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// Copyright (C) 2004, 2006 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors: Carl Laird, Andreas Waechter IBM 2004-09-23
#ifndef __IPLEASTSQUAREMULTS_HPP__
#define __IPLEASTSQUAREMULTS_HPP__
#include "IpAugSystemSolver.hpp"
#include "IpEqMultCalculator.hpp"
namespace Ipopt
{
/** Class for calculator for the least-square equality constraint multipliers.
*
* The Calculate method of this class computes the
* least-square estimate for the y_c and y_d multipliers, based on
* the current values of the gradient of the Lagrangian.
*/
class LeastSquareMultipliers: public EqMultiplierCalculator
{
public:
/**@name Constructors / Destructors */
///@{
/** Constructor.
*
* It needs to be given the strategy object for
* solving the augmented system.
*/
LeastSquareMultipliers(
AugSystemSolver& augSysSolver
);
/** Destructor */
virtual ~LeastSquareMultipliers()
{ }
///@}
virtual bool InitializeImpl(
const OptionsList& options,
const std::string& prefix
);
/** This method computes the least-square estimates for y_c and
* y_d at the current point.
*
* @return false, if the least square system could not be solved (the linear system is singular)
*/
virtual bool CalculateMultipliers(
Vector& y_c,
Vector& y_d
);
private:
/**@name Default Compiler Generated Methods
* (Hidden to avoid implicit creation/calling).
*
* These methods are not implemented and
* we do not want the compiler to implement
* them for us, so we declare them private
* and do not define them. This ensures that
* they will not be implicitly created/called.
*/
///@{
/** Default Constructor */
LeastSquareMultipliers();
/** Copy Constructor */
LeastSquareMultipliers(
const LeastSquareMultipliers&
);
void operator=(
const LeastSquareMultipliers&
);
///@}
/** augmented system solver to be used for solving the linear system */
SmartPtr<AugSystemSolver> augsyssolver_;
};
} // namespace Ipopt
#endif