/* $Id: retape_k1_l2.cpp 1705 2010-09-23 11:46:10Z bradbell $ */
/* --------------------------------------------------------------------------
CppAD: C++ Algorithmic Differentiation: Copyright (C) 2003-10 Bradley M. Bell

CppAD is distributed under multiple licenses. This distribution is under
the terms of the 
                    Common Public License Version 1.0.

A copy of this license is included in the COPYING file of this distribution.
Please visit http://www.coin-or.org/CppAD/ for information on other licenses.
-------------------------------------------------------------------------- */

# include <cppad_ipopt_nlp.hpp>

namespace { // Begin empty namespace
// ---------------------------------------------------------------------------
/*
A test case were retaping is required, no constraints, and L[0] > 1.
*/
class FG_info : public cppad_ipopt_fg_info
{
public:
	// derived class part of constructor
	FG_info (void)
	{ }
	// r_0 (u) = u if u > 1 and u^2 otherwise.
	ADVector eval_r(size_t k, const ADVector&  u)
	{	ADVector r(1);
		if( u[0] > 1 )
			r[0] = u[0];
		else	r[0] = u[0] * u[0];
		return r;
	}
	// operation sequence depends on u
	bool retape(size_t k)
	{	return true; }
	// K = 1
	size_t number_functions(void)
	{	return 1; }
	// q[k] = 1
	size_t domain_size(size_t k)
	{	return 1; }
	// p[k] = 1
	size_t range_size(size_t k)
	{	return 1; }
	// L[k] = 2
	size_t number_terms(size_t k)
	{	return 2; }
	// I_{k,ell} = 0     // objective function index
	// J_{k,ell} = ell   // argument index
	void index(size_t k, size_t ell, SizeVector& I, SizeVector& J)
	{	I[0] = 0;
		J[0] = ell;
	}
};
} // end empty namespace
	
bool retape_k1_l2(void)
{	bool ok = true;
	size_t j;

	// number of independent variables (domain dimension for f and g)
	size_t n = 2;  
	// no constraints (range dimension for g)
	size_t m = 0;
	// initial value of the independent variables
	NumberVector x_i(n);
	x_i[0] = 0.0;    // below break in eval_r definition
	x_i[1] = 2.0;    // above break in eval_r definition
	// lower and upper limits for x
	NumberVector x_l(n);
	NumberVector x_u(n);
	for(j = 0; j < n; j++)
	{	x_l[j] = -5.0;
		x_u[j] = +5.0;
	}
	// lower and upper limits for g
	NumberVector g_l;
	NumberVector g_u;

	// object in derived class
	FG_info my_fg_info;
	cppad_ipopt_fg_info *fg_info = &my_fg_info;  

	// create the Ipopt interface
	cppad_ipopt_solution solution;
	Ipopt::SmartPtr<Ipopt::TNLP> cppad_nlp = new cppad_ipopt_nlp(
		n, m, x_i, x_l, x_u, g_l, g_u, fg_info, &solution
	);

	// Create an instance of the IpoptApplication
	using Ipopt::IpoptApplication;
	Ipopt::SmartPtr<IpoptApplication> app = new IpoptApplication();

	// turn off any printing
	app->Options()->SetIntegerValue("print_level", 0);

	// maximum number of iterations
	app->Options()->SetIntegerValue("max_iter", 10);

	// approximate accuracy in first order necessary conditions;
	// see Mathematical Programming, Volume 106, Number 1, 
	// Pages 25-57, Equation (6)
	app->Options()->SetNumericValue("tol", 1e-9);

	// derivative testing
	app->Options()-> SetStringValue("derivative_test", "second-order");
	app->Options()-> SetNumericValue("point_perturbation_radius", 0.);

	// Initialize the IpoptApplication and process the options
	Ipopt::ApplicationReturnStatus status = app->Initialize();
	ok    &= status == Ipopt::Solve_Succeeded;

	// Run the IpoptApplication
	status = app->OptimizeTNLP(cppad_nlp);
	ok    &= status == Ipopt::Solve_Succeeded;

	/*
 	Check the solution values
 	*/
	ok &= solution.status == cppad_ipopt_solution::success;
	//
	double rel_tol     = 1e-6;  // relative tolerance
	double abs_tol     = 1e-6;  // absolute tolerance
	for(j = 0; j < n; j++)
		ok &= CppAD::NearEqual( 0., solution.x[j], rel_tol, abs_tol);

	return ok;
}
