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Nlp.hh

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#ifndef NLP
#define NLP

#include "IotrRefCount.hh"
#include "IotrHandle.hh"
#include "LinearOperator.hh"
#include <iostream>

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

class Nlp : public IotrRefCount {
public:
  virtual void initialize( IotrVector & rxlow, IotrVector & rxupp,
                           IotrVector & rclow, IotrVector & rcupp,
                           IotrVector & x,     IotrVector & yz,
                           double bignum,
                           Functional * c) = 0;
  virtual NlpBounds     * getBoundsPtr() = 0;
  virtual NlpBounds & bounds() = 0;

  virtual NlpIterate  * newVariables() = 0;
  virtual NlpIterate  * initialVariables() = 0;
  virtual NlpResiduals  * newResiduals() = 0;
  virtual NlpLinsys     * newLinsys() = 0;
  virtual NlpValues     * newValues() = 0;
  virtual NlpGrads      * newGrads() = 0;
  virtual NlpHessian    * newHessian() = 0;

  virtual NlpLocalModel * localModelAt( NlpIterate & ) = 0;
  virtual void writeConfiguration( std::ostream & out, char indent[] ) = 0;
  virtual void inspect() = 0;
};
typedef Handle<Nlp> NlpHandle;



class NlpLocalModel : public IotrRefCount {
public:
  virtual void updateValues( NlpValues & values ) = 0;
  virtual void updateGrads( NlpGrads & grads ) = 0;
  virtual void updateHessian( NlpHessian & hessian ) = 0;
};
typedef Handle<NlpLocalModel>   NlpLocalModelHandle;



class NlpValues : public IotrRefCount {
public:
  NlpValues() {}

  virtual const IotrVector & c() const = 0;

  virtual double obj() = 0;

  virtual void inspect() = 0;

  virtual void inspectAsMatlab() = 0;
};
typedef Handle<NlpValues>       NlpValuesHandle;



class NlpGrads : public IotrRefCount {
public:
  NlpGrads() {}
  virtual void getObjectiveGradient( IotrVector & g ) = 0;
  virtual void jacobianTransposeMult( double alpha, IotrVector & x,
                                      double beta,  IotrVector & y ) = 0;
  virtual void jacobianTransposeMult( double alpha, IotrVector & y,
                                      IotrVector & lambda, IotrVector & pi,
                                      IotrVector & gamma,  IotrVector & phi,
                                      double beta,  IotrVector & x ) = 0;

  virtual void jacobianMult( double alpha, IotrVector & x,
                             double beta,  IotrVector & y ) = 0;

  virtual void condensedJacobianMult( double alpha, IotrVector & x,
                             double beta, IotrVector & y ) = 0;

  virtual void inspect() = 0;
  virtual void inspectAsMatlab() = 0;
};
typedef Handle<NlpGrads>        NlpGradsHandle;



class NlpJacobianMult : public LinearOperator {
protected:
  NlpGradsHandle mGrads;
public:
  NlpJacobianMult( NlpGrads * grads );

  virtual void mult( double alpha, IotrVector & x,
                     double beta,  IotrVector & y );
};
typedef Handle<NlpJacobianMult> NlpJacobianMultHandle;


class NlpHessian : public IotrRefCount {
public:
  NlpHessian() {}

  virtual double lowerBoundEigenvalue() = 0;
  virtual void mult(double alpha, IotrVector & x,
                    double beta,  IotrVector & y ) = 0;
  virtual void inspect() = 0;
  virtual void inspectAsMatlab() = 0;
};
typedef Handle<NlpHessian>      NlpHessianHandle;



#endif

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