PS_Method_CCS_test/Ipopt_lScalableProblems_lib/LuksanVlcek1.hpp

// Copyright (C) 2005, 2006 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: LuksanVlcek1.hpp 1861 2010-12-21 21:34:47Z andreasw $
//
// Authors:  Andreas Waechter              IBM    2005-10-127

#ifndef __LUKSANVLCEK1_HPP__
#define __LUKSANVLCEK1_HPP__

#include "RegisteredTNLP.hpp"

using namespace Ipopt;

/** Implementation of Example 5.1 from "Sparse and Parially Separable
 *  Test Problems for Unconstrained and Equality Constrained
 *  Optimization" by L. Luksan and J. Vlcek. */
class LuksanVlcek1 : public RegisteredTNLP
{
public:
  /** Constructor.  Here, g_l and g_u are the bounds for the
   *  constraints.  The original formulation is obtained by setting
   *  g_l and g_u to zero.  Using g_l<g_u allows the obtain a problem
   *  formulation with inequality constraints. */
  LuksanVlcek1(Number g_l, Number g_u);

  /** Default destructor */
  virtual ~LuksanVlcek1()
  {}
  ;

  /** Overloaded from RegisteredTNLP. */
  virtual bool InitializeProblem(Index N);

  /**@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);

  //@}

  /** @name Solution Methods */
  //@{
  /** This method is called when the algorithm is complete so the TNLP can store/write the solution */
  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);
  //@}

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++")
   *  
   */
  //@{
  LuksanVlcek1();
  LuksanVlcek1(const LuksanVlcek1&);
  LuksanVlcek1& operator=(const LuksanVlcek1&);
  //@}

  /** Parameter determining problem size */
  Index N_;

  /** General lower bound for all constraints */
  Number g_l_;
  /** General upper bound for all constraints */
  Number g_u_;
};

#endif