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689 lines
19 KiB
689 lines
19 KiB
// Copyright (C) 2004, 2006 International Business Machines and others.
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// All Rights Reserved.
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// This code is published under the Eclipse Public License.
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//
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// $Id: IpIteratesVector.hpp 2472 2014-04-05 17:47:20Z stefan $
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//
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// Authors: Carl Laird, Andreas Waechter IBM 2004-06-06
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#ifndef __IPITERATESVECTOR_HPP__
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#define __IPITERATESVECTOR_HPP__
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#include "IpCompoundVector.hpp"
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namespace Ipopt
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{
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/* forward declarations */
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class IteratesVectorSpace;
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/** Specialized CompoundVector class specifically for the algorithm
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* iterates. This class inherits from CompoundVector and is a
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* specialized class for handling the iterates of the Ipopt
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* Algorithm, that is, x, s, y_c, y_d, z_L, z_U, v_L, and v_U. It
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* inherits from CompoundVector so it can behave like a CV in most
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* calculations, but it has fixed dimensions and cannot be
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* customized
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*/
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class IteratesVector : public CompoundVector
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{
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public:
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/** Constructors / Destructors */
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//@{
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IteratesVector(const IteratesVectorSpace* owner_space, bool create_new);
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virtual ~IteratesVector();
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//@}
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/** Make New methods */
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//@{
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/** Use this method to create a new iterates vector. The MakeNew
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* method on the Vector class also works, but it does not give
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* the create_new option.
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*/
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SmartPtr<IteratesVector> MakeNewIteratesVector(bool create_new = true) const;
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/** Use this method to create a new iterates vector with a copy of
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* all the data.
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*/
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SmartPtr<IteratesVector> MakeNewIteratesVectorCopy() const
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{
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SmartPtr<IteratesVector> ret = MakeNewIteratesVector(true);
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ret->Copy(*this);
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return ret;
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}
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/** Use this method to create a new iterates vector
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* container. This creates a new NonConst container, but the
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* elements inside the iterates vector may be const. Therefore,
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* the container can be modified to point to new entries, but the
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* existing entries may or may not be modifiable.
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*/
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SmartPtr<IteratesVector> MakeNewContainer() const;
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//@}
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/** Iterates Set/Get Methods */
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//@{
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/** Get the x iterate (const) */
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SmartPtr<const Vector> x() const
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{
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return GetIterateFromComp(0);
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}
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/** Get the x iterate (non-const) - this can only be called if the
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* vector was created intenally, or the Set_x_NonConst method was
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* used. */
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SmartPtr<Vector> x_NonConst()
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{
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return GetNonConstIterateFromComp(0);
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}
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/** Create a new vector in the x entry */
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inline
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SmartPtr<Vector> create_new_x();
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/** Create a new vector in the x entry and copy the current values
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* into it. */
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SmartPtr<Vector> create_new_x_copy()
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{
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SmartPtr<const Vector> curr_x = GetComp(0);
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Set_x_NonConst(*curr_x->MakeNew());
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x_NonConst()->Copy(*curr_x);
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return x_NonConst();
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}
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/** Set the x iterate (const). Sets the pointer, does NOT copy
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* data. */
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void Set_x(const Vector& vec)
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{
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SetComp(0, vec);
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}
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/** Set the x iterate (non-const). Sets the pointer, does NOT copy
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* data. */
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void Set_x_NonConst(Vector& vec)
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{
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SetCompNonConst(0, vec);
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}
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/** Get the s iterate (const) */
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SmartPtr<const Vector> s() const
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{
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return GetIterateFromComp(1);
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}
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/** Get the s iterate (non-const) - this can only be called if the
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* vector was created intenally, or the Set_s_NonConst method was
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* used. */
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SmartPtr<Vector> s_NonConst()
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{
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return GetNonConstIterateFromComp(1);
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}
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/** Create a new vector in the s entry */
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inline
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SmartPtr<Vector> create_new_s();
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/** Create a new vector in the s entry and copy the current values
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* into it. */
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SmartPtr<Vector> create_new_s_copy()
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{
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SmartPtr<const Vector> curr_s = GetComp(1);
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Set_s_NonConst(*curr_s->MakeNew());
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s_NonConst()->Copy(*curr_s);
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return s_NonConst();
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}
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/** Set the s iterate (const). Sets the pointer, does NOT copy
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* data. */
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void Set_s(const Vector& vec)
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{
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SetComp(1, vec);
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}
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/** Set the s iterate (non-const). Sets the pointer, does NOT copy
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* data. */
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void Set_s_NonConst(Vector& vec)
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{
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SetCompNonConst(1, vec);
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}
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/** Get the y_c iterate (const) */
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SmartPtr<const Vector> y_c() const
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{
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return GetIterateFromComp(2);
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}
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/** Get the y_c iterate (non-const) - this can only be called if
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* the vector was created intenally, or the Set_y_c_NonConst
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* method was used. */
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SmartPtr<Vector> y_c_NonConst()
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{
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return GetNonConstIterateFromComp(2);
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}
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/** Create a new vector in the y_c entry */
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inline
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SmartPtr<Vector> create_new_y_c();
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/** Create a new vector in the y_c entry and copy the current
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* values into it. */
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SmartPtr<Vector> create_new_y_c_copy()
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{
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SmartPtr<const Vector> curr_y_c = GetComp(2);
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Set_y_c_NonConst(*curr_y_c->MakeNew());
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y_c_NonConst()->Copy(*curr_y_c);
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return y_c_NonConst();
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}
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/** Set the y_c iterate (const). Sets the pointer, does NOT copy
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* data. */
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void Set_y_c(const Vector& vec)
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{
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SetComp(2, vec);
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}
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/** Set the y_c iterate (non-const). Sets the pointer, does NOT
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* copy data. */
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void Set_y_c_NonConst(Vector& vec)
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{
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SetCompNonConst(2, vec);
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}
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/** Get the y_d iterate (const) */
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SmartPtr<const Vector> y_d() const
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{
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return GetIterateFromComp(3);
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}
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/** Get the y_d iterate (non-const) - this can only be called if
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* the vector was created intenally, or the Set_y_d_NonConst
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* method was used. */
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SmartPtr<Vector> y_d_NonConst()
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{
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return GetNonConstIterateFromComp(3);
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}
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/** Create a new vector in the y_d entry */
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inline
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SmartPtr<Vector> create_new_y_d();
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/** Create a new vector in the y_d entry and copy the current
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* values into it. */
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SmartPtr<Vector> create_new_y_d_copy()
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{
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SmartPtr<const Vector> curr_y_d = GetComp(3);
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Set_y_d_NonConst(*curr_y_d->MakeNew());
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y_d_NonConst()->Copy(*curr_y_d);
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return y_d_NonConst();
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}
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/** Set the y_d iterate (const). Sets the pointer, does NOT copy
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* data. */
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void Set_y_d(const Vector& vec)
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{
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SetComp(3, vec);
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}
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/** Set the y_d iterate (non-const). Sets the pointer, does NOT
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* copy data. */
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void Set_y_d_NonConst(Vector& vec)
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{
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SetCompNonConst(3, vec);
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}
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/** Get the z_L iterate (const) */
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SmartPtr<const Vector> z_L() const
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{
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return GetIterateFromComp(4);
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}
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/** Get the z_L iterate (non-const) - this can only be called if
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* the vector was created intenally, or the Set_z_L_NonConst
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* method was used. */
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SmartPtr<Vector> z_L_NonConst()
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{
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return GetNonConstIterateFromComp(4);
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}
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/** Create a new vector in the z_L entry */
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inline
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SmartPtr<Vector> create_new_z_L();
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/** Create a new vector in the z_L entry and copy the current
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* values into it. */
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SmartPtr<Vector> create_new_z_L_copy()
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{
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SmartPtr<const Vector> curr_z_L = GetComp(4);
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Set_z_L_NonConst(*curr_z_L->MakeNew());
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z_L_NonConst()->Copy(*curr_z_L);
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return z_L_NonConst();
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}
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/** Set the z_L iterate (const). Sets the pointer, does NOT copy
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* data. */
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void Set_z_L(const Vector& vec)
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{
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SetComp(4, vec);
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}
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/** Set the z_L iterate (non-const). Sets the pointer, does NOT
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* copy data. */
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void Set_z_L_NonConst(Vector& vec)
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{
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SetCompNonConst(4, vec);
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}
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/** Get the z_U iterate (const) */
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SmartPtr<const Vector> z_U() const
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{
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return GetIterateFromComp(5);
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}
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/** Get the z_U iterate (non-const) - this can only be called if
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* the vector was created intenally, or the Set_z_U_NonConst
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* method was used. */
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SmartPtr<Vector> z_U_NonConst()
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{
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return GetNonConstIterateFromComp(5);
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}
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/** Create a new vector in the z_U entry */
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inline
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SmartPtr<Vector> create_new_z_U();
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/** Create a new vector in the z_U entry and copy the current
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* values into it. */
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SmartPtr<Vector> create_new_z_U_copy()
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{
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SmartPtr<const Vector> curr_z_U = GetComp(5);
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Set_z_U_NonConst(*curr_z_U->MakeNew());
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z_U_NonConst()->Copy(*curr_z_U);
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return z_U_NonConst();
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}
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/** Set the z_U iterate (const). Sets the pointer, does NOT copy
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* data. */
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void Set_z_U(const Vector& vec)
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{
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SetComp(5, vec);
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}
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/** Set the z_U iterate (non-const). Sets the pointer, does NOT
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* copy data. */
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void Set_z_U_NonConst(Vector& vec)
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{
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SetCompNonConst(5, vec);
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}
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/** Get the v_L iterate (const) */
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SmartPtr<const Vector> v_L() const
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{
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return GetIterateFromComp(6);
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}
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/** Get the v_L iterate (non-const) - this can only be called if
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* the vector was created intenally, or the Set_v_L_NonConst
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* method was used. */
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SmartPtr<Vector> v_L_NonConst()
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{
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return GetNonConstIterateFromComp(6);
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}
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/** Create a new vector in the v_L entry */
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inline
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SmartPtr<Vector> create_new_v_L();
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/** Create a new vector in the v_L entry and copy the current
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* values into it. */
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SmartPtr<Vector> create_new_v_L_copy()
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{
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SmartPtr<const Vector> curr_v_L = GetComp(6);
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Set_v_L_NonConst(*curr_v_L->MakeNew());
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v_L_NonConst()->Copy(*curr_v_L);
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return v_L_NonConst();
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}
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/** Set the v_L iterate (const). Sets the pointer, does NOT copy
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* data. */
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void Set_v_L(const Vector& vec)
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{
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SetComp(6, vec);
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}
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/** Set the v_L iterate (non-const). Sets the pointer, does NOT
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* copy data. */
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void Set_v_L_NonConst(Vector& vec)
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{
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SetCompNonConst(6, vec);
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}
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/** Get the v_U iterate (const) */
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SmartPtr<const Vector> v_U() const
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{
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return GetIterateFromComp(7);
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}
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/** Get the v_U iterate (non-const) - this can only be called if
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* the vector was created intenally, or the Set_v_U_NonConst
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* method was used. */
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SmartPtr<Vector> v_U_NonConst()
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{
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return GetNonConstIterateFromComp(7);
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}
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/** Create a new vector in the v_U entry */
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inline
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SmartPtr<Vector> create_new_v_U();
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/** Create a new vector in the v_U entry and copy the current
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* values into it. */
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SmartPtr<Vector> create_new_v_U_copy()
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{
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SmartPtr<const Vector> curr_v_U = GetComp(7);
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Set_v_U_NonConst(*curr_v_U->MakeNew());
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v_U_NonConst()->Copy(*curr_v_U);
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return v_U_NonConst();
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}
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/** Set the v_U iterate (const). Sets the pointer, does NOT copy
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* data. */
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void Set_v_U(const Vector& vec)
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{
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SetComp(7, vec);
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}
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/** Set the v_U iterate (non-const). Sets the pointer, does NOT
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* copy data. */
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void Set_v_U_NonConst(Vector& vec)
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{
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SetCompNonConst(7, vec);
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}
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/** Set the primal variables all in one shot. Sets the pointers,
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* does NOT copy data */
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void Set_primal(const Vector& x, const Vector& s)
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{
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SetComp(0, x);
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SetComp(1, s);
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}
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void Set_primal_NonConst(Vector& x, Vector& s)
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{
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SetCompNonConst(0, x);
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SetCompNonConst(1, s);
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}
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/** Set the eq multipliers all in one shot. Sets the pointers,
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* does not copy data. */
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void Set_eq_mult(const Vector& y_c, const Vector& y_d)
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{
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SetComp(2, y_c);
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SetComp(3, y_d);
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}
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void Set_eq_mult_NonConst(Vector& y_c, Vector& y_d)
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{
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SetCompNonConst(2, y_c);
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SetCompNonConst(3, y_d);
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}
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/** Set the bound multipliers all in one shot. Sets the pointers,
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* does not copy data. */
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void Set_bound_mult(const Vector& z_L, const Vector& z_U, const Vector& v_L, const Vector& v_U)
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{
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SetComp(4, z_L);
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SetComp(5, z_U);
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SetComp(6, v_L);
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SetComp(7, v_U);
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}
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void Set_bound_mult_NonConst(Vector& z_L, Vector& z_U, Vector& v_L, Vector& v_U)
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{
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SetCompNonConst(4, z_L);
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SetCompNonConst(5, z_U);
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SetCompNonConst(6, v_L);
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SetCompNonConst(7, v_U);
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}
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/** Get a sum of the tags of the contained items. There is no
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* guarantee that this is unique, but there is a high chance it
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* is unique and it can be used for debug checks relatively
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* reliably.
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*/
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TaggedObject::Tag GetTagSum() const
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{
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TaggedObject::Tag tag = 0;
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if (IsValid(x())) {
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tag += x()->GetTag();
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}
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if (IsValid(s())) {
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tag += s()->GetTag();
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}
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if (IsValid(y_c())) {
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tag += y_c()->GetTag();
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}
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if (IsValid(y_d())) {
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tag += y_d()->GetTag();
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}
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if (IsValid(z_L())) {
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tag += z_L()->GetTag();
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}
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if (IsValid(z_U())) {
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tag += z_U()->GetTag();
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}
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if (IsValid(v_L())) {
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tag += v_L()->GetTag();
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}
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if (IsValid(v_U())) {
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tag += v_U()->GetTag();
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}
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return tag;
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}
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//@}
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private:
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/**@name Default Compiler Generated Methods (Hidden to avoid
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* implicit creation/calling). These methods are not implemented
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* and we do not want the compiler to implement them for us, so we
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* declare them private and do not define them. This ensures that
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* they will not be implicitly created/called.
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*/
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//@{
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/** Default Constructor */
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IteratesVector();
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/** Copy Constructor */
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IteratesVector(const IteratesVector&);
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/** Overloaded Equals Operator */
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void operator=(const IteratesVector&);
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//@}
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const IteratesVectorSpace* owner_space_;
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/** private method to return the const element from the compound
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* vector. This method will return NULL if none is currently
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* set.
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*/
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SmartPtr<const Vector> GetIterateFromComp(Index i) const
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{
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if (IsCompNull(i)) {
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return NULL;
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}
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return GetComp(i);
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}
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/** private method to return the non-const element from the
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* compound vector. This method will return NULL if none is
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* currently set.
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*/
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SmartPtr<Vector> GetNonConstIterateFromComp(Index i)
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{
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if (IsCompNull(i)) {
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return NULL;
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}
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return GetCompNonConst(i);
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}
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};
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/** Vector Space for the IteratesVector class. This is a
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* specialized vector space for the IteratesVector class.
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*/
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class IteratesVectorSpace : public CompoundVectorSpace
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{
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public:
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/** @name Constructors/Destructors. */
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//@{
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/** Constructor that takes the spaces for each of the iterates.
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* Warning! None of these can be NULL !
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*/
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IteratesVectorSpace(const VectorSpace& x_space, const VectorSpace& s_space,
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const VectorSpace& y_c_space, const VectorSpace& y_d_space,
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const VectorSpace& z_L_space, const VectorSpace& z_U_space,
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const VectorSpace& v_L_space, const VectorSpace& v_U_space
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|
);
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|
|
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virtual ~IteratesVectorSpace();
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//@}
|
|
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/** Method for creating vectors . */
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|
//@{
|
|
/** Use this to create a new IteratesVector. You can pass-in
|
|
* create_new = false if you only want a container and do not
|
|
* want vectors allocated.
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|
*/
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|
virtual IteratesVector* MakeNewIteratesVector(bool create_new = true) const
|
|
{
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return new IteratesVector(this, create_new);
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|
}
|
|
|
|
/** Use this method to create a new const IteratesVector. You must pass in
|
|
* valid pointers for all of the entries.
|
|
*/
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|
const SmartPtr<const IteratesVector> MakeNewIteratesVector(const Vector& x, const Vector& s,
|
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const Vector& y_c, const Vector& y_d,
|
|
const Vector& z_L, const Vector& z_U,
|
|
const Vector& v_L, const Vector& v_U)
|
|
{
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|
SmartPtr<IteratesVector> newvec = MakeNewIteratesVector(false);
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|
newvec->Set_x(x);
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|
newvec->Set_s(s);
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|
newvec->Set_y_c(y_c);
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|
newvec->Set_y_d(y_d);
|
|
newvec->Set_z_L(z_L);
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|
newvec->Set_z_U(z_U);
|
|
newvec->Set_v_L(v_L);
|
|
newvec->Set_v_U(v_U);
|
|
return ConstPtr(newvec);
|
|
}
|
|
|
|
|
|
/** This method overloads
|
|
* ComooundVectorSpace::MakeNewCompoundVector to make sure that
|
|
* we get a vector of the correct type
|
|
*/
|
|
virtual CompoundVector* MakeNewCompoundVector(bool create_new = true) const
|
|
{
|
|
return MakeNewIteratesVector(create_new);
|
|
}
|
|
|
|
/** This method creates a new vector (and allocates space in all
|
|
* the contained vectors. This is really only used for code that
|
|
* does not know what type of vector it is dealing with - for
|
|
* example, this method is called from Vector::MakeNew()
|
|
*/
|
|
virtual Vector* MakeNew() const
|
|
{
|
|
return MakeNewIteratesVector();
|
|
}
|
|
//@}
|
|
|
|
/** This method hides the CompoundVectorSpace::SetCompSpace method
|
|
* since the components of the Iterates are fixed at
|
|
* construction.
|
|
*/
|
|
virtual void SetCompSpace(Index icomp, const VectorSpace& vec_space)
|
|
{
|
|
DBG_ASSERT(false && "This is an IteratesVectorSpace - a special compound vector for Ipopt iterates. The contained spaces should not be modified.");
|
|
}
|
|
|
|
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 */
|
|
IteratesVectorSpace();
|
|
|
|
/** Copy Constructor */
|
|
IteratesVectorSpace(const IteratesVectorSpace&);
|
|
|
|
/** Overloaded Equals Operator */
|
|
IteratesVectorSpace& operator=(const IteratesVectorSpace&);
|
|
//@}
|
|
|
|
/** Contained Spaces */
|
|
SmartPtr<const VectorSpace> x_space_;
|
|
SmartPtr<const VectorSpace> s_space_;
|
|
SmartPtr<const VectorSpace> y_c_space_;
|
|
SmartPtr<const VectorSpace> y_d_space_;
|
|
SmartPtr<const VectorSpace> z_L_space_;
|
|
SmartPtr<const VectorSpace> z_U_space_;
|
|
SmartPtr<const VectorSpace> v_L_space_;
|
|
SmartPtr<const VectorSpace> v_U_space_;
|
|
};
|
|
|
|
|
|
inline
|
|
SmartPtr<Vector> IteratesVector::create_new_x()
|
|
{
|
|
Set_x_NonConst(*owner_space_->GetCompSpace(0)->MakeNew());
|
|
return x_NonConst();
|
|
}
|
|
inline
|
|
SmartPtr<Vector> IteratesVector::create_new_s()
|
|
{
|
|
Set_s_NonConst(*owner_space_->GetCompSpace(1)->MakeNew());
|
|
return s_NonConst();
|
|
}
|
|
inline
|
|
SmartPtr<Vector> IteratesVector::create_new_y_c()
|
|
{
|
|
Set_y_c_NonConst(*owner_space_->GetCompSpace(2)->MakeNew());
|
|
return y_c_NonConst();
|
|
}
|
|
inline
|
|
SmartPtr<Vector> IteratesVector::create_new_y_d()
|
|
{
|
|
Set_y_d_NonConst(*owner_space_->GetCompSpace(3)->MakeNew());
|
|
return y_d_NonConst();
|
|
}
|
|
inline
|
|
SmartPtr<Vector> IteratesVector::create_new_z_L()
|
|
{
|
|
Set_z_L_NonConst(*owner_space_->GetCompSpace(4)->MakeNew());
|
|
return z_L_NonConst();
|
|
}
|
|
inline
|
|
SmartPtr<Vector> IteratesVector::create_new_z_U()
|
|
{
|
|
Set_z_U_NonConst(*owner_space_->GetCompSpace(5)->MakeNew());
|
|
return z_U_NonConst();
|
|
}
|
|
inline
|
|
SmartPtr<Vector> IteratesVector::create_new_v_L()
|
|
{
|
|
Set_v_L_NonConst(*owner_space_->GetCompSpace(6)->MakeNew());
|
|
return v_L_NonConst();
|
|
}
|
|
inline
|
|
SmartPtr<Vector> IteratesVector::create_new_v_U()
|
|
{
|
|
Set_v_U_NonConst(*owner_space_->GetCompSpace(7)->MakeNew());
|
|
return v_U_NonConst();
|
|
}
|
|
} // namespace Ipopt
|
|
|
|
#endif
|
|
|