// Copyright (C) 2005, 2007 International Business Machines and others. // All Rights Reserved. // This code is published under the Eclipse Public License. // // $Id: MittelmannBndryCntrlDiri3D.hpp 2005 2011-06-06 12:55:16Z stefan $ // // Authors: Andreas Waechter IBM 2005-10-18 // Olaf Schenk (Univ. of Basel) 2007-08-01 // modified MittelmannBndryCntrlDiri.hpp for 3-dim problem #ifndef __MITTELMANNBNDRYCNTRLDIRI3D_HPP__ #define __MITTELMANNBNDRYCNTRLDIRI3D_HPP__ #include "RegisteredTNLP.hpp" #ifdef HAVE_CONFIG_H #include "config.h" #else #include "configall_system.h" #endif #ifdef HAVE_CMATH # include #else # ifdef HAVE_MATH_H # include # else # error "don't have header file for math" # endif #endif #ifdef HAVE_CSTDIO # include #else # ifdef HAVE_STDIO_H # include # else # error "don't have header file for stdio" # endif #endif using namespace Ipopt; /** Base class for boundary control problems with Dirichlet boundary * conditions, as formulated by Hans Mittelmann as Examples 1-4 in * "Optimization Techniques for Solving Elliptic Control Problems * with Control and State Constraints. Part 2: Boundary Control" * * Here, the control variables are identical to the values of y on * the boundary, and therefore we don't need any explicit * optimization variables for u. */ class MittelmannBndryCntrlDiriBase3D : public RegisteredTNLP { public: /** Constructor. */ MittelmannBndryCntrlDiriBase3D(); /** Default destructor */ virtual ~MittelmannBndryCntrlDiriBase3D(); /**@name Overloaded from TNLP */ //@{ /** Method to return some info about the nlp */ virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g, Index& nnz_h_lag, IndexStyleEnum& index_style); /** Method to return the bounds for my problem */ virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u, Index m, Number* g_l, Number* g_u); /** Method to return the starting point for the algorithm */ virtual bool get_starting_point(Index n, bool init_x, Number* x, bool init_z, Number* z_L, Number* z_U, Index m, bool init_lambda, Number* lambda); /** Method to return the objective value */ virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value); /** Method to return the gradient of the objective */ virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f); /** Method to return the constraint residuals */ virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g); /** Method to return: * 1) The structure of the jacobian (if "values" is NULL) * 2) The values of the jacobian (if "values" is not NULL) */ virtual bool eval_jac_g(Index n, const Number* x, bool new_x, Index m, Index nele_jac, Index* iRow, Index *jCol, Number* values); /** Method to return: * 1) The structure of the hessian of the lagrangian (if "values" is NULL) * 2) The values of the hessian of the lagrangian (if "values" is not NULL) */ virtual bool eval_h(Index n, const Number* x, bool new_x, Number obj_factor, Index m, const Number* lambda, bool new_lambda, Index nele_hess, Index* iRow, Index* jCol, Number* values); //@} /** Method for returning scaling parameters */ virtual bool get_scaling_parameters(Number& obj_scaling, bool& use_x_scaling, Index n, Number* x_scaling, bool& use_g_scaling, Index m, Number* g_scaling); /** @name Solution Methods */ //@{ /** This method is called after the optimization, and could write an * output file with the optimal profiles */ virtual void finalize_solution(SolverReturn status, Index n, const Number* x, const Number* z_L, const Number* z_U, Index m, const Number* g, const Number* lambda, Number obj_valu, const IpoptData* ip_data, IpoptCalculatedQuantities* ip_cq); //@} protected: /** Method for setting the internal parameters that define the * problem. It must be called by the child class in its * implementation of InitializeParameters. */ void SetBaseParameters(Index N, Number alpha, Number lb_y, Number ub_y, Number lb_u, Number ub_u, Number d_const, Number B, Number C); /**@name Functions that defines a particular instance. */ //@{ /** Target profile function for y */ virtual Number y_d_cont(Number x1, Number x2, Number x3) const =0; //@} private: /**@name Methods to block default compiler methods. * The compiler automatically generates the following three methods. * Since the default compiler implementation is generally not what * you want (for all but the most simple classes), we usually * put the declarations of these methods in the private section * and never implement them. This prevents the compiler from * implementing an incorrect "default" behavior without us * knowing. (See Scott Meyers book, "Effective C++") * */ //@{ MittelmannBndryCntrlDiriBase3D(const MittelmannBndryCntrlDiriBase3D&); MittelmannBndryCntrlDiriBase3D& operator=(const MittelmannBndryCntrlDiriBase3D&); //@} /**@name Problem specification */ //@{ /** Number of mesh points in one dimension (excluding boundary) */ Index N_; /** Step size */ Number h_; /** h_ squared */ Number hh_; /** h_ to the third power */ Number hhh_; /** overall lower bound on y */ Number lb_y_; /** overall upper bound on y */ Number ub_y_; /** overall lower bound on u */ Number lb_u_; /** overall upper bound on u */ Number ub_u_; /** Constant value of d appearing in elliptical equation */ Number d_const_; /** Weighting parameter for the control target deviation functional * in the objective */ Number alpha_; /** Array for the target profile for y */ Number* y_d_; //@} /**@name Auxilliary methods */ //@{ /** Translation of mesh point indices to NLP variable indices for * y(x_ijk) */ inline Index y_index(Index i, Index j, Index k) const { return k + (N_+2)*j + (N_+2)*(N_+2)*i; } /** Translation of interior mesh point indices to the corresponding * PDE constraint number */ inline Index pde_index(Index i, Index j, Index k) const { return (k-1) + N_*(j-1) + N_*N_*(i-1); } /** Compute the grid coordinate for given index in x1 direction */ inline Number x1_grid(Index i) const { return h_*(Number)i; } /** Compute the grid coordinate for given index in x2 direction */ inline Number x2_grid(Index i) const { return h_*(Number)i; } /** Compute the grid coordinate for given index in x3 direction */ inline Number x3_grid(Index i) const { return h_*(Number)i; } /** value of penalty function term */ inline Number PenObj(Number t) const { //return 0.5*t*t; if (t > B_) { return B_*B_/2. + C_*(t - B_); } else if (t < -B_) { return B_*B_/2. + C_*(-t - B_); } else { const Number t2 = t*t; const Number t4 = t2*t2; const Number t6 = t4*t2; return PenA_*t2 + PenB_*t4 + PenC_*t6; } } /** first derivative of penalty function term */ inline Number PenObj_1(Number t) const { //return t; if (t > B_) { return C_; } else if (t < -B_) { return -C_; } else { const Number t2 = t*t; const Number t3 = t*t2; const Number t5 = t3*t2; return 2.*PenA_*t + 4.*PenB_*t3 + 6.*PenC_*t5; } } /** second derivative of penalty function term */ inline Number PenObj_2(Number t) const { //return 1.; if (t > B_) { return 0.; } else if (t < -B_) { return 0.; } else { const Number t2 = t*t; const Number t4 = t2*t2; return 2.*PenA_ + 12.*PenB_*t2 + 30.*PenC_*t4; } } //@} /** @name Data for penalty function term */ //@{ Number B_; Number C_; Number PenA_; Number PenB_; Number PenC_; //@} }; /** Class implementating Example 1 */ class MittelmannBndryCntrlDiri3D : public MittelmannBndryCntrlDiriBase3D { public: MittelmannBndryCntrlDiri3D() {} virtual ~MittelmannBndryCntrlDiri3D() {} virtual bool InitializeProblem(Index N) { if (N<1) { printf("N has to be at least 1."); return false; } Number alpha = 0.01; Number lb_y = -1e20; Number ub_y = 3.5; Number lb_u = 0.; Number ub_u = 10.; Number d_const = -20.; Number B = .5; Number C = 0.01; SetBaseParameters(N, alpha, lb_y, ub_y, lb_u, ub_u, d_const, B, C); return true; } protected: /** Target profile function for y */ virtual Number y_d_cont(Number x1, Number x2, Number x3) const { return 3. + 5.*(x1*(x1-1.)*x2*(x2-1.)); } private: /**@name hide implicitly defined contructors copy operators */ //@{ MittelmannBndryCntrlDiri3D(const MittelmannBndryCntrlDiri3D&); MittelmannBndryCntrlDiri3D& operator=(const MittelmannBndryCntrlDiri3D&); //@} }; #endif