IpInexactCq.hpp

// Copyright (C) 2008 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors:  Andreas Waechter           IBM    2008-08-31
//               derived from IpIpoptCalculatedQuantities.hpp

#ifndef __IPINEXACTCQ_HPP__
#define __IPINEXACTCQ_HPP__

#include "IpIpoptCalculatedQuantities.hpp"
#include "IpInexactData.hpp"

namespace Ipopt
{

/** Class for all Chen-Goldfarb penalty method specific calculated
 *  quantities.
 */
class InexactCq: public IpoptAdditionalCq
{
public:

   /**@name Constructors/Destructors */
   ///@{
   /** Constructor */
   InexactCq(
      IpoptNLP*                  ip_nlp,
      IpoptData*                 ip_data,
      IpoptCalculatedQuantities* ip_cq
   );

   /** Destructor */
   virtual ~InexactCq();
   ///@}

   /** 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
   );

   static void RegisterOptions(
      const SmartPtr<RegisteredOptions>& roptions
   );

   /** Gradient of infeasibility w.r.t. x.
    *
    *  Jacobian of equality
    *  constraints transpose times the equality constraints plus
    *  Jacobian of the inequality constraints transpose times the
    *  inequality constraints (including slacks).
    */
   SmartPtr<const Vector> curr_jac_cdT_times_curr_cdminuss();

   /** Vector of all inequality slacks for doing the slack-based scaling */
   SmartPtr<const Vector> curr_scaling_slacks();

   /** Vector with the slack-scaled d minus s inequalities */
   SmartPtr<const Vector> curr_slack_scaled_d_minus_s();

   /** Scaled norm of Ac */
   Number curr_scaled_Ac_norm();

   /** Scaled, squared norm of A */
   Number curr_scaled_A_norm2();

   /** Compute the 2-norm of a slack-scaled vector with x and s
    *  component
    */
   Number slack_scaled_norm(
      const Vector& x,
      const Vector& s
   );

   /** Compute x component of the W*vec product for the current
    *  Hessian and a vector.
    */
   SmartPtr<const Vector> curr_W_times_vec_x(
      const Vector& vec_x
   );

   /** Compute s component of the W*vec product for the current
    *  Hessian and a vector.
    */
   SmartPtr<const Vector> curr_W_times_vec_s(
      const Vector& vec_s
   );

   /** Compute x component of the W*u product for the current values.
    *  u here is the tangential step.
    */
   SmartPtr<const Vector> curr_Wu_x();

   /** Compute s component of the W*u product for the current values.
    *  u here is the tangential step.
    */
   SmartPtr<const Vector> curr_Wu_s();

   /** Compute the u^T*W*u product for the current values.
    *
    * u here is the tangential step.
    */
   Number curr_uWu();

   /** Compute the c-component of the product of the current
    *  constraint Jacobian with the current normal step.
    *
    */
   SmartPtr<const Vector> curr_jac_times_normal_c();

   /** Compute the d-component of the product of the current
    *  constraint Jacobian with the current normal step.
    *
    */
   SmartPtr<const Vector> curr_jac_times_normal_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 */
   InexactCq();

   /** Copy Constructor */
   InexactCq(
      const InexactCq&);

   /** Overloaded Assignment Operator */
   void operator=(
      const InexactCq&);
   ///@}

   /** @name Pointers for easy access to data and NLP information.
    *
    *  To avoid circular references of Smart Pointers, we use a regular
    *  pointer here.
    */
   ///@{
   IpoptNLP* ip_nlp_;
   IpoptData* ip_data_;
   IpoptCalculatedQuantities* ip_cq_;
   ///@}

   /** Method to easily access Inexact data */
   InexactData& InexData()
   {
      InexactData& inexact_data = static_cast<InexactData&>(ip_data_->AdditionalData());
      // cppcheck-suppress assertWithSideEffect
      DBG_ASSERT(dynamic_cast<InexactData*>(&ip_data_->AdditionalData()));
      return inexact_data;
   }

   /** @name Caches */
   ///@{
   CachedResults<SmartPtr<const Vector> > curr_jac_cdT_times_curr_cdminuss_cache_;
   CachedResults<SmartPtr<const Vector> > curr_scaling_slacks_cache_;
   CachedResults<SmartPtr<const Vector> > curr_slack_scaled_d_minus_s_cache_;
   CachedResults<Number> curr_scaled_Ac_norm_cache_;
   CachedResults<Number> slack_scaled_norm_cache_;
   CachedResults<SmartPtr<const Vector> > curr_W_times_vec_x_cache_;
   CachedResults<SmartPtr<const Vector> > curr_W_times_vec_s_cache_;
   CachedResults<SmartPtr<const Vector> > curr_Wu_x_cache_;
   CachedResults<SmartPtr<const Vector> > curr_Wu_s_cache_;
   CachedResults<Number> curr_uWu_cache_;
   CachedResults<SmartPtr<const Vector> > curr_jac_times_normal_c_cache_;
   CachedResults<SmartPtr<const Vector> > curr_jac_times_normal_d_cache_;
   ///@}

   /** Upper bound on slack-based scaling factors */
   Number slack_scale_max_;
};

} // namespace Ipopt

#endif