Ipopt  3.11.9
MittelmannBndryCntrlDiri3D.hpp
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1 // Copyright (C) 2005, 2007 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: MittelmannBndryCntrlDiri3D.hpp 2005 2011-06-06 12:55:16Z stefan $
6 //
7 // Authors: Andreas Waechter IBM 2005-10-18
8 // Olaf Schenk (Univ. of Basel) 2007-08-01
9 // modified MittelmannBndryCntrlDiri.hpp for 3-dim problem
10 
11 #ifndef __MITTELMANNBNDRYCNTRLDIRI3D_HPP__
12 #define __MITTELMANNBNDRYCNTRLDIRI3D_HPP__
13 
14 #include "RegisteredTNLP.hpp"
15 
16 #ifdef HAVE_CONFIG_H
17 #include "config.h"
18 #else
19 #include "configall_system.h"
20 #endif
21 
22 #ifdef HAVE_CMATH
23 # include <cmath>
24 #else
25 # ifdef HAVE_MATH_H
26 # include <math.h>
27 # else
28 # error "don't have header file for math"
29 # endif
30 #endif
31 
32 #ifdef HAVE_CSTDIO
33 # include <cstdio>
34 #else
35 # ifdef HAVE_STDIO_H
36 # include <stdio.h>
37 # else
38 # error "don't have header file for stdio"
39 # endif
40 #endif
41 
42 using namespace Ipopt;
43 
54 {
55 public:
58 
61 
65  virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
66  Index& nnz_h_lag, IndexStyleEnum& index_style);
67 
69  virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
70  Index m, Number* g_l, Number* g_u);
71 
73  virtual bool get_starting_point(Index n, bool init_x, Number* x,
74  bool init_z, Number* z_L, Number* z_U,
75  Index m, bool init_lambda,
76  Number* lambda);
77 
79  virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value);
80 
82  virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f);
83 
85  virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g);
86 
91  virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
92  Index m, Index nele_jac, Index* iRow, Index *jCol,
93  Number* values);
94 
99  virtual bool eval_h(Index n, const Number* x, bool new_x,
100  Number obj_factor, Index m, const Number* lambda,
101  bool new_lambda, Index nele_hess, Index* iRow,
102  Index* jCol, Number* values);
103 
105 
108  bool& use_x_scaling, Index n,
109  Number* x_scaling,
110  bool& use_g_scaling, Index m,
111  Number* g_scaling);
112 
117  virtual void finalize_solution(SolverReturn status,
118  Index n, const Number* x, const Number* z_L, const Number* z_U,
119  Index m, const Number* g, const Number* lambda,
120  Number obj_valu,
121  const IpoptData* ip_data,
124 
125 protected:
129  void SetBaseParameters(Index N, Number alpha, Number lb_y,
130  Number ub_y, Number lb_u, Number ub_u,
131  Number d_const, Number B, Number C);
132 
136  virtual Number y_d_cont(Number x1, Number x2, Number x3) const =0;
138 
139 private:
154 
181 
186  inline Index y_index(Index i, Index j, Index k) const
187  {
188  return k + (N_+2)*j + (N_+2)*(N_+2)*i;
189  }
192  inline Index pde_index(Index i, Index j, Index k) const
193  {
194  return (k-1) + N_*(j-1) + N_*N_*(i-1);
195  }
197  inline Number x1_grid(Index i) const
198  {
199  return h_*(Number)i;
200  }
202  inline Number x2_grid(Index i) const
203  {
204  return h_*(Number)i;
205  }
207  inline Number x3_grid(Index i) const
208  {
209  return h_*(Number)i;
210  }
212  inline Number PenObj(Number t) const
213  {
214  //return 0.5*t*t;
215  if (t > B_) {
216  return B_*B_/2. + C_*(t - B_);
217  }
218  else if (t < -B_) {
219  return B_*B_/2. + C_*(-t - B_);
220  }
221  else {
222  const Number t2 = t*t;
223  const Number t4 = t2*t2;
224  const Number t6 = t4*t2;
225  return PenA_*t2 + PenB_*t4 + PenC_*t6;
226  }
227  }
229  inline Number PenObj_1(Number t) const
230  {
231  //return t;
232  if (t > B_) {
233  return C_;
234  }
235  else if (t < -B_) {
236  return -C_;
237  }
238  else {
239  const Number t2 = t*t;
240  const Number t3 = t*t2;
241  const Number t5 = t3*t2;
242  return 2.*PenA_*t + 4.*PenB_*t3 + 6.*PenC_*t5;
243  }
244  }
246  inline Number PenObj_2(Number t) const
247  {
248  //return 1.;
249  if (t > B_) {
250  return 0.;
251  }
252  else if (t < -B_) {
253  return 0.;
254  }
255  else {
256  const Number t2 = t*t;
257  const Number t4 = t2*t2;
258  return 2.*PenA_ + 12.*PenB_*t2 + 30.*PenC_*t4;
259  }
260  }
262 
271 };
272 
275 {
276 public:
278  {}
279 
281  {}
282 
283  virtual bool InitializeProblem(Index N)
284  {
285  if (N<1) {
286  printf("N has to be at least 1.");
287  return false;
288  }
289  Number alpha = 0.01;
290  Number lb_y = -1e20;
291  Number ub_y = 3.5;
292  Number lb_u = 0.;
293  Number ub_u = 10.;
294  Number d_const = -20.;
295  Number B = .5;
296  Number C = 0.01;
297  SetBaseParameters(N, alpha, lb_y, ub_y, lb_u, ub_u, d_const, B, C);
298  return true;
299  }
300 protected:
302  virtual Number y_d_cont(Number x1, Number x2, Number x3) const
303  {
304  return 3. + 5.*(x1*(x1-1.)*x2*(x2-1.));
305  }
306 private:
312 
313 };
314 
315 
316 #endif
Number * x
Input: Starting point Output: Optimal solution.
Number Number Index Number Number Index Index nele_hess
Number of non-zero elements in Hessian of Lagrangian.
Number Number * g
Values of constraint at final point (output only - ignored if set to NULL)
Number Number Index Number Number Index nele_jac
Number of non-zero elements in constraint Jacobian.
Number Number * x_scaling
Number obj_scaling
Number Number Number * g_scaling
Number Number Index m
Number of constraints.
Number Number Index Number Number Index Index Index index_style
indexing style for iRow & jCol, 0 for C style, 1 for Fortran style
Class for all IPOPT specific calculated quantities.
Class to organize all the data required by the algorithm.
Definition: IpIpoptData.hpp:84
IndexStyleEnum
overload this method to return the number of variables and constraints, and the number of non-zeros i...
Definition: IpTNLP.hpp:80
Class implementating Example 1.
virtual bool InitializeProblem(Index N)
Initialize internal parameters, where N is a parameter determining the problme size.
MittelmannBndryCntrlDiri3D(const MittelmannBndryCntrlDiri3D &)
MittelmannBndryCntrlDiri3D & operator=(const MittelmannBndryCntrlDiri3D &)
virtual Number y_d_cont(Number x1, Number x2, Number x3) const
Target profile function for y.
Base class for boundary control problems with Dirichlet boundary conditions, as formulated by Hans Mi...
virtual bool get_nlp_info(Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style)
Method to return some info about the nlp.
MittelmannBndryCntrlDiriBase3D()
Constructor.
MittelmannBndryCntrlDiriBase3D & operator=(const MittelmannBndryCntrlDiriBase3D &)
Number PenObj_1(Number t) const
first derivative of penalty function term
virtual bool eval_f(Index n, const Number *x, bool new_x, Number &obj_value)
Method to return the objective value.
Number alpha_
Weighting parameter for the control target deviation functional in the objective.
virtual void finalize_solution(SolverReturn status, Index n, const Number *x, const Number *z_L, const Number *z_U, Index m, const Number *g, const Number *lambda, Number obj_valu, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq)
This method is called after the optimization, and could write an output file with the optimal profile...
Number lb_u_
overall lower bound on u
virtual bool eval_grad_f(Index n, const Number *x, bool new_x, Number *grad_f)
Method to return the gradient of the objective.
Index pde_index(Index i, Index j, Index k) const
Translation of interior mesh point indices to the corresponding PDE constraint number.
virtual bool get_bounds_info(Index n, Number *x_l, Number *x_u, Index m, Number *g_l, Number *g_u)
Method to return the bounds for my problem.
Index y_index(Index i, Index j, Index k) const
Translation of mesh point indices to NLP variable indices for y(x_ijk)
MittelmannBndryCntrlDiriBase3D(const MittelmannBndryCntrlDiriBase3D &)
void SetBaseParameters(Index N, Number alpha, Number lb_y, Number ub_y, Number lb_u, Number ub_u, Number d_const, Number B, Number C)
Method for setting the internal parameters that define the problem.
Number x1_grid(Index i) const
Compute the grid coordinate for given index in x1 direction.
Index N_
Number of mesh points in one dimension (excluding boundary)
virtual bool get_starting_point(Index n, bool init_x, Number *x, bool init_z, Number *z_L, Number *z_U, Index m, bool init_lambda, Number *lambda)
Method to return the starting point for the algorithm.
virtual ~MittelmannBndryCntrlDiriBase3D()
Default destructor.
virtual bool eval_jac_g(Index n, const Number *x, bool new_x, Index m, Index nele_jac, Index *iRow, Index *jCol, Number *values)
Method to return: 1) The structure of the jacobian (if "values" is NULL) 2) The values of the jacobia...
Number PenObj(Number t) const
value of penalty function term
virtual bool eval_g(Index n, const Number *x, bool new_x, Index m, Number *g)
Method to return the constraint residuals.
Number d_const_
Constant value of d appearing in elliptical equation.
Number lb_y_
overall lower bound on y
Number PenObj_2(Number t) const
second derivative of penalty function term
Number ub_y_
overall upper bound on y
Number x3_grid(Index i) const
Compute the grid coordinate for given index in x3 direction.
Number * y_d_
Array for the target profile for y.
Number x2_grid(Index i) const
Compute the grid coordinate for given index in x2 direction.
virtual bool eval_h(Index n, const Number *x, bool new_x, Number obj_factor, Index m, const Number *lambda, bool new_lambda, Index nele_hess, Index *iRow, Index *jCol, Number *values)
Method to return: 1) The structure of the hessian of the lagrangian (if "values" is NULL) 2) The valu...
virtual bool get_scaling_parameters(Number &obj_scaling, bool &use_x_scaling, Index n, Number *x_scaling, bool &use_g_scaling, Index m, Number *g_scaling)
Method for returning scaling parameters.
virtual Number y_d_cont(Number x1, Number x2, Number x3) const =0
Target profile function for y.
Number ub_u_
overall upper bound on u
Class implemented the NLP discretization of.
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add more)
Definition: IpAlgTypes.hpp:22
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
double Number
Type of all numbers.
Definition: IpTypes.hpp:17