File: MittelmannDistCntrlNeumB.cpp

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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 "MittelmannDistCntrlNeumB.hpp"

#include <cassert>

using namespace Ipopt;

/* Constructor. */
MittelmannDistCntrlNeumBBase::MittelmannDistCntrlNeumBBase()
   : y_d_(NULL)
{ }

MittelmannDistCntrlNeumBBase::~MittelmannDistCntrlNeumBBase()
{
   delete[] y_d_;
}

void MittelmannDistCntrlNeumBBase::SetBaseParameters(
   Index  N,
   Number lb_y,
   Number ub_y,
   Number lb_u,
   Number ub_u,
   Number b_0j,
   Number b_1j,
   Number b_i0,
   Number b_i1,
   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;
   b_0j_ = b_0j;
   b_1j_ = b_1j;
   b_i0_ = b_i0;
   b_i1_ = b_i1;
   u_init_ = u_init;

   // 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 MittelmannDistCntrlNeumBBase::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_ times 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, and we have one constriant for each boundary
   // point (except for the corners)
   m = N_ * N_ + 4 * 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, and for the Neumann boundary
   // conditions
   nnz_jac_g = 6 * N_ * N_ + 8 * N_;

   // diagonal entry for each dydy, dudu, dydu in the interior
   nnz_h_lag = 0;
   if( !fint_cont_dydy_alwayszero() || !d_cont_dydy_alwayszero() )
   {
      nnz_h_lag += N_ * N_;
   }
   if( !fint_cont_dudu_alwayszero() || !d_cont_dudu_alwayszero() )
   {
      nnz_h_lag += N_ * N_;
   }
   if( !fint_cont_dydu_alwayszero() || !d_cont_dydu_alwayszero() )
   {
      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 MittelmannDistCntrlNeumBBase::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_;
      }
   }

   // There is no information for the y's at the corner points, so just
   // take those variables out
   x_l[y_index(0, 0)] = x_u[y_index(0, 0)] = 0.;
   x_l[y_index(0, N_ + 1)] = x_u[y_index(0, N_ + 1)] = 0.;
   x_l[y_index(N_ + 1, 0)] = x_u[y_index(N_ + 1, 0)] = 0.;
   x_l[y_index(N_ + 1, N_ + 1)] = x_u[y_index(N_ + 1, N_ + 1)] = 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 MittelmannDistCntrlNeumBBase::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 MittelmannDistCntrlNeumBBase::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 MittelmannDistCntrlNeumBBase::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);
         Index iu = u_index(i, j);
         obj_value += fint_cont(x1_grid(i), x2_grid(j), x[iy], x[iu]);
      }
   }
   obj_value *= hh_;

   return true;
}

bool MittelmannDistCntrlNeumBBase::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);
         Index iu = u_index(i, j);
         grad_f[iy] = hh_ * fint_cont_dy(x1_grid(i), x2_grid(j), x[iy], x[iu]);
         grad_f[iu] = hh_ * fint_cont_du(x1_grid(i), x2_grid(j), x[iy], x[iu]);
      }
   }

   return true;
}

bool MittelmannDistCntrlNeumBBase::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;
      }
   }

   Index ig = N_ * N_;
   // set up the Neumann boundary conditions
   for( Index i = 1; i <= N_; i++ )
   {
      g[ig] = x[y_index(i, 0)] - (1. - h_ * b_i0_) * x[y_index(i, 1)];
      ig++;
   }
   for( Index i = 1; i <= N_; i++ )
   {
      g[ig] = x[y_index(i, N_ + 1)] - (1. - h_ * b_i1_) * x[y_index(i, N_)];
      ig++;
   }
   for( Index j = 1; j <= N_; j++ )
   {
      g[ig] = x[y_index(0, j)] - (1. - h_ * b_0j_) * x[y_index(1, j)];
      ig++;
   }
   for( Index j = 1; j <= N_; j++ )
   {
      g[ig] = x[y_index(N_ + 1, j)] - (1. - h_ * b_1j_) * x[y_index(N_, j)];
      ig++;
   }

   DBG_ASSERT(ig == m);
   (void) m;

   return true;
}

bool MittelmannDistCntrlNeumBBase::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

      // distretized PDEs
      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++;
         }
      }

      Index ig = N_ * N_;
      // set up the Neumann boundary conditions
      for( Index i = 1; i <= N_; i++ )
      {
         iRow[ijac] = ig;
         jCol[ijac] = y_index(i, 0);
         ijac++;
         iRow[ijac] = ig;
         jCol[ijac] = y_index(i, 1);
         ijac++;
         ig++;
      }
      for( Index i = 1; i <= N_; i++ )
      {
         iRow[ijac] = ig;
         jCol[ijac] = y_index(i, N_);
         ijac++;
         iRow[ijac] = ig;
         jCol[ijac] = y_index(i, N_ + 1);
         ijac++;
         ig++;
      }
      for( Index j = 1; j <= N_; j++ )
      {
         iRow[ijac] = ig;
         jCol[ijac] = y_index(0, j);
         ijac++;
         iRow[ijac] = ig;
         jCol[ijac] = y_index(1, j);
         ijac++;
         ig++;
      }
      for( Index j = 1; j <= N_; j++ )
      {
         iRow[ijac] = ig;
         jCol[ijac] = y_index(N_, j);
         ijac++;
         iRow[ijac] = ig;
         jCol[ijac] = y_index(N_ + 1, j);
         ijac++;
         ig++;
      }

      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++;
         }
      }

      for( Index i = 1; i <= N_; i++ )
      {
         values[ijac] = 1.;
         ijac++;
         values[ijac] = -1. + h_ * b_i0_;
         ijac++;
      }
      for( Index i = 1; i <= N_; i++ )
      {
         values[ijac] = -1. + h_ * b_i1_;
         ijac++;
         values[ijac] = 1.;
         ijac++;
      }
      for( Index j = 1; j <= N_; j++ )
      {
         values[ijac] = 1.;
         ijac++;
         values[ijac] = -1. + h_ * b_0j_;
         ijac++;
      }
      for( Index j = 1; j <= N_; j++ )
      {
         values[ijac] = -1. + h_ * b_1j_;
         ijac++;
         values[ijac] = 1.;
         ijac++;
      }

      DBG_ASSERT(ijac == nele_jac);
   }

   return true;
}

bool MittelmannDistCntrlNeumBBase::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;
      if( !fint_cont_dydy_alwayszero() || !d_cont_dydy_alwayszero() )
      {
         // First the diagonal entries for dydy
         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( !fint_cont_dudu_alwayszero() || !d_cont_dudu_alwayszero() )
      {
         // Now the diagonal entries for dudu
         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++;
            }
         }
      }

      if( !fint_cont_dydu_alwayszero() || !d_cont_dydu_alwayszero() )
      {
         // Now the diagonal entries for dydu
         for( Index i = 1; i <= N_; i++ )
         {
            for( Index j = 1; j <= N_; j++ )
            {
               iRow[ihes] = y_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;
      Index ihes_store;
      // First the diagonal entries for dydy
      if( !fint_cont_dydy_alwayszero() || !d_cont_dydy_alwayszero() )
      {
         ihes_store = ihes;
         if( !fint_cont_dydy_alwayszero() )
         {
            // Contribution from the objective function
            for( Index i = 1; i <= N_; i++ )
            {
               for( Index j = 1; j <= N_; j++ )
               {
                  values[ihes] = obj_factor * hh_
                                 * fint_cont_dydy(x1_grid(i), x2_grid(j), x[y_index(i, j)], x[u_index(i, j)]);
                  ihes++;
               }
            }
         }
         else
         {
            for( Index i = 1; i <= N_; i++ )
            {
               for( Index j = 1; j <= N_; j++ )
               {
                  values[ihes] = 0.;
                  ihes++;
               }
            }
         }
         if( !d_cont_dydy_alwayszero() )
         {
            ihes = ihes_store;
            // Contribution from the constraints
            for( Index i = 1; i <= N_; i++ )
            {
               for( Index j = 1; j <= N_; j++ )
               {
                  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++;
               }
            }
         }
      }

      // Finally the entries for dudu
      if( !fint_cont_dudu_alwayszero() || !d_cont_dudu_alwayszero() )
      {
         ihes_store = ihes;
         if( !fint_cont_dudu_alwayszero() )
         {
            // Contribution from the objective function
            for( Index i = 1; i <= N_; i++ )
            {
               for( Index j = 1; j <= N_; j++ )
               {
                  values[ihes] = obj_factor * hh_
                                 * fint_cont_dudu(x1_grid(i), x2_grid(j), x[y_index(i, j)], x[u_index(i, j)]);
                  ihes++;
               }
            }
         }
         else
         {
            for( Index i = 1; i <= N_; i++ )
            {
               for( Index j = 1; j <= N_; j++ )
               {
                  values[ihes] = 0.;
                  ihes++;
               }
            }
         }
         if( !d_cont_dudu_alwayszero() )
         {
            ihes = ihes_store;
            // Contribution from the constraints
            for( Index i = 1; i <= N_; i++ )
            {
               for( Index j = 1; j <= N_; j++ )
               {
                  values[ihes] += lambda[pde_index(i, j)] * hh_
                                  * d_cont_dudu(x1_grid(i), x2_grid(j), x[y_index(i, j)], x[u_index(i, j)]);
                  ihes++;
               }
            }
         }
      }

      // Now the entries for dydu
      if( !fint_cont_dydu_alwayszero() || !d_cont_dydu_alwayszero() )
      {
         ihes_store = ihes;
         if( !fint_cont_dydu_alwayszero() )
         {
            // Contribution from the objective function
            for( Index i = 1; i <= N_; i++ )
            {
               for( Index j = 1; j <= N_; j++ )
               {
                  values[ihes] = obj_factor * hh_
                                 * fint_cont_dydu(x1_grid(i), x2_grid(j), x[y_index(i, j)], x[u_index(i, j)]);
                  ihes++;
               }
            }
         }
         else
         {
            for( Index i = 1; i <= N_; i++ )
            {
               for( Index j = 1; j <= N_; j++ )
               {
                  values[ihes] = 0.;
                  ihes++;
               }
            }
         }
         if( !d_cont_dydu_alwayszero() )
         {
            ihes = ihes_store;
            // Contribution from the constraints
            for( Index i = 1; i <= N_; i++ )
            {
               for( Index j = 1; j <= N_; j++ )
               {
                  values[ihes] += lambda[pde_index(i, j)] * hh_
                                  * d_cont_dydu(x1_grid(i), x2_grid(j), x[y_index(i, j)], x[u_index(i, j)]);
                  ihes++;
               }
            }
         }
      }
   }

   return true;
}

void MittelmannDistCntrlNeumBBase::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);
    */
}