rdFSQP.h Source File

00001 // rdFSQP.cpp
00002 //+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
00003 // Author:  Frank C. Anderson
00004 //+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
00005 #ifndef __rdFSQP_h__
00006 #define __rdFSQP_h__
00007 
00008 
00009 
00010 //=============================================================================
00011 // INCLUDES
00012 //=============================================================================
00013 #include "rdSQPDLL.h"
00014 #include "rdOptimizationTarget.h"
00015 
00016 
00017 //=============================================================================
00018 //=============================================================================
00024 class RDSQP_API rdFSQP
00025 {
00026 //=============================================================================
00027 // DATA
00028 //=============================================================================
00029 private:
00030 
00031    // ** Optimization target. */
00032    rdOptimizationTarget *_target;
00033 
00034    // PARAMETETERS
00036    int _mode;
00038    int _printLevel;
00040    int _maxIter;
00043    int _inform;
00045    double _infinity;
00047    double _eps;
00049    double _epseqn;
00051    double _udelta;
00052 
00053    // SEQUENTIAL INFO
00054    int _ncsrl;
00055    int _ncsrn;
00056    int _nfsr;
00057    int *_mesh;
00058 
00059    // ALLOCATIONS
00061    double *_bl;
00063    double *_bu;
00065    double *_x;
00067    double *_p;
00069    double *_c;
00071    double *_lambda;
00072 
00073 //=============================================================================
00074 // METHODS
00075 //=============================================================================
00076 public:
00077    //--------------------------------------------------------------------------
00078    // CONSTRUCTION
00079    //--------------------------------------------------------------------------
00080    virtual ~rdFSQP();
00081    //static void Delete(void *aPtr);
00082    rdFSQP(rdOptimizationTarget *aTarget);
00083 private:
00084    void setNull();
00085 
00086    //--------------------------------------------------------------------------
00087    // SET AND GET
00088    //--------------------------------------------------------------------------
00089 public:
00090    rdOptimizationTarget* setTarget(rdOptimizationTarget *aTarget);
00091    rdOptimizationTarget* getTarget();
00092    void setMode(int aMode);
00093    int getMode();
00094    void setPrintLevel(int aLevel);
00095    int getPrintLevel();
00096    void setMaxIterations(int aMaxIter);
00097    int getMaxIterations();
00098    void setInfinity(double aInfinity);
00099    double getInfinity();
00100    void setConvergenceCriterion(double aEPS);
00101    double getConvergenceCriterion();
00102    void setNonlinearEqualityConstraintTolerance(double aEPSEQN);
00103    double getNonlinearEqualityConstraintTolerance();
00104    void setLowerBound(double aLower);
00105    void setLowerBound(int aIndex,double aLower);
00106    void setLowerBound(double aLower[]);
00107    double* getLowerBound();
00108    void setUpperBound(double aUpper);
00109    void setUpperBound(int aIndex,double aUpper);
00110    void setUpperBound(double aUpper[]);
00111    double* getUpperBound();
00112 
00113    //--------------------------------------------------------------------------
00114    // OPTIMAL CONTROLS
00115    //--------------------------------------------------------------------------
00116    int computeOptimalControls(const double *xstart,double *x);
00117 
00118    //--------------------------------------------------------------------------
00119    // DERIVATIVES
00120    //--------------------------------------------------------------------------
00121    static int
00122       CentralDifferences(rdOptimizationTarget *aTarget,
00123       double *dx,double *x,double *dpdx,double *dcdx);
00124    static int
00125       CentralDifferences(rdOptimizationTarget *aTarget,
00126       double *dx,double *x,double *dpdx);
00127    static int
00128       CentralDifferencesConstraint(rdOptimizationTarget *aTarget,
00129       double *dx,double *x,int ic,double *dcdx);
00130 
00131    //--------------------------------------------------------------------------
00132    // STATIC FUNCTIONS USED AS INPUT TO cfsqp()
00133    //--------------------------------------------------------------------------
00134    static void
00135       pFunc(int nparam,int j,double *x,double *pj,void *cd);
00136    static void
00137       cFunc(int nparam,int j,double *x,double *cj,void *cd);
00138    static void
00139       dpdxFunc(int nparam,int j,double *x,double *dpdx,
00140       void (*dummy)(int,int,double *,double *,void *),void *cd);
00141    static void
00142       dcdxFunc(int nparam,int j,double *x,double *dcdx,
00143       void (*dummy)(int,int,double *,double *,void *),void *cd);
00144 
00145 //=============================================================================
00146 }; // END class rdFSQP
00147 //=============================================================================
00148 //=============================================================================
00149 
00150 #endif // __rdFSQP_h__