have header file for math"
29 # endif
30 #endif
31
32 #ifdef HAVE_CSTDIO
33 # include <cstdio>
34 #else
35 # ifdef HAVE_STDIO_H
36 # include <stdio.h>
37 # else
38 # error "don't have header file for stdio"
39 # endif
40 #endif
41
42 using namespace Ipopt;
43
53 class MittelmannBndryCntrlDiriBase3D : public RegisteredTNLP
54 {
55 public:
57 MittelmannBndryCntrlDiriBase3D();
58
60 virtual ~MittelmannBndryCntrlDiriBase3D();
61
65 virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
66 Index& nnz_h_lag, IndexStyleEnum& index_style);
67
69 virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
70 Index m, Number* g_l, Number* g_u);
71
73 virtual bool get_starting_point(Index n, bool init_x, Number* x,
74 bool init_z, Number* z_L, Number* z_U,
75 Index m, bool init_lambda,
76 Number* lambda);
77
79 virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value);
80
82 virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f);
83
85 virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g);
86
91 virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
92 Index m, Index nele_jac, Index* iRow, Index *jCol,
93 Number* values);
94
99 virtual bool eval_h(Index n, const Number* x, bool new_x,
100 Number obj_factor, Index m, const Number* lambda,
101 bool new_lambda, Index nele_hess, Index* iRow,
102 Index* jCol, Number* values);
103
105
107 virtual bool get_scaling_parameters(Number& obj_scaling,
108 bool& use_x_scaling, Index n,
109 Number* x_scaling,
110 bool& use_g_scaling, Index m,
111 Number* g_scaling);
112
117 virtual void finalize_solution(SolverReturn status,
118 Index n, const Number* x, const Number* z_L, const Number* z_U,
119 Index m, const Number* g, const Number* lambda,
120 Number obj_valu,
121 const IpoptData* ip_data,
122 IpoptCalculatedQuantities* ip_cq);
124
125 protected:
129 void SetBaseParameters(Index N, Number alpha, Number lb_y,
130 Number ub_y, Number lb_u, Number ub_u,
131 Number d_const, Number B, Number C);
132
136 virtual Number y_d_cont(Number x1, Number x2, Number x3) const =0;
138
139 private:
151 MittelmannBndryCntrlDiriBase3D(const MittelmannBndryCntrlDiriBase3D&);
152 MittelmannBndryCntrlDiriBase3D& operator=(const MittelmannBndryCntrlDiriBase3D&);
154
158 Index N_;
160 Number h_;
162 Number hh_;
164 Number hhh_;
166 Number lb_y_;
168 Number ub_y_;
170 Number lb_u_;
172 Number ub_u_;
174 Number d_const_;
177 Number alpha_;
179 Number* y_d_;
181
186 inline Index y_index(Index i, Index j, Index k) const
187 {
188 return k + (N_+2)*j + (N_+2)*(N_+2)*i;
189 }
192 inline Index pde_index(Index i, Index j, Index k) const
193 {
194 return (k-1) + N_*(j-1) + N_*N_*(i-1);
195 }
197 inline Number x1_grid(Index i) const
198 {
199 return h_*(Number)i;
200 }
202 inline Number x2_grid(Index i) const
203 {
204 return h_*(Number)i;
205 }
207 inline Number x3_grid(Index i) const
208 {
209 return h_*(Number)i;
210 }
212 inline Number PenObj(Number t) const
213 {
214 //return 0.5*t*t;
215 if (t > B_) {
216 return B_*B_/2. + C_*(t - B_);
217 }
218 else if (t < -B_) {
219 return B_*B_/2. + C_*(-t - B_);
220 }
221 else {
222 const Number t2 = t*t;
223 const Number t4 = t2*t2;
224 const Number t6 = t4*t2;
225 return PenA_*t2 + PenB_*t4 + PenC_*t6;
226 }
227 }
229 inline Number PenObj_1(Number t) const
230 {
231 //return t;
232 if (t > B_) {
233 return C_;
234 }
235 else if (t < -B_) {
236 return -C_;
237 }
238 else {
239 const Number t2 = t*t;
240 const Number t3 = t*t2;
241 const Number t5 = t3*t2;
242 return 2.*PenA_*t + 4.*PenB_*t3 + 6.*PenC_*t5;
243 }
244 }
246 inline Number PenObj_2(Number t) const
247 {
248 //return 1.;
249 if (t > B_) {
250 return 0.;
251 }
252 else if (t < -B_) {
253 return 0.;
254 }
255 else {
256 const Number t2 = t*t;
257 const Number t4 = t2*t2;
258 return 2.*PenA_ + 12.*PenB_*t2 + 30.*PenC_*t4;
259 }
260 }
262
265 Number B_;
266 Number C_;
267 Number PenA_;
268 Number PenB_;
269 Number PenC_;
271 };
272
274 class MittelmannBndryCntrlDiri3D : public MittelmannBndryCntrlDiriBase3D
275 {
276 public:
277 MittelmannBndryCntrlDiri3D()
278 {}
279
280 virtual ~MittelmannBndryCntrlDiri3D()
281 {}
282
283 virtual bool InitializeProblem(Index N)
284 {
285 if (N<1) {
286 printf("N has to be at least 1.");
287 return false;
288 }
289 Number alpha = 0.01;
290 Number lb_y = -1e20;
291 Number ub_y = 3.5;
292 Number lb_u = 0.;
293 Number ub_u = 10.;
294 Number d_const = -20.;
295 Number B = .5;
296 Number C = 0.01;
297 SetBaseParameters(N, alpha, lb_y, ub_y, lb_u, ub_u, d_const, B, C);
298 return true;
299 }
300 protected:
302 virtual Number y_d_cont(Number x1, Number x2, Number x3) const
303 {
304 return 3. + 5.*(x1*(x1-1.)*x2*(x2-1.));
305 }
306 private:
309 MittelmannBndryCntrlDiri3D(const MittelmannBndryCntrlDiri3D&);
310 MittelmannBndryCntrlDiri3D& operator=(const MittelmannBndryCntrlDiri3D&);
312
313 };
314
315
316 #endif
x
Number * x
Input: Starting point Output: Optimal solution.
Definition: IpStdCInterface.h:238
Ipopt::IpoptCalculatedQuantities
Class for all IPOPT specific calculated quantities.
Definition: IpIpoptCalculatedQuantities.hpp:81
MittelmannBndryCntrlDiriBase3D::PenA_
Number PenA_
Definition: MittelmannBndryCntrlDiri3D.hpp:267
MittelmannBndryCntrlDiriBase3D
Base class for boundary control problems with Dirichlet boundary conditions, as formulated by Hans Mi...
Definition: MittelmannBndryCntrlDiri3D.hpp:53
index_style
Number Number Index Number Number Index Index Index index_style
indexing style for iRow &amp; jCol, 0 for C style, 1 for Fortran style
Definition: IpStdCInterface.h:137
MittelmannBndryCntrlDiriBase3D::N_
Index N_
Number of mesh points in one dimension (excluding boundary)
Definition: MittelmannBndryCntrlDiri3D.hpp:158
m
Number Number Index m
Number of constraints.
Definition: IpStdCInterface.h:137
MittelmannBndryCntrlDiriBase3D::y_d_
Number * y_d_
Array for the target profile for y.
Definition: MittelmannBndryCntrlDiri3D.hpp:179
MittelmannBndryCntrlDiriBase3D::hh_
Number hh_
h_ squared
Definition: MittelmannBndryCntrlDiri3D.hpp:162
MittelmannBndryCntrlDiriBase3D::y_index
Index y_index(Index i, Index j, Index k) const
Translation of mesh point indices to NLP variable indices for y(x_ijk)
Definition: MittelmannBndryCntrlDiri3D.hpp:186
g
Number Number * g
Values of constraint at final point (output only - ignored if set to NULL)
Definition: IpStdCInterface.h:238
eval_h
Number Number Index Number Number Index Index Index Eval_F_CB Eval_G_CB Eval_Grad_F_CB Eval_Jac_G_CB Eval_H_CB eval_h
Callback function for evaluating Hessian of Lagrangian function.
Definition: IpStdCInterface.h:137
MittelmannBndryCntrlDiriBase3D::PenC_
Number PenC_
Definition: MittelmannBndryCntrlDiri3D.hpp:269
MittelmannBndryCntrlDiriBase3D::pde_index
Index pde_index(Index i, Index j, Index k) const
Translation of interior mesh point indices to the corresponding PDE constraint number.
Definition: MittelmannBndryCntrlDiri3D.hpp:192
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
MittelmannBndryCntrlDiriBase3D::PenObj_1
Number PenObj_1(Number t) const
first derivative of penalty function term
Definition: MittelmannBndryCntrlDiri3D.hpp:229
MittelmannBndryCntrlDiri3D::y_d_cont
virtual Number y_d_cont(Number x1, Number x2, Number x3) const
Target profile function for y.
Definition: MittelmannBndryCntrlDiri3D.hpp:302
MittelmannBndryCntrlDiriBase3D::hhh_
Number hhh_
h_ to the third power
Definition: MittelmannBndryCntrlDiri3D.hpp:164
eval_grad_f
Number Number Index Number Number Index Index Index Eval_F_CB Eval_G_CB Eval_Grad_F_CB eval_grad_f
Callback function for evaluating gradient of objective function.
Definition: IpStdCInterface.h:137
MittelmannBndryCntrlDiriBase3D::alpha_
Number alpha_
Weighting parameter for the control target deviation functional in the objective. ...
Definition: MittelmannBndryCntrlDiri3D.hpp:177
MittelmannBndryCntrlDiriBase3D::ub_y_
Number ub_y_
overall upper bound on y
Definition: MittelmannBndryCntrlDiri3D.hpp:168
MittelmannBndryCntrlDiriBase3D::B_
Number B_
Definition: MittelmannBndryCntrlDiri3D.hpp:265
MittelmannBndryCntrlDiri3D::MittelmannBndryCntrlDiri3D
MittelmannBndryCntrlDiri3D()
Definition: MittelmannBndryCntrlDiri3D.hpp:277
MittelmannBndryCntrlDiriBase3D::ub_u_
Number ub_u_
overall upper bound on u
Definition: MittelmannBndryCntrlDiri3D.hpp:172
MittelmannBndryCntrlDiriBase3D::x2_grid
Number x2_grid(Index i) const
Compute the grid coordinate for given index in x2 direction.
Definition: MittelmannBndryCntrlDiri3D.hpp:202
MittelmannBndryCntrlDiri3D
Class implementating Example 1.
Definition: MittelmannBndryCntrlDiri3D.hpp:274
eval_jac_g
Number Number Index Number Number Index Index Index Eval_F_CB Eval_G_CB Eval_Grad_F_CB Eval_Jac_G_CB eval_jac_g
Callback function for evaluating Jacobian of constraint functions.
Definition: IpStdCInterface.h:137
MittelmannBndryCntrlDiriBase3D::x3_grid
Number x3_grid(Index i) const
Compute the grid coordinate for given index in x3 direction.
Definition: MittelmannBndryCntrlDiri3D.hpp:207
Ipopt::SolverReturn
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add more)
Definition: IpAlgTypes.hpp:22
MittelmannBndryCntrlDiriBase3D::d_const_
Number d_const_
Constant value of d appearing in elliptical equation.
Definition: MittelmannBndryCntrlDiri3D.hpp:174
RegisteredTNLP.hpp
nele_jac
Number Number Index Number Number Index nele_jac
Number of non-zero elements in constraint Jacobian.
Definition: IpStdCInterface.h:137
MittelmannBndryCntrlDiri3D::InitializeProblem
virtual bool InitializeProblem(Index N)
Initialize internal parameters, where N is a parameter determining the problme size.
Definition: MittelmannBndryCntrlDiri3D.hpp:283
Ipopt::IpoptData
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:83
eval_g
Number Number Index Number Number Index Index Index Eval_F_CB Eval_G_CB eval_g
Callback function for evaluating constraint functions.
Definition: IpStdCInterface.h:137
Ipopt::Index
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
x_scaling
Number Number * x_scaling
Definition: IpStdCInterface.h:210
nele_hess
Number Number Index Number Number Index Index nele_hess
Number of non-zero elements in Hessian of Lagrangian.
Definition: IpStdCInterface.h:137
MittelmannBndryCntrlDiriBase3D::C_
Number C_
Definition: MittelmannBndryCntrlDiri3D.hpp:266
RegisteredTNLP
Class implemented the NLP discretization of.
Definition: RegisteredTNLP.hpp:20
MittelmannBndryCntrlDiriBase3D::h_
Number h_
Step size.
Definition: MittelmannBndryCntrlDiri3D.hpp:160
MittelmannBndryCntrlDiriBase3D::PenObj_2
Number PenObj_2(Number t) const
second derivative of penalty function term
Definition: MittelmannBndryCntrlDiri3D.hpp:246
MittelmannBndryCntrlDiri3D::~MittelmannBndryCntrlDiri3D
virtual ~MittelmannBndryCntrlDiri3D()
Definition: MittelmannBndryCntrlDiri3D.hpp:280
MittelmannBndryCntrlDiriBase3D::x1_grid
Number x1_grid(Index i) const
Compute the grid coordinate for given index in x1 direction.
Definition: MittelmannBndryCntrlDiri3D.hpp:197
MittelmannBndryCntrlDiriBase3D::PenB_
Number PenB_
Definition: MittelmannBndryCntrlDiri3D.hpp:268
g_scaling
Number Number Number * g_scaling
Definition: IpStdCInterface.h:210
MittelmannBndryCntrlDiriBase3D::PenObj
Number PenObj(Number t) const
value of penalty function term
Definition: MittelmannBndryCntrlDiri3D.hpp:212
Ipopt::TNLP::IndexStyleEnum
IndexStyleEnum
overload this method to return the number of variables and constraints, and the number of non-zeros i...
Definition: IpTNLP.hpp:80
obj_scaling
Number obj_scaling
Definition: IpStdCInterface.h:210
eval_f
Number Number Index Number Number Index Index Index Eval_F_CB eval_f
Callback function for evaluating objective function.
Definition: IpStdCInterface.h:137
MittelmannBndryCntrlDiriBase3D::lb_y_
Number lb_y_
overall lower bound on y
Definition: MittelmannBndryCntrlDiri3D.hpp:166
MittelmannBndryCntrlDiriBase3D::lb_u_
Number lb_u_
overall lower bound on u
Definition: MittelmannBndryCntrlDiri3D.hpp:170