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# examples/ScalableProblems/MittelmannBndryCntrlNeum.hpp

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    00001 // Copyright (C) 2005, 2006 International Business Machines and others.
    00002 // All Rights Reserved.
    00003 // This code is published under the Eclipse Public License.
    00004 //
    00005 // $Id: MittelmannBndryCntrlNeum.hpp 2005 2011-06-06 12:55:16Z stefan $
    00006 //
    00007 // Authors:  Andreas Waechter           IBM    2005-10-18
    00008 //                  based on MyNLP.hpp
    00009
    00010 #ifndef __MITTELMANNBNDRYCNTRLNEUM_HPP__
    00011 #define __MITTELMANNBNDRYCNTRLNEUM_HPP__
    00012
    00013 #include "IpTNLP.hpp"
    00014 #include "RegisteredTNLP.hpp"
    00015
    00016 #ifdef HAVE_CONFIG_H
    00017 #include "config.h"
    00018 #else
    00019 #include "configall_system.h"
    00020 #endif
    00021
    00022 #ifdef HAVE_CMATH
    00023 # include <cmath>
    00024 #else
    00025 # ifdef HAVE_MATH_H
    00026 #  include <math.h>
    00027 # else
    00028 #  error "don't have header file for math"
    00029 # endif
    00030 #endif
    00031
    00032 #ifdef HAVE_CSTDIO
    00033 # include <cstdio>
    00034 #else
    00035 # ifdef HAVE_STDIO_H
    00036 #  include <stdio.h>
    00037 # else
    00038 #  error "don't have header file for stdio"
    00039 # endif
    00040 #endif
    00041
    00042 using namespace Ipopt;
    00043
    00049 class MittelmannBndryCntrlNeumBase : public RegisteredTNLP
    00050 {
    00051 public:
    00054   MittelmannBndryCntrlNeumBase();
    00055
    00057   virtual ~MittelmannBndryCntrlNeumBase();
    00058
    00062   virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
    00063                             Index& nnz_h_lag, IndexStyleEnum& index_style);
    00064
    00066   virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
    00067                                Index m, Number* g_l, Number* g_u);
    00068
    00070   virtual bool get_starting_point(Index n, bool init_x, Number* x,
    00071                                   bool init_z, Number* z_L, Number* z_U,
    00072                                   Index m, bool init_lambda,
    00073                                   Number* lambda);
    00074
    00076   virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value);
    00077
    00079   virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f);
    00080
    00082   virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g);
    00083
    00088   virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
    00089                           Index m, Index nele_jac, Index* iRow, Index *jCol,
    00090                           Number* values);
    00091
    00096   virtual bool eval_h(Index n, const Number* x, bool new_x,
    00097                       Number obj_factor, Index m, const Number* lambda,
    00098                       bool new_lambda, Index nele_hess, Index* iRow,
    00099                       Index* jCol, Number* values);
    00100
    00102
    00104   virtual bool get_scaling_parameters(Number& obj_scaling,
    00105                                       bool& use_x_scaling, Index n,
    00106                                       Number* x_scaling,
    00107                                       bool& use_g_scaling, Index m,
    00108                                       Number* g_scaling);
    00109
    00114   virtual void finalize_solution(SolverReturn status,
    00115                                  Index n, const Number* x, const Number* z_L, const Number* z_U,
    00116                                  Index m, const Number* g, const Number* lambda,
    00117                                  Number obj_value,
    00118                  const IpoptData* ip_data,
    00119                  IpoptCalculatedQuantities* ip_cq);
    00121
    00122 protected:
    00126   void SetBaseParameters(Index N, Number alpha, Number lb_y,
    00127                          Number ub_y, Number lb_u, Number ub_u,
    00128                          Number u_init);
    00129
    00133   virtual Number y_d_cont(Number x1, Number x2) const =0;
    00135   virtual Number d_cont(Number x1, Number x2, Number y) const =0;
    00137   virtual Number d_cont_dy(Number x1, Number x2, Number y) const =0;
    00139   virtual Number d_cont_dydy(Number x1, Number x2, Number y) const =0;
    00142   virtual bool d_cont_dydy_alwayszero() const =0;
    00144   virtual Number b_cont(Number x1, Number x2, Number y, Number u) const =0;
    00146   virtual Number b_cont_dy(Number x1, Number x2, Number y, Number u) const =0;
    00148   virtual Number b_cont_du(Number x1, Number x2, Number y, Number u) const =0;
    00150   virtual Number b_cont_dydy(Number x1, Number x2, Number y, Number u) const =0;
    00153   virtual bool b_cont_dydy_alwayszero() const =0;
    00155
    00156 private:
    00168   MittelmannBndryCntrlNeumBase(const MittelmannBndryCntrlNeumBase&);
    00169   MittelmannBndryCntrlNeumBase& operator=(const MittelmannBndryCntrlNeumBase&);
    00171
    00175   Index N_;
    00177   Number h_;
    00179   Number hh_;
    00181   Number lb_y_;
    00183   Number ub_y_;
    00185   Number lb_u_;
    00187   Number ub_u_;
    00189   Number u_init_;
    00192   Number alpha_;
    00194   Number* y_d_;
    00196
    00201   inline Index y_index(Index i, Index j) const
    00202   {
    00203     return j + (N_+2)*i;
    00204   }
    00207   inline Index u0j_index(Index j) const
    00208   {
    00209     return (N_+2)*(N_+2) + j-1;
    00210   }
    00213   inline Index u1j_index(Index j) const
    00214   {
    00215     return (N_+2)*(N_+2) + N_ + j-1;
    00216   }
    00219   inline Index ui0_index(Index j) const
    00220   {
    00221     return (N_+2)*(N_+2) + 2*N_ + j-1;
    00222   }
    00225   inline Index ui1_index(Index j) const
    00226   {
    00227     return (N_+2)*(N_+2) + 3*N_ + j-1;
    00228   }
    00230   inline Number x1_grid(Index i) const
    00231   {
    00232     return h_*(Number)i;
    00233   }
    00235   inline Number x2_grid(Index j) const
    00236   {
    00237     return h_*(Number)j;
    00238   }
    00240 };
    00241
    00243 class MittelmannBndryCntrlNeum1 : public MittelmannBndryCntrlNeumBase
    00244 {
    00245 public:
    00246   MittelmannBndryCntrlNeum1()
    00247   {}
    00248
    00249   virtual ~MittelmannBndryCntrlNeum1()
    00250   {}
    00251
    00252   virtual bool InitializeProblem(Index N)
    00253   {
    00254     if (N<1) {
    00255       printf("N has to be at least 1.");
    00256       return false;
    00257     }
    00258     Number alpha = 0.01;
    00259     Number lb_y = -1e20;
    00260     Number ub_y = 2.071;
    00261     Number lb_u = 3.7;
    00262     Number ub_u = 4.5;
    00263     Number u_init = (ub_u+lb_u)/2.;
    00264
    00265     SetBaseParameters(N, alpha, lb_y, ub_y, lb_u, ub_u, u_init);
    00266     return true;
    00267   }
    00268 protected:
    00270   virtual Number y_d_cont(Number x1, Number x2)  const
    00271   {
    00272     return 2. - 2.*(x1*(x1-1.) + x2*(x2-1.));
    00273   }
    00275   virtual Number d_cont(Number x1, Number x2, Number y)  const
    00276   {
    00277     return 0.;
    00278   }
    00280   virtual Number d_cont_dy(Number x1, Number x2, Number y)  const
    00281   {
    00282     return 0.;
    00283   }
    00285   virtual Number d_cont_dydy(Number x1, Number x2, Number y)  const
    00286   {
    00287     return 0.;
    00288   }
    00291   virtual bool d_cont_dydy_alwayszero() const
    00292   {
    00293     return true;
    00294   }
    00296   virtual Number b_cont(Number x1, Number x2, Number y, Number u) const
    00297   {
    00298     return u - y*y;
    00299   }
    00301   virtual Number b_cont_dy(Number x1, Number x2, Number y, Number u) const
    00302   {
    00303     return - 2.*y;
    00304   }
    00306   virtual Number b_cont_du(Number x1, Number x2, Number y, Number u) const
    00307   {
    00308     return 1.;
    00309   }
    00311   virtual Number b_cont_dydy(Number x1, Number x2, Number y, Number u) const
    00312   {
    00313     return -2.;
    00314   }
    00317   virtual bool b_cont_dydy_alwayszero() const
    00318   {
    00319     return false;
    00320   }
    00321 private:
    00324   MittelmannBndryCntrlNeum1(const MittelmannBndryCntrlNeum1&);
    00325   MittelmannBndryCntrlNeum1& operator=(const MittelmannBndryCntrlNeum1&);
    00327 };
    00328
    00330 class MittelmannBndryCntrlNeum2 : public MittelmannBndryCntrlNeumBase
    00331 {
    00332 public:
    00333   MittelmannBndryCntrlNeum2()
    00334   {}
    00335
    00336   virtual ~MittelmannBndryCntrlNeum2()
    00337   {}
    00338
    00339   virtual bool InitializeProblem(Index N)
    00340   {
    00341     if (N<1) {
    00342       printf("N has to be at least 1.");
    00343       return false;
    00344     }
    00345     Number alpha = 0.;
    00346     Number lb_y = -1e20;
    00347     Number ub_y = 2.835;
    00348     Number lb_u = 6.;
    00349     Number ub_u = 9.;
    00350     Number u_init = (ub_u+lb_u)/2.;
    00351
    00352     SetBaseParameters(N, alpha, lb_y, ub_y, lb_u, ub_u, u_init);
    00353     return true;
    00354   }
    00355 protected:
    00357   virtual Number y_d_cont(Number x1, Number x2)  const
    00358   {
    00359     return 2. - 2.*(x1*(x1-1.) + x2*(x2-1.));
    00360   }
    00362   virtual Number d_cont(Number x1, Number x2, Number y)  const
    00363   {
    00364     return 0.;
    00365   }
    00367   virtual Number d_cont_dy(Number x1, Number x2, Number y)  const
    00368   {
    00369     return 0.;
    00370   }
    00372   virtual Number d_cont_dydy(Number x1, Number x2, Number y)  const
    00373   {
    00374     return 0.;
    00375   }
    00378   virtual bool d_cont_dydy_alwayszero() const
    00379   {
    00380     return true;
    00381   }
    00383   virtual Number b_cont(Number x1, Number x2, Number y, Number u) const
    00384   {
    00385     return u - y*y;
    00386   }
    00388   virtual Number b_cont_dy(Number x1, Number x2, Number y, Number u) const
    00389   {
    00390     return - 2.*y;
    00391   }
    00393   virtual Number b_cont_du(Number x1, Number x2, Number y, Number u) const
    00394   {
    00395     return 1.;
    00396   }
    00398   virtual Number b_cont_dydy(Number x1, Number x2, Number y, Number u) const
    00399   {
    00400     return -2.;
    00401   }
    00404   virtual bool b_cont_dydy_alwayszero() const
    00405   {
    00406     return false;
    00407   }
    00408 private:
    00411   MittelmannBndryCntrlNeum2(const MittelmannBndryCntrlNeum2&);
    00412   MittelmannBndryCntrlNeum2& operator=(const MittelmannBndryCntrlNeum2&);
    00414 };
    00415
    00417 class MittelmannBndryCntrlNeum3 : public MittelmannBndryCntrlNeumBase
    00418 {
    00419 public:
    00420   MittelmannBndryCntrlNeum3()
    00421   {}
    00422
    00423   virtual ~MittelmannBndryCntrlNeum3()
    00424   {}
    00425
    00426   virtual bool InitializeProblem(Index N)
    00427   {
    00428     if (N<1) {
    00429       printf("N has to be at least 1.");
    00430       return false;
    00431     }
    00432     Number alpha = 0.01;
    00433     Number lb_y = -1e20;
    00434     Number ub_y = 2.7;
    00435     Number lb_u = 1.8;
    00436     Number ub_u = 2.5;
    00437     Number u_init = (ub_u+lb_u)/2.;
    00438
    00439     SetBaseParameters(N, alpha, lb_y, ub_y, lb_u, ub_u, u_init);
    00440     return true;
    00441   }
    00442 protected:
    00444   virtual Number y_d_cont(Number x1, Number x2)  const
    00445   {
    00446     return 2. - 2.*(x1*(x1-1.) + x2*(x2-1.));
    00447   }
    00449   virtual Number d_cont(Number x1, Number x2, Number y)  const
    00450   {
    00451     return y*y*y-y;
    00452   }
    00454   virtual Number d_cont_dy(Number x1, Number x2, Number y)  const
    00455   {
    00456     return 3.*y*y-1.;
    00457   }
    00459   virtual Number d_cont_dydy(Number x1, Number x2, Number y)  const
    00460   {
    00461     return 6.*y;
    00462   }
    00465   virtual bool d_cont_dydy_alwayszero() const
    00466   {
    00467     return false;
    00468   }
    00470   virtual Number b_cont(Number x1, Number x2, Number y, Number u) const
    00471   {
    00472     return u;
    00473   }
    00475   virtual Number b_cont_dy(Number x1, Number x2, Number y, Number u) const
    00476   {
    00477     return 0.;
    00478   }
    00480   virtual Number b_cont_du(Number x1, Number x2, Number y, Number u) const
    00481   {
    00482     return 1.;
    00483   }
    00485   virtual Number b_cont_dydy(Number x1, Number x2, Number y, Number u) const
    00486   {
    00487     return 0.;
    00488   }
    00491   virtual bool b_cont_dydy_alwayszero() const
    00492   {
    00493     return true;
    00494   }
    00495 private:
    00498   MittelmannBndryCntrlNeum3(const MittelmannBndryCntrlNeum3&);
    00499   MittelmannBndryCntrlNeum3& operator=(const MittelmannBndryCntrlNeum3&);
    00501 };
    00502
    00504 class MittelmannBndryCntrlNeum4 : public MittelmannBndryCntrlNeumBase
    00505 {
    00506 public:
    00507   MittelmannBndryCntrlNeum4()
    00508   {}
    00509
    00510   virtual ~MittelmannBndryCntrlNeum4()
    00511   {}
    00512
    00513   virtual bool InitializeProblem(Index N)
    00514   {
    00515     if (N<1) {
    00516       printf("N has to be at least 1.");
    00517       return false;
    00518     }
    00519     Number alpha = 0.;
    00520     Number lb_y = -1e20;
    00521     Number ub_y = 2.7;
    00522     Number lb_u = 1.8;
    00523     Number ub_u = 2.5;
    00524     Number u_init = (ub_u+lb_u)/2.;
    00525
    00526     SetBaseParameters(N, alpha, lb_y, ub_y, lb_u, ub_u, u_init);
    00527     return true;
    00528   }
    00529 protected:
    00531   virtual Number y_d_cont(Number x1, Number x2)  const
    00532   {
    00533     return 2. - 2.*(x1*(x1-1.) + x2*(x2-1.));
    00534   }
    00536   virtual Number d_cont(Number x1, Number x2, Number y)  const
    00537   {
    00538     return y*y*y-y;
    00539   }
    00541   virtual Number d_cont_dy(Number x1, Number x2, Number y)  const
    00542   {
    00543     return 3.*y*y-1.;
    00544   }
    00546   virtual Number d_cont_dydy(Number x1, Number x2, Number y)  const
    00547   {
    00548     return 6.*y;
    00549   }
    00552   virtual bool d_cont_dydy_alwayszero() const
    00553   {
    00554     return false;
    00555   }
    00557   virtual Number b_cont(Number x1, Number x2, Number y, Number u) const
    00558   {
    00559     return u;
    00560   }
    00562   virtual Number b_cont_dy(Number x1, Number x2, Number y, Number u) const
    00563   {
    00564     return 0.;
    00565   }
    00567   virtual Number b_cont_du(Number x1, Number x2, Number y, Number u) const
    00568   {
    00569     return 1.;
    00570   }
    00572   virtual Number b_cont_dydy(Number x1, Number x2, Number y, Number u) const
    00573   {
    00574     return 0.;
    00575   }
    00578   virtual bool b_cont_dydy_alwayszero() const
    00579   {
    00580     return true;
    00581   }
    00582 private:
    00585   MittelmannBndryCntrlNeum4(const MittelmannBndryCntrlNeum4&);
    00586   MittelmannBndryCntrlNeum4& operator=(const MittelmannBndryCntrlNeum4&);
    00588 };
    00589
    00590 #endif

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