SmartPtr<const SymMatrix> RestoIpoptNLP::uninitialized_h()
{
SmartPtr<CompoundSymMatrix> retPtr;
if( hessian_approximation_ == LIMITED_MEMORY )
{
retPtr = h_space_->MakeNewCompoundSymMatrix();
}
else
{
SmartPtr<const SymMatrix> h_con_orig = orig_ip_nlp_->uninitialized_h();
retPtr = h_space_->MakeNewCompoundSymMatrix();
SmartPtr<Matrix> h_sum_mat = retPtr->GetCompNonConst(0, 0);
SmartPtr<SumSymMatrix> h_sum = static_cast<SumSymMatrix*>(GetRawPtr(h_sum_mat));
h_sum->SetTerm(0, 1.0, *h_con_orig);
h_sum->SetTerm(1, 1.0, *DR_x_);
}
return GetRawPtr(retPtr);
}
SmartPtr<const SymMatrix> RestoIpoptNLP::h(
const Vector& x,
Number obj_factor,
const Vector& yc,
const Vector& yd,
Number mu
)
{
// Here, we use a SumSymMatrix for the (0,0) block of the
// Hessian. We need to set this to the hessian of the restoration
// problem, which is the hessian of the objective from the restoration
// problem + the constraint only part of the hessian from the original
// problem
// All other blocks are zero'ed (NULL)
// get the x_only part
const CompoundVector* c_vec = static_cast<const CompoundVector*>(&x);
DBG_ASSERT(dynamic_cast<const CompoundVector*>(&x));
SmartPtr<const Vector> x_only = c_vec->GetComp(0);
// yc and yd should be trivial compound vectors
const CompoundVector* Cyc = static_cast<const CompoundVector*>(&yc);
DBG_ASSERT(dynamic_cast<const CompoundVector*>(&yc)); DBG_ASSERT(Cyc->NComps() == 1);
SmartPtr<const Vector> Cyc0 = Cyc->GetComp(0);
const CompoundVector* Cyd = static_cast<const CompoundVector*>(&yd);
DBG_ASSERT(dynamic_cast<const CompoundVector*>(&yd)); DBG_ASSERT(Cyd->NComps() == 1);
SmartPtr<const Vector> Cyd0 = Cyd->GetComp(0);
// calculate the original hessian
SmartPtr<const SymMatrix> h_con_orig = orig_ip_nlp_->h(*x_only, 0.0, *Cyc0, *Cyd0);
// Create the new compound matrix
// The SumSymMatrix is auto_allocated
SmartPtr<CompoundSymMatrix> retPtr = h_space_->MakeNewCompoundSymMatrix();
// Set the entries in the SumSymMatrix
SmartPtr<Matrix> h_sum_mat = retPtr->GetCompNonConst(0, 0);
SmartPtr<SumSymMatrix> h_sum = static_cast<SumSymMatrix*>(GetRawPtr(h_sum_mat));
h_sum->SetTerm(0, 1.0, *h_con_orig);
h_sum->SetTerm(1, obj_factor * Eta(mu), *DR_x_);
return GetRawPtr(retPtr);
}
SmartPtr<const Vector> RestoIpoptNLP::d(
const Vector& x
)
{
const CompoundVector* c_vec = static_cast<const CompoundVector*>(&x);
SmartPtr<const Vector> x_only = c_vec->GetComp(0);
SmartPtr<const Vector> nd_only = c_vec->GetComp(3);
SmartPtr<const Vector> pd_only = c_vec->GetComp(4);
SmartPtr<const Vector> orig_d = orig_ip_nlp_->d(*x_only);
SmartPtr<Vector> retPtr = d_space_->MakeNew();
SmartPtr<CompoundVector> CretPtr = static_cast<CompoundVector*>(GetRawPtr(retPtr));
DBG_ASSERT(dynamic_cast<CompoundVector*> (GetRawPtr(retPtr)));
SmartPtr<Vector> CretPtr0 = CretPtr->GetCompNonConst(0);
CretPtr0->Copy(*orig_d);
CretPtr0->Axpy(1., *nd_only);
CretPtr0->Axpy(-1., *pd_only);
return GetRawPtr(retPtr);
}
SmartPtr<const Vector> RestoIpoptNLP::c(
const Vector& x
)
{
const CompoundVector* c_vec = static_cast<const CompoundVector*>(&x);
SmartPtr<const Vector> x_only = c_vec->GetComp(0);
SmartPtr<const Vector> nc_only = c_vec->GetComp(1);
SmartPtr<const Vector> pc_only = c_vec->GetComp(2);
SmartPtr<const Vector> orig_c = orig_ip_nlp_->c(*x_only);
SmartPtr<Vector> retPtr = c_space_->MakeNew();
SmartPtr<CompoundVector> CretPtr = static_cast<CompoundVector*>(GetRawPtr(retPtr));
DBG_ASSERT(dynamic_cast<CompoundVector*> (GetRawPtr(retPtr)));
SmartPtr<Vector> CretPtr0 = CretPtr->GetCompNonConst(0);
CretPtr0->Copy(*orig_c);
CretPtr0->Axpy(1.0, *nc_only);
CretPtr0->Axpy(-1.0, *pc_only);
return GetRawPtr(retPtr);
}
SmartPtr<const Matrix> RestoIpoptNLP::jac_d(
const Vector& x
)
{
DBG_START_METH("RestoIpoptNLP::jac_d", dbg_verbosity);
// Here, we set the (0,0) block with the values from the
// original jac_d and set the factor for the -I (jac w.r.t. p_d)
// get out the x_only part
const CompoundVector* c_vec = static_cast<const CompoundVector*>(&x);
DBG_ASSERT(c_vec);
SmartPtr<const Vector> x_only = c_vec->GetComp(0);
// calculate the jacobian for the original problem
SmartPtr<const Matrix> jac_d_only = orig_ip_nlp_->jac_d(*x_only);
// Create the new compound matrix
// The zero parts remain NULL, the identities are created from the matrix
// space (since auto_allocate was set to true in SetCompSpace)
SmartPtr<CompoundMatrix> retPtr = jac_d_space_->MakeNewCompoundMatrix();
DBG_PRINT((1, "jac_d_space_ = %x\n", GetRawPtr(jac_d_space_)))
// Set the block for the original Jacobian
retPtr->SetComp(0, 0, *jac_d_only);
// (0,1) and (0,2) blocks are zero (NULL)
// set the factor for the identity matrix for the pd variables
// (likr in jac_c)
SmartPtr<Matrix> jac_d_pd_mat = retPtr->GetCompNonConst(0, 4);
IdentityMatrix* jac_d_pd = static_cast<IdentityMatrix*>(GetRawPtr(jac_d_pd_mat));
DBG_ASSERT(jac_d_pd);
jac_d_pd->SetFactor(-1.0);
return GetRawPtr(retPtr);
}
SmartPtr<const Matrix> RestoIpoptNLP::jac_c(
const Vector& x
)
{
// Here, we set the (0,0) block with the values from the
// original jac_c and set the factor for the -I (jac w.r.t. p_c)
// get out the x_only part
const CompoundVector* c_vec = static_cast<const CompoundVector*>(&x);
DBG_ASSERT(c_vec);
SmartPtr<const Vector> x_only = c_vec->GetComp(0);
// calculate the jacobian for the original problem
SmartPtr<const Matrix> jac_c_only = orig_ip_nlp_->jac_c(*x_only);
// Create the new compound matrix
// The zero parts remain NULL, the identities are created from the matrix
// space (since auto_allocate was set to true in SetCompSpace)
SmartPtr<CompoundMatrix> retPtr = jac_c_space_->MakeNewCompoundMatrix();
// set the (0,0) block to the original jacobian
retPtr->SetComp(0, 0, *jac_c_only);
// we currently do not have a default factor in the matrix spaces
// so we need to set the factor on the identity (jacobian of the
// restoration c w.r.t. p_c is -I)
// This could easily be changed to include special processing
// for identities in the CompoundMatrixSpace (and a factor)
SmartPtr<Matrix> jac_c_pc_mat = retPtr->GetCompNonConst(0, 2);
IdentityMatrix* jac_c_pc = static_cast<IdentityMatrix*>(GetRawPtr(jac_c_pc_mat));
DBG_ASSERT(jac_c_pc);
jac_c_pc->SetFactor(-1.0);
return GetRawPtr(retPtr);
}