ipopt-src 0.2.3+3.14.16

// Copyright (C) 2007, 2008 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors:  Andreas Waechter           IBM     2007-06-04
//                   based on IpIpoptData.hpp

#ifndef __IPCGPENALTYDATA_HPP__
#define __IPCGPENALTYDATA_HPP__

#include "IpIteratesVector.hpp"
#include "IpOptionsList.hpp"
#include "IpIpoptData.hpp"

namespace Ipopt
{

/** Class to organize all the additional data required by the
 *  Chen-Goldfarb penalty function algorithm.
 */
class CGPenaltyData: public IpoptAdditionalData
{
public:
   /**@name Constructors/Destructors */
   ///@{
   /** Constructor */
   CGPenaltyData();

   /** Destructor */
   ~CGPenaltyData();
   ///@}

   /** This method must be called to initialize the global
    *  algorithmic parameters.
    *
    *  The parameters are taken from the OptionsList object.
    */
   bool Initialize(
      const Journalist&  jnlst,
      const OptionsList& options,
      const std::string& prefix);

   /** Initialize Data Structures */
   bool InitializeDataStructures();

   /** Delta for the Chen-Goldfarb search direction */
   SmartPtr<const IteratesVector> delta_cgpen() const;

   /** Set the delta_cgpen
    *
    *  Like the trial point, this method copies
    *  the pointer for efficiency (no copy and to keep cache tags the
    *  same) so after you call set, you cannot modify the data.
    */
   void set_delta_cgpen(
      SmartPtr<IteratesVector>& delta_pen
   );

   /** Set the delta_cgpen
    *
    *  Like the trial point, this method copies
    *  the pointer for efficiency (no copy and to keep cache tags the
    *  same) so after you call set, you cannot modify the data.  This
    *  is the version that is happy with a pointer to const
    *  IteratesVector.
    */
   void set_delta_cgpen(
      SmartPtr<const IteratesVector>& delta_pen
   );

   /** Delta for the fast Chen-Goldfarb search direction */
   SmartPtr<const IteratesVector> delta_cgfast() const;

   /** Set the delta_cgfast
    *
    *  Like the trial point, this method copies
    *  the pointer for efficiency (no copy and to keep cache tags the
    *  same) so after you call set, you cannot modify the data.
    */
   void set_delta_cgfast(
      SmartPtr<IteratesVector>& delta_fast
   );

   /** @name Chen-Goldfarb step2.
    *
    *  Those fields can be used to store
    *  directions related to the Chen-Goldfarb algorithm
    */
   ///@{
   bool HaveCgPenDeltas() const
   {
      return have_cgpen_deltas_;
   }

   void SetHaveCgPenDeltas(
      bool have_cgpen_deltas
   )
   {
      have_cgpen_deltas_ = have_cgpen_deltas;
   }

   bool HaveCgFastDeltas() const
   {
      return have_cgfast_deltas_;
   }

   void SetHaveCgFastDeltas(
      bool have_cgfast_deltas
   )
   {
      have_cgfast_deltas_ = have_cgfast_deltas;
   }
   ///@}

   /** @name Public Methods for updating iterates */
   ///@{
   /** Set the current iterate values from the trial values. */
   void AcceptTrialPoint();
   ///@}

   Number CurrPenaltyPert()
   {
      return curr_penalty_pert_;
   }

   void SetCurrPenaltyPert(
      Number curr_penalty_pert)
   {
      curr_penalty_pert_ = curr_penalty_pert;
   }

   void SetNeverTryPureNewton(
      bool never_try_pure_Newton
   )
   {
      never_try_pure_Newton_ = never_try_pure_Newton;
   }

   Index NeverTryPureNewton()
   {
      return never_try_pure_Newton_;
   }

   Index restor_iter()
   {
      return restor_iter_;
   }

   void SetRestorIter(
      Index restor_iter
   )
   {
      restor_iter_ = restor_iter;
   }

   Number restor_counter()
   {
      return restor_counter_;
   }

   void SetRestorCounter(
      Number restor_counter
   )
   {
      restor_counter_ = restor_counter;
   }

   void SetPrimalStepSize(
      Number max_alpha_x
   )
   {
      max_alpha_x_ = max_alpha_x;
   }

   Number PrimalStepSize()
   {
      return max_alpha_x_;
   }

   Number curr_penalty() const
   {
      DBG_ASSERT(penalty_initialized_);
      return curr_penalty_;
   }

   void Set_penalty(
      Number penalty
   )
   {
      curr_penalty_ = penalty;
      penalty_initialized_ = true;
   }

   void SetPenaltyUninitialized()
   {
      penalty_initialized_ = false;
   }

   bool PenaltyInitialized() const
   {
      return penalty_initialized_;
   }

   Number curr_kkt_penalty() const
   {
      DBG_ASSERT(kkt_penalty_initialized_);
      return curr_kkt_penalty_;
   }

   void Set_kkt_penalty(
      Number kkt_penalty
   )
   {
      curr_kkt_penalty_ = kkt_penalty;
      kkt_penalty_initialized_ = true;
   }

   void SetKKTPenaltyUninitialized()
   {
      kkt_penalty_initialized_ = false;
   }

   bool KKTPenaltyInitialized() const
   {
      return kkt_penalty_initialized_;
   }

private:

   /** @name Pure Chen-Goldfarb step for the penalty function.
    *
    *  This used to transfer the information about the step from the
    *  computation of the overall search direction to the line
    *  search.
    */
   ///@{
   SmartPtr<const IteratesVector> delta_cgpen_;

   /** The following flag is set to true, if some other part of the
    *  algorithm has already computed the Chen-Goldfarb step.  This
    *  flag is reset when the AcceptTrialPoint method is called.
    */
   // ToDo we could cue off of a null delta_cgpen_
   bool have_cgpen_deltas_;
   ///@}

   /** @name Fast Chen-Goldfarb step for the penalty function.
    *
    *  This used to transfer the information about the step from the
    *  computation of the overall search direction to the line
    *  search.
    */
   ///@{
   SmartPtr<const IteratesVector> delta_cgfast_;

   /** The following flag is set to true, if some other part of the
    *  algorithm has already computed the fast Chen-Goldfarb step.
    *
    *  This flag is reset when the AcceptTrialPoint method is called.
    */
   // ToDo we could cue off of a null delta_cgfast_
   bool have_cgfast_deltas_;
   ///@}

   /** @name penalty method **/
   ///@{
   /** Flag indicating whether the pure Newton method is used */
   bool never_try_pure_Newton_;

   /** The iteration at which pure Newton method is given up*/
   Index restor_iter_;
   Number restor_counter_;

   /**@name  penalty parameters */
   Number curr_penalty_;
   bool penalty_initialized_;
   Number curr_kkt_penalty_;
   bool kkt_penalty_initialized_;
   Number curr_penalty_pert_;
   Number max_alpha_x_;
   ///@}

   /** flag indicating if Initialize method has been called (for debugging) */
   bool initialize_called_;

   /**@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.
    */
   ///@{
   /** Copy Constructor */
   CGPenaltyData(
      const CGPenaltyData&
   );

   /** Default Assignment Operator */
   void operator=(
      const CGPenaltyData&
   );
   ///@}

#if IPOPT_CHECKLEVEL > 0
   /** Some debug flags to make sure vectors are not changed
    *  behind the CGPenaltyData's back
    */
   ///@{
   TaggedObject::Tag debug_delta_cgpen_tag_;
   TaggedObject::Tag debug_delta_cgfast_tag_;
   TaggedObject::Tag debug_delta_cgpen_tag_sum_;
   TaggedObject::Tag debug_delta_cgfast_tag_sum_;
   ///@}
#endif

};

inline SmartPtr<const IteratesVector> CGPenaltyData::delta_cgpen() const
{
   DBG_ASSERT(IsNull(delta_cgpen_) || (delta_cgpen_->GetTag() == debug_delta_cgpen_tag_ && delta_cgpen_->GetTagSum() == debug_delta_cgpen_tag_sum_) );

   return delta_cgpen_;
}

inline SmartPtr<const IteratesVector> CGPenaltyData::delta_cgfast() const
{
   DBG_ASSERT(IsNull(delta_cgfast_) || (delta_cgfast_->GetTag() == debug_delta_cgfast_tag_ && delta_cgfast_->GetTagSum() == debug_delta_cgfast_tag_sum_) );

   return delta_cgfast_;
}

inline
void CGPenaltyData::set_delta_cgpen(
   SmartPtr<IteratesVector>& delta_cgpen
)
{
   delta_cgpen_ = ConstPtr(delta_cgpen);
#if IPOPT_CHECKLEVEL > 0

   if (IsValid(delta_cgpen))
   {
      debug_delta_cgpen_tag_ = delta_cgpen->GetTag();
      debug_delta_cgpen_tag_sum_ = delta_cgpen->GetTagSum();
   }
   else
   {
      debug_delta_cgpen_tag_ = 0;
      debug_delta_cgpen_tag_sum_ = delta_cgpen->GetTagSum();
   }
#endif

   delta_cgpen = NULL;
}

inline
void CGPenaltyData::set_delta_cgpen(
   SmartPtr<const IteratesVector>& delta_cgpen
)
{
   delta_cgpen_ = delta_cgpen;
#if IPOPT_CHECKLEVEL > 0

   if (IsValid(delta_cgpen))
   {
      debug_delta_cgpen_tag_ = delta_cgpen->GetTag();
      debug_delta_cgpen_tag_sum_ = delta_cgpen->GetTagSum();
   }
   else
   {
      debug_delta_cgpen_tag_ = 0;
      debug_delta_cgpen_tag_sum_ = delta_cgpen->GetTagSum();
   }
#endif

   delta_cgpen = NULL;
}

inline
void CGPenaltyData::set_delta_cgfast(
   SmartPtr<IteratesVector>& delta_cgfast
)
{
   delta_cgfast_ = ConstPtr(delta_cgfast);
#if IPOPT_CHECKLEVEL > 0

   if (IsValid(delta_cgfast))
   {
      debug_delta_cgfast_tag_ = delta_cgfast->GetTag();
      debug_delta_cgfast_tag_sum_ = delta_cgfast->GetTagSum();
   }
   else
   {
      debug_delta_cgfast_tag_ = 0;
      debug_delta_cgfast_tag_sum_ = delta_cgfast->GetTagSum();
   }
#endif

   delta_cgfast = NULL;
}

} // namespace Ipopt

#endif