MittelmannBndryCntrlDiri3Dsin.hpp

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// Copyright (C) 2005, 2007 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: MittelmannBndryCntrlDiri3Dsin.hpp 2005 2011-06-06 12:55:16Z stefan $
//
// Authors:  Andreas Waechter             IBM    2005-10-18
//           Olaf Schenk   (Univ. of Basel)      2007-08-01
//              modified MittelmannBndryCntrlDiri.hpp for 3-dim problem
 
#ifndef __MITTELMANNBNDRYCNTRLDIRI3DSIN_HPP__
#define __MITTELMANNBNDRYCNTRLDIRI3DSIN_HPP__
 
#include "RegisteredTNLP.hpp"
 
#ifdef HAVE_CONFIG_H
#include "config.h"
#else
#include "configall_system.h"
#endif
 
#ifdef HAVE_CMATH
# include <cmath>
#else
# ifdef HAVE_MATH_H
#  include <math.h>
# else
#  error "don't have header file for math"
# endif
#endif
 
#ifdef HAVE_CSTDIO
# include <cstdio>
#else
# ifdef HAVE_STDIO_H
#  include <stdio.h>
# else
#  error "don't have header file for stdio"
# endif
#endif
 
using namespace Ipopt;
 
class MittelmannBndryCntrlDiriBase3Dsin : public RegisteredTNLP
{
public:
  MittelmannBndryCntrlDiriBase3Dsin();
 
  virtual ~MittelmannBndryCntrlDiriBase3Dsin();
 
  virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
                            Index& nnz_h_lag, IndexStyleEnum& index_style);
 
  virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
                               Index m, Number* g_l, Number* g_u);
 
  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);
 
  virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value);
 
  virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f);
 
  virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g);
 
  virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
                          Index m, Index nele_jac, Index* iRow, Index *jCol,
                          Number* values);
 
  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);
 
 
  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);
 
  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_valu,
                                 const IpoptData* ip_data,
                                 IpoptCalculatedQuantities* ip_cq);
 
protected:
  void SetBaseParameters(Index N, Number alpha, Number lb_y,
                         Number ub_y, Number lb_u, Number ub_u,
                         Number d_const);
 
  virtual Number y_d_cont(Number x1, Number x2, Number x3) const =0;
 
private:
  MittelmannBndryCntrlDiriBase3Dsin(const MittelmannBndryCntrlDiriBase3Dsin&);
  MittelmannBndryCntrlDiriBase3Dsin& operator=(const MittelmannBndryCntrlDiriBase3Dsin&);
 
  Index N_;
  Number h_;
  Number hh_;
  Number lb_y_;
  Number ub_y_;
  Number lb_u_;
  Number ub_u_;
  Number d_const_;
  Number alpha_;
  Number* y_d_;
 
  inline Index y_index(Index i, Index j, Index k) const
  {
    return k + (N_+2)*j + (N_+2)*(N_+2)*i;
  }
  inline Index pde_index(Index i, Index j, Index k) const
  {
    return (k-1) + N_*(j-1) + N_*N_*(i-1);
  }
  inline Number x1_grid(Index i) const
  {
    return h_*(Number)i;
  }
  inline Number x2_grid(Index i) const
  {
    return h_*(Number)i;
  }
  inline Number x3_grid(Index i) const
  {
    return h_*(Number)i;
  }
};
 
class MittelmannBndryCntrlDiri3Dsin : public MittelmannBndryCntrlDiriBase3Dsin
{
public:
  MittelmannBndryCntrlDiri3Dsin()
  {}
 
  virtual ~MittelmannBndryCntrlDiri3Dsin()
  {}
 
  virtual bool InitializeProblem(Index N)
  {
    if (N<1) {
      printf("N has to be at least 1.");
      return false;
    }
    printf("olaf N %d has to be at least 1.", N);
    Number alpha = 0.1;
    Number lb_y = -1e20;
    Number ub_y = 3.5;
    Number lb_u = 0.;
    Number ub_u = 10.;
    Number d_const = -20.;
    SetBaseParameters(N, alpha, lb_y, ub_y, lb_u, ub_u, d_const);
    return true;
  }
protected:
  virtual Number y_d_cont(Number x1, Number x2, Number x3)  const
  {
    return 3. + 5.*(x1*(x1-1.)*x2*(x2-1.)*x3*(x3-1.));
  }
private:
  MittelmannBndryCntrlDiri3Dsin(const MittelmannBndryCntrlDiri3Dsin&);
  MittelmannBndryCntrlDiri3Dsin& operator=(const MittelmannBndryCntrlDiri3Dsin&);
 
};
 
 
#endif