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NlpSimple.hh

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#ifndef NLPSIMPLE
#define NLPSIMPLE

#include "IotrRefCount.hh"
#include "IotrHandle.hh"
#include "NlpBounds.hh"
#include "Nlp.hh"

class NlpIterate;
class NlpResiduals;
class NlpLinsys;
class NlpLocalModel;
class NlpValues;
class NlpGrads;
class NlpHessian;
class GenMatrix;
class Functional;
class IotrMask;

typedef Handle<Functional> FunctionalHandle;
typedef Handle<NlpBounds>  NlpBoundsHandle;
typedef Handle<GenMatrix>  GenMatrixHandle;
typedef Handle<IotrMask>   IotrMaskHandle;

class NlpSimple : public Nlp {
private:
  void initializeBounds( IotrVector & rxlow, IotrVector & rxupp,
                         IotrVector & rclow, IotrVector & rcupp,
                         double bignum  );
protected:
  NlpBoundsHandle  mBounds;
  FunctionalHandle mRawFunctional;
  ElementGatherHandle mIxfixed, mXfilter;
  IotrMaskHandle mXmask;
  IotrVectorHandle mFixed;

  IotrVectorHandle mRawX, mYz;
public:
  NlpSimple();
  virtual void initialize( IotrVector & rxlow, IotrVector & rxupp,
                           IotrVector & rclow, IotrVector & rcupp,
                           IotrVector & x,     IotrVector & yz,
                           double bignum,
                           Functional * c);

  virtual NlpBounds * getBoundsPtr();
  virtual NlpBounds & bounds();
  NlpBounds & rawBounds() { return *mBounds; }

  virtual NlpIterate   * newVariables();
  virtual NlpIterate   * initialVariables();
  virtual NlpResiduals * newResiduals();
  virtual NlpLinsys    * newLinsys();
  virtual NlpValues    * newValues();
  virtual NlpGrads     * newGrads();
  virtual NlpHessian   * newHessian();

  virtual NlpLocalModel * localModelAt( NlpIterate & );
  virtual void inspect();
  virtual void writeConfiguration( std::ostream & out, char indent[] );
};
typedef Handle<NlpSimple> NlpSimpleHandle;


class IotrVector;
class EvaluationContext;
class SymMatrix;
class IotrMask;

typedef Handle<IotrVector> IotrVectorHandle;
typedef Handle<IotrMask> IotrMaskHandle;
typedef Handle<EvaluationContext> EvaluationContextHandle;
typedef Handle<SymMatrix> SymMatrixHandle;

class NlpSimpleLocalModel : public NlpLocalModel {
protected:
  EvaluationContextHandle  mEc;

public:
  NlpSimpleLocalModel( EvaluationContext * ec );
  virtual void updateValues( NlpValues & values );
  virtual void updateGrads( NlpGrads & grads );
  virtual void updateHessian( NlpHessian & hessian );
};

class NlpSimpleValues : public NlpValues {
  friend class NlpSimpleLocalModel;
protected:
  IotrVectorHandle mC;
  double mObj;
public:
  NlpSimpleValues( IotrVector * c );

  virtual const IotrVector & c() const;
  virtual double obj();

  virtual void inspect();
  virtual void inspectAsMatlab();
};

class NlpSimpleGrads : public NlpGrads {
  friend class NlpSimpleLocalModel;
protected:
  IotrVectorHandle mRawG, mYz;
  GenMatrixHandle mJ;

  ElementGatherHandle mXfilter;
  NlpBoundsHandle mBounds;
public:
  NlpSimpleGrads( IotrVector * rawG, IotrVector * yz, GenMatrix * J,
                  ElementGather * aXfilter, NlpBounds * bounds );

  GenMatrix & J() { return *mJ; }
  virtual LinearOperator * condensedJacobianOperator();

  virtual void getObjectiveGradient( IotrVector & g );
  virtual void jacobianTransposeMult( double alpha, IotrVector & x,
                                      double beta,  IotrVector & y );
  virtual void jacobianTransposeMult( double alpha, IotrVector & y,
                                      IotrVector & lambda, IotrVector & pi,
                                      IotrVector & gamma,  IotrVector & phi,
                                      double beta,  IotrVector & x );

  virtual void jacobianMult( double alpha, IotrVector & x,
                             double beta,  IotrVector & y );

  virtual void condensedJacobianMult( double alpha, IotrVector & x,
                             double beta,  IotrVector & y );

  virtual void inspect();
  virtual void inspectAsMatlab();
};

class NlpSimpleHessian : public NlpHessian {
  friend class NlpSimpleLocalModel;
protected:
  SymMatrixHandle mH;
  IotrMaskHandle mXmask;
public:
  NlpSimpleHessian( SymMatrix * H, IotrMask * aMask );
  SymMatrix & H() { return *mH; }
  virtual double lowerBoundEigenvalue();
  virtual void mult( double alpha, IotrVector & x,
                     double beta,  IotrVector & y );
  virtual void inspect();
  virtual void inspectAsMatlab();
};

typedef Handle<NlpSimpleLocalModel> NlpSimpleLocalModelHandle;
typedef Handle<NlpSimpleValues>     NlpSimpleValuesHandle;
typedef Handle<NlpSimpleGrads>      NlpSimpleGradsHandle;
typedef Handle<NlpSimpleHessian>    NlpSimpleHessianHandle;

#endif

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