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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/IpExpansionMatrix.hpp | |
parent | 4b64cf486f5c999fd8167758cae27839f3b50848 (diff) | |
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cbcintlinprog added
Diffstat (limited to 'thirdparty/linux/include/coin/IpExpansionMatrix.hpp')
-rw-r--r-- | thirdparty/linux/include/coin/IpExpansionMatrix.hpp | 212 |
1 files changed, 212 insertions, 0 deletions
diff --git a/thirdparty/linux/include/coin/IpExpansionMatrix.hpp b/thirdparty/linux/include/coin/IpExpansionMatrix.hpp new file mode 100644 index 0000000..cbb9a99 --- /dev/null +++ b/thirdparty/linux/include/coin/IpExpansionMatrix.hpp @@ -0,0 +1,212 @@ +// Copyright (C) 2004, 2009 International Business Machines and others. +// All Rights Reserved. +// This code is published under the Eclipse Public License. +// +// $Id: IpExpansionMatrix.hpp 2269 2013-05-05 11:32:40Z stefan $ +// +// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13 + +#ifndef __IPEXPANSIONMATRIX_HPP__ +#define __IPEXPANSIONMATRIX_HPP__ + +#include "IpUtils.hpp" +#include "IpMatrix.hpp" + +namespace Ipopt +{ + + /** forward declarations */ + class ExpansionMatrixSpace; + + /** Class for expansion/projection matrices. These matrices allow + * to lift a vector to a vector with larger dimension, keeping + * some elements of the larger vector zero. This operation is achieved + * by the MultVector operation. The transpose operation then + * filters some elements from a large vector into a smaller vector. + */ + class ExpansionMatrix : public Matrix + { + public: + + /**@name Constructors / Destructors */ + //@{ + + /** Constructor, taking the owner_space. + */ + ExpansionMatrix(const ExpansionMatrixSpace* owner_space); + + /** Destructor */ + ~ExpansionMatrix(); + //@} + + /** Return the vector of indices marking the expanded position. + * The result is the Index array (of length NSmallVec=NCols()) + * that stores the mapping from the small vector to the large + * vector. For each element i=0,..,NSmallVec in the small + * vector, ExpandedPosIndices()[i] give the corresponding index + * in the large vector. + */ + const Index* ExpandedPosIndices() const; + + /** Return the vector of indices marking the compressed position. + * The result is the Index array (of length NLargeVec=NRows()) + * that stores the mapping from the large vector to the small + * vector. For each element i=0,..,NLargeVec in the large + * vector, CompressedPosIndices()[i] gives the corresponding + * index in the small vector, unless CompressedPosIndices()[i] is + * negative. + */ + const Index* CompressedPosIndices() const; + + protected: + /**@name Overloaded methods from Matrix base class*/ + //@{ + virtual void MultVectorImpl(Number alpha, const Vector &x, Number beta, + Vector &y) const; + + virtual void TransMultVectorImpl(Number alpha, const Vector& x, + Number beta, Vector& y) const; + + /** X = beta*X + alpha*(Matrix S^{-1} Z). Specialized implementation. + */ + virtual void AddMSinvZImpl(Number alpha, const Vector& S, const Vector& Z, + Vector& X) const; + + /** X = S^{-1} (r + alpha*Z*M^Td). Specialized implementation. + */ + virtual void SinvBlrmZMTdBrImpl(Number alpha, const Vector& S, + const Vector& R, const Vector& Z, + const Vector& D, Vector& X) const; + + virtual void ComputeRowAMaxImpl(Vector& rows_norms, bool init) const; + + virtual void ComputeColAMaxImpl(Vector& cols_norms, bool init) const; + + 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, 1); + } + //@} + + void PrintImplOffset(const Journalist& jnlst, + EJournalLevel level, + EJournalCategory category, + const std::string& name, + Index indent, + const std::string& prefix, + Index row_offset, + Index col_offset) const; + + friend class ParExpansionMatrix; + + 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 */ + ExpansionMatrix(); + + /** Copy Constructor */ + ExpansionMatrix(const ExpansionMatrix&); + + /** Overloaded Equals Operator */ + void operator=(const ExpansionMatrix&); + //@} + + const ExpansionMatrixSpace* owner_space_; + + }; + + /** This is the matrix space for ExpansionMatrix. + */ + class ExpansionMatrixSpace : public MatrixSpace + { + public: + /** @name Constructors / Destructors */ + //@{ + /** Constructor, given the list of elements of the large vector + * (of size NLargeVec) to be filtered into the small vector (of + * size NSmallVec). For each i=0..NSmallVec-1 the i-th element + * of the small vector will be put into the ExpPos[i] position of + * the large vector. The position counting in the vector is + * assumed to start at 0 (C-like array notation). + */ + ExpansionMatrixSpace(Index NLargeVec, + Index NSmallVec, + const Index *ExpPos, + const int offset = 0); + + /** Destructor */ + ~ExpansionMatrixSpace() + { + delete [] compressed_pos_; + delete [] expanded_pos_; + } + //@} + + /** Method for creating a new matrix of this specific type. */ + ExpansionMatrix* MakeNewExpansionMatrix() const + { + return new ExpansionMatrix(this); + } + + /** Overloaded MakeNew method for the MatrixSpace base class. + */ + virtual Matrix* MakeNew() const + { + return MakeNewExpansionMatrix(); + } + + /** Accessor Method to obtain the Index array (of length + * NSmallVec=NCols()) that stores the mapping from the small + * vector to the large vector. For each element i=0,..,NSmallVec + * in the small vector, ExpandedPosIndices()[i] give the + * corresponding index in the large vector. + */ + const Index* ExpandedPosIndices() const + { + return expanded_pos_; + } + + /** Accessor Method to obtain the Index array (of length + * NLargeVec=NRows()) that stores the mapping from the large + * vector to the small vector. For each element i=0,..,NLargeVec + * in the large vector, CompressedPosIndices()[i] gives the + * corresponding index in the small vector, unless + * CompressedPosIndices()[i] is negative. + */ + const Index* CompressedPosIndices() const + { + return compressed_pos_; + } + + private: + Index *expanded_pos_; + Index *compressed_pos_; + }; + + /* inline methods */ + inline + const Index* ExpansionMatrix::ExpandedPosIndices() const + { + return owner_space_->ExpandedPosIndices(); + } + + inline + const Index* ExpansionMatrix::CompressedPosIndices() const + { + return owner_space_->CompressedPosIndices(); + } + +} // namespace Ipopt +#endif |