NLPInterfacePack_ExampleNLPObjGrad.cpp

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#include <assert.h>

#include <stdexcept>
#include <limits>

#include "NLPInterfacePack_ExampleNLPObjGrad.hpp"
#include "ExampleNLPDirectRTOps.h"
#include "AbstractLinAlgPack_BasisSystemComposite.hpp"
#include "AbstractLinAlgPack_VectorMutable.hpp"
#include "AbstractLinAlgPack_VectorStdOps.hpp"
#include "AbstractLinAlgPack_VectorAuxiliaryOps.hpp"
#include "AbstractLinAlgPack_LinAlgOpPack.hpp"
#include "RTOpPack_RTOpC.hpp"
#include "Teuchos_dyn_cast.hpp"
#include "Teuchos_Assert.hpp"
#include "Teuchos_AbstractFactoryStd.hpp"

namespace {

static RTOpPack::RTOpC explnlp2_c_eval_op;

class init_rtop_server_t {
public:
  init_rtop_server_t() {
    TEUCHOS_TEST_FOR_EXCEPT(0!=RTOp_TOp_explnlp2_c_eval_construct(&explnlp2_c_eval_op.op()));
  }
}; 
init_rtop_server_t  init_rtop_server;

} // end namespace

namespace NLPInterfacePack {

ExampleNLPObjGrad::ExampleNLPObjGrad(
  const VectorSpace::space_ptr_t&  vec_space
  ,value_type                      xo
  ,bool                            has_bounds
  ,bool                            dep_bounded
  )
  :vec_space_(vec_space), vec_space_comp_(Teuchos::null)
  ,initialized_(false), obj_scale_(1.0)
  ,has_bounds_(has_bounds), force_xinit_in_bounds_(true), n_(2*vec_space->dim())
{
  namespace rcp = MemMngPack;

  // Assert the size of the NLP
  TEUCHOS_TEST_FOR_EXCEPTION(
    vec_space->dim() <= 0, std::logic_error
    ,"ExampleNLPObjGrad::ExampleNLPObjGrad(...) Error!" );

  // Setup the aggregate vector space object
  BasisSystemComposite::initialize_space_x(
    vec_space, vec_space, &var_dep_, &var_indep_, &vec_space_comp_ );

  // Set the initial starting point.
  xinit_ = vec_space_comp_->create_member();
  *xinit_ = xo;

  /*
    Setup the sparse bounds
    
    xl(i) = 0.01  \ 
                    }  for i <: bounded_rng
    xu(i) = 20    /
  */

  xl_ = vec_space_comp_->create_member();
  xu_ = vec_space_comp_->create_member();

  if(has_bounds) {
    const Range1D
      bounded_rng   = ( dep_bounded ? var_dep_   : var_indep_ ),
      unbounded_rng = ( dep_bounded ? var_indep_ : var_dep_   );
    *xl_->sub_view(bounded_rng)   = 0.01;
    *xl_->sub_view(unbounded_rng) = -NLP::infinite_bound();
    *xu_->sub_view(bounded_rng)   = 20.0;
    *xu_->sub_view(unbounded_rng) = +NLP::infinite_bound();
  }
  else {
    *xl_ = -NLP::infinite_bound();
    *xu_ = +NLP::infinite_bound();
  }
}

// Overridden public members from NLP

void ExampleNLPObjGrad::initialize(bool test_setup)
{
  if( initialized_ ) {
    NLPObjGrad::initialize(test_setup);
    return;
  }

  AbstractLinAlgPack::force_in_bounds( *xl_, *xu_, xinit_.get() );

  NLPObjGrad::initialize(test_setup);

  initialized_ = true;
}

bool ExampleNLPObjGrad::is_initialized() const
{
  return initialized_;
}

size_type ExampleNLPObjGrad::n() const
{
  assert_is_initialized();
  return n_;
}

size_type ExampleNLPObjGrad::m() const
{
  assert_is_initialized();
  return n_ / 2;
}

NLP::vec_space_ptr_t ExampleNLPObjGrad::space_x() const
{
  return vec_space_comp_;
}

NLP::vec_space_ptr_t ExampleNLPObjGrad::space_c() const
{
  return vec_space_;
}

size_type ExampleNLPObjGrad::num_bounded_x() const
{
  return has_bounds_ ? n_/2 : 0;
}

void ExampleNLPObjGrad::force_xinit_in_bounds(bool force_xinit_in_bounds)
{
  force_xinit_in_bounds_ = force_xinit_in_bounds;
}

bool ExampleNLPObjGrad::force_xinit_in_bounds() const
{
  return force_xinit_in_bounds_;
}

const Vector& ExampleNLPObjGrad::xinit() const
{
  assert_is_initialized();
  return *xinit_;
}

const Vector& ExampleNLPObjGrad::xl() const
{
  assert_is_initialized();
  return *xl_;
}

const Vector& ExampleNLPObjGrad::xu() const
{
  assert_is_initialized();
  return *xu_;
}

value_type ExampleNLPObjGrad::max_var_bounds_viol() const
{
  return std::numeric_limits<value_type>::max(); // No limits on the bounds
}

void ExampleNLPObjGrad::scale_f( value_type scale_f )
{
  assert_is_initialized();
  obj_scale_ = scale_f;
}

value_type ExampleNLPObjGrad::scale_f() const
{
  assert_is_initialized();
  return obj_scale_;
}

void ExampleNLPObjGrad::report_final_solution(
  const Vector&    x
  ,const Vector*   lambda
  ,const Vector*   nu
  ,bool            optimal
  )
{
  assert_is_initialized();
  // Do what you want with the solution (or final values) here.
  // For this example we will just ignore it.
}

Range1D ExampleNLPObjGrad::var_dep() const
{
  return var_dep_;
}

Range1D ExampleNLPObjGrad::var_indep() const
{
  return var_indep_;
}

// Overridden protected members from NLP

void ExampleNLPObjGrad::imp_calc_f(const Vector& x, bool newx
  , const ZeroOrderInfo& zero_order_info) const
{
  using AbstractLinAlgPack::dot;
  assert_is_initialized();
  f(); // assert f is set
  TEUCHOS_TEST_FOR_EXCEPTION( n() != x.dim(), std::length_error, "ExampleNLPObjGrad::imp_calc_f(...)"  );
  // f(x) = (obj_scale/2) * sum( x(i)^2, for i = 1..n )
  *zero_order_info.f = obj_scale_ / 2.0 * dot(x,x);
}

void ExampleNLPObjGrad::imp_calc_c(const Vector& x, bool newx
  , const ZeroOrderInfo& zero_order_info) const
{
  assert_is_initialized();
  const size_type n = this->n();
  TEUCHOS_TEST_FOR_EXCEPTION( n != x.dim(), std::length_error, "ExampleNLPObjGrad::imp_calc_c(...)"  );

  // c(x)(j) = x(j) * (x(m+j) -1) - 10 * x(m+j) = 0, for j = 1...m

  Vector::vec_ptr_t
    xD= x.sub_view(var_dep()),
    xI = x.sub_view(var_indep());

  const Vector*  vecs[]      = { xD.get(), xI.get() };
  VectorMutable* targ_vecs[] = { zero_order_info.c };
  AbstractLinAlgPack::apply_op(explnlp2_c_eval_op,2,vecs,1,targ_vecs,NULL);

}

void ExampleNLPObjGrad::imp_calc_h(
  const Vector& x, bool newx, const ZeroOrderInfo& zero_order_info) const
{
  TEUCHOS_TEST_FOR_EXCEPT(true); // Should never be called!
}

// Overridden protected members from NLPFirstOrder

void ExampleNLPObjGrad::imp_calc_Gf(const Vector& x, bool newx
  , const ObjGradInfo& obj_grad_info) const
{
  assert_is_initialized();
  TEUCHOS_TEST_FOR_EXCEPTION( n() != x.dim(), std::length_error, "ExampleNLPObjGrad::imp_calc_Gf(...)"  );
  // Gf = obj_scale * x
  LinAlgOpPack::V_StV(obj_grad_info.Gf,obj_scale_,x);
}

} // end namespace NLPInterfacePack