/build/buildd/coinor-ipopt-3.10.1/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 Eclipse Public License.
00004 //
00005 // $Id: MittelmannBndryCntrlDiri3Dsin.hpp 2005 2011-06-06 12:55:16Z stefan $
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_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 
00053 class MittelmannBndryCntrlDiriBase3Dsin : public RegisteredTNLP
00054 {
00055 public:
00057   MittelmannBndryCntrlDiriBase3Dsin();
00058 
00060   virtual ~MittelmannBndryCntrlDiriBase3Dsin();
00061 
00065   virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
00066                             Index& nnz_h_lag, IndexStyleEnum& index_style);
00067 
00069   virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
00070                                Index m, Number* g_l, Number* g_u);
00071 
00073   virtual bool get_starting_point(Index n, bool init_x, Number* x,
00074                                   bool init_z, Number* z_L, Number* z_U,
00075                                   Index m, bool init_lambda,
00076                                   Number* lambda);
00077 
00079   virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value);
00080 
00082   virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f);
00083 
00085   virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g);
00086 
00091   virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
00092                           Index m, Index nele_jac, Index* iRow, Index *jCol,
00093                           Number* values);
00094 
00099   virtual bool eval_h(Index n, const Number* x, bool new_x,
00100                       Number obj_factor, Index m, const Number* lambda,
00101                       bool new_lambda, Index nele_hess, Index* iRow,
00102                       Index* jCol, Number* values);
00103 
00105 
00107   virtual bool get_scaling_parameters(Number& obj_scaling,
00108                                       bool& use_x_scaling, Index n,
00109                                       Number* x_scaling,
00110                                       bool& use_g_scaling, Index m,
00111                                       Number* g_scaling);
00112 
00117   virtual void finalize_solution(SolverReturn status,
00118                                  Index n, const Number* x, const Number* z_L, const Number* z_U,
00119                                  Index m, const Number* g, const Number* lambda,
00120                                  Number obj_valu,
00121                                  const IpoptData* ip_data,
00122                                  IpoptCalculatedQuantities* ip_cq);
00124 
00125 protected:
00129   void SetBaseParameters(Index N, Number alpha, Number lb_y,
00130                          Number ub_y, Number lb_u, Number ub_u,
00131                          Number d_const);
00132 
00136   virtual Number y_d_cont(Number x1, Number x2, Number x3) const =0;
00138 
00139 private:
00151   MittelmannBndryCntrlDiriBase3Dsin(const MittelmannBndryCntrlDiriBase3Dsin&);
00152   MittelmannBndryCntrlDiriBase3Dsin& operator=(const MittelmannBndryCntrlDiriBase3Dsin&);
00154 
00158   Index N_;
00160   Number h_;
00162   Number hh_;
00164   Number lb_y_;
00166   Number ub_y_;
00168   Number lb_u_;
00170   Number ub_u_;
00172   Number d_const_;
00175   Number alpha_;
00177   Number* y_d_;
00179 
00184   inline Index y_index(Index i, Index j, Index k) const
00185   {
00186     return k + (N_+2)*j + (N_+2)*(N_+2)*i;
00187   }
00190   inline Index pde_index(Index i, Index j, Index k) const
00191   {
00192     return (k-1) + N_*(j-1) + N_*N_*(i-1);
00193   }
00195   inline Number x1_grid(Index i) const
00196   {
00197     return h_*(Number)i;
00198   }
00200   inline Number x2_grid(Index i) const
00201   {
00202     return h_*(Number)i;
00203   }
00205   inline Number x3_grid(Index i) const
00206   {
00207     return h_*(Number)i;
00208   }
00210 };
00211 
00213 class MittelmannBndryCntrlDiri3Dsin : public MittelmannBndryCntrlDiriBase3Dsin
00214 {
00215 public:
00216   MittelmannBndryCntrlDiri3Dsin()
00217   {}
00218 
00219   virtual ~MittelmannBndryCntrlDiri3Dsin()
00220   {}
00221 
00222   virtual bool InitializeProblem(Index N)
00223   {
00224     if (N<1) {
00225       printf("N has to be at least 1.");
00226       return false;
00227     }
00228     printf("olaf N %d has to be at least 1.", N);
00229     Number alpha = 0.1;
00230     Number lb_y = -1e20;
00231     Number ub_y = 3.5;
00232     Number lb_u = 0.;
00233     Number ub_u = 10.;
00234     Number d_const = -20.;
00235     SetBaseParameters(N, alpha, lb_y, ub_y, lb_u, ub_u, d_const);
00236     return true;
00237   }
00238 protected:
00240   virtual Number y_d_cont(Number x1, Number x2, Number x3)  const
00241   {
00242     return 3. + 5.*(x1*(x1-1.)*x2*(x2-1.)*x3*(x3-1.));
00243   }
00244 private:
00247   MittelmannBndryCntrlDiri3Dsin(const MittelmannBndryCntrlDiri3Dsin&);
00248   MittelmannBndryCntrlDiri3Dsin& operator=(const MittelmannBndryCntrlDiri3Dsin&);
00250 
00251 };
00252 
00253 
00254 #endif