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# ifndef CPPAD_CPPAD_IPOPT_EXAMPLE_ODE_FAST_HPP
# define CPPAD_CPPAD_IPOPT_EXAMPLE_ODE_FAST_HPP
// SPDX-License-Identifier: EPL-2.0 OR GPL-2.0-or-later
// SPDX-FileCopyrightText: Bradley M. Bell <bradbell@seanet.com>
// SPDX-FileContributor: 2003-22 Bradley M. Bell
// ----------------------------------------------------------------------------
/*
{xrst_begin ipopt_nlp_ode_fast.hpp dev}
ODE Fitting Using Fast Representation
#####################################
{xrst_literal
// BEGIN C++
// END C++
}
{xrst_end ipopt_nlp_ode_fast.hpp}
*/
// BEGIN C++
# include "ode_problem.hpp"
namespace {
using namespace cppad_ipopt;
class FG_fast : public cppad_ipopt_fg_info
{
private:
bool retape_;
SizeVector N_;
SizeVector S_;
public:
// derived class part of constructor
FG_fast(bool retape_in, const SizeVector& N)
: retape_ (retape_in), N_(N)
{ assert( N_[0] == 0 );
S_.resize( N_.size() );
S_[0] = 0;
for(size_t i = 1; i < N_.size(); i++)
S_[i] = S_[i-1] + N_[i];
}
// r^k for k = 0, 1, ..., Nz-1 used for measurements
// r^k for k = Nz use for initial condition
// r^k for k = Nz+1, ..., 2*Nz used for trapezoidal approx
size_t number_functions(void)
{ return Nz + 1 + Nz; }
ADVector eval_r(size_t k, const ADVector &u)
{ count_eval_r();
size_t j;
ADVector y(Ny), a(Na);
// objective function --------------------------------
if( k < Nz )
{ // used for measurement with index k+1
ADVector r(1); // return value is a scalar
// u is [y( s[k+1] ) , a]
for(j = 0; j < Ny; j++)
y[j] = u[j];
for(j = 0; j < Na; j++)
a[j] = u[Ny + j];
r[0] = eval_H<ADNumber>(k+1, y, a);
return r;
}
// initial condition ---------------------------------
if( k == Nz )
{ ADVector r(Ny), F(Ny);
// u is [y(t), a] at t = 0
for(j = 0; j < Ny; j++)
y[j] = u[j];
for(j = 0; j < Na; j++)
a[j] = u[Ny + j];
F = eval_F(a);
for(j = 0; j < Ny; j++)
r[j] = y[j] - F[j];
return r;
}
// trapezoidal approximation -------------------------
ADVector ym(Ny), G(Ny), Gm(Ny), r(Ny);
// r^k for k = Nz+1, ... , 2*Nz
// interval between data samples
Number T = s[k-Nz] - s[k-Nz-1];
// integration step size
Number dt = T / Number( N_[k-Nz] );
// u = [ y(t[i-1], a) , y(t[i], a), a )
for(j = 0; j < Ny; j++)
{ ym[j] = u[j];
y[j] = u[Ny + j];
}
for(j = 0; j < Na; j++)
a[j] = u[2 * Ny + j];
Gm = eval_G(ym, a);
G = eval_G(y, a);
for(j = 0; j < Ny; j++)
r[j] = y[j] - ym[j] - (G[j] + Gm[j]) * dt / 2.;
return r;
}
// The operations sequence for r_eval does not depend on u,
// hence retape = false should work and be faster.
bool retape(size_t k)
{ return retape_; }
// size of the vector u in eval_r
size_t domain_size(size_t k)
{ if( k < Nz )
return Ny + Na; // objective function
if( k == Nz )
return Ny + Na; // initial value constraint
return 2 * Ny + Na; // trapezodial constraints
}
// size of the return value from eval_r
size_t range_size(size_t k)
{ if( k < Nz )
return 1;
return Ny;
}
// number of terms that use this value of k
size_t number_terms(size_t k)
{ if( k <= Nz )
return 1; // r^k used once for k <= Nz
// r^k used N_[k-Nz] times for k > Nz
return N_[k-Nz];
}
void index(size_t k, size_t ell, SizeVector& I, SizeVector& J)
{ size_t i, j;
// # of components of x corresponding to values for y
size_t ny_inx = (S_[Nz] + 1) * Ny;
// objective function -------------------------------
if( k < Nz )
{ // index in fg corresponding to objective
I[0] = 0;
// u = [ y(t, a) , a ]
// The first Ny components of u is y(t) at
// t = s[k+1] = t[S_[k+1]]
// x indices corresponding to this value of y
for(j = 0; j < Ny; j++)
J[j] = S_[k + 1] * Ny + j;
// components of x correspondig to a
for(j = 0; j < Na; j++)
J[Ny + j] = ny_inx + j;
return;
}
// initial conditions --------------------------------
if( k == Nz )
{ // index in fg for inidial condition constraint
for(j = 0; j < Ny; j++)
I[j] = 1 + j;
// u = [ y(t, a) , a ] where t = 0
// x indices corresponding to this value of y
for(j = 0; j < Ny; j++)
J[j] = j;
// following that, u contains the vector a
for(j = 0; j < Na; j++)
J[Ny + j] = ny_inx + j;
return;
}
// trapoziodal approximation -------------------------
// index of first grid point in this approximation
i = S_[k - Nz - 1] + ell;
// There are Ny difference equations for each time
// point. Add one for the objective function, and Ny
// for the initial value constraints.
for(j = 0; j < Ny; j++)
I[j] = 1 + Ny + i * Ny + j;
// u = [ y(t, a) , y(t+dt, a) , a ] at t = t[i]
for(j = 0; j < Ny; j++)
{ J[j] = i * Ny + j; // y^i indices
J[Ny + j] = J[j] + Ny; // y^{i+1} indices
}
for(j = 0; j < Na; j++)
J[2 * Ny + j] = ny_inx + j; // a indices
}
};
}
// END C++
# endif
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