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// Copyright (C) 2005, 2006 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors: Carl Laird, Andreas Waechter IBM 2004-11-05
#include "MittelmannDistCntrlDiri.hpp"
#include <cassert>
using namespace Ipopt;
/* Constructor. */
MittelmannDistCntrlDiriBase::MittelmannDistCntrlDiriBase()
: y_d_(NULL)
{ }
MittelmannDistCntrlDiriBase::~MittelmannDistCntrlDiriBase()
{
delete[] y_d_;
}
void MittelmannDistCntrlDiriBase::SetBaseParameters(
Index N,
Number alpha,
Number lb_y,
Number ub_y,
Number lb_u,
Number ub_u,
Number u_init
)
{
N_ = N;
h_ = 1. / (N + 1);
hh_ = h_ * h_;
lb_y_ = lb_y;
ub_y_ = ub_y;
lb_u_ = lb_u;
ub_u_ = ub_u;
u_init_ = u_init;
alpha_ = alpha;
// Initialize the target profile variables
delete[] y_d_;
y_d_ = new Number[(N_ + 2) * (N_ + 2)];
for( Index j = 0; j <= N_ + 1; j++ )
{
for( Index i = 0; i <= N_ + 1; i++ )
{
y_d_[y_index(i, j)] = y_d_cont(x1_grid(i), x2_grid(j));
}
}
}
bool MittelmannDistCntrlDiriBase::get_nlp_info(
Index& n,
Index& m,
Index& nnz_jac_g,
Index& nnz_h_lag,
IndexStyleEnum& index_style
)
{
// We for each of the N_+2 times N_+2 mesh points we have the value
// of the functions y, and for each N_ tiems N_ interior mesh points
// we have values for u
n = (N_ + 2) * (N_ + 2) + N_ * N_;
// For each of the N_ times N_ interior mesh points we have the
// discretized PDE.
m = N_ * N_;
// y(i,j), y(i-1,j), y(i+1,j), y(i,j-1), y(i,j+1), u(i,j) for each
// of the N_*N_ discretized PDEs
nnz_jac_g = 6 * N_ * N_;
// diagonal entry for each y(i,j) in the interior
nnz_h_lag = N_ * N_;
if( alpha_ > 0. )
{
// and one entry for u(i,j) in the interior if alpha is not zero
nnz_h_lag += N_ * N_;
}
// We use the C indexing style for row/col entries (corresponding to
// the C notation, starting at 0)
index_style = C_STYLE;
return true;
}
bool MittelmannDistCntrlDiriBase::get_bounds_info(
Index /*n*/,
Number* x_l,
Number* x_u,
Index m,
Number* g_l,
Number* g_u
)
{
// Set overall bounds on the variables
for( Index i = 0; i <= N_ + 1; i++ )
{
for( Index j = 0; j <= N_ + 1; j++ )
{
Index iy = y_index(i, j);
x_l[iy] = lb_y_;
x_u[iy] = ub_y_;
}
}
for( Index i = 1; i <= N_; i++ )
{
for( Index j = 1; j <= N_; j++ )
{
Index iu = u_index(i, j);
x_l[iu] = lb_u_;
x_u[iu] = ub_u_;
}
}
// Define the boundary condition on y as bounds
for( Index i = 0; i <= N_ + 1; i++ )
{
x_l[y_index(i, 0)] = 0.;
x_u[y_index(i, 0)] = 0.;
}
for( Index i = 0; i <= N_ + 1; i++ )
{
x_l[y_index(0, i)] = 0.;
x_u[y_index(0, i)] = 0.;
}
for( Index i = 0; i <= N_ + 1; i++ )
{
x_l[y_index(i, N_ + 1)] = 0.;
x_u[y_index(i, N_ + 1)] = 0.;
}
for( Index i = 0; i <= N_ + 1; i++ )
{
x_l[y_index(N_ + 1, i)] = 0.;
x_u[y_index(N_ + 1, i)] = 0.;
}
// all discretized PDE constraints have right hand side zero
for( Index i = 0; i < m; i++ )
{
g_l[i] = 0.;
g_u[i] = 0.;
}
return true;
}
bool MittelmannDistCntrlDiriBase::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*/
)
{
// Here, we assume we only have starting values for x, if you code
// your own NLP, you can provide starting values for the others if
// you wish.
assert(init_x == true);
(void) init_x;
assert(init_z == false);
(void) init_z;
assert(init_lambda == false);
(void) init_lambda;
// set all y's to the perfect match with y_d
for( Index i = 0; i <= N_ + 1; i++ )
{
for( Index j = 0; j <= N_ + 1; j++ )
{
x[y_index(i, j)] = y_d_[y_index(i, j)];
// x[y_index(i,j)] += h_*x1_grid(i) + 2*h_*x2_grid(j);
}
}
// Set the initial (constant) value for the u's
for( Index i = 1; i <= N_; i++ )
{
for( Index j = 1; j <= N_; j++ )
{
x[u_index(i, j)] = u_init_;
// x[u_index(i,j)] -= h_*x1_grid(i) + 2*h_*x2_grid(j);
}
}
return true;
}
bool MittelmannDistCntrlDiriBase::get_scaling_parameters(
Number& obj_scaling,
bool& use_x_scaling,
Index /*n*/,
Number* /*x_scaling*/,
bool& use_g_scaling,
Index /*m*/,
Number* /*g_scaling*/
)
{
obj_scaling = 1. / hh_;
use_x_scaling = false;
use_g_scaling = false;
return true;
}
bool MittelmannDistCntrlDiriBase::eval_f(
Index /*n*/,
const Number* x,
bool /*new_x*/,
Number& obj_value
)
{
// return the value of the objective function
obj_value = 0.;
for( Index i = 1; i <= N_; i++ )
{
for( Index j = 1; j <= N_; j++ )
{
Index iy = y_index(i, j);
Number tmp = x[iy] - y_d_[iy];
obj_value += tmp * tmp;
}
}
obj_value *= hh_ / 2.;
if( alpha_ > 0. )
{
Number usum = 0.;
for( Index i = 1; i <= N_; i++ )
{
for( Index j = 1; j <= N_; j++ )
{
Index iu = u_index(i, j);
usum += x[iu] * x[iu];
}
}
obj_value += alpha_ * hh_ / 2. * usum;
}
return true;
}
bool MittelmannDistCntrlDiriBase::eval_grad_f(
Index /*n*/,
const Number* x,
bool /*new_x*/,
Number* grad_f
)
{
// return the gradient of the objective function grad_{x} f(x)
// The values are zero for variables on the boundary
for( Index i = 0; i <= N_ + 1; i++ )
{
grad_f[y_index(i, 0)] = 0.;
}
for( Index i = 0; i <= N_ + 1; i++ )
{
grad_f[y_index(i, N_ + 1)] = 0.;
}
for( Index j = 1; j <= N_; j++ )
{
grad_f[y_index(0, j)] = 0.;
}
for( Index j = 1; j <= N_; j++ )
{
grad_f[y_index(N_ + 1, j)] = 0.;
}
// now let's take care of the nonzero values
for( Index i = 1; i <= N_; i++ )
{
for( Index j = 1; j <= N_; j++ )
{
Index iy = y_index(i, j);
grad_f[iy] = hh_ * (x[iy] - y_d_[iy]);
}
}
if( alpha_ > 0. )
{
for( Index i = 1; i <= N_; i++ )
{
for( Index j = 1; j <= N_; j++ )
{
Index iu = u_index(i, j);
grad_f[iu] = alpha_ * hh_ * x[iu];
}
}
}
else
{
for( Index i = 1; i <= N_; i++ )
{
for( Index j = 1; j <= N_; j++ )
{
Index iu = u_index(i, j);
grad_f[iu] = 0.;
}
}
}
return true;
}
bool MittelmannDistCntrlDiriBase::eval_g(
Index /*n*/,
const Number* x,
bool /*new_x*/,
Index /*m*/,
Number* g
)
{
// return the value of the constraints: g(x)
// compute the discretized PDE for each interior grid point
for( Index i = 1; i <= N_; i++ )
{
for( Index j = 1; j <= N_; j++ )
{
Number val;
// Start with the discretized Laplacian operator
val = 4. * x[y_index(i, j)] - x[y_index(i - 1, j)] - x[y_index(i + 1, j)] - x[y_index(i, j - 1)]
- x[y_index(i, j + 1)];
// Add the forcing term (including the step size here)
val += hh_ * d_cont(x1_grid(i), x2_grid(j), x[y_index(i, j)], x[u_index(i, j)]);
g[pde_index(i, j)] = val;
}
}
return true;
}
bool MittelmannDistCntrlDiriBase::eval_jac_g(
Index /*n*/,
const Number* x,
bool /*new_x*/,
Index /*m*/,
Index nele_jac,
Index* iRow,
Index* jCol,
Number* values
)
{
if( values == NULL )
{
// return the structure of the jacobian of the constraints
Index ijac = 0;
for( Index i = 1; i <= N_; i++ )
{
for( Index j = 1; j <= N_; j++ )
{
Index ig = pde_index(i, j);
// y(i,j)
iRow[ijac] = ig;
jCol[ijac] = y_index(i, j);
ijac++;
// y(i-1,j)
iRow[ijac] = ig;
jCol[ijac] = y_index(i - 1, j);
ijac++;
// y(i+1,j)
iRow[ijac] = ig;
jCol[ijac] = y_index(i + 1, j);
ijac++;
// y(i,j-1)
iRow[ijac] = ig;
jCol[ijac] = y_index(i, j - 1);
ijac++;
// y(i,j+1)
iRow[ijac] = ig;
jCol[ijac] = y_index(i, j + 1);
ijac++;
// u(i,j)
iRow[ijac] = ig;
jCol[ijac] = u_index(i, j);
ijac++;
}
}
DBG_ASSERT(ijac == nele_jac);
(void) nele_jac;
}
else
{
// return the values of the jacobian of the constraints
Index ijac = 0;
for( Index i = 1; i <= N_; i++ )
{
for( Index j = 1; j <= N_; j++ )
{
// y(i,j)
values[ijac] = 4. + hh_ * d_cont_dy(x1_grid(i), x2_grid(j), x[y_index(i, j)], x[u_index(i, j)]);
ijac++;
// y(i-1,j)
values[ijac] = -1.;
ijac++;
// y(i+1,j)
values[ijac] = -1.;
ijac++;
// y(1,j-1)
values[ijac] = -1.;
ijac++;
// y(1,j+1)
values[ijac] = -1.;
ijac++;
// y(i,j)
values[ijac] = hh_ * d_cont_du(x1_grid(i), x2_grid(j), x[y_index(i, j)], x[u_index(i, j)]);
ijac++;
}
}
DBG_ASSERT(ijac == nele_jac);
}
return true;
}
bool MittelmannDistCntrlDiriBase::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
)
{
if( values == NULL )
{
// return the structure. This is a symmetric matrix, fill the lower left
// triangle only.
Index ihes = 0;
// First the diagonal entries for y(i,j)
for( Index i = 1; i <= N_; i++ )
{
for( Index j = 1; j <= N_; j++ )
{
iRow[ihes] = y_index(i, j);
jCol[ihes] = y_index(i, j);
ihes++;
}
}
if( alpha_ > 0. )
{
// Now the diagonal entries for u(i,j)
for( Index i = 1; i <= N_; i++ )
{
for( Index j = 1; j <= N_; j++ )
{
iRow[ihes] = u_index(i, j);
jCol[ihes] = u_index(i, j);
ihes++;
}
}
}
DBG_ASSERT(ihes == nele_hess);
(void) nele_hess;
}
else
{
// return the values
Index ihes = 0;
// First the diagonal entries for y(i,j)
for( Index i = 1; i <= N_; i++ )
{
for( Index j = 1; j <= N_; j++ )
{
// Contribution from the objective function
values[ihes] = obj_factor * hh_;
// Contribution from the PDE constraint
values[ihes] += lambda[pde_index(i, j)] * hh_
* d_cont_dydy(x1_grid(i), x2_grid(j), x[y_index(i, j)], x[u_index(i, j)]);
ihes++;
}
}
// Now the diagonal entries for u(i,j)
if( alpha_ > 0. )
{
for( Index i = 1; i <= N_; i++ )
{
for( Index j = 1; j <= N_; j++ )
{
// Contribution from the objective function
values[ihes] = obj_factor * hh_ * alpha_;
ihes++;
}
}
}
}
return true;
}
void MittelmannDistCntrlDiriBase::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_value*/,
const IpoptData* /*ip_data*/,
IpoptCalculatedQuantities* /*ip_cq*/
)
{
/*
FILE* fp = fopen("solution.txt", "w+");
for (Index i=0; i<=N_+1; i++) {
for (Index j=0; j<=N_+1; j++) {
fprintf(fp, "y[%6d,%6d] = %15.8e\n", i, j, x[y_index(i,j)]);
}
}
for (Index i=1; i<=N_; i++) {
for (Index j=1; j<=N_; j++) {
fprintf(fp, "u[%6d,%6d] = %15.8e\n", i, j ,x[u_index(i,j)]);
}
}
fclose(fp);
*/
}
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