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00009 #ifndef __IPIPOPTCALCULATEDQUANTITIES_HPP__
00010 #define __IPIPOPTCALCULATEDQUANTITIES_HPP__
00011
00012 #include "IpIpoptNLP.hpp"
00013 #include "IpIpoptData.hpp"
00014
00015 namespace Ipopt
00016 {
00017
00019 enum ENormType {
00020 NORM_1=0,
00021 NORM_2,
00022 NORM_MAX
00023 };
00024
00030 class IpoptAdditionalCq : public ReferencedObject
00031 {
00032 public:
00036 IpoptAdditionalCq()
00037 {}
00038
00040 virtual ~IpoptAdditionalCq()
00041 {}
00043
00047 virtual bool Initialize(const Journalist& jnlst,
00048 const OptionsList& options,
00049 const std::string& prefix) = 0;
00050
00051 private:
00061 IpoptAdditionalCq(const IpoptAdditionalCq&);
00062
00064 void operator=(const IpoptAdditionalCq&);
00066 };
00067
00071 class IpoptCalculatedQuantities : public ReferencedObject
00072 {
00073 public:
00074
00078 IpoptCalculatedQuantities(const SmartPtr<IpoptNLP>& ip_nlp,
00079 const SmartPtr<IpoptData>& ip_data);
00081 virtual ~IpoptCalculatedQuantities();
00083
00086 void SetAddCq(SmartPtr<IpoptAdditionalCq> add_cq)
00087 {
00088 add_cq_ = add_cq;
00089 }
00090
00094 bool Initialize(const Journalist& jnlst,
00095 const OptionsList& options,
00096 const std::string& prefix);
00097
00101 SmartPtr<const Vector> curr_slack_x_L();
00103 SmartPtr<const Vector> curr_slack_x_U();
00105 SmartPtr<const Vector> curr_slack_s_L();
00107 SmartPtr<const Vector> curr_slack_s_U();
00109 SmartPtr<const Vector> trial_slack_x_L();
00111 SmartPtr<const Vector> trial_slack_x_U();
00113 SmartPtr<const Vector> trial_slack_s_L();
00115 SmartPtr<const Vector> trial_slack_s_U();
00117 Index AdjustedTrialSlacks();
00119 void ResetAdjustedTrialSlacks();
00121
00125 Number curr_f();
00127 Number unscaled_curr_f();
00129 Number trial_f();
00131 Number unscaled_trial_f();
00133 SmartPtr<const Vector> curr_grad_f();
00135 SmartPtr<const Vector> trial_grad_f();
00137
00143 Number curr_barrier_obj();
00147 Number trial_barrier_obj();
00148
00151 SmartPtr<const Vector> curr_grad_barrier_obj_x();
00154 SmartPtr<const Vector> curr_grad_barrier_obj_s();
00155
00158 SmartPtr<const Vector> grad_kappa_times_damping_x();
00161 SmartPtr<const Vector> grad_kappa_times_damping_s();
00163
00167 SmartPtr<const Vector> curr_c();
00169 SmartPtr<const Vector> unscaled_curr_c();
00171 SmartPtr<const Vector> trial_c();
00173 SmartPtr<const Vector> curr_d();
00175 SmartPtr<const Vector> unscaled_curr_d();
00177 SmartPtr<const Vector> trial_d();
00179 SmartPtr<const Vector> curr_d_minus_s();
00181 SmartPtr<const Vector> trial_d_minus_s();
00183 SmartPtr<const Matrix> curr_jac_c();
00185 SmartPtr<const Matrix> trial_jac_c();
00187 SmartPtr<const Matrix> curr_jac_d();
00189 SmartPtr<const Matrix> trial_jac_d();
00192 SmartPtr<const Vector> curr_jac_cT_times_vec(const Vector& vec);
00195 SmartPtr<const Vector> trial_jac_cT_times_vec(const Vector& vec);
00198 SmartPtr<const Vector> curr_jac_dT_times_vec(const Vector& vec);
00201 SmartPtr<const Vector> trial_jac_dT_times_vec(const Vector& vec);
00204 SmartPtr<const Vector> curr_jac_cT_times_curr_y_c();
00207 SmartPtr<const Vector> trial_jac_cT_times_trial_y_c();
00210 SmartPtr<const Vector> curr_jac_dT_times_curr_y_d();
00213 SmartPtr<const Vector> trial_jac_dT_times_trial_y_d();
00216 SmartPtr<const Vector> curr_jac_c_times_vec(const Vector& vec);
00219 SmartPtr<const Vector> curr_jac_d_times_vec(const Vector& vec);
00223 Number curr_constraint_violation();
00227 Number trial_constraint_violation();
00231 Number curr_nlp_constraint_violation(ENormType NormType);
00235 Number unscaled_curr_nlp_constraint_violation(ENormType NormType);
00237
00241 SmartPtr<const SymMatrix> curr_exact_hessian();
00243
00247 SmartPtr<const Vector> curr_grad_lag_x();
00249 SmartPtr<const Vector> trial_grad_lag_x();
00251 SmartPtr<const Vector> curr_grad_lag_s();
00253 SmartPtr<const Vector> trial_grad_lag_s();
00256 SmartPtr<const Vector> curr_grad_lag_with_damping_x();
00259 SmartPtr<const Vector> curr_grad_lag_with_damping_s();
00261 SmartPtr<const Vector> curr_compl_x_L();
00263 SmartPtr<const Vector> curr_compl_x_U();
00265 SmartPtr<const Vector> curr_compl_s_L();
00267 SmartPtr<const Vector> curr_compl_s_U();
00269 SmartPtr<const Vector> trial_compl_x_L();
00271 SmartPtr<const Vector> trial_compl_x_U();
00273 SmartPtr<const Vector> trial_compl_s_L();
00275 SmartPtr<const Vector> trial_compl_s_U();
00277 SmartPtr<const Vector> curr_relaxed_compl_x_L();
00279 SmartPtr<const Vector> curr_relaxed_compl_x_U();
00281 SmartPtr<const Vector> curr_relaxed_compl_s_L();
00283 SmartPtr<const Vector> curr_relaxed_compl_s_U();
00284
00286 Number curr_primal_infeasibility(ENormType NormType);
00288 Number trial_primal_infeasibility(ENormType NormType);
00289
00291 Number curr_dual_infeasibility(ENormType NormType);
00293 Number trial_dual_infeasibility(ENormType NormType);
00295 Number unscaled_curr_dual_infeasibility(ENormType NormType);
00296
00299 Number curr_complementarity(Number mu, ENormType NormType);
00302 Number trial_complementarity(Number mu, ENormType NormType);
00305 Number unscaled_curr_complementarity(Number mu, ENormType NormType);
00306
00308 Number CalcCentralityMeasure(const Vector& compl_x_L,
00309 const Vector& compl_x_U,
00310 const Vector& compl_s_L,
00311 const Vector& compl_s_U);
00313 Number curr_centrality_measure();
00314
00319 Number curr_nlp_error();
00324 Number unscaled_curr_nlp_error();
00325
00328 Number curr_barrier_error();
00329
00336 Number curr_primal_dual_system_error(Number mu);
00343 Number trial_primal_dual_system_error(Number mu);
00345
00350 Number primal_frac_to_the_bound(Number tau,
00351 const Vector& delta_x,
00352 const Vector& delta_s);
00355 Number curr_primal_frac_to_the_bound(Number tau);
00358 Number dual_frac_to_the_bound(Number tau,
00359 const Vector& delta_z_L,
00360 const Vector& delta_z_U,
00361 const Vector& delta_v_L,
00362 const Vector& delta_v_U);
00365 Number uncached_dual_frac_to_the_bound(Number tau,
00366 const Vector& delta_z_L,
00367 const Vector& delta_z_U,
00368 const Vector& delta_v_L,
00369 const Vector& delta_v_U);
00372 Number curr_dual_frac_to_the_bound(Number tau);
00380 Number uncached_slack_frac_to_the_bound(Number tau,
00381 const Vector& delta_x_L,
00382 const Vector& delta_x_U,
00383 const Vector& delta_s_L,
00384 const Vector& delta_s_U);
00386
00389 SmartPtr<const Vector> curr_sigma_x();
00390 SmartPtr<const Vector> curr_sigma_s();
00392
00394 Number curr_avrg_compl();
00396 Number trial_avrg_compl();
00397
00400 Number curr_gradBarrTDelta();
00401
00403 Number
00404 CalcNormOfType(ENormType NormType,
00405 std::vector<SmartPtr<const Vector> > vecs);
00406
00408 Number
00409 CalcNormOfType(ENormType NormType,
00410 const Vector& vec1, const Vector& vec2);
00411
00413 ENormType constr_viol_normtype() const
00414 {
00415 return constr_viol_normtype_;
00416 }
00417
00419 bool IsSquareProblem() const;
00420
00423 SmartPtr<IpoptNLP>& GetIpoptNLP()
00424 {
00425 return ip_nlp_;
00426 }
00427
00428 IpoptAdditionalCq& AdditionalCq()
00429 {
00430 DBG_ASSERT(IsValid(add_cq_));
00431 return *add_cq_;
00432 }
00433
00437 static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);
00439
00440 private:
00450 IpoptCalculatedQuantities();
00451
00453 IpoptCalculatedQuantities(const IpoptCalculatedQuantities&);
00454
00456 void operator=(const IpoptCalculatedQuantities&);
00458
00462 SmartPtr<IpoptNLP> ip_nlp_;
00464 SmartPtr<IpoptData> ip_data_;
00466 SmartPtr<IpoptAdditionalCq> add_cq_;
00468
00475 Number s_max_;
00478 Number kappa_d_;
00480 Number slack_move_;
00482 ENormType constr_viol_normtype_;
00485 bool warm_start_same_structure_;
00487
00490 CachedResults< SmartPtr<Vector> > curr_slack_x_L_cache_;
00491 CachedResults< SmartPtr<Vector> > curr_slack_x_U_cache_;
00492 CachedResults< SmartPtr<Vector> > curr_slack_s_L_cache_;
00493 CachedResults< SmartPtr<Vector> > curr_slack_s_U_cache_;
00494 CachedResults< SmartPtr<Vector> > trial_slack_x_L_cache_;
00495 CachedResults< SmartPtr<Vector> > trial_slack_x_U_cache_;
00496 CachedResults< SmartPtr<Vector> > trial_slack_s_L_cache_;
00497 CachedResults< SmartPtr<Vector> > trial_slack_s_U_cache_;
00498 Index num_adjusted_slack_x_L_;
00499 Index num_adjusted_slack_x_U_;
00500 Index num_adjusted_slack_s_L_;
00501 Index num_adjusted_slack_s_U_;
00503
00506 CachedResults<Number> curr_f_cache_;
00507 CachedResults<Number> trial_f_cache_;
00508 CachedResults< SmartPtr<const Vector> > curr_grad_f_cache_;
00509 CachedResults< SmartPtr<const Vector> > trial_grad_f_cache_;
00511
00514 CachedResults<Number> curr_barrier_obj_cache_;
00515 CachedResults<Number> trial_barrier_obj_cache_;
00516 CachedResults< SmartPtr<const Vector> > curr_grad_barrier_obj_x_cache_;
00517 CachedResults< SmartPtr<const Vector> > curr_grad_barrier_obj_s_cache_;
00518 CachedResults< SmartPtr<const Vector> > grad_kappa_times_damping_x_cache_;
00519 CachedResults< SmartPtr<const Vector> > grad_kappa_times_damping_s_cache_;
00521
00524 CachedResults< SmartPtr<const Vector> > curr_c_cache_;
00525 CachedResults< SmartPtr<const Vector> > trial_c_cache_;
00526 CachedResults< SmartPtr<const Vector> > curr_d_cache_;
00527 CachedResults< SmartPtr<const Vector> > trial_d_cache_;
00528 CachedResults< SmartPtr<const Vector> > curr_d_minus_s_cache_;
00529 CachedResults< SmartPtr<const Vector> > trial_d_minus_s_cache_;
00530 CachedResults< SmartPtr<const Matrix> > curr_jac_c_cache_;
00531 CachedResults< SmartPtr<const Matrix> > trial_jac_c_cache_;
00532 CachedResults< SmartPtr<const Matrix> > curr_jac_d_cache_;
00533 CachedResults< SmartPtr<const Matrix> > trial_jac_d_cache_;
00534 CachedResults< SmartPtr<const Vector> > curr_jac_cT_times_vec_cache_;
00535 CachedResults< SmartPtr<const Vector> > trial_jac_cT_times_vec_cache_;
00536 CachedResults< SmartPtr<const Vector> > curr_jac_dT_times_vec_cache_;
00537 CachedResults< SmartPtr<const Vector> > trial_jac_dT_times_vec_cache_;
00538 CachedResults< SmartPtr<const Vector> > curr_jac_c_times_vec_cache_;
00539 CachedResults< SmartPtr<const Vector> > curr_jac_d_times_vec_cache_;
00540 CachedResults<Number> curr_constraint_violation_cache_;
00541 CachedResults<Number> trial_constraint_violation_cache_;
00542 CachedResults<Number> curr_nlp_constraint_violation_cache_;
00543 CachedResults<Number> unscaled_curr_nlp_constraint_violation_cache_;
00545
00547 CachedResults< SmartPtr<const SymMatrix> > curr_exact_hessian_cache_;
00548
00551 CachedResults< SmartPtr<const Vector> > curr_grad_lag_x_cache_;
00552 CachedResults< SmartPtr<const Vector> > trial_grad_lag_x_cache_;
00553 CachedResults< SmartPtr<const Vector> > curr_grad_lag_s_cache_;
00554 CachedResults< SmartPtr<const Vector> > trial_grad_lag_s_cache_;
00555 CachedResults< SmartPtr<const Vector> > curr_grad_lag_with_damping_x_cache_;
00556 CachedResults< SmartPtr<const Vector> > curr_grad_lag_with_damping_s_cache_;
00557 CachedResults< SmartPtr<const Vector> > curr_compl_x_L_cache_;
00558 CachedResults< SmartPtr<const Vector> > curr_compl_x_U_cache_;
00559 CachedResults< SmartPtr<const Vector> > curr_compl_s_L_cache_;
00560 CachedResults< SmartPtr<const Vector> > curr_compl_s_U_cache_;
00561 CachedResults< SmartPtr<const Vector> > trial_compl_x_L_cache_;
00562 CachedResults< SmartPtr<const Vector> > trial_compl_x_U_cache_;
00563 CachedResults< SmartPtr<const Vector> > trial_compl_s_L_cache_;
00564 CachedResults< SmartPtr<const Vector> > trial_compl_s_U_cache_;
00565 CachedResults< SmartPtr<const Vector> > curr_relaxed_compl_x_L_cache_;
00566 CachedResults< SmartPtr<const Vector> > curr_relaxed_compl_x_U_cache_;
00567 CachedResults< SmartPtr<const Vector> > curr_relaxed_compl_s_L_cache_;
00568 CachedResults< SmartPtr<const Vector> > curr_relaxed_compl_s_U_cache_;
00569 CachedResults<Number> curr_primal_infeasibility_cache_;
00570 CachedResults<Number> trial_primal_infeasibility_cache_;
00571 CachedResults<Number> curr_dual_infeasibility_cache_;
00572 CachedResults<Number> trial_dual_infeasibility_cache_;
00573 CachedResults<Number> unscaled_curr_dual_infeasibility_cache_;
00574 CachedResults<Number> curr_complementarity_cache_;
00575 CachedResults<Number> trial_complementarity_cache_;
00576 CachedResults<Number> curr_centrality_measure_cache_;
00577 CachedResults<Number> curr_nlp_error_cache_;
00578 CachedResults<Number> unscaled_curr_nlp_error_cache_;
00579 CachedResults<Number> curr_barrier_error_cache_;
00580 CachedResults<Number> curr_primal_dual_system_error_cache_;
00581 CachedResults<Number> trial_primal_dual_system_error_cache_;
00583
00586 CachedResults<Number> primal_frac_to_the_bound_cache_;
00587 CachedResults<Number> dual_frac_to_the_bound_cache_;
00589
00592 CachedResults< SmartPtr<const Vector> > curr_sigma_x_cache_;
00593 CachedResults< SmartPtr<const Vector> > curr_sigma_s_cache_;
00595
00597 CachedResults<Number> curr_avrg_compl_cache_;
00599 CachedResults<Number> trial_avrg_compl_cache_;
00600
00602 CachedResults<Number> curr_gradBarrTDelta_cache_;
00603
00609 SmartPtr<Vector> dampind_x_L_;
00612 SmartPtr<Vector> dampind_x_U_;
00615 SmartPtr<Vector> dampind_s_L_;
00618 SmartPtr<Vector> dampind_s_U_;
00620
00625 SmartPtr<Vector> tmp_x_;
00626 SmartPtr<Vector> tmp_s_;
00627 SmartPtr<Vector> tmp_c_;
00628 SmartPtr<Vector> tmp_d_;
00629 SmartPtr<Vector> tmp_x_L_;
00630 SmartPtr<Vector> tmp_x_U_;
00631 SmartPtr<Vector> tmp_s_L_;
00632 SmartPtr<Vector> tmp_s_U_;
00633
00635 Vector& Tmp_x();
00636 Vector& Tmp_s();
00637 Vector& Tmp_c();
00638 Vector& Tmp_d();
00639 Vector& Tmp_x_L();
00640 Vector& Tmp_x_U();
00641 Vector& Tmp_s_L();
00642 Vector& Tmp_s_U();
00644
00647 bool initialize_called_;
00648
00654 SmartPtr<Vector> CalcSlack_L(const Matrix& P,
00655 const Vector& x,
00656 const Vector& x_bound);
00660 SmartPtr<Vector> CalcSlack_U(const Matrix& P,
00661 const Vector& x,
00662 const Vector& x_bound);
00666 Number CalcBarrierTerm(Number mu,
00667 const Vector& slack_x_L,
00668 const Vector& slack_x_U,
00669 const Vector& slack_s_L,
00670 const Vector& slack_s_U);
00671
00673 SmartPtr<const Vector> CalcCompl(const Vector& slack,
00674 const Vector& mult);
00675
00677 Number CalcFracToBound(const Vector& slack_L,
00678 Vector& tmp_L,
00679 const Matrix& P_L,
00680 const Vector& slack_U,
00681 Vector& tmp_U,
00682 const Matrix& P_U,
00683 const Vector& delta,
00684 Number tau);
00685
00687 void ComputeOptimalityErrorScaling(const Vector& y_c, const Vector& y_d,
00688 const Vector& z_L, const Vector& z_U,
00689 const Vector& v_L, const Vector& v_U,
00690 Number s_max,
00691 Number& s_d, Number& s_c);
00692
00696 Index CalculateSafeSlack(SmartPtr<Vector>& slack,
00697 const SmartPtr<const Vector>& bound,
00698 const SmartPtr<const Vector>& curr_point,
00699 const SmartPtr<const Vector>& multiplier);
00700
00706 void ComputeDampingIndicators(SmartPtr<const Vector>& dampind_x_L,
00707 SmartPtr<const Vector>& dampind_x_U,
00708 SmartPtr<const Vector>& dampind_s_L,
00709 SmartPtr<const Vector>& dampind_s_U);
00710
00717 bool in_restoration_phase();
00718
00720 };
00721
00722 }
00723
00724 #endif