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Diffstat (limited to 'build/Bonmin/include/coin/IpNLPScaling.hpp')
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diff --git a/build/Bonmin/include/coin/IpNLPScaling.hpp b/build/Bonmin/include/coin/IpNLPScaling.hpp deleted file mode 100644 index be5f13d..0000000 --- a/build/Bonmin/include/coin/IpNLPScaling.hpp +++ /dev/null @@ -1,451 +0,0 @@ -// Copyright (C) 2004, 2007 International Business Machines and others. -// All Rights Reserved. -// This code is published under the Eclipse Public License. -// -// $Id: IpNLPScaling.hpp 2269 2013-05-05 11:32:40Z stefan $ -// -// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13 - -#ifndef __IPNLPSCALING_HPP__ -#define __IPNLPSCALING_HPP__ - -#include "IpOptionsList.hpp" -#include "IpRegOptions.hpp" - -namespace Ipopt -{ - // forward declarations - class Vector; - class VectorSpace; - class Matrix; - class MatrixSpace; - class SymMatrix; - class SymMatrixSpace; - class ScaledMatrixSpace; - class SymScaledMatrixSpace; - - /** This is the abstract base class for problem scaling. - * It is repsonsible for determining the scaling factors - * and mapping quantities in and out of scaled and unscaled - * versions - */ - class NLPScalingObject : public ReferencedObject - { - public: - /**@name Constructors/Destructors */ - //@{ - NLPScalingObject(); - - /** Default destructor */ - virtual ~NLPScalingObject(); - //@} - - /** Method to initialize the options */ - bool Initialize(const Journalist& jnlst, - const OptionsList& options, - const std::string& prefix) - { - jnlst_ = &jnlst; - return InitializeImpl(options, prefix); - } - - /** Methods to map scaled and unscaled matrices */ - //@{ - /** Returns an obj-scaled version of the given scalar */ - virtual Number apply_obj_scaling(const Number& f)=0; - /** Returns an obj-unscaled version of the given scalar */ - virtual Number unapply_obj_scaling(const Number& f)=0; - /** Returns an x-scaled version of the given vector */ - virtual SmartPtr<Vector> - apply_vector_scaling_x_NonConst(const SmartPtr<const Vector>& v)=0; - /** Returns an x-scaled version of the given vector */ - virtual SmartPtr<const Vector> - apply_vector_scaling_x(const SmartPtr<const Vector>& v)=0; - /** Returns an x-unscaled version of the given vector */ - virtual SmartPtr<Vector> - unapply_vector_scaling_x_NonConst(const SmartPtr<const Vector>& v)=0; - /** Returns an x-unscaled version of the given vector */ - virtual SmartPtr<const Vector> - unapply_vector_scaling_x(const SmartPtr<const Vector>& v)=0; - /** Returns an c-scaled version of the given vector */ - virtual SmartPtr<const Vector> - apply_vector_scaling_c(const SmartPtr<const Vector>& v)=0; - /** Returns an c-unscaled version of the given vector */ - virtual SmartPtr<const Vector> - unapply_vector_scaling_c(const SmartPtr<const Vector>& v)=0; - /** Returns an c-scaled version of the given vector */ - virtual SmartPtr<Vector> - apply_vector_scaling_c_NonConst(const SmartPtr<const Vector>& v)=0; - /** Returns an c-unscaled version of the given vector */ - virtual SmartPtr<Vector> - unapply_vector_scaling_c_NonConst(const SmartPtr<const Vector>& v)=0; - /** Returns an d-scaled version of the given vector */ - virtual SmartPtr<const Vector> - apply_vector_scaling_d(const SmartPtr<const Vector>& v)=0; - /** Returns an d-unscaled version of the given vector */ - virtual SmartPtr<const Vector> - unapply_vector_scaling_d(const SmartPtr<const Vector>& v)=0; - /** Returns an d-scaled version of the given vector */ - virtual SmartPtr<Vector> - apply_vector_scaling_d_NonConst(const SmartPtr<const Vector>& v)=0; - /** Returns an d-unscaled version of the given vector */ - virtual SmartPtr<Vector> - unapply_vector_scaling_d_NonConst(const SmartPtr<const Vector>& v)=0; - /** Returns a scaled version of the jacobian for c. If the - * overloaded method does not make a new matrix, make sure to set - * the matrix ptr passed in to NULL. - */ - virtual SmartPtr<const Matrix> - apply_jac_c_scaling(SmartPtr<const Matrix> matrix)=0; - /** Returns a scaled version of the jacobian for d If the - * overloaded method does not create a new matrix, make sure to - * set the matrix ptr passed in to NULL. - */ - virtual SmartPtr<const Matrix> - apply_jac_d_scaling(SmartPtr<const Matrix> matrix)=0; - /** Returns a scaled version of the hessian of the lagrangian If - * the overloaded method does not create a new matrix, make sure - * to set the matrix ptr passed in to NULL. - */ - virtual SmartPtr<const SymMatrix> - apply_hessian_scaling(SmartPtr<const SymMatrix> matrix)=0; - //@} - - /** Methods for scaling bounds - these wrap those above */ - //@{ - /** Returns an x-scaled vector in the x_L or x_U space */ - SmartPtr<Vector> apply_vector_scaling_x_LU_NonConst( - const Matrix& Px_LU, - const SmartPtr<const Vector>& lu, - const VectorSpace& x_space); - /** Returns an x-scaled vector in the x_L or x_U space */ - SmartPtr<const Vector> apply_vector_scaling_x_LU( - const Matrix& Px_LU, - const SmartPtr<const Vector>& lu, - const VectorSpace& x_space); - /** Returns an d-scaled vector in the d_L or d_U space */ - SmartPtr<Vector> apply_vector_scaling_d_LU_NonConst( - const Matrix& Pd_LU, - const SmartPtr<const Vector>& lu, - const VectorSpace& d_space); - /** Returns an d-scaled vector in the d_L or d_U space */ - SmartPtr<const Vector> apply_vector_scaling_d_LU( - const Matrix& Pd_LU, - const SmartPtr<const Vector>& lu, - const VectorSpace& d_space); - /** Returns an d-unscaled vector in the d_L or d_U space */ - SmartPtr<Vector> unapply_vector_scaling_d_LU_NonConst( - const Matrix& Pd_LU, - const SmartPtr<const Vector>& lu, - const VectorSpace& d_space); - /** Returns an d-unscaled vector in the d_L or d_U space */ - SmartPtr<const Vector> unapply_vector_scaling_d_LU( - const Matrix& Pd_LU, - const SmartPtr<const Vector>& lu, - const VectorSpace& d_space); - //@} - - /** Methods for scaling the gradient of the objective - wraps the - * virtual methods above - */ - //@{ - /** Returns a grad_f scaled version (d_f * D_x^{-1}) of the given vector */ - virtual SmartPtr<Vector> - apply_grad_obj_scaling_NonConst(const SmartPtr<const Vector>& v); - /** Returns a grad_f scaled version (d_f * D_x^{-1}) of the given vector */ - virtual SmartPtr<const Vector> - apply_grad_obj_scaling(const SmartPtr<const Vector>& v); - /** Returns a grad_f unscaled version (d_f * D_x^{-1}) of the - * given vector */ - virtual SmartPtr<Vector> - unapply_grad_obj_scaling_NonConst(const SmartPtr<const Vector>& v); - /** Returns a grad_f unscaled version (d_f * D_x^{-1}) of the - * given vector */ - virtual SmartPtr<const Vector> - unapply_grad_obj_scaling(const SmartPtr<const Vector>& v); - //@} - - /** @name Methods for determining whether scaling for entities is - * done */ - //@{ - /** Returns true if the primal x variables are scaled. */ - virtual bool have_x_scaling()=0; - /** Returns true if the equality constraints are scaled. */ - virtual bool have_c_scaling()=0; - /** Returns true if the inequality constraints are scaled. */ - virtual bool have_d_scaling()=0; - //@} - - /** This method is called by the IpoptNLP's at a convenient time to - * compute and/or read scaling factors - */ - virtual void DetermineScaling(const SmartPtr<const VectorSpace> x_space, - const SmartPtr<const VectorSpace> c_space, - const SmartPtr<const VectorSpace> d_space, - const SmartPtr<const MatrixSpace> jac_c_space, - const SmartPtr<const MatrixSpace> jac_d_space, - const SmartPtr<const SymMatrixSpace> h_space, - SmartPtr<const MatrixSpace>& new_jac_c_space, - SmartPtr<const MatrixSpace>& new_jac_d_space, - SmartPtr<const SymMatrixSpace>& new_h_space, - const Matrix& Px_L, const Vector& x_L, - const Matrix& Px_U, const Vector& x_U)=0; - protected: - /** Implementation of the initialization method that has to be - * overloaded by for each derived class. */ - virtual bool InitializeImpl(const OptionsList& options, - const std::string& prefix)=0; - - /** Accessor method for the journalist */ - const Journalist& Jnlst() const - { - return *jnlst_; - } - 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. */ - //@{ - - /** Copy Constructor */ - NLPScalingObject(const NLPScalingObject&); - - /** Overloaded Equals Operator */ - void operator=(const NLPScalingObject&); - //@} - - SmartPtr<const Journalist> jnlst_; - }; - - /** This is a base class for many standard scaling - * techniques. The overloaded classes only need to - * provide the scaling parameters - */ - class StandardScalingBase : public NLPScalingObject - { - public: - /**@name Constructors/Destructors */ - //@{ - StandardScalingBase(); - - /** Default destructor */ - virtual ~StandardScalingBase(); - //@} - - /** Methods to map scaled and unscaled matrices */ - //@{ - /** Returns an obj-scaled version of the given scalar */ - virtual Number apply_obj_scaling(const Number& f); - /** Returns an obj-unscaled version of the given scalar */ - virtual Number unapply_obj_scaling(const Number& f); - /** Returns an x-scaled version of the given vector */ - virtual SmartPtr<Vector> - apply_vector_scaling_x_NonConst(const SmartPtr<const Vector>& v); - /** Returns an x-scaled version of the given vector */ - virtual SmartPtr<const Vector> - apply_vector_scaling_x(const SmartPtr<const Vector>& v); - /** Returns an x-unscaled version of the given vector */ - virtual SmartPtr<Vector> - unapply_vector_scaling_x_NonConst(const SmartPtr<const Vector>& v); - /** Returns an x-unscaled version of the given vector */ - virtual SmartPtr<const Vector> - unapply_vector_scaling_x(const SmartPtr<const Vector>& v); - /** Returns an c-scaled version of the given vector */ - virtual SmartPtr<const Vector> - apply_vector_scaling_c(const SmartPtr<const Vector>& v); - /** Returns an c-unscaled version of the given vector */ - virtual SmartPtr<const Vector> - unapply_vector_scaling_c(const SmartPtr<const Vector>& v); - /** Returns an c-scaled version of the given vector */ - virtual SmartPtr<Vector> - apply_vector_scaling_c_NonConst(const SmartPtr<const Vector>& v); - /** Returns an c-unscaled version of the given vector */ - virtual SmartPtr<Vector> - unapply_vector_scaling_c_NonConst(const SmartPtr<const Vector>& v); - /** Returns an d-scaled version of the given vector */ - virtual SmartPtr<const Vector> - apply_vector_scaling_d(const SmartPtr<const Vector>& v); - /** Returns an d-unscaled version of the given vector */ - virtual SmartPtr<const Vector> - unapply_vector_scaling_d(const SmartPtr<const Vector>& v); - /** Returns an d-scaled version of the given vector */ - virtual SmartPtr<Vector> - apply_vector_scaling_d_NonConst(const SmartPtr<const Vector>& v); - /** Returns an d-unscaled version of the given vector */ - virtual SmartPtr<Vector> - unapply_vector_scaling_d_NonConst(const SmartPtr<const Vector>& v); - /** Returns a scaled version of the jacobian for c. If the - * overloaded method does not make a new matrix, make sure to set - * the matrix ptr passed in to NULL. - */ - virtual SmartPtr<const Matrix> - apply_jac_c_scaling(SmartPtr<const Matrix> matrix); - /** Returns a scaled version of the jacobian for d If the - * overloaded method does not create a new matrix, make sure to - * set the matrix ptr passed in to NULL. - */ - virtual SmartPtr<const Matrix> - apply_jac_d_scaling(SmartPtr<const Matrix> matrix); - /** Returns a scaled version of the hessian of the lagrangian If - * the overloaded method does not create a new matrix, make sure - * to set the matrix ptr passed in to NULL. - */ - virtual SmartPtr<const SymMatrix> - apply_hessian_scaling(SmartPtr<const SymMatrix> matrix); - //@} - - /** @name Methods for determining whether scaling for entities is - * done */ - //@{ - virtual bool have_x_scaling(); - virtual bool have_c_scaling(); - virtual bool have_d_scaling(); - //@} - - /** This method is called by the IpoptNLP's at a convenient time to - * compute and/or read scaling factors - */ - virtual void DetermineScaling(const SmartPtr<const VectorSpace> x_space, - const SmartPtr<const VectorSpace> c_space, - const SmartPtr<const VectorSpace> d_space, - const SmartPtr<const MatrixSpace> jac_c_space, - const SmartPtr<const MatrixSpace> jac_d_space, - const SmartPtr<const SymMatrixSpace> h_space, - SmartPtr<const MatrixSpace>& new_jac_c_space, - SmartPtr<const MatrixSpace>& new_jac_d_space, - SmartPtr<const SymMatrixSpace>& new_h_space, - const Matrix& Px_L, const Vector& x_L, - const Matrix& Px_U, const Vector& x_U); - - /** Methods for IpoptType */ - //@{ - static void RegisterOptions(SmartPtr<RegisteredOptions> roptions); - //@} - - protected: - /** Overloaded initialization method */ - virtual bool InitializeImpl(const OptionsList& options, - const std::string& prefix); - - /** This is the method that has to be overloaded by a particular - * scaling method that somehow computes the scaling vectors dx, - * dc, and dd. The pointers to those vectors can be NULL, in - * which case no scaling for that item will be done later. */ - virtual void DetermineScalingParametersImpl( - const SmartPtr<const VectorSpace> x_space, - const SmartPtr<const VectorSpace> c_space, - const SmartPtr<const VectorSpace> d_space, - const SmartPtr<const MatrixSpace> jac_c_space, - const SmartPtr<const MatrixSpace> jac_d_space, - const SmartPtr<const SymMatrixSpace> h_space, - const Matrix& Px_L, const Vector& x_L, - const Matrix& Px_U, const Vector& x_U, - Number& df, - SmartPtr<Vector>& dx, - SmartPtr<Vector>& dc, - SmartPtr<Vector>& dd)=0; - - 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. */ - //@{ - - /** Copy Constructor */ - StandardScalingBase(const StandardScalingBase&); - - /** Overloaded Equals Operator */ - void operator=(const StandardScalingBase&); - //@} - - /** Scaling parameters - we only need to keep copies of - * the objective scaling and the x scaling - the others we can - * get from the scaled matrix spaces. - */ - //@{ - /** objective scaling parameter */ - Number df_; - /** x scaling */ - SmartPtr<Vector> dx_; - //@} - - /** Scaled Matrix Spaces */ - //@{ - /** Scaled jacobian of c space */ - SmartPtr<ScaledMatrixSpace> scaled_jac_c_space_; - /** Scaled jacobian of d space */ - SmartPtr<ScaledMatrixSpace> scaled_jac_d_space_; - /** Scaled hessian of lagrangian spacea */ - SmartPtr<SymScaledMatrixSpace> scaled_h_space_; - //@} - - /** @name Algorithmic parameters */ - //@{ - /** Additional scaling value for the objective function */ - Number obj_scaling_factor_; - //@} - }; - - /** Class implementing the scaling object that doesn't to any scaling */ - class NoNLPScalingObject : public StandardScalingBase - { - public: - /**@name Constructors/Destructors */ - //@{ - NoNLPScalingObject() - {} - - /** Default destructor */ - virtual ~NoNLPScalingObject() - {} - //@} - - - protected: - /** Overloaded from StandardScalingBase */ - virtual void DetermineScalingParametersImpl( - const SmartPtr<const VectorSpace> x_space, - const SmartPtr<const VectorSpace> c_space, - const SmartPtr<const VectorSpace> d_space, - const SmartPtr<const MatrixSpace> jac_c_space, - const SmartPtr<const MatrixSpace> jac_d_space, - const SmartPtr<const SymMatrixSpace> h_space, - const Matrix& Px_L, const Vector& x_L, - const Matrix& Px_U, const Vector& x_U, - Number& df, - SmartPtr<Vector>& dx, - SmartPtr<Vector>& dc, - SmartPtr<Vector>& dd); - - 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. */ - //@{ - - /** Copy Constructor */ - NoNLPScalingObject(const NoNLPScalingObject&); - - /** Overloaded Equals Operator */ - void operator=(const NoNLPScalingObject&); - //@} - }; - -} // namespace Ipopt - -#endif |