void MatrixZero::initialize(
const VectorSpace::space_ptr_t& space_cols
,const VectorSpace::space_ptr_t& space_rows
)
{
TEUCHOS_TEST_FOR_EXCEPTION(
(space_cols.get() == NULL && space_rows.get() != NULL)
|| (space_cols.get() != NULL && space_rows.get() == NULL)
, std::invalid_argument
,"MatrixZero::initialize(...) : Error, the space_cols.get() and "
"space_rows.get() must both be != NULL or == NULL" );
space_cols_ = space_cols;
space_rows_ = space_rows;
}
ExampleNLPObjGrad::ExampleNLPObjGrad(
const VectorSpace::space_ptr_t& vec_space
,value_type xo
,bool has_bounds
,bool dep_bounded
)
:vec_space_(vec_space), vec_space_comp_(Teuchos::null)
,initialized_(false), obj_scale_(1.0)
,has_bounds_(has_bounds), force_xinit_in_bounds_(true), n_(2*vec_space->dim())
{
namespace rcp = MemMngPack;
// Assert the size of the NLP
TEUCHOS_TEST_FOR_EXCEPTION(
vec_space->dim() <= 0, std::logic_error
,"ExampleNLPObjGrad::ExampleNLPObjGrad(...) Error!" );
// Setup the aggregate vector space object
BasisSystemComposite::initialize_space_x(
vec_space, vec_space, &var_dep_, &var_indep_, &vec_space_comp_ );
// Set the initial starting point.
xinit_ = vec_space_comp_->create_member();
*xinit_ = xo;
/*
Setup the sparse bounds
xl(i) = 0.01 \
} for i <: bounded_rng
xu(i) = 20 /
*/
xl_ = vec_space_comp_->create_member();
xu_ = vec_space_comp_->create_member();
if(has_bounds) {
const Range1D
bounded_rng = ( dep_bounded ? var_dep_ : var_indep_ ),
unbounded_rng = ( dep_bounded ? var_indep_ : var_dep_ );
*xl_->sub_view(bounded_rng) = 0.01;
*xl_->sub_view(unbounded_rng) = -NLP::infinite_bound();
*xu_->sub_view(bounded_rng) = 20.0;
*xu_->sub_view(unbounded_rng) = +NLP::infinite_bound();
}
else {
*xl_ = -NLP::infinite_bound();
*xu_ = +NLP::infinite_bound();
}
}
void ExampleBasisSystem::initialize(
const VectorSpace::space_ptr_t &space_x
,const Range1D &var_dep
,const Range1D &var_indep
)
{
namespace mmp = MemMngPack;
TEUCHOS_TEST_FOR_EXCEPTION(
space_x.get() == NULL, std::invalid_argument
,"ExampleBasisSystem::initialize(...) : Error, space_x must be specified!"
);
BasisSystemComposite::initialize(
space_x
,var_dep
,var_indep
,space_x->sub_space(var_dep)
,Teuchos::rcp(new Teuchos::AbstractFactoryStd<MatrixOpNonsing,MatrixSymDiagStd>()) // C
,Teuchos::rcp(new Teuchos::AbstractFactoryStd<MatrixSymOp,MatrixSymDiagStd>()) // D'*D
,Teuchos::rcp(new Teuchos::AbstractFactoryStd<MatrixSymOpNonsing,MatrixSymDiagStd>()) // S
,Teuchos::rcp(new Teuchos::AbstractFactoryStd<MatrixOp,MatrixSymDiagStd>()) // D
);
}
ExampleBasisSystem::ExampleBasisSystem(
const VectorSpace::space_ptr_t &space_x
,const Range1D &var_dep
,const Range1D &var_indep
)
:BasisSystemComposite(
space_x
,var_dep
,var_indep
,space_x->sub_space(var_dep)
,Teuchos::rcp(
new Teuchos::AbstractFactoryStd<MatrixOpNonsing,MatrixSymDiagStd>()) // C
,Teuchos::rcp(
new Teuchos::AbstractFactoryStd<MatrixSymOp,MatrixSymDiagStd>()) // D'*D
,Teuchos::rcp(
new Teuchos::AbstractFactoryStd<MatrixSymOpNonsing,MatrixSymDiagStd>()) // S
,Teuchos::rcp(
new Teuchos::AbstractFactoryStd<MatrixOp,MatrixSymDiagStd>()) // D
)
{}
void ExampleNLPFirstOrder::imp_calc_Gc(
const Vector& x, bool newx, const FirstOrderInfo& first_order_info) const
{
namespace rcp = MemMngPack;
using Teuchos::dyn_cast;
using AbstractLinAlgPack::Vp_S; // Should not have to do this!
const index_type
n = this->n(),
m = this->m();
const Range1D
var_dep = this->var_dep(),
var_indep = this->var_indep();
// Get references to aggregate C and N matrices (if allocated)
MatrixOpNonsing
*C_aggr = NULL;
MatrixOp
*N_aggr = NULL;
BasisSystemComposite::get_C_N(
first_order_info.Gc, &C_aggr, &N_aggr ); // Will return NULLs if Gc is not initialized
// Allocate C and N matrix objects if not done yet!
Teuchos::RCP<MatrixOpNonsing>
C_ptr = Teuchos::null;
Teuchos::RCP<MatrixOp>
N_ptr = Teuchos::null;
if( C_aggr == NULL ) {
const VectorSpace::space_ptr_t
space_x = this->space_x(),
space_xD = space_x->sub_space(var_dep);
C_ptr = Teuchos::rcp(new MatrixSymDiagStd(space_xD->create_member()));
N_ptr = Teuchos::rcp(new MatrixSymDiagStd(space_xD->create_member()));
C_aggr = C_ptr.get();
N_aggr = N_ptr.get();
}
// Get references to concreate C and N matrices
MatrixSymDiagStd
&C = dyn_cast<MatrixSymDiagStd>(*C_aggr);
MatrixSymDiagStd
&N = dyn_cast<MatrixSymDiagStd>(*N_aggr);
// Get x = [ x_D' x_I ]
Vector::vec_ptr_t
x_D = x.sub_view(var_dep),
x_I = x.sub_view(var_indep);
// Set the diagonals of C and N (this is the only computation going on here)
C.diag() = *x_I; // C.diag = x_I - 1.0
Vp_S( &C.diag(), -1.0 ); // ...
N.diag() = *x_D; // N.diag = x_D - 10.0
Vp_S( &N.diag(), -10.0 ); // ...
// Initialize the matrix object Gc if not done so yet
if( C_ptr.get() != NULL ) {
BasisSystemComposite::initialize_Gc(
this->space_x(), var_dep, var_indep
,this->space_c()
,C_ptr, N_ptr
,first_order_info.Gc
);
}
}
void MeritFuncNLPModL1::set_space_c( const VectorSpace::space_ptr_t& space_c )
{
mu_ = space_c->create_member();
*mu_ = 0.0;
}