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// Copyright (C) 2016 EDF
// All Rights Reserved
// This code is published under the GNU Lesser General Public License (GNU LGPL)
#ifndef TRANSITIONSTEPDP_H
#define TRANSITIONSTEPDP_H
#ifdef USE_MPI
#include <boost/mpi.hpp>
#endif
#ifdef OMP
#include <omp.h>
#endif
#include <memory>
#include <Eigen/Dense>
#include "geners/BinaryFileArchive.hh"
#include "StOpt/dp/TransitionStepBase.h"
#include "StOpt/core/grids/FullGrid.h"
#include "StOpt/regression/GridAndRegressedValue.h"
#include "StOpt/regression/BaseRegression.h"
#include "StOpt/dp/OptimizerNoRegressionDPBase.h"
/** \file TransitionStepDP.h
* \brief Solve the dynamic programming problem on one time step by with multi thread and mpi without distribution of the data
* but without using regression methods
* \author Xavier Warin
*/
namespace StOpt
{
/// \class TransitionStepDP TransitionStepDP.h
/// One step of dynamic programming without using mpi
class TransitionStepDP : public TransitionStepBase
{
private :
std::shared_ptr<FullGrid> m_pGridPrevious ; ///< global grid at previous time step
std::shared_ptr<FullGrid> m_pGridCurrent ; ///< global grid at current time step
std::shared_ptr<BaseRegression> m_regressorPrevious; /// regressor object at the previous date
std::shared_ptr<BaseRegression> m_regressorCurrent; /// regressor object at the current date
std::shared_ptr<OptimizerNoRegressionDPBase > m_pOptimize ; ///< optimizer solving the problem for one point and one step
#ifdef USE_MPI
boost::mpi::communicator m_world; ///< Mpi communicator
#endif
public :
/// \brief Constructor
/// \param p_pGridCurrent grid (stock points) at the current time step
/// \param p_pridPrevious grid (stock points) at the previusly treated time step
/// \param p_regressorCurrent regressor (with respect to simulation) at the current time step
/// \param p_regressorPrevious regressor (with respect to simulation) at the previously treated time step
/// \param p_pOptimize optimizer object to optimizer the problem on one time step
TransitionStepDP(const std::shared_ptr<FullGrid> &p_pGridCurrent,
const std::shared_ptr<FullGrid> &p_pridPrevious,
const std::shared_ptr<BaseRegression> &p_regressorCurrent,
const std::shared_ptr<BaseRegression> &p_regressorPrevious,
const std::shared_ptr<OptimizerNoRegressionDPBase> &p_pOptimize
#ifdef USE_MPI
, const boost::mpi::communicator &p_world
#endif
);
/// \brief One step for dynamic programming in optimization
/// \param p_phiIn for each regime the function value at the next time step : store as (regressed function by number of grid points)
/// \return solution obtained after one step of dynamic programming and the optimal control (regressed function by the number of grid points)
virtual std::pair< std::shared_ptr< std::vector< Eigen::ArrayXXd > >, std::shared_ptr< std::vector< Eigen::ArrayXXd > > > oneStep(const std::vector< Eigen::ArrayXXd > &p_phiIn) const ;
/// \brief Permits to dump the control
/// \param p_ar archive to dump in
/// \param p_name name used for object
/// \param p_iStep Step number or identifier for time step
/// \param p_control Optimal control ( nb of basis functions, number of points on the grid) for each control
void dumpValues(std::shared_ptr<gs::BinaryFileArchive> p_ar, const std::string &p_name, const int &p_iStep,
const std::vector< Eigen::ArrayXXd > &p_control) const;
};
}
#endif /* TRANSITIONSTEPDP_H */
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