00001 #ifndef CUTERFUNCTIONAL
00002 #define CUTERFUNCTIONAL
00003
00016 #include "Functional.hh"
00017
00018 #include "IotrVector.hh"
00019
00020 class SimpleVector;
00021 typedef Handle<SimpleVector> SimpleVectorHandle;
00022
00025 class CuterAdaptor : public IotrRefCount {
00026 public:
00027 CuterAdaptor( int mmax, int nmax, int isSparse );
00028 virtual ~CuterAdaptor();
00029
00031 int mMc;
00033 int mNx;
00035 int mMmax;
00037 int mNmax;
00038
00039 int mIsSparse;
00041 SimpleVectorHandle mX;
00043 SimpleVectorHandle mYz;
00045 double *mXlow;
00047 double *mXupp;
00048
00050 int *mEquatn, *mLinear;
00051
00053 double *mClow;
00055 double *mCupp;
00056
00060 virtual void initialize( int& inform );
00061
00063 virtual void getBounds( IotrVector& xlow, IotrVector & xupp,
00064 IotrVector& clow, IotrVector & cupp );
00065
00066 void getInitialPrimal( IotrVector & primal ) const
00067 {
00068 primal.copyFrom( *mX );
00069 };
00070
00071
00072 void getInitialDual( IotrVector & dual ) {
00073 dual.copyFrom( *mYz );
00074 };
00075
00076 int mc() { return mMc; }
00077 int nx() { return mNx; }
00078 int mmax() { return mMmax; }
00079 int nmax() { return mNmax; }
00080 };
00081
00082 typedef Handle<CuterAdaptor> CuterAdaptorHandle;
00083
00088 class CuterFunctional : public ConcreteFunctional {
00089 protected:
00091 int mMc;
00093 int mNx;
00094
00095 int mMmax, mNmax;
00096
00097 virtual void concreteValues( double& obj, IotrVector & v,
00098 IotrVector & x );
00099
00100 virtual void concreteGrads( IotrVector & g, GenMatrix & J,
00101 IotrVector & x) = 0;
00102
00103 virtual void concreteHess( SymMatrix & H, IotrVector & x, IotrVector & Lm) = 0;
00104 public:
00108 CuterFunctional( CuterAdaptor & a ) : mMc( a.mc() ), mNx( a.nx()),
00109 mMmax( a.mmax() ), mNmax( a.nmax()) {}
00110
00111 virtual IotrVector * newPrimalVector() const;
00112 virtual IotrVector * newDualVector() const;
00113 virtual GenMatrix * newJacobianMatrix() const = 0;
00114 virtual SymMatrix * newHessianMatrix() const = 0;
00115 virtual void writeConfiguration( std::ostream & out, char indent[] ) = 0;
00116 };
00117
00118
00119 typedef Handle<CuterFunctional> CuterFunctionalHandle;
00120
00125 #endif
