ipopt-src 0.2.3+3.14.16

// Copyright (C) 2009 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors:  Andreas Waechter                       IBM    2009-11-13
//               (based on IpInexactTSymScalingMethod.cpp)

#include "IpoptConfig.h"
#include "IpSlackBasedTSymScalingMethod.hpp"
#include "IpTripletHelper.hpp"

namespace Ipopt
{
#if IPOPT_VERBOSITY > 0
static const Index dbg_verbosity = 0;
#endif

bool SlackBasedTSymScalingMethod::InitializeImpl(
   const OptionsList& /*options*/,
   const std::string& /*prefix*/
)
{
   return true;
}

bool SlackBasedTSymScalingMethod::ComputeSymTScalingFactors(
   Index         /*n*/,
   Index         /*nnz*/,
   const Index*  /*airn*/,
   const Index*  /*ajcn*/,
   const Number* /*a*/,
   Number*       scaling_factors
)
{
   DBG_START_METH("SlackBasedTSymScalingMethod::ComputeTSymScalingFactors",
                  dbg_verbosity);

   const Index nx = IpData().curr()->x()->Dim();
   const Index ns = IpData().curr()->s()->Dim();
   const Index nc = IpData().curr()->y_c()->Dim();
   const Index nd = IpData().curr()->y_d()->Dim();

   for( Index i = 0; i < nx; i++ )
   {
      scaling_factors[i] = 1.;
   }
   scaling_factors += nx;

   SmartPtr<Vector> tmp = IpData().curr()->s()->MakeNew();

   // Lower bounds
   SmartPtr<const Matrix> Pd_L = IpNLP().Pd_L();
   SmartPtr<const Vector> curr_slack_s_L = IpCq().curr_slack_s_L();
   DBG_PRINT_MATRIX(1, "Pd_L", *Pd_L);
   DBG_PRINT_VECTOR(1, "curr_slack_s_L", *curr_slack_s_L);
   Pd_L->MultVector(1., *curr_slack_s_L, 0., *tmp);

   // Upper bounds
   SmartPtr<const Matrix> Pd_U = IpNLP().Pd_U();
   SmartPtr<const Vector> curr_slack_s_U = IpCq().curr_slack_s_U();
   DBG_PRINT_MATRIX(1, "Pd_U", *Pd_U);
   DBG_PRINT_VECTOR(1, "curr_slack_s_U", *curr_slack_s_U);
   Pd_U->MultVector(1., *curr_slack_s_U, 1., *tmp);

   SmartPtr<Vector> tmp2 = tmp->MakeNew();
   const Number slack_scale_max = 1.;
   tmp2->Set(slack_scale_max);
   tmp->ElementWiseMin(*tmp2);

   TripletHelper::FillValuesFromVector(ns, *tmp, scaling_factors);
   scaling_factors += ns;

   for( Index i = 0; i < nc + nd; i++ )
   {
      scaling_factors[i] = 1.;
   }

   return true;
}

} // namespace Ipopt