Ipopt 3.11.9
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MittelmannBndryCntrlDiri3D.hpp
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1// Copyright (C) 2005, 2007 International Business Machines and others.
2// All Rights Reserved.
3// This code is published under the Eclipse Public License.
4//
5// $Id: MittelmannBndryCntrlDiri3D.hpp 2005 2011-06-06 12:55:16Z stefan $
6//
7// Authors: Andreas Waechter IBM 2005-10-18
8// Olaf Schenk (Univ. of Basel) 2007-08-01
9// modified MittelmannBndryCntrlDiri.hpp for 3-dim problem
10
11#ifndef __MITTELMANNBNDRYCNTRLDIRI3D_HPP__
12#define __MITTELMANNBNDRYCNTRLDIRI3D_HPP__
13
14#include "RegisteredTNLP.hpp"
15
16#ifdef HAVE_CONFIG_H
17#include "config.h"
18#else
19#include "configall_system.h"
20#endif
21
22#ifdef HAVE_CMATH
23# include <cmath>
24#else
25# ifdef HAVE_MATH_H
26# include <math.h>
27# else
28# error "don't have header file for math"
29# endif
30#endif
31
32#ifdef HAVE_CSTDIO
33# include <cstdio>
34#else
35# ifdef HAVE_STDIO_H
36# include <stdio.h>
37# else
38# error "don't have header file for stdio"
39# endif
40#endif
41
42using namespace Ipopt;
43
54{
55public:
58
61
65 virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
66 Index& nnz_h_lag, IndexStyleEnum& index_style);
67
69 virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
70 Index m, Number* g_l, Number* g_u);
71
73 virtual bool get_starting_point(Index n, bool init_x, Number* x,
74 bool init_z, Number* z_L, Number* z_U,
75 Index m, bool init_lambda,
76 Number* lambda);
77
79 virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value);
80
82 virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f);
83
85 virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g);
86
91 virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
92 Index m, Index nele_jac, Index* iRow, Index *jCol,
93 Number* values);
94
99 virtual bool eval_h(Index n, const Number* x, bool new_x,
100 Number obj_factor, Index m, const Number* lambda,
101 bool new_lambda, Index nele_hess, Index* iRow,
102 Index* jCol, Number* values);
103
105
108 bool& use_x_scaling, Index n,
110 bool& use_g_scaling, Index m,
112
117 virtual void finalize_solution(SolverReturn status,
118 Index n, const Number* x, const Number* z_L, const Number* z_U,
119 Index m, const Number* g, const Number* lambda,
120 Number obj_valu,
121 const IpoptData* ip_data,
124
125protected:
130 Number ub_y, Number lb_u, Number ub_u,
131 Number d_const, Number B, Number C);
132
136 virtual Number y_d_cont(Number x1, Number x2, Number x3) const =0;
138
139private:
154
181
186 inline Index y_index(Index i, Index j, Index k) const
187 {
188 return k + (N_+2)*j + (N_+2)*(N_+2)*i;
189 }
192 inline Index pde_index(Index i, Index j, Index k) const
193 {
194 return (k-1) + N_*(j-1) + N_*N_*(i-1);
195 }
197 inline Number x1_grid(Index i) const
198 {
199 return h_*(Number)i;
200 }
202 inline Number x2_grid(Index i) const
203 {
204 return h_*(Number)i;
205 }
207 inline Number x3_grid(Index i) const
208 {
209 return h_*(Number)i;
210 }
212 inline Number PenObj(Number t) const
213 {
214 //return 0.5*t*t;
215 if (t > B_) {
216 return B_*B_/2. + C_*(t - B_);
217 }
218 else if (t < -B_) {
219 return B_*B_/2. + C_*(-t - B_);
220 }
221 else {
222 const Number t2 = t*t;
223 const Number t4 = t2*t2;
224 const Number t6 = t4*t2;
225 return PenA_*t2 + PenB_*t4 + PenC_*t6;
226 }
227 }
229 inline Number PenObj_1(Number t) const
230 {
231 //return t;
232 if (t > B_) {
233 return C_;
234 }
235 else if (t < -B_) {
236 return -C_;
237 }
238 else {
239 const Number t2 = t*t;
240 const Number t3 = t*t2;
241 const Number t5 = t3*t2;
242 return 2.*PenA_*t + 4.*PenB_*t3 + 6.*PenC_*t5;
243 }
244 }
246 inline Number PenObj_2(Number t) const
247 {
248 //return 1.;
249 if (t > B_) {
250 return 0.;
251 }
252 else if (t < -B_) {
253 return 0.;
254 }
255 else {
256 const Number t2 = t*t;
257 const Number t4 = t2*t2;
258 return 2.*PenA_ + 12.*PenB_*t2 + 30.*PenC_*t4;
259 }
260 }
262
271};
272
275{
276public:
279
282
283 virtual bool InitializeProblem(Index N)
284 {
285 if (N<1) {
286 printf("N has to be at least 1.");
287 return false;
288 }
289 Number alpha = 0.01;
290 Number lb_y = -1e20;
291 Number ub_y = 3.5;
292 Number lb_u = 0.;
293 Number ub_u = 10.;
294 Number d_const = -20.;
295 Number B = .5;
296 Number C = 0.01;
297 SetBaseParameters(N, alpha, lb_y, ub_y, lb_u, ub_u, d_const, B, C);
298 return true;
299 }
300protected:
302 virtual Number y_d_cont(Number x1, Number x2, Number x3) const
303 {
304 return 3. + 5.*(x1*(x1-1.)*x2*(x2-1.));
305 }
306private:
312
313};
314
315
316#endif
Number * x
Input: Starting point Output: Optimal solution.
Number Number Index Number Number Index Index nele_hess
Number of non-zero elements in Hessian of Lagrangian.
Number Number * g
Values of constraint at final point (output only - ignored if set to NULL)
Number Number Index Number Number Index nele_jac
Number of non-zero elements in constraint Jacobian.
Number Number * x_scaling
Number obj_scaling
Number Number Number * g_scaling
Number Number Index m
Number of constraints.
Number Number Index Number Number Index Index Index index_style
indexing style for iRow & jCol, 0 for C style, 1 for Fortran style
Class for all IPOPT specific calculated quantities.
Class to organize all the data required by the algorithm.
IndexStyleEnum
overload this method to return the number of variables and constraints, and the number of non-zeros i...
Definition IpTNLP.hpp:80
Class implementating Example 1.
virtual bool InitializeProblem(Index N)
Initialize internal parameters, where N is a parameter determining the problme size.
MittelmannBndryCntrlDiri3D & operator=(const MittelmannBndryCntrlDiri3D &)
MittelmannBndryCntrlDiri3D(const MittelmannBndryCntrlDiri3D &)
virtual Number y_d_cont(Number x1, Number x2, Number x3) const
Target profile function for y.
Base class for boundary control problems with Dirichlet boundary conditions, as formulated by Hans Mi...
virtual bool get_nlp_info(Index &n, Index &m, Index &nnz_jac_g, Index &nnz_h_lag, IndexStyleEnum &index_style)
Method to return some info about the nlp.
MittelmannBndryCntrlDiriBase3D()
Constructor.
Number PenObj_1(Number t) const
first derivative of penalty function term
virtual bool eval_f(Index n, const Number *x, bool new_x, Number &obj_value)
Method to return the objective value.
Number alpha_
Weighting parameter for the control target deviation functional in the objective.
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)
This method is called after the optimization, and could write an output file with the optimal profile...
virtual bool eval_grad_f(Index n, const Number *x, bool new_x, Number *grad_f)
Method to return the gradient of the objective.
Index pde_index(Index i, Index j, Index k) const
Translation of interior mesh point indices to the corresponding PDE constraint number.
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 bounds for my problem.
Index y_index(Index i, Index j, Index k) const
Translation of mesh point indices to NLP variable indices for y(x_ijk)
MittelmannBndryCntrlDiriBase3D(const MittelmannBndryCntrlDiriBase3D &)
void SetBaseParameters(Index N, Number alpha, Number lb_y, Number ub_y, Number lb_u, Number ub_u, Number d_const, Number B, Number C)
Method for setting the internal parameters that define the problem.
Number x1_grid(Index i) const
Compute the grid coordinate for given index in x1 direction.
Index N_
Number of mesh points in one dimension (excluding boundary)
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 starting point for the algorithm.
virtual ~MittelmannBndryCntrlDiriBase3D()
Default destructor.
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 jacobian (if "values" is NULL) 2) The values of the jacobia...
Number PenObj(Number t) const
value of penalty function term
virtual bool eval_g(Index n, const Number *x, bool new_x, Index m, Number *g)
Method to return the constraint residuals.
Number d_const_
Constant value of d appearing in elliptical equation.
Number PenObj_2(Number t) const
second derivative of penalty function term
Number x3_grid(Index i) const
Compute the grid coordinate for given index in x3 direction.
Number * y_d_
Array for the target profile for y.
Number x2_grid(Index i) const
Compute the grid coordinate for given index in x2 direction.
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)
Method to return: 1) The structure of the hessian of the lagrangian (if "values" is NULL) 2) The valu...
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)
Method for returning scaling parameters.
virtual Number y_d_cont(Number x1, Number x2, Number x3) const =0
Target profile function for y.
MittelmannBndryCntrlDiriBase3D & operator=(const MittelmannBndryCntrlDiriBase3D &)
Class implemented the NLP discretization of.
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add more)
int Index
Type of all indices of vectors, matrices etc.
Definition IpTypes.hpp:19
double Number
Type of all numbers.
Definition IpTypes.hpp:17