NLPProblem.hpp

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#pragma once
 
#include "AstGlobal.h"
#include "INLPProblem.hpp"
 
AST_NAMESPACE_BEGIN
 
 
//ptr2fnz：pointer to first none-zero
 
 
AST_OPT_CAPI void aPrintSparityPatternCOO(int nnz, int* iFun, int* jVar, int idx_style);
 
 
AST_OPT_CAPI void aPrintSparityPatternCCS();
 
 
AST_OPT_CAPI void aParternCOOToCCS(
    const std::vector<int>& iRow, const std::vector<int>& jCol,
    std::vector<int>& ptr2fnz, std::vector<int>& indexRow
);
 
 
AST_OPT_CAPI void aParternCCSToCOO(
    const std::vector<int>& ptr2fnz, const std::vector<int>& indexRow,
    std::vector<int>& iFunRow, std::vector<int>& jVarCol
);
 
 
 
 
 
class AST_OPT_API NLPProblem
{
public:
    explicit NLPProblem(INLPProblem* problem);
 
    ~NLPProblem();
 
    errc_t getInfo(NLPInfo& info) const;
 
    errc_t getJacInfo(NLPJacInfo& info) const;
    
    errc_t getBounds(NLPBounds& bounds) const;
 
    errc_t evalFitness(const NLPInput& input, NLPOutput& output) const;
 
    std::vector<double> evalFitness(const std::vector<double>& x) const;
 
 
    errc_t evalFitness(const std::vector<double>& x, std::vector<double>& f) const;
    
 
    errc_t evalFitness(
        int numVariable, double* variable,
        int numObjective, double* objective,
        int numConstrEq, double* constrEq,
        int numConstrIneq, double* constrIneq
    ) const;
 
    errc_t evalJacobi(int numVariable, const double* variable, int numConstraint, int nnzJacobi, double* nzElemjacobi) const;
 
 
    errc_t evalGradient(int numVariable, const double* variable, double* grad) const;
 
 
    errc_t getInitialGuess(int numVariable, double* variable) const;
 
 
public:
    std::vector<double> evalConstraint(const std::vector<double>& variable) const;
    
    errc_t evalConstraint(const std::vector<double>& variable, std::vector<double>& constraint) const;
 
    errc_t evalConstraint(int numVariable, const double* variable, int numConstraint, double* contraint) const;
    
    errc_t evalObjective(int numVariable, const double* variable, int numObjective, double* objective) const;
 
    errc_t evalObjective(int numVariable, const double* variable, double& objective) const;
 
 
 
public:
 
 
    errc_t evalGradientCD(double ustep, int ndim, const double* x, double* grad) const;
 
    errc_t evalGradientFD(double ustep, int ndim, const double* x, double* grad) const;
 
    errc_t evalGradientBD(double ustep, int ndim, const double* x, double* grad) const;
 
    errc_t evalNLEJacobiCD(double ustep, int ndim, const double* x_input, int nConstraint, double* colmaj_jacobi) const;
    
    errc_t evalNLEJacobiFD(double ustep, int ndim, const double* x_input, int nConstraint, double* colmaj_jacobi) const;
 
    errc_t evalNLEJacobiBD(double ustep, int ndim, const double* x_input, int nConstraint, double* colmaj_jacobi) const;
 
    errc_t evalNLEJacobiCCSFD(double ustep, int ndim, const double* xinput, int m, const int* iFuncRow, const int* idxNNZElem, double* jacobi_sparse_value) const;
 
    errc_t evalNLENNZJacCCSNan(int ndim, const double* x_initguess, int m, std::vector<int>& iFunRow, std::vector<int>& idxNNZElem) const;
    
    errc_t evalNLENNZJacNan(int ndim, const double* x_initguess, int m, int& nnz_jac) const;
    
    errc_t evalNLENNZJacCOONan(int ndim, const double* x_initguess, int m, std::vector<int>& iFunRow, std::vector<int>& jVarCol) const;
 
 
    errc_t evalNLENNZJacCOOSnJac(int ndim, const double* x_initguess, int m, std::vector<int>& iFunRow, std::vector<int>& jVarCol);
protected:
    A_DISABLE_COPY(NLPProblem);
protected:
    INLPProblem* m_problem;     // 非线性规划问题描述接口
    NLPInfo      m_probInfo;    // 非线性规划问题维度信息缓存
};
 
 
 
 
 
AST_NAMESPACE_END