// Copyright (C) 2005, 2006 International Business Machines and others. // All Rights Reserved. // This code is published under the Eclipse Public License. // // $Id: MittelmannDistCntrlDiri.hpp 2005 2011-06-06 12:55:16Z stefan $ // // Authors: Andreas Waechter IBM 2005-10-18 // based on MyNLP.hpp #ifndef __MITTELMANNDISTRCNTRLDIRI_HPP__ #define __MITTELMANNDISTRCNTRLDIRI_HPP__ #include "IpTNLP.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 distributed control problems with Dirichlet * boundary conditions, as formulated by Hans Mittelmann as Examples * 1-3 in "Optimization Techniques for Solving Elliptic Control * Problems with Control and State Constraints. Part 2: Distributed * Control" */ class MittelmannDistCntrlDiriBase : public RegisteredTNLP { public: /** Constructor. N is the number of mesh points in one dimension * (excluding boundary). */ MittelmannDistCntrlDiriBase(); /** Default destructor */ virtual ~MittelmannDistCntrlDiriBase(); /**@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_value, 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 u_init); /**@name Functions that defines a particular instance. */ //@{ /** Target profile function for y */ virtual Number y_d_cont(Number x1, Number x2) const =0; /** Forcing function for the elliptic equation */ virtual Number d_cont(Number x1, Number x2, Number y, Number u) const =0; /** First partial derivative of forcing function w.r.t. y */ virtual Number d_cont_dy(Number x1, Number x2, Number y, Number u) const =0; /** First partial derivative of forcing function w.r.t. u */ virtual Number d_cont_du(Number x1, Number x2, Number y, Number u) const =0; /** Second partial derivative of forcing function w.r.t. y,y */ virtual Number d_cont_dydy(Number x1, Number x2, Number y, Number u) 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++") * */ //@{ MittelmannDistCntrlDiriBase(const MittelmannDistCntrlDiriBase&); MittelmannDistCntrlDiriBase& operator=(const MittelmannDistCntrlDiriBase&); //@} /**@name Problem specification */ //@{ /** Number of mesh points in one dimension (excluding boundary) */ Index N_; /** Step size */ Number h_; /** h_ squaredd */ Number hh_; /** 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_; /** Initial value for the constrols u */ Number u_init_; /** 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_ij) */ inline Index y_index(Index i, Index j) const { return j + (N_+2)*i; } /** Translation of mesh point indices to NLP variable indices for * u(x_ij) */ inline Index u_index(Index i, Index j) const { return (N_+2)*(N_+2) + (j-1) + (N_)*(i-1); } /** Translation of interior mesh point indices to the corresponding * PDE constraint number */ inline Index pde_index(Index i, Index j) const { return (j-1) + 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; } //@} }; /** Class implementating Example 1 */ class MittelmannDistCntrlDiri1 : public MittelmannDistCntrlDiriBase { public: MittelmannDistCntrlDiri1() {} virtual ~MittelmannDistCntrlDiri1() {} virtual bool InitializeProblem(Index N) { if (N<1) { printf("N has to be at least 1."); return false; } Number alpha = 0.001; Number lb_y = -1e20; Number ub_y = 0.185; Number lb_u = 1.5; Number ub_u = 4.5; Number u_init = (ub_u+lb_u)/2.; SetBaseParameters(N, alpha, lb_y, ub_y, lb_u, ub_u, u_init); return true; } protected: /** Target profile function for y */ virtual Number y_d_cont(Number x1, Number x2) const { return 1. + 2.*(x1*(x1-1.)+x2*(x2-1.)); } /** Forcing function for the elliptic equation */ virtual Number d_cont(Number x1, Number x2, Number y, Number u) const { return pow(y,3) - y - u; } /** First partial derivative of forcing function w.r.t. y */ virtual Number d_cont_dy(Number x1, Number x2, Number y, Number u) const { return 3.*y*y - 1.; } /** First partial derivative of forcing function w.r.t. u */ virtual Number d_cont_du(Number x1, Number x2, Number y, Number u) const { return -1.; } /** Second partial derivative of forcing function w.r.t y,y */ virtual Number d_cont_dydy(Number x1, Number x2, Number y, Number u) const { return 6.*y; } private: /**@name hide implicitly defined contructors copy operators */ //@{ MittelmannDistCntrlDiri1(const MittelmannDistCntrlDiri1&); MittelmannDistCntrlDiri1& operator=(const MittelmannDistCntrlDiri1&); //@} }; /** Class implementating Example 2 */ class MittelmannDistCntrlDiri2 : public MittelmannDistCntrlDiriBase { public: MittelmannDistCntrlDiri2() {} virtual ~MittelmannDistCntrlDiri2() {} virtual bool InitializeProblem(Index N) { if (N<1) { printf("N has to be at least 1."); return false; } Number alpha = 0.; Number lb_y = -1e20; Number ub_y = 0.185; Number lb_u = 1.5; Number ub_u = 4.5; Number u_init = (ub_u+lb_u)/2.; SetBaseParameters(N, alpha, lb_y, ub_y, lb_u, ub_u, u_init); return true; } protected: /** Target profile function for y */ virtual Number y_d_cont(Number x1, Number x2) const { return 1. + 2.*(x1*(x1-1.)+x2*(x2-1.)); } /** Forcing function for the elliptic equation */ virtual Number d_cont(Number x1, Number x2, Number y, Number u) const { return pow(y,3) - y - u; } /** First partial derivative of forcing function w.r.t. y */ virtual Number d_cont_dy(Number x1, Number x2, Number y, Number u) const { return 3.*y*y - 1.; } /** First partial derivative of forcing function w.r.t. u */ virtual Number d_cont_du(Number x1, Number x2, Number y, Number u) const { return -1.; } /** Second partial derivative of forcing function w.r.t y,y */ virtual Number d_cont_dydy(Number x1, Number x2, Number y, Number u) const { return 6.*y; } private: /**@name hide implicitly defined contructors copy operators */ //@{ MittelmannDistCntrlDiri2(const MittelmannDistCntrlDiri2&); MittelmannDistCntrlDiri2& operator=(const MittelmannDistCntrlDiri2&); //@} }; /** Class implementating Example 3 */ class MittelmannDistCntrlDiri3 : public MittelmannDistCntrlDiriBase { public: MittelmannDistCntrlDiri3() : pi_(4.*atan(1.)) {} virtual ~MittelmannDistCntrlDiri3() {} virtual bool InitializeProblem(Index N) { if (N<1) { printf("N has to be at least 1."); return false; } Number alpha = 0.001; Number lb_y = -1e20; Number ub_y = 0.11; Number lb_u = -5; Number ub_u = 5.; Number u_init = (ub_u+lb_u)/2.; SetBaseParameters(N, alpha, lb_y, ub_y, lb_u, ub_u, u_init); return true; } protected: /** Target profile function for y */ virtual Number y_d_cont(Number x1, Number x2) const { return sin(2.*pi_*x1)*sin(2.*pi_*x2); } /** Forcing function for the elliptic equation */ virtual Number d_cont(Number x1, Number x2, Number y, Number u) const { return -exp(y) - u; } /** First partial derivative of forcing function w.r.t. y */ virtual Number d_cont_dy(Number x1, Number x2, Number y, Number u) const { return -exp(y); } /** First partial derivative of forcing function w.r.t. u */ virtual Number d_cont_du(Number x1, Number x2, Number y, Number u) const { return -1.; } /** Second partial derivative of forcing function w.r.t y,y */ virtual Number d_cont_dydy(Number x1, Number x2, Number y, Number u) const { return -exp(y); } private: /**@name hide implicitly defined contructors copy operators */ //@{ MittelmannDistCntrlDiri3(const MittelmannDistCntrlDiri3&); MittelmannDistCntrlDiri3& operator=(const MittelmannDistCntrlDiri3&); //@} /** Value of pi (made available for convenience) */ const Number pi_; }; class MittelmannDistCntrlDiri3a : public MittelmannDistCntrlDiriBase { public: MittelmannDistCntrlDiri3a() : pi_(4.*atan(1.)) {} virtual ~MittelmannDistCntrlDiri3a() {} virtual bool InitializeProblem(Index N) { if (N<1) { printf("N has to be at least 1."); return false; } Number alpha = 0.; Number lb_y = -1e20; Number ub_y = 0.11; Number lb_u = -5; Number ub_u = 5.; Number u_init = (ub_u+lb_u)/2.; SetBaseParameters(N, alpha, lb_y, ub_y, lb_u, ub_u, u_init); return true; } protected: /** Target profile function for y */ virtual Number y_d_cont(Number x1, Number x2) const { return sin(2.*pi_*x1)*sin(2.*pi_*x2); } /** Forcing function for the elliptic equation */ virtual Number d_cont(Number x1, Number x2, Number y, Number u) const { return -exp(y) - u; } /** First partial derivative of forcing function w.r.t. y */ virtual Number d_cont_dy(Number x1, Number x2, Number y, Number u) const { return -exp(y); } /** First partial derivative of forcing function w.r.t. u */ virtual Number d_cont_du(Number x1, Number x2, Number y, Number u) const { return -1.; } /** Second partial derivative of forcing function w.r.t y,y */ virtual Number d_cont_dydy(Number x1, Number x2, Number y, Number u) const { return -exp(y); } private: /**@name hide implicitly defined contructors copy operators */ //@{ MittelmannDistCntrlDiri3a(const MittelmannDistCntrlDiri3a&); MittelmannDistCntrlDiri3a& operator=(const MittelmannDistCntrlDiri3a&); //@} /** Value of pi (made available for convenience) */ const Number pi_; }; #endif