NLP node subclass complementing NLPSerialPreprocess for explicit Jacobians. More...

#include <NLPInterfacePack_NLPSerialPreprocessExplJac.hpp>

Inheritance diagram for NLPInterfacePack::NLPSerialPreprocessExplJac:

Classes
struct	FirstOrderExplInfo
	Struct for zero and explicit first order quantities that subclass must fill in. More...

Private Member Functions
void	imp_calc_Gc_or_Gh (bool calc_Gc, const Vector &x, bool newx, const FirstOrderInfo &first_order_info) const

void	imp_fill_jacobian_entries (size_type n, size_type n_full, bool load_struct, const index_type col_offset, const value_type val_full, const value_type val_full_end, const index_type ivect_full, const index_type jvect_full, index_type nz, value_type val_itr, index_type ivect_itr, index_type jvect_itr) const

Private Attributes
bool	initialized_

bool	test_setup_

options_ptr_t	options_

factory_mat_ptr_t	factory_Gc_full_

mat_fcty_ptr_t	factory_Gc_

size_type	Gc_nz_orig_

size_type	Gh_nz_orig_

size_type	Gc_nz_full_

size_type	Gh_nz_full_

FirstOrderExplInfo::val_t	Gc_val_orig_

FirstOrderExplInfo::ivect_t	Gc_ivect_orig_

FirstOrderExplInfo::jvect_t	Gc_jvect_orig_

FirstOrderExplInfo::val_t	Gh_val_orig_

FirstOrderExplInfo::ivect_t	Gh_ivect_orig_

FirstOrderExplInfo::jvect_t	Gh_jvect_orig_

bool	Gc_perm_new_basis_updated_

Public types
typedef Teuchos::RCP< const Teuchos::AbstractFactory < MatrixOp > >	factory_mat_ptr_t

Constructors / initializers
	STANDARD_COMPOSITION_MEMBERS (BasisSystemFactory, basis_sys_fcty)
	Set the `BasisSystemFactory` object used to create the basis system. More...

	NLPSerialPreprocessExplJac (const basis_sys_fcty_ptr_t &basis_sys_fcty=Teuchos::rcp(new BasisSystemFactoryStd()), const factory_mat_ptr_t &factory_Gc_full=Teuchos::null)
	Calls `this->set_basis_sys_fcty()` and `this->set_mat_factories()` methods. More...

void	set_factory_Gc_full (const factory_mat_ptr_t &factory_Gc_full)
	Initialize with matrix factory for original matrices `Gc`. More...

Overridden public members from NLP
void	set_options (const options_ptr_t &options)
	Passes these options on to `this->basis_sys_fcty().set_options(options)`. More...

const options_ptr_t &	get_options () const

void	initialize (bool test_setup)

bool	is_initialized () const

Overridden public members from NLPFirstOrder
const mat_fcty_ptr_t	factory_Gc () const

const basis_sys_ptr_t	basis_sys () const
	Calls `basis_sys_fcty()->create()` More...

void	set_Gc (MatrixOp *Gc)
	Validates the type of Gc is correct. More...

Overridden public members from NLPVarReductPerm
bool	get_next_basis (Permutation P_var, Range1D var_dep, Permutation P_equ, Range1D equ_decomp)

void	set_basis (const Permutation &P_var, const Range1D &var_dep, const Permutation P_equ, const Range1D equ_decomp)

Overridden protected members from NLPFirstOrder
void	imp_calc_Gc (const Vector &x, bool newx, const FirstOrderInfo &first_order_info) const

Pure virtual template methods to be defined by subclasses
virtual size_type	imp_Gc_nz_orig () const =0
	Return the number of nonzero elements in `Gc` before elements are removed for fixed variables. More...

virtual size_type	imp_Gh_nz_orig () const =0
	Return the number of nonzero elements in `Gh` before elements are removed for fixed variables. More...

virtual void	imp_calc_Gc_orig (const DVectorSlice &x_full, bool newx, const FirstOrderExplInfo &first_order_expl_info) const =0
	Calculate the COOR matrix for the gradient for all of the `c(x)` constaints in the original NLP. More...

virtual void	imp_calc_Gh_orig (const DVectorSlice &x_full, bool newx, const FirstOrderExplInfo &first_order_expl_info) const =0
	Calculate the COOR matrix for the gradient for all of the `h(x)` constaints in the original NLP. More...

Protected member functions for subclasses to use
void	assert_initialized () const
	Assert if we have been initizlized (throws UnInitialized) More...

const FirstOrderExplInfo	first_order_expl_info () const

Additional Inherited Members
Public Types inherited from NLPInterfacePack::NLP
typedef AbstractLinAlgPack::Vector	Vector

typedef AbstractLinAlgPack::VectorMutable	VectorMutable

typedef Teuchos::RCP< const VectorSpace >	vec_space_ptr_t

typedef Teuchos::RCP< const OptionsFromStreamPack::OptionsFromStream >	options_ptr_t

Public Types inherited from NLPInterfacePack::NLPVarReductPerm
typedef Teuchos::RCP< const Teuchos::AbstractFactory < Permutation > >	perm_fcty_ptr_t

Public Types inherited from NLPInterfacePack::NLPFirstOrder
typedef Teuchos::RCP< const Teuchos::AbstractFactory < MatrixOp > >	mat_fcty_ptr_t

typedef Teuchos::RCP< BasisSystem >	basis_sys_ptr_t

Public Member Functions inherited from NLPInterfacePack::NLPSerialPreprocess
	NLPSerialPreprocess ()
	Default Constructor. More...

void	force_xinit_in_bounds (bool force_xinit_in_bounds)

bool	force_xinit_in_bounds () const

size_type	n () const

size_type	m () const

vec_space_ptr_t	space_x () const

vec_space_ptr_t	space_c () const

size_type	num_bounded_x () const

const Vector &	xl () const

const Vector &	xu () const

const Vector &	xinit () const

void	get_init_lagrange_mult (VectorMutable lambda, VectorMutable nu) const

void	scale_f (value_type scale_f)

value_type	scale_f () const

void	report_final_solution (const Vector &x, const Vector lambda, const Vector nu, bool is_optimal)
	Overridden to permute the variables back into an order that is natural to the subclass. More...

virtual size_type	ns () const

vec_space_ptr_t	space_c_breve () const

vec_space_ptr_t	space_h_breve () const

const Vector &	hl_breve () const

const Vector &	hu_breve () const

const Permutation &	P_var () const

const Permutation &	P_equ () const

const perm_fcty_ptr_t	factory_P_var () const

const perm_fcty_ptr_t	factory_P_equ () const

Range1D	var_dep () const

Range1D	var_indep () const

Range1D	equ_decomp () const

Range1D	equ_undecomp () const

bool	nlp_selects_basis () const

void	get_basis (Permutation P_var, Range1D var_dep, Permutation P_equ, Range1D equ_decomp) const

Public Member Functions inherited from NLPInterfacePack::NLPObjGrad
	NLPObjGrad ()
	Initialize to no reference set to calculation quanities. More...

virtual bool	supports_Gf () const
	Determine if the objective gradient is supported or not. More...

virtual bool	supports_Gf_prod () const
	Determine if the objective gradient product is supported or not. More...

virtual void	set_Gf (VectorMutable *Gf)
	Set a pointer to a vector to be updated when `this->calc_Gf()` is called. More...

virtual VectorMutable *	get_Gf ()
	Return pointer passed to `this->set_Gf()`. More...

virtual VectorMutable &	Gf ()
	Returns non-`const` `*this->get_Gf()`. More...

virtual const Vector &	Gf () const
	Returns `const` `*this->get_Gf()`. More...

void	unset_quantities ()
	Call to unset all storage quantities (both in this class and all subclasses). More...

virtual void	calc_Gf (const Vector &x, bool newx=true) const
	Update the vector for `Gf` at the point `x` and put it in the stored reference. More...

virtual value_type	calc_Gf_prod (const Vector &x, const Vector &d, bool newx=true) const
	Calculate the inner product `Gf(x)'*d` at the point `x` and put it in the stored reference. More...

virtual size_type	num_Gf_evals () const
	Objective gradient evaluations count. More...

Public Member Functions inherited from NLPInterfacePack::NLP
const ZeroOrderInfo	zero_order_info () const
	Return pointer to set quantities. More...

const ZeroOrderInfo	zero_order_info_breve () const
	Return pointer to set `hat` quantities. More...

	NLP ()
	Initialize to no reference set to calculation quanities. More...

virtual	~NLP ()
	Destructor that cleans all the memory it owns. More...

virtual value_type	max_var_bounds_viol () const =0
	Set the maximum absolute value for which the variable bounds may be violated by when computing function and gradient values. More...

virtual void	set_f (value_type *f)
	Set a pointer to an value to be updated when `this->calc_f()` is called. More...

virtual value_type *	get_f ()
	Return pointer passed to `this->set_f()`. More...

virtual value_type &	f ()
	Returns non-`const` `*this->get_f()`. More...

virtual const value_type &	f () const
	Returns `const` `*this->get_f()`. More...

virtual void	set_c (VectorMutable *c)
	Set a pointer to a vector to be updated when `this->calc_c()` is called. More...

virtual VectorMutable *	get_c ()
	Return pointer passed to `this->set_c()`. More...

virtual VectorMutable &	c ()
	Returns non-`const` `*this->get_c()`. More...

virtual const Vector &	c () const
	Returns `const` `*this->get_c()`. More...

virtual void	calc_f (const Vector &x, bool newx=true) const
	Update the value for the objective `f` at the point `x` and put it in the stored reference. More...

virtual void	calc_c (const Vector &x, bool newx=true) const
	Update the constraint residual vector for `c` at the point `x` and put it in the stored reference. More...

virtual size_type	num_f_evals () const
	Gives the number of object function f(x) evaluations called by the solver since initialize() was called. More...

virtual size_type	num_c_evals () const
	Gives the number of constraint function c(x) evaluations called by the solver since initialize() was called. Throws exception if `this->m() == 0`. More...

virtual void	set_c_breve (VectorMutable *c_breve)
	Set a pointer to a vector to be updated when `this->calc_c_breve()` is called. More...

virtual VectorMutable *	get_c_breve ()
	Return pointer passed to `this->set_c_breve()`. More...

virtual VectorMutable &	c_breve ()
	Returns non-`const` `*this->get_c_breve()`. More...

virtual const Vector &	c_breve () const
	Returns `const` `*this->get_c_breve()`. More...

virtual void	set_h_breve (VectorMutable *h_breve)
	Set a pointer to a vector to be updated when `this->calc_h_breve()` is called. More...

virtual VectorMutable *	get_h_breve ()
	Return pointer passed to `this->set_h_breve()`. More...

virtual VectorMutable &	h_breve ()
	Returns non-`const` `*this->get_h_breve()`. More...

virtual const Vector &	h_breve () const
	Returns `const` `*this->get_h_breve()`. More...

virtual void	calc_c_breve (const Vector &x, bool newx=true) const
	Update the constraint residual vector for `c_breve` at the point `x` and put it in the stored reference. More...

virtual void	calc_h_breve (const Vector &x, bool newx=true) const
	Update the constraint residual vector for `h_breve` at the point `x` and put it in the stored reference. More...

Public Member Functions inherited from Teuchos::VerboseObject< NLP >
TEUCHOSPARAMETERLIST_LIB_DLL_EXPORT RCP< const ParameterList >	getValidVerboseObjectSublist ()

TEUCHOSPARAMETERLIST_LIB_DLL_EXPORT void	setupVerboseObjectSublist (ParameterList *paramList)

TEUCHOSPARAMETERLIST_LIB_DLL_EXPORT void	readVerboseObjectSublist (ParameterList paramList, RCP< FancyOStream > oStream, EVerbosityLevel *verbLevel)

void	readVerboseObjectSublist (ParameterList paramList, VerboseObject< NLP > verboseObject)

	VerboseObject (const EVerbosityLevel verbLevel=VERB_DEFAULT, const RCP< FancyOStream > &oStream=Teuchos::null)

virtual void	initializeVerboseObject (const EVerbosityLevel verbLevel=VERB_DEFAULT, const RCP< FancyOStream > &oStream=Teuchos::null)

virtual const VerboseObject &	setVerbLevel (const EVerbosityLevel verbLevel) const

virtual const VerboseObject &	setOverridingVerbLevel (const EVerbosityLevel verbLevel) const

virtual EVerbosityLevel	getVerbLevel () const

Public Member Functions inherited from NLPInterfacePack::NLPVarReductPerm
Public Member Functions inherited from NLPInterfacePack::NLPFirstOrder
	NLPFirstOrder ()
	Initialize to no reference set to calculation quanities. More...

virtual MatrixOp *	get_Gc ()
	Return pointer passed to `this->set_Gc()`. More...

virtual MatrixOp &	Gc ()
	Returns non-`const` `*this->get_Gc()`. More...

virtual const MatrixOp &	Gc () const
	Returns `const` `*this->get_Gc()`. More...

void	unset_quantities ()
	Call to unset all storage quantities (both in this class and all subclasses). More...

virtual void	calc_Gc (const Vector &x, bool newx=true) const
	Update the matrix for `Gc` at the point `x` and put it in the stored reference. More...

virtual size_type	num_Gc_evals () const
	Gradient of constraints matrix `Gc` evaluations count. More...

Static Public Member Functions inherited from NLPInterfacePack::NLPSerialPreprocess
static value_type	fixed_var_mult ()
	Gives the value of a Lagrange multipler for a fixed variable bound .that has been preprocessed out of the problem. More...

Static Public Member Functions inherited from NLPInterfacePack::NLP
static value_type	infinite_bound ()
	Value for an infinite bound. More...

Static Public Member Functions inherited from Teuchos::VerboseObject< NLP >
static void	setDefaultVerbLevel (const EVerbosityLevel defaultVerbLevel)

static EVerbosityLevel	getDefaultVerbLevel ()

Protected Member Functions inherited from NLPInterfacePack::NLPSerialPreprocess
void	imp_calc_f (const Vector &x, bool newx, const ZeroOrderInfo &zero_order_info) const

void	imp_calc_c (const Vector &x, bool newx, const ZeroOrderInfo &zero_order_info) const

void	imp_calc_c_breve (const Vector &x, bool newx, const ZeroOrderInfo &zero_order_info_breve) const

void	imp_calc_h_breve (const Vector &x, bool newx, const ZeroOrderInfo &zero_order_info_breve) const

void	imp_calc_Gf (const Vector &x, bool newx, const ObjGradInfo &obj_grad_info) const

virtual bool	imp_nlp_has_changed () const
	Return if the definition of the NLP has changed since the last call to `initialize()` More...

virtual size_type	imp_n_orig () const =0
	Return the number of variables in the original problem (including those fixed by bounds) More...

virtual size_type	imp_m_orig () const =0
	Return the number of general equality constraints in the original problem. More...

virtual size_type	imp_mI_orig () const =0
	Return the number of general inequality constraints in the original problem. More...

virtual const DVectorSlice	imp_xinit_orig () const =0
	Return the original initial point (size `imp_n_orig()`). More...

virtual bool	imp_has_var_bounds () const =0
	Return if the NLP has bounds. More...

virtual const DVectorSlice	imp_xl_orig () const =0
	Return the original lower variable bounds (size `imp_n_orig()`). More...

virtual const DVectorSlice	imp_xu_orig () const =0
	Return the original upper variable bounds (size `imp_n_orig()`). More...

virtual const DVectorSlice	imp_hl_orig () const =0
	Return the original lower general inequality bounds (size `imp_mI_orig()`). More...

virtual const DVectorSlice	imp_hu_orig () const =0
	Return the original upper general inequality bounds (size `imp_mI_orig()`). More...

virtual void	imp_calc_f_orig (const DVectorSlice &x_full, bool newx, const ZeroOrderInfoSerial &zero_order_info) const =0
	Calculate the objective function for the original NLP. More...

virtual void	imp_calc_c_orig (const DVectorSlice &x_full, bool newx, const ZeroOrderInfoSerial &zero_order_info) const =0
	Calculate the vector for all of the general equality constaints in the original NLP. More...

virtual void	imp_calc_h_orig (const DVectorSlice &x_full, bool newx, const ZeroOrderInfoSerial &zero_order_info) const =0
	Calculate the vector for all of the general inequality constaints in the original NLP. More...

virtual void	imp_calc_Gf_orig (const DVectorSlice &x_full, bool newx, const ObjGradInfoSerial &obj_grad_info) const =0
	Calculate the vector for the gradient of the objective in the original NLP. More...

virtual bool	imp_get_next_basis (IVector var_perm_full, IVector equ_perm_full, size_type rank_full, size_type rank)
	Return the next basis selection (default returns `false`). More...

virtual void	imp_report_orig_final_solution (const DVectorSlice &x_full, const DVectorSlice lambda_orig, const DVectorSlice lambdaI_orig, const DVectorSlice *nu_orig, bool optimal)
	To be overridden by subclasses to report the final solution in the original ordering natural to the subclass. More...

void	set_not_initialized ()
	Used by subclasses to set the state of the NLP to not initialized. More...

void	assert_initialized () const
	Assert if we have been initizlized (throws UnInitialized) More...

void	set_x_full (const DVectorSlice &x, bool newx, DVectorSlice *x_full) const
	Set the full x vector if `newx == true` More...

DVectorSlice	x_full () const
	Give reference to current x_full. More...

const ZeroOrderInfoSerial	zero_order_orig_info () const

const ObjGradInfoSerial	obj_grad_orig_info () const

const IVector &	var_remove_fixed_to_full () const
	Permutation vector for partitioning free and fixed variables. More...

const IVector &	var_full_to_remove_fixed () const
	Inverse permutation vector of `var_remove_fixed_to_full()`. More...

const IVector &	var_perm () const
	Permutes from the compated variable vector (removing fixed variables) to the current basis selection. More...

const IVector &	equ_perm () const
	Permutes from the original constriant ordering to the current basis selection. More...

const IVector &	inv_equ_perm () const
	Inverse of `equ_perm()` More...

void	var_from_full (DVectorSlice::const_iterator vec_full, DVectorSlice::iterator vec) const

void	var_to_full (DVectorSlice::const_iterator vec, DVectorSlice::iterator vec_full) const

void	equ_from_full (const DVectorSlice &c_orig, const DVectorSlice &h_orig, const DVectorSlice &s_orig, DVectorSlice *c_full) const

Protected Member Functions inherited from NLPInterfacePack::NLPObjGrad
const ObjGradInfo	obj_grad_info () const
	Return objective gradient and zero order information. More...

Protected Member Functions inherited from NLPInterfacePack::NLP
template<class T >
void	assert_ref_set (T *p, std::string info) const
	Assert referece has been set for a quanity. More...

Protected Member Functions inherited from NLPInterfacePack::NLPFirstOrder
const FirstOrderInfo	first_order_info () const
	Return objective gradient and zero order information. More...

Detailed Description

NLP node subclass complementing NLPSerialPreprocess for explicit Jacobians.

This subclass does a lot of work. It has to consider several different types of variability. The matrices Gc and Gh that are computed must take into consideration whether or not inequalities are converted to equalities (convert_inequ_to_equ) and the permutation of the entries according to the current basis selection.

   Gc = P_var * [  Gc_orig    Gh_orig   ] * P_equ'
                [     0          -I     ]

This class also comes with a default implementation for the BasisSystemPerm object which is created by a BasisSystemPermFactory object that the client (or the subclass) can specify. The default implementation for this factory object is from BasisSystemPermFactoryStd which uses the AbstractLinAlgPack::BasisSystemPermDirectSparse subclass and supports several different linear solvers by default. The client (or subclass) can augment the list of supported linear solvers easily.

ToDo: Finish documentation!

Subclass developers

Subclass developer's don't have to worry about slack variables or basis permutations. A concreate subclass just has to override the functions that defined the original NLP (see the tutorial example NLP ???).

In addition to the methods that must be overridden in NLPSerialPreprocess (see) the following methods must be overridden as well: imp_Gc_nz_orig(), imp_Gh_nz_orig(), imp_calc_Gc_orig(), imp_calc_Gh_orig().

Definition at line 93 of file NLPInterfacePack_NLPSerialPreprocessExplJac.hpp.

Member Typedef Documentation

typedef Teuchos::RCP< const Teuchos::AbstractFactory<MatrixOp> > NLPInterfacePack::NLPSerialPreprocessExplJac::factory_mat_ptr_t

Definition at line 104 of file NLPInterfacePack_NLPSerialPreprocessExplJac.hpp.

Constructor & Destructor Documentation

NLPInterfacePack::NLPSerialPreprocessExplJac::NLPSerialPreprocessExplJac	(	const basis_sys_fcty_ptr_t &	basis_sys_fcty = `Teuchos::rcp(new BasisSystemFactoryStd())`,
		const factory_mat_ptr_t &	factory_Gc_full = `Teuchos::null`
	)

Calls this->set_basis_sys_fcty() and this->set_mat_factories() methods.

Definition at line 68 of file NLPInterfacePack_NLPSerialPreprocessExplJac.cpp.

Member Function Documentation

NLPInterfacePack::NLPSerialPreprocessExplJac::STANDARD_COMPOSITION_MEMBERS	(	BasisSystemFactory	,
		basis_sys_fcty
	)

Set the BasisSystemFactory object used to create the basis system.

void NLPInterfacePack::NLPSerialPreprocessExplJac::set_factory_Gc_full ( const factory_mat_ptr_t & factory_Gc_full )

Initialize with matrix factory for original matrices Gc.

This matrix type will be used for AbstractLinAlgPack::MatrixPermAggr::mat_orig() returned by the initialized Gc.

Parameters

factory_Gc_full [in] Smart pointer to matrix factory for Gc_full. If factory_Gc_full.get() == NULL then the concrete matrix type ??? will be used as the default.

Definition at line 78 of file NLPInterfacePack_NLPSerialPreprocessExplJac.cpp.

void NLPInterfacePack::NLPSerialPreprocessExplJac::set_options ( const options_ptr_t & options )

virtual

Passes these options on to this->basis_sys_fcty().set_options(options).

Reimplemented from NLPInterfacePack::NLP.

Definition at line 92 of file NLPInterfacePack_NLPSerialPreprocessExplJac.cpp.

const NLP::options_ptr_t & NLPInterfacePack::NLPSerialPreprocessExplJac::get_options ( ) const

virtual

Reimplemented from NLPInterfacePack::NLP.

Definition at line 98 of file NLPInterfacePack_NLPSerialPreprocessExplJac.cpp.

void NLPInterfacePack::NLPSerialPreprocessExplJac::initialize ( bool test_setup )

virtual

Reimplemented from NLPInterfacePack::NLPFirstOrder.

Reimplemented in NLPInterfacePack::ExampleNLPBanded, and NLPInterfacePack::NLPWBCounterExample.

Definition at line 103 of file NLPInterfacePack_NLPSerialPreprocessExplJac.cpp.

bool NLPInterfacePack::NLPSerialPreprocessExplJac::is_initialized ( ) const

virtual

Reimplemented from NLPInterfacePack::NLPSerialPreprocess.

Reimplemented in NLPInterfacePack::ExampleNLPBanded, and NLPInterfacePack::NLPWBCounterExample.

Definition at line 137 of file NLPInterfacePack_NLPSerialPreprocessExplJac.cpp.

const NLPFirstOrder::mat_fcty_ptr_t NLPInterfacePack::NLPSerialPreprocessExplJac::factory_Gc ( ) const

virtual

Implements NLPInterfacePack::NLPFirstOrder.

Definition at line 144 of file NLPInterfacePack_NLPSerialPreprocessExplJac.cpp.

const NLPFirstOrder::basis_sys_ptr_t NLPInterfacePack::NLPSerialPreprocessExplJac::basis_sys ( ) const

virtual

Calls basis_sys_fcty()->create()

Reimplemented from NLPInterfacePack::NLPFirstOrder.

Definition at line 150 of file NLPInterfacePack_NLPSerialPreprocessExplJac.cpp.

void NLPInterfacePack::NLPSerialPreprocessExplJac::set_Gc ( MatrixOp * Gc )

virtual

Validates the type of Gc is correct.

Reimplemented from NLPInterfacePack::NLPFirstOrder.

Definition at line 157 of file NLPInterfacePack_NLPSerialPreprocessExplJac.cpp.

bool NLPInterfacePack::NLPSerialPreprocessExplJac::get_next_basis	(	Permutation *	P_var,
		Range1D *	var_dep,
		Permutation *	P_equ,
		Range1D *	equ_decomp
	)

virtual

Reimplemented from NLPInterfacePack::NLPSerialPreprocess.

Definition at line 169 of file NLPInterfacePack_NLPSerialPreprocessExplJac.cpp.

void NLPInterfacePack::NLPSerialPreprocessExplJac::set_basis	(	const Permutation &	P_var,
		const Range1D &	var_dep,
		const Permutation *	P_equ,
		const Range1D *	equ_decomp
	)

virtual

Reimplemented from NLPInterfacePack::NLPSerialPreprocess.

Definition at line 183 of file NLPInterfacePack_NLPSerialPreprocessExplJac.cpp.

void NLPInterfacePack::NLPSerialPreprocessExplJac::imp_calc_Gc	(	const Vector &	x,
		bool	newx,
		const FirstOrderInfo &	first_order_info
	)		const

protectedvirtual

Implements NLPInterfacePack::NLPFirstOrder.

Definition at line 196 of file NLPInterfacePack_NLPSerialPreprocessExplJac.cpp.

virtual size_type NLPInterfacePack::NLPSerialPreprocessExplJac::imp_Gc_nz_orig ( ) const

protectedpure virtual

Return the number of nonzero elements in Gc before elements are removed for fixed variables.

The value returned from this method before the first time imp_calc_Gc() is called is an upper estimate of the number of nonzeros. To get the actual number of nonzeros, call this function again after imp_calc_Gc() has been called.

Implemented in NLPInterfacePack::ExampleNLPBanded, and NLPInterfacePack::NLPWBCounterExample.

virtual size_type NLPInterfacePack::NLPSerialPreprocessExplJac::imp_Gh_nz_orig ( ) const

protectedpure virtual

Return the number of nonzero elements in Gh before elements are removed for fixed variables.

The value returned from this method before the first time imp_calc_Gh() is called is an upper estimate of the number of nonzeros. To get the actual number of nonzeros, call this function again after imp_calc_Gh() has been called.

Implemented in NLPInterfacePack::ExampleNLPBanded, and NLPInterfacePack::NLPWBCounterExample.

virtual void NLPInterfacePack::NLPSerialPreprocessExplJac::imp_calc_Gc_orig	(	const DVectorSlice &	x_full,
		bool	newx,
		const FirstOrderExplInfo &	first_order_expl_info
	)		const

protectedpure virtual

Calculate the COOR matrix for the gradient for all of the c(x) constaints in the original NLP.

Parameters

x_full	[in] Unknown vector (size n_full).
newx	[in] True if is a new point.
first_order_expl_info	[out] Pointers to zero and first order quantities . On output, `first_order_expl_info.Gc_nz` must be set to the actual number of nonzero elements in `Gc` and the array of nonzero entry values `first_order_expl_info.Gc_val` must also be set. The nonzero structure must also be set in the arrays `first_order_expl_info.Gc_ivect` and `first_order_expl_info.Gc_jvect` if `first_order_expl_info.Gc_ivect != NULL`. In addition, any of the other quantities pointed to in `first_order_expl_info` may be set on output, but are not guaranteed to be.

Preconditions:

first_order_expl_info.Gc_nz != NULL
first_order_expl_info.Gc_val != NULL
(first_order_expl_info.Gc_ivect != NULL) == (first_order_expl_info.Gc_jvect != NULL)

Postconditions:

*first_order_expl_info.Gc_nz is updated to number of nonzero elements set in *first_order_expl_info.Gc_val.
(*first_order_expl_info.Gc_val)[k], for k = 1...*first_order_expl_info.Gc_nz is set to the nonzero entry values in Gc.
[first_order_expl_info.Gc_ivect != NULL] (*first_order_expl_info.Gc_ivect)[k], for k = 1...*first_order_expl_info.Gc_nz is set to the row indexes for the nonzero entires in Gc.
[first_order_expl_info.Gc_jvect != NULL] (*first_order_expl_info.Gc_jvect)[k], for k = 1...*first_order_expl_info.Gc_nz is set to the column indexes for the nonzero entires in Gc.

Note that duplicate entires with the same row and column indexes are allowed. In this case, the matrix entries are considered to be summed.

Implemented in NLPInterfacePack::ExampleNLPBanded, and NLPInterfacePack::NLPWBCounterExample.

virtual void NLPInterfacePack::NLPSerialPreprocessExplJac::imp_calc_Gh_orig	(	const DVectorSlice &	x_full,
		bool	newx,
		const FirstOrderExplInfo &	first_order_expl_info
	)		const

protectedpure virtual

Calculate the COOR matrix for the gradient for all of the h(x) constaints in the original NLP.

Parameters

x_full	[in] Unknown vector (size n_full).
newx	[in] True if is a new point.
first_order_expl_info	[out] Pointers to zero and first order quantities . On output, `first_order_expl_info.Gh_nz` must be set to the actual number of nonzero elements in `Gh` and the array of nonzero entry values `first_order_expl_info.Gh_val` must also be set. The nonzero structure must also be set in the arrays `first_order_expl_info.Gh_ivect` and `first_order_expl_info.Gh_jvect` if `first_order_expl_info.Gh_ivect != NULL`. In addition, any of the other quantities pointed to in `first_order_expl_info` may be set on output, but are not guaranteed to be.

Preconditions:

first_order_expl_info.Gh_nz != NULL
first_order_expl_info.Gh_val != NULL
(first_order_expl_info.Gh_ivect != NULL) == (first_order_expl_info.Gh_jvect != NULL)

Postconditions:

*first_order_expl_info.Gh_nz is updated to number of nonzero elements set in *first_order_expl_info.Gh_val.
(*first_order_expl_info.Gh_val)[k], for k = 1...*first_order_expl_info.Gh_nz is set to the nonzero entry values in Gh.
[first_order_expl_info.Gh_ivect != NULL] (*first_order_expl_info.Gh_ivect)[k], for k = 1...*first_order_expl_info.Gh_nz is set to the row indexes for the nonzero entires in Gh.
[first_order_expl_info.Gh_jvect != NULL] (*first_order_expl_info.Gh_jvect)[k], for k = 1...*first_order_expl_info.Gh_nz is set to the column indexes for the nonzero entires in Gh.

Note that duplicate entires with the same row and column indexes are allowed. In this case, the matrix entries are considered to be summed.

Implemented in NLPInterfacePack::ExampleNLPBanded, and NLPInterfacePack::NLPWBCounterExample.

void NLPInterfacePack::NLPSerialPreprocessExplJac::assert_initialized ( ) const

protected

Assert if we have been initizlized (throws UnInitialized)

Definition at line 448 of file NLPInterfacePack_NLPSerialPreprocessExplJac.cpp.

const NLPSerialPreprocessExplJac::FirstOrderExplInfo NLPInterfacePack::NLPSerialPreprocessExplJac::first_order_expl_info ( ) const

inlineprotected

Definition at line 458 of file NLPInterfacePack_NLPSerialPreprocessExplJac.hpp.

void NLPInterfacePack::NLPSerialPreprocessExplJac::imp_calc_Gc_or_Gh	(	bool	calc_Gc,
		const Vector &	x,
		bool	newx,
		const FirstOrderInfo &	first_order_info
	)		const

private

void NLPInterfacePack::NLPSerialPreprocessExplJac::imp_fill_jacobian_entries	(	size_type	n,
		size_type	n_full,
		bool	load_struct,
		const index_type	col_offset,
		const value_type *	val_full,
		const value_type *	val_full_end,
		const index_type *	ivect_full,
		const index_type *	jvect_full,
		index_type *	nz,
		value_type *	val_itr,
		index_type *	ivect_itr,
		index_type *	jvect_itr
	)		const