00001
00002
00003
00004
00005
00006
00007
00008
00009
00010
00011 #ifndef __MITTELMANNBNDRYCNTRLDIRI3D_HPP__
00012 #define __MITTELMANNBNDRYCNTRLDIRI3D_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 #include <cstdio>
00027
00028 using namespace Ipopt;
00029
00039 class MittelmannBndryCntrlDiriBase3D : public RegisteredTNLP
00040 {
00041 public:
00043 MittelmannBndryCntrlDiriBase3D();
00044
00046 virtual ~MittelmannBndryCntrlDiriBase3D();
00047
00051 virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
00052 Index& nnz_h_lag, IndexStyleEnum& index_style);
00053
00055 virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
00056 Index m, Number* g_l, Number* g_u);
00057
00059 virtual bool get_starting_point(Index n, bool init_x, Number* x,
00060 bool init_z, Number* z_L, Number* z_U,
00061 Index m, bool init_lambda,
00062 Number* lambda);
00063
00065 virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value);
00066
00068 virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f);
00069
00071 virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g);
00072
00077 virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
00078 Index m, Index nele_jac, Index* iRow, Index *jCol,
00079 Number* values);
00080
00085 virtual bool eval_h(Index n, const Number* x, bool new_x,
00086 Number obj_factor, Index m, const Number* lambda,
00087 bool new_lambda, Index nele_hess, Index* iRow,
00088 Index* jCol, Number* values);
00089
00091
00093 virtual bool get_scaling_parameters(Number& obj_scaling,
00094 bool& use_x_scaling, Index n,
00095 Number* x_scaling,
00096 bool& use_g_scaling, Index m,
00097 Number* g_scaling);
00098
00103 virtual void finalize_solution(SolverReturn status,
00104 Index n, const Number* x, const Number* z_L, const Number* z_U,
00105 Index m, const Number* g, const Number* lambda,
00106 Number obj_valu,
00107 const IpoptData* ip_data,
00108 IpoptCalculatedQuantities* ip_cq);
00110
00111 protected:
00115 void SetBaseParameters(Index N, Number alpha, Number lb_y,
00116 Number ub_y, Number lb_u, Number ub_u,
00117 Number d_const, Number B, Number C);
00118
00122 virtual Number y_d_cont(Number x1, Number x2, Number x3) const =0;
00124
00125 private:
00137 MittelmannBndryCntrlDiriBase3D(const MittelmannBndryCntrlDiriBase3D&);
00138 MittelmannBndryCntrlDiriBase3D& operator=(const MittelmannBndryCntrlDiriBase3D&);
00140
00144 Index N_;
00146 Number h_;
00148 Number hh_;
00150 Number hhh_;
00152 Number lb_y_;
00154 Number ub_y_;
00156 Number lb_u_;
00158 Number ub_u_;
00160 Number d_const_;
00163 Number alpha_;
00165 Number* y_d_;
00167
00172 inline Index y_index(Index i, Index j, Index k) const
00173 {
00174 return k + (N_+2)*j + (N_+2)*(N_+2)*i;
00175 }
00178 inline Index pde_index(Index i, Index j, Index k) const
00179 {
00180 return (k-1) + N_*(j-1) + N_*N_*(i-1);
00181 }
00183 inline Number x1_grid(Index i) const
00184 {
00185 return h_*(Number)i;
00186 }
00188 inline Number x2_grid(Index i) const
00189 {
00190 return h_*(Number)i;
00191 }
00193 inline Number x3_grid(Index i) const
00194 {
00195 return h_*(Number)i;
00196 }
00198 inline Number PenObj(Number t) const
00199 {
00200
00201 if (t > B_) {
00202 return B_*B_/2. + C_*(t - B_);
00203 }
00204 else if (t < -B_) {
00205 return B_*B_/2. + C_*(-t - B_);
00206 }
00207 else {
00208 const Number t2 = t*t;
00209 const Number t4 = t2*t2;
00210 const Number t6 = t4*t2;
00211 return PenA_*t2 + PenB_*t4 + PenC_*t6;
00212 }
00213 }
00215 inline Number PenObj_1(Number t) const
00216 {
00217
00218 if (t > B_) {
00219 return C_;
00220 }
00221 else if (t < -B_) {
00222 return -C_;
00223 }
00224 else {
00225 const Number t2 = t*t;
00226 const Number t3 = t*t2;
00227 const Number t5 = t3*t2;
00228 return 2.*PenA_*t + 4.*PenB_*t3 + 6.*PenC_*t5;
00229 }
00230 }
00232 inline Number PenObj_2(Number t) const
00233 {
00234
00235 if (t > B_) {
00236 return 0.;
00237 }
00238 else if (t < -B_) {
00239 return 0.;
00240 }
00241 else {
00242 const Number t2 = t*t;
00243 const Number t4 = t2*t2;
00244 return 2.*PenA_ + 12.*PenB_*t2 + 30.*PenC_*t4;
00245 }
00246 }
00248
00251 Number B_;
00252 Number C_;
00253 Number PenA_;
00254 Number PenB_;
00255 Number PenC_;
00257 };
00258
00260 class MittelmannBndryCntrlDiri3D : public MittelmannBndryCntrlDiriBase3D
00261 {
00262 public:
00263 MittelmannBndryCntrlDiri3D()
00264 {}
00265
00266 virtual ~MittelmannBndryCntrlDiri3D()
00267 {}
00268
00269 virtual bool InitializeProblem(Index N)
00270 {
00271 if (N<1) {
00272 printf("N has to be at least 1.");
00273 return false;
00274 }
00275 Number alpha = 0.01;
00276 Number lb_y = -1e20;
00277 Number ub_y = 3.5;
00278 Number lb_u = 0.;
00279 Number ub_u = 10.;
00280 Number d_const = -20.;
00281 Number B = .5;
00282 Number C = 0.01;
00283 SetBaseParameters(N, alpha, lb_y, ub_y, lb_u, ub_u, d_const, B, C);
00284 return true;
00285 }
00286 protected:
00288 virtual Number y_d_cont(Number x1, Number x2, Number x3) const
00289 {
00290 return 3. + 5.*(x1*(x1-1.)*x2*(x2-1.));
00291 }
00292 private:
00295 MittelmannBndryCntrlDiri3D(const MittelmannBndryCntrlDiri3D&);
00296 MittelmannBndryCntrlDiri3D& operator=(const MittelmannBndryCntrlDiri3D&);
00298
00299 };
00300
00301
00302 #endif