ConstrainedOptPack_QPSolverRelaxedQPOPTSOL.hpp

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// Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
//                  Copyright (2003) Sandia Corporation
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#ifndef QP_SOLVER_RELAXED_QPOPTSOL_H
#define QP_SOLVER_RELAXED_QPOPTSOL_H

#include <vector>

#include "ConstrainedOptPack_QPSolverRelaxed.hpp"
#include "DenseLinAlgPack_DVectorClass.hpp"
#include "DenseLinAlgPack_DMatrixClass.hpp"
#include "Teuchos_StandardMemberCompositionMacros.hpp"

namespace ConstrainedOptPack {

class QPSolverRelaxedQPOPTSOL : public QPSolverRelaxed
{
public:

  // /////////////////////////////////////

  typedef FortranTypes::f_int       f_int;
  typedef FortranTypes::f_dbl_prec  f_dbl_prec;
  typedef FortranTypes::f_logical   f_logical;


  QPSolverRelaxedQPOPTSOL();

  ~QPSolverRelaxedQPOPTSOL();

  virtual const MatrixOp* G() const;

  virtual value_type use_as_bigM() const;

  // /////////////////////////////////
  // Overridden from QPSolverRelaxed

  QPSolverStats get_qp_stats() const;

  void release_memory();

protected:

  // /////////////////////////////////
  // Overridden from QPSolverRelaxed

  QPSolverStats::ESolutionType imp_solve_qp(
    std::ostream* out, EOutputLevel olevel, ERunTests test_what
    ,const Vector& g, const MatrixSymOp& G
    ,value_type etaL
    ,const Vector* dL, const Vector* dU
    ,const MatrixOp* E, BLAS_Cpp::Transp trans_E, const Vector* b
    ,const Vector* eL, const Vector* eU
    ,const MatrixOp* F, BLAS_Cpp::Transp trans_F, const Vector* f
    ,value_type* obj_d
    ,value_type* eta, VectorMutable* d
    ,VectorMutable* nu
    ,VectorMutable* mu, VectorMutable* Ed
    ,VectorMutable* lambda, VectorMutable* Fd
    );

  // //////////////////////////////////////////////////////////////
  // Protected types

  typedef std::vector<f_int>      ISTATE_t;
  typedef std::vector<f_int>      IWORK_t;
  typedef std::vector<f_dbl_prec>   WORK_t;
public: // RAB: 2001/05/03: MS VC++ 6.0 must have this public ???
  enum EInform {
    STRONG_LOCAL_MIN,
    WEAK_LOCAL_MIN,
    MAX_ITER_EXCEEDED,
    OTHER_ERROR
  };

protected:

  // //////////////////////////////////////////////////////////////
  // Protected Data Members.

  QPSolverStats     qp_stats_;


  f_int   N_;
  f_int   NCLIN_;
  DMatrix A_;
  DVector   BL_;
  DVector   BU_;
  DVector   CVEC_;
  ISTATE_t  ISTATE_;
  DVector   X_;
  DVector   AX_;
  DVector   CLAMDA_;
  f_int   ITER_;
  f_dbl_prec  OBJ_;
  f_int   LIWORK_;
  IWORK_t   IWORK_;
  f_int   LWORK_;
  WORK_t    WORK_;


  // /////////////////////////////////////////////////////////////
  // Template method primatives to be overridden.

  virtual f_int liwork(f_int N, f_int NCLIN) const = 0;

  virtual f_int lrwork(f_int N, f_int NCLIN) const = 0;

  virtual EInform call_qp_solver(bool warm_start) = 0;

private:

  // /////////////////////////
  // Private types

  typedef std::vector<f_int>  ibnds_t;

  // ///////////////////////////
  // Private data members

  size_type     n_inequ_bnds_;    // Used to record the number of bounds with at least
                      // one bound existing in eL and eU.
  ibnds_t       i_inequ_bnds_;    // size(nbounds_). Remembers which bounds in
                      // eL, eU had at least one bound present.  This is
                      // needed to map from CLAMDA_ to mu.
  value_type      bigM_;        // Big M value used to construct relaxation.
  value_type      use_as_bigM_;   // Big M value used in QPHESS.
  const MatrixOp* G_;         // used to compute HESS * x = [ G, 0; 0, bigM ] * x products.

  // ///////////////////////////
  // Private member functions

  // not defined and not to be called.
  QPSolverRelaxedQPOPTSOL(const QPSolverRelaxedQPOPTSOL&);
  QPSolverRelaxedQPOPTSOL& operator=(const QPSolverRelaxedQPOPTSOL&);

};  // end class QPSolverRelaxedQPOPTSOL

} // end namespace ConstrainedOptimizationPackTypes

#endif  // QP_SOLVER_RELAXED_QPOPTSOL_H