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# /home/coin/SVN-release/Ipopt-3.5.1/Ipopt/examples/ScalableProblems/MittelmannBndryCntrlDiri3Dsin.hpp

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    00001 // Copyright (C) 2005, 2007 International Business Machines and others.
    00002 // All Rights Reserved.
    00003 // This code is published under the Common Public License.
    00004 //
    00005 // $Id: MittelmannBndryCntrlDiri.hpp 1010 2007-06-21 15:54:36Z andreasw $
    00006 //
    00007 // Authors:  Andreas Waechter             IBM    2005-10-18
    00008 //           Olaf Schenk   (Univ. of Basel)      2007-08-01
    00009 //              modified MittelmannBndryCntrlDiri.hpp for 3-dim problem
    00010
    00011 #ifndef __MITTELMANNBNDRYCNTRLDIRI3DSIN_HPP__
    00012 #define __MITTELMANNBNDRYCNTRLDIRI3DSIN_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 MittelmannBndryCntrlDiriBase3Dsin : public RegisteredTNLP
    00038 {
    00039 public:
    00041   MittelmannBndryCntrlDiriBase3Dsin();
    00042
    00044   virtual ~MittelmannBndryCntrlDiriBase3Dsin();
    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);
    00116
    00120   virtual Number y_d_cont(Number x1, Number x2, Number x3) const =0;
    00122
    00123 private:
    00135   MittelmannBndryCntrlDiriBase3Dsin(const MittelmannBndryCntrlDiriBase3Dsin&);
    00136   MittelmannBndryCntrlDiriBase3Dsin& operator=(const MittelmannBndryCntrlDiriBase3Dsin&);
    00138
    00142   Index N_;
    00144   Number h_;
    00146   Number hh_;
    00148   Number lb_y_;
    00150   Number ub_y_;
    00152   Number lb_u_;
    00154   Number ub_u_;
    00156   Number d_const_;
    00159   Number alpha_;
    00161   Number* y_d_;
    00163
    00168   inline Index y_index(Index i, Index j, Index k) const
    00169   {
    00170     return k + (N_+2)*j + (N_+2)*(N_+2)*i;
    00171   }
    00174   inline Index pde_index(Index i, Index j, Index k) const
    00175   {
    00176     return (k-1) + N_*(j-1) + N_*N_*(i-1);
    00177   }
    00179   inline Number x1_grid(Index i) const
    00180   {
    00181     return h_*(Number)i;
    00182   }
    00184   inline Number x2_grid(Index i) const
    00185   {
    00186     return h_*(Number)i;
    00187   }
    00189   inline Number x3_grid(Index i) const
    00190   {
    00191     return h_*(Number)i;
    00192   }
    00194 };
    00195
    00197 class MittelmannBndryCntrlDiri3Dsin : public MittelmannBndryCntrlDiriBase3Dsin
    00198 {
    00199 public:
    00200   MittelmannBndryCntrlDiri3Dsin()
    00201   {}
    00202
    00203   virtual ~MittelmannBndryCntrlDiri3Dsin()
    00204   {}
    00205
    00206   virtual bool InitializeProblem(Index N)
    00207   {
    00208     if (N<1) {
    00209       printf("N has to be at least 1.");
    00210       return false;
    00211     }
    00212     printf("olaf N %d has to be at least 1.", N);
    00213     Number alpha = 0.1;
    00214     Number lb_y = -1e20;
    00215     Number ub_y = 3.5;
    00216     Number lb_u = 0.;
    00217     Number ub_u = 10.;
    00218     Number d_const = -20.;
    00219     SetBaseParameters(N, alpha, lb_y, ub_y, lb_u, ub_u, d_const);
    00220     return true;
    00221   }
    00222 protected:
    00224   virtual Number y_d_cont(Number x1, Number x2, Number x3)  const
    00225   {
    00226     return 3. + 5.*(x1*(x1-1.)*x2*(x2-1.)*x3*(x3-1.));
    00227   }
    00228 private:
    00231   MittelmannBndryCntrlDiri3Dsin(const MittelmannBndryCntrlDiri3Dsin&);
    00232   MittelmannBndryCntrlDiri3Dsin& operator=(const MittelmannBndryCntrlDiri3Dsin&);
    00234
    00235 };
    00236
    00237
    00238 #endif