IpQualityFunctionMuOracle.hpp

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// Copyright (C) 2004, 2006 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Common Public License.
//
// $Id: IpQualityFunctionMuOracle.hpp 759 2006-07-07 03:07:08Z andreasw $
//
// Authors:  Andreas Waechter             IBM    2004-11-12

#ifndef __IPQUALITYFUNCTIONMUORACLE_HPP__
#define __IPQUALITYFUNCTIONMUORACLE_HPP__

#include "IpMuOracle.hpp"
#include "IpPDSystemSolver.hpp"
#include "IpIpoptCalculatedQuantities.hpp"

namespace Ipopt
{

  class QualityFunctionMuOracle : public MuOracle
  {
  public:
    QualityFunctionMuOracle(const SmartPtr<PDSystemSolver>& pd_solver);
    virtual ~QualityFunctionMuOracle();

    virtual bool InitializeImpl(const OptionsList& options,
                                const std::string& prefix);

    virtual bool CalculateMu(Number mu_min, Number mu_max, Number& new_mu);

    static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);

    enum NormEnum
    {
      NM_NORM_1=0,
      NM_NORM_2_SQUARED,
      NM_NORM_MAX,
      NM_NORM_2
    };
    enum CentralityEnum
    {
      CEN_NONE=0,
      CEN_LOG,
      CEN_RECIPROCAL,
      CEN_CUBED_RECIPROCAL
    };
    enum BalancingTermEnum
    {
      BT_NONE=0,
      BT_CUBIC
    };

  private:

    QualityFunctionMuOracle();
    QualityFunctionMuOracle(const QualityFunctionMuOracle&);

    void operator=(const QualityFunctionMuOracle&);

    SmartPtr<PDSystemSolver> pd_solver_;

    // ToDo Replace pointers by references
    Number CalculateQualityFunction(Number sigma,
                                    const Vector& step_aff_x_L,
                                    const Vector& step_aff_x_U,
                                    const Vector& step_aff_s_L,
                                    const Vector& step_aff_s_U,
                                    const Vector& step_aff_y_c,
                                    const Vector& step_aff_y_d,
                                    const Vector& step_aff_z_L,
                                    const Vector& step_aff_z_U,
                                    const Vector& step_aff_v_L,
                                    const Vector& step_aff_v_U,
                                    const Vector& step_cen_x_L,
                                    const Vector& step_cen_x_U,
                                    const Vector& step_cen_s_L,
                                    const Vector& step_cen_s_U,
                                    const Vector& step_cen_y_c,
                                    const Vector& step_cen_y_d,
                                    const Vector& step_cen_z_L,
                                    const Vector& step_cen_z_U,
                                    const Vector& step_cen_v_L,
                                    const Vector& step_cen_v_U);

    Number PerformGoldenSection(Number sigma_up,
                                Number q_up,
                                Number sigma_lo,
                                Number q_lo,
                                Number sigma_tol,
                                Number qf_tol,
                                const Vector& step_aff_x_L,
                                const Vector& step_aff_x_U,
                                const Vector& step_aff_s_L,
                                const Vector& step_aff_s_U,
                                const Vector& step_aff_y_c,
                                const Vector& step_aff_y_d,
                                const Vector& step_aff_z_L,
                                const Vector& step_aff_z_U,
                                const Vector& step_aff_v_L,
                                const Vector& step_aff_v_U,
                                const Vector& step_cen_x_L,
                                const Vector& step_cen_x_U,
                                const Vector& step_cen_s_L,
                                const Vector& step_cen_s_U,
                                const Vector& step_cen_y_c,
                                const Vector& step_cen_y_d,
                                const Vector& step_cen_z_L,
                                const Vector& step_cen_z_U,
                                const Vector& step_cen_v_L,
                                const Vector& step_cen_v_U);

    Number ScaleSigma(Number sigma);
    Number UnscaleSigma(Number scaled_sigma);

    /* This doesn't seem to work well, so I took it out for now (AW)
    Number PerformGoldenSectionLog(Number sigma_up,
                                     Number sigma_lo,
                                     Number tol,
                                     const Vector& step_aff_x_L,
                                     const Vector& step_aff_x_U,
                                     const Vector& step_aff_s_L,
                                     const Vector& step_aff_s_U,
                                     const Vector& step_aff_y_c,
                                     const Vector& step_aff_y_d,
                                     const Vector& step_aff_z_L,
                                     const Vector& step_aff_z_U,
                                     const Vector& step_aff_v_L,
                                     const Vector& step_aff_v_U,
                                     const Vector& step_cen_x_L,
                                     const Vector& step_cen_x_U,
                                     const Vector& step_cen_s_L,
                                     const Vector& step_cen_s_U,
                                     const Vector& step_cen_y_c,
                                     const Vector& step_cen_y_d,
                                     const Vector& step_cen_z_L,
                                     const Vector& step_cen_z_U,
                                     const Vector& step_cen_v_L,
                                     const Vector& step_cen_v_U);
    */

    Number sigma_max_;
    Number sigma_min_;
    NormEnum quality_function_norm_;
    CentralityEnum quality_function_centrality_;
    BalancingTermEnum quality_function_balancing_term_;
    Number quality_function_section_sigma_tol_;
    Number quality_function_section_qf_tol_;
    Index quality_function_max_section_steps_;

    SmartPtr<Vector> tmp_step_x_L_;
    SmartPtr<Vector> tmp_step_x_U_;
    SmartPtr<Vector> tmp_step_s_L_;
    SmartPtr<Vector> tmp_step_s_U_;
    SmartPtr<Vector> tmp_step_z_L_;
    SmartPtr<Vector> tmp_step_z_U_;
    SmartPtr<Vector> tmp_step_v_L_;
    SmartPtr<Vector> tmp_step_v_U_;

    SmartPtr<Vector> tmp_slack_x_L_;
    SmartPtr<Vector> tmp_slack_x_U_;
    SmartPtr<Vector> tmp_slack_s_L_;
    SmartPtr<Vector> tmp_slack_s_U_;
    SmartPtr<Vector> tmp_z_L_;
    SmartPtr<Vector> tmp_z_U_;
    SmartPtr<Vector> tmp_v_L_;
    SmartPtr<Vector> tmp_v_U_;

    /* Counter for the qualify function evaluations */
    Index count_qf_evals_;

    bool initialized_;
    Index n_dual_;
    Index n_pri_;
    Index n_comp_;

    SmartPtr<const Vector> curr_slack_x_L_;
    SmartPtr<const Vector> curr_slack_x_U_;
    SmartPtr<const Vector> curr_slack_s_L_;
    SmartPtr<const Vector> curr_slack_s_U_;

    SmartPtr<const Vector> curr_z_L_;
    SmartPtr<const Vector> curr_z_U_;
    SmartPtr<const Vector> curr_v_L_;
    SmartPtr<const Vector> curr_v_U_;

    Number curr_grad_lag_x_asum_;
    Number curr_grad_lag_s_asum_;
    Number curr_c_asum_;
    Number curr_d_minus_s_asum_;

    Number curr_grad_lag_x_nrm2_;
    Number curr_grad_lag_s_nrm2_;
    Number curr_c_nrm2_;
    Number curr_d_minus_s_nrm2_;

    Number curr_grad_lag_x_amax_;
    Number curr_grad_lag_s_amax_;
    Number curr_c_amax_;
    Number curr_d_minus_s_amax_;
  };

} // namespace Ipopt

#endif