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author | Harpreet | 2016-09-03 00:36:51 +0530 |
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committer | Harpreet | 2016-09-03 00:36:51 +0530 |
commit | a0d9443af147e949c1e6a01ac24749d12593ec5b (patch) | |
tree | 1a1955c5482ae608fd7f618b06f4ecc6a0d39a23 /thirdparty/linux/include/coin/IpDenseVector.hpp | |
parent | 4b64cf486f5c999fd8167758cae27839f3b50848 (diff) | |
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cbcintlinprog added
Diffstat (limited to 'thirdparty/linux/include/coin/IpDenseVector.hpp')
-rw-r--r-- | thirdparty/linux/include/coin/IpDenseVector.hpp | 550 |
1 files changed, 550 insertions, 0 deletions
diff --git a/thirdparty/linux/include/coin/IpDenseVector.hpp b/thirdparty/linux/include/coin/IpDenseVector.hpp new file mode 100644 index 0000000..380a06c --- /dev/null +++ b/thirdparty/linux/include/coin/IpDenseVector.hpp @@ -0,0 +1,550 @@ +// Copyright (C) 2004, 2009 International Business Machines and others. +// All Rights Reserved. +// This code is published under the Eclipse Public License. +// +// $Id: IpDenseVector.hpp 2269 2013-05-05 11:32:40Z stefan $ +// +// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13 + +#ifndef __IPDENSEVECTOR_HPP__ +#define __IPDENSEVECTOR_HPP__ + +#include "IpUtils.hpp" +#include "IpVector.hpp" +#include <map> + +namespace Ipopt +{ + + /* forward declarations */ + class DenseVectorSpace; + + /** @name Exceptions */ + //@{ + DECLARE_STD_EXCEPTION(METADATA_ERROR); + //@} + + /** Dense Vector Implementation. This is the default Vector class + * in Ipopt. It stores vectors in contiguous Number arrays, unless + * the vector has the same value in all entires. In the latter + * case, we call the vector "homogeneous", and we store only the + * values that is repeated in all elements. If you want to obtain + * the values of vector, use the IsHomogeneous() method to find out + * what status the vector is in, and then use either Values() const + * or Scalar() const methods to get the values. To set the values + * of a homogeneous method, use the Set method. To set the values + * of a non-homogeneous vector, use the SetValues method, or use + * the non-const Values method to get an array that you can + * overwrite. In the latter case, storage is ensured. + */ + class DenseVector : public Vector + { + public: + + /**@name Constructors / Destructors */ + //@{ + /** Default Constructor + */ + DenseVector(const DenseVectorSpace* owner_space); + + /** Destructor + */ + virtual ~DenseVector(); + //@} + + /** @name Additional public methods not in Vector base class. */ + //@{ + /** Create a new DenseVector from same VectorSpace */ + SmartPtr<DenseVector> MakeNewDenseVector() const; + + /** Set elements in the vector to the Number array x. */ + void SetValues(const Number *x); + + /** Obtain pointer to the internal Number array with vector + * elements with the indention to change the vector data (USE + * WITH CARE!). This does not produce a copy, and lifetime is not + * guaranteed!. + */ + inline Number* Values(); + + /** Obtain pointer to the internal Number array with vector + * elements without the intention to change the vector data (USE + * WITH CARE!). This does not produce a copy, and lifetime is not + * guaranteed! IMPORTANT: If this method is currently + * homogeneous (i.e. IsHomogeneous returns true), then you cannot + * call this method. Instead, you need to use the Scalar() + * method. + */ + inline const Number* Values() const; + + /** The same as the const version of Values, but we ensure that we + * always return a valid array, even if IsHomogeneous returns + * true. */ + const Number* ExpandedValues() const; + + /** This is the same as Values, but we add it here so that + * ExpandedValues can also be used for the non-const case. */ + inline Number* ExpandedValues() + { + return Values(); + } + + /** Indicates if the vector is homogeneous (i.e., all entries have + * the value Scalar() */ + bool IsHomogeneous() const + { + return homogeneous_; + } + + /** Scalar value of all entries in a homogeneous vector */ + Number Scalar() const + { + DBG_ASSERT(homogeneous_); + return scalar_; + } + //@} + + /** @name Modifying subranges of the vector. */ + //@{ + /** Copy the data in x into the subrange of this vector starting + * at position Pos in this vector. Position count starts at 0. + */ + void CopyToPos(Index Pos, const Vector& x); + /** Copy a subrange of x, starting at Pos, into the full data of + * this vector. Position count starts at 0. + */ + void CopyFromPos(Index Pos, const Vector& x); + //@} + + protected: + /** @name Overloaded methods from Vector base class */ + //@{ + /** Copy the data of the vector x into this vector (DCOPY). */ + virtual void CopyImpl(const Vector& x); + + /** Scales the vector by scalar alpha (DSCAL) */ + virtual void ScalImpl(Number alpha); + + /** Add the multiple alpha of vector x to this vector (DAXPY) */ + virtual void AxpyImpl(Number alpha, const Vector &x); + + /** Computes inner product of vector x with this (DDOT) */ + virtual Number DotImpl(const Vector &x) const; + + /** Computes the 2-norm of this vector (DNRM2) */ + virtual Number Nrm2Impl() const; + + /** Computes the 1-norm of this vector (DASUM) */ + virtual Number AsumImpl() const; + + /** Computes the max-norm of this vector (based on IDAMAX) */ + virtual Number AmaxImpl() const; + + /** Set each element in the vector to the scalar alpha. */ + virtual void SetImpl(Number value); + + /** Element-wise division \f$y_i \gets y_i/x_i\f$.*/ + virtual void ElementWiseDivideImpl(const Vector& x); + + /** Element-wise multiplication \f$y_i \gets y_i*x_i\f$.*/ + virtual void ElementWiseMultiplyImpl(const Vector& x); + + /** Set entry to max of itself and the corresponding element in x */ + virtual void ElementWiseMaxImpl(const Vector& x); + + /** Set entry to min of itself and the corresponding element in x */ + virtual void ElementWiseMinImpl(const Vector& x); + + /** reciprocates the elements of the vector */ + virtual void ElementWiseReciprocalImpl(); + + /** take abs of the elements of the vector */ + virtual void ElementWiseAbsImpl(); + + /** take square-root of the elements of the vector */ + virtual void ElementWiseSqrtImpl(); + + /** Changes each entry in the vector to its sgn value */ + virtual void ElementWiseSgnImpl(); + + /** Add scalar to every component of the vector.*/ + virtual void AddScalarImpl(Number scalar); + + /** Max value in the vector */ + virtual Number MaxImpl() const; + + /** Min value in the vector */ + virtual Number MinImpl() const; + + /** Computes the sum of the lements of vector */ + virtual Number SumImpl() const; + + /** Computes the sum of the logs of the elements of vector */ + virtual Number SumLogsImpl() const; + + /** @name Implemented specialized functions */ + //@{ + /** Add two vectors (a * v1 + b * v2). Result is stored in this + vector. */ + void AddTwoVectorsImpl(Number a, const Vector& v1, + Number b, const Vector& v2, Number c); + /** Fraction to the boundary parameter. */ + Number FracToBoundImpl(const Vector& delta, Number tau) const; + /** Add the quotient of two vectors, y = a * z/s + c * y. */ + void AddVectorQuotientImpl(Number a, const Vector& z, const Vector& s, + Number c); + //@} + + /** @name Output methods */ + //@{ + /* Print the entire vector with padding */ + virtual void PrintImpl(const Journalist& jnlst, + EJournalLevel level, + EJournalCategory category, + const std::string& name, + Index indent, + const std::string& prefix) const + { + PrintImplOffset(jnlst, level, category, name, indent, prefix, 1); + } + /* Print the entire vector with padding, and start counting with + an offset. */ + void PrintImplOffset(const Journalist& jnlst, + EJournalLevel level, + EJournalCategory category, + const std::string& name, + Index indent, + const std::string& prefix, + Index offset) const; + //@} + friend class ParVector; + + 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 */ + DenseVector(); + + /** Copy Constructor */ + DenseVector(const DenseVector&); + + /** Overloaded Equals Operator */ + void operator=(const DenseVector&); + //@} + + /** Copy of the owner_space ptr as a DenseVectorSpace instead + * of a VectorSpace + */ + const DenseVectorSpace* owner_space_; + + /** Dense Number array of vector values. */ + Number* values_; + + /** Dense Number array pointer that is used for ExpandedValues */ + mutable Number* expanded_values_; + + /** Method of getting the internal values array, making sure that + * memory has been allocated */ + inline + Number* values_allocated(); + + /** Flag for Initialization. This flag is false, if the data has + not yet been initialized. */ + bool initialized_; + + /** Flag indicating whether the vector is currently homogeneous + * (that is, all elements have the same value). This flag is used + * to determine whether the elements of the vector are stored in + * values_ or in scalar_ */ + bool homogeneous_; + + /** Homogeneous value of all elements if the vector is currently + * homogenous */ + Number scalar_; + + /** Auxilliary method for setting explicitly all elements in + * values_ to the current scalar value. */ + void set_values_from_scalar(); + }; + + /** typedefs for the map variables that define meta data for the + * DenseVectorSpace + */ + typedef std::map<std::string, std::vector<std::string> > StringMetaDataMapType; + typedef std::map<std::string, std::vector<Index> > IntegerMetaDataMapType; + typedef std::map<std::string, std::vector<Number> > NumericMetaDataMapType; + + /** This vectors space is the vector space for DenseVector. + */ + class DenseVectorSpace : public VectorSpace + { + public: + /** @name Constructors/Destructors. */ + //@{ + /** Constructor, requires dimension of all vector for this + * VectorSpace + */ + DenseVectorSpace(Index dim) + : + VectorSpace(dim) + {} + + /** Destructor */ + ~DenseVectorSpace() + {} + //@} + + /** Method for creating a new vector of this specific type. */ + inline + DenseVector* MakeNewDenseVector() const + { + return new DenseVector(this); + } + + /** Instantiation of the generate MakeNew method for the + * VectorSpace base class. + */ + virtual Vector* MakeNew() const + { + return MakeNewDenseVector(); + } + + /**@name Methods called by DenseVector for memory management. + * This could allow to have sophisticated memory management in the + * VectorSpace. + */ + //@{ + /** Allocate internal storage for the DenseVector */ + inline + Number* AllocateInternalStorage() const; + + /** Deallocate internal storage for the DenseVector */ + inline + void FreeInternalStorage(Number* values) const; + //@} + + /**@name Methods for dealing with meta data on the vector + */ + //@{ + /** Check if string meta exists for tag */ + inline + bool HasStringMetaData(const std::string tag) const; + + /** Check if Integer meta exists for tag */ + inline + bool HasIntegerMetaData(const std::string tag) const; + + /** Check if Numeric meta exists for tag */ + inline + bool HasNumericMetaData(const std::string tag) const; + + /** Get meta data of type std::string by tag */ + inline + const std::vector<std::string>& GetStringMetaData(const std::string& tag) const; + + /** Get meta data of type Index by tag */ + inline + const std::vector<Index>& GetIntegerMetaData(const std::string& tag) const; + + /** Get meta data of type Number by tag */ + inline + const std::vector<Number>& GetNumericMetaData(const std::string& tag) const; + + /** Set meta data of type std::string by tag */ + inline + void SetStringMetaData(std::string tag, std::vector<std::string> meta_data); + + /** Set meta data of type Index by tag */ + inline + void SetIntegerMetaData(std::string tag, std::vector<Index> meta_data); + + /** Set meta data of type Number by tag */ + inline + void SetNumericMetaData(std::string tag, std::vector<Number> meta_data); + + /** Get map of meta data of type Number */ + inline + const StringMetaDataMapType& GetStringMetaData() const; + + /** Get map of meta data of type Number */ + inline + const IntegerMetaDataMapType& GetIntegerMetaData() const; + + /** Get map of meta data of type Number */ + inline + const NumericMetaDataMapType& GetNumericMetaData() const; + //@} + + private: + // variables to store vector meta data + StringMetaDataMapType string_meta_data_; + IntegerMetaDataMapType integer_meta_data_; + NumericMetaDataMapType numeric_meta_data_; + + }; + + // inline functions + inline Number* DenseVector::Values() + { + // Here we assume that every time someone requests this direct raw + // pointer, the data is going to change and the Tag for this + // vector has to be updated. + + if (initialized_ && homogeneous_) { + // If currently the vector is a homogeneous vector, set all elements + // explicitly to this value + set_values_from_scalar(); + } + ObjectChanged(); + initialized_= true; + homogeneous_ = false; + return values_allocated(); + } + + inline const Number* DenseVector::Values() const + { + DBG_ASSERT(initialized_ && (Dim()==0 || values_)); + return values_; + } + + inline Number* DenseVector::values_allocated() + { + if (values_==NULL) { + values_ = owner_space_->AllocateInternalStorage(); + } + return values_; + } + + inline + Number* DenseVectorSpace::AllocateInternalStorage() const + { + if (Dim()>0) { + return new Number[Dim()]; + } + else { + return NULL; + } + } + + inline + void DenseVectorSpace::FreeInternalStorage(Number* values) const + { + delete [] values; + } + + inline + SmartPtr<DenseVector> DenseVector::MakeNewDenseVector() const + { + return owner_space_->MakeNewDenseVector(); + } + + inline + bool DenseVectorSpace::HasStringMetaData(const std::string tag) const + { + StringMetaDataMapType::const_iterator iter; + iter = string_meta_data_.find(tag); + + if (iter != string_meta_data_.end()) { + return true; + } + + return false; + } + + inline + bool DenseVectorSpace::HasIntegerMetaData(const std::string tag) const + { + IntegerMetaDataMapType::const_iterator iter; + iter = integer_meta_data_.find(tag); + + if (iter != integer_meta_data_.end()) { + return true; + } + + return false; + } + + inline + bool DenseVectorSpace::HasNumericMetaData(const std::string tag) const + { + NumericMetaDataMapType::const_iterator iter; + iter = numeric_meta_data_.find(tag); + + if (iter != numeric_meta_data_.end()) { + return true; + } + + return false; + } + + inline + const std::vector<std::string>& DenseVectorSpace::GetStringMetaData(const std::string& tag) const + { + DBG_ASSERT(HasStringMetaData(tag)); + StringMetaDataMapType::const_iterator iter; + iter = string_meta_data_.find(tag); + return iter->second; + } + + inline + const std::vector<Index>& DenseVectorSpace::GetIntegerMetaData(const std::string& tag) const + { + DBG_ASSERT(HasIntegerMetaData(tag)); + IntegerMetaDataMapType::const_iterator iter; + iter = integer_meta_data_.find(tag); + return iter->second; + } + + inline + const std::vector<Number>& DenseVectorSpace::GetNumericMetaData(const std::string& tag) const + { + DBG_ASSERT(HasNumericMetaData(tag)); + NumericMetaDataMapType::const_iterator iter; + iter = numeric_meta_data_.find(tag); + return iter->second; + } + + inline + void DenseVectorSpace::SetStringMetaData(std::string tag, std::vector<std::string> meta_data) + { + string_meta_data_[tag] = meta_data; + } + + inline + void DenseVectorSpace::SetIntegerMetaData(std::string tag, std::vector<Index> meta_data) + { + integer_meta_data_[tag] = meta_data; + } + + inline + void DenseVectorSpace::SetNumericMetaData(std::string tag, std::vector<Number> meta_data) + { + numeric_meta_data_[tag] = meta_data; + } + + inline + const StringMetaDataMapType& DenseVectorSpace::GetStringMetaData() const + { + return string_meta_data_; + } + + inline + const IntegerMetaDataMapType& DenseVectorSpace::GetIntegerMetaData() const + { + return integer_meta_data_; + } + + inline + const NumericMetaDataMapType& DenseVectorSpace::GetNumericMetaData() const + { + return numeric_meta_data_; + } + +} // namespace Ipopt +#endif |