ConstrainedOptPack_QPSolverRelaxed.hpp

// @HEADER
// ***********************************************************************
// 
// Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
//                  Copyright (2003) Sandia Corporation
// 
// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
// license for use of this work by or on behalf of the U.S. Government.
// 
// This library is free software; you can redistribute it and/or modify
// it under the terms of the GNU Lesser General Public License as
// published by the Free Software Foundation; either version 2.1 of the
// License, or (at your option) any later version.
//  
// This library is distributed in the hope that it will be useful, but
// WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
// Lesser General Public License for more details.
//  
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307
// USA
// Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 
// 
// ***********************************************************************
// @HEADER

#ifndef QP_SOLVER_RELAXED_H
#define QP_SOLVER_RELAXED_H

#include "ConstrainedOptPack_QPSolverStats.hpp"
#include "Teuchos_StandardMemberCompositionMacros.hpp"

namespace ConstrainedOptPack {

class QPSolverRelaxed {
public:


  class Unbounded : public std::logic_error
  {public: Unbounded(const std::string& what_arg) : std::logic_error(what_arg) {}};

  class Infeasible : public std::logic_error
  {public: Infeasible(const std::string& what_arg) : std::logic_error(what_arg) {}};

  class InvalidInput : public std::logic_error
  {public: InvalidInput(const std::string& what_arg) : std::logic_error(what_arg) {}};

  class TestFailed : public std::logic_error
  {public: TestFailed(const std::string& what_arg) : std::logic_error(what_arg) {}};

  enum EOutputLevel {
    PRINT_NONE      = 0,
    PRINT_BASIC_INFO  = 1,
    PRINT_ITER_SUMMARY  = 2,
    PRINT_ITER_STEPS  = 3,
    PRINT_ITER_ACT_SET  = 4,
    PRINT_ITER_VECTORS  = 5,
    PRINT_EVERY_THING = 6
    };

  enum ERunTests { RUN_TESTS, NO_TESTS };



  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, infinite_bound );

  QPSolverRelaxed();

  virtual ~QPSolverRelaxed() {}



  virtual QPSolverStats::ESolutionType 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
    );

  virtual QPSolverStats::ESolutionType 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
    ,value_type* obj_d
    ,value_type* eta, VectorMutable* d
    ,VectorMutable* nu
    ,VectorMutable* mu, VectorMutable* Ed
    );

  virtual QPSolverStats::ESolutionType 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& F, BLAS_Cpp::Transp trans_F, const Vector& f
    ,value_type* obj_d
    ,value_type* eta, VectorMutable* d
    ,VectorMutable* nu
    ,VectorMutable* lambda, VectorMutable* Fd
    );


  virtual QPSolverStats::ESolutionType solve_qp(
    std::ostream* out, EOutputLevel olevel, ERunTests test_what
    ,const Vector& g, const MatrixSymOp& G
    ,const Vector& dL, const Vector& dU
    ,value_type* obj_d
    ,VectorMutable* d
    ,VectorMutable* nu
    );

  virtual QPSolverStats::ESolutionType 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
    );

  virtual QPSolverStats get_qp_stats() const = 0;

  virtual void release_memory() = 0;



  static void validate_input(
    const value_type infinite_bound
    ,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
    ,const value_type* obj_d
    ,const value_type* eta, const Vector* d
    ,const Vector* nu
    ,const Vector* mu, const Vector* Ed
    ,const Vector* lambda, const Vector* Fd
    );

  static void print_qp_input( 
    const value_type infinite_bound
    ,std::ostream* out, EOutputLevel olevel
    ,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* eta, VectorMutable* d
    ,VectorMutable* nu
    ,VectorMutable* mu
    ,VectorMutable* lambda
    );

  static void print_qp_output(
    const value_type infinite_bound
    ,std::ostream* out, EOutputLevel olevel
    ,const value_type* obj_d
    ,const value_type* eta, const Vector* d
    ,const Vector* nu
    ,const Vector* mu, const Vector* Ed
    ,const Vector* lambda, const Vector* Fd
    );


protected:


  virtual 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
    ) = 0;


};  // end class QPSovlerRelaxed

} // end namespace ConstrainedOptPack

#endif  // QP_SOLVER_RELAXED_H