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rdSQP.h

// rdSQP.cpp
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
// Copyright 2000 Realistic Dynamics, Inc.
// All rights reserved.
//
// CONFIDENTIAL
//
// The material contain within this file is the property of
// Realistic Dynamics, Inc.  Please do not read, copy, or distribute
// without the expressed writen consent of Realistic Dynamics, Inc.
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
#ifndef __rdSQP_h__
#define __rdSQP_h__



//=============================================================================
// INCLUDES
//=============================================================================
#include <rdMtx.h>
#include "rdSQPDLL.h"
#include "rdOptimizationTarget.h"


//=============================================================================
//=============================================================================
class RDSQP_API rdSQP
{
//=============================================================================
// DATA
//=============================================================================
private:
   // OPTIMIZATION TARGET
   rdOptimizationTarget *_target;

   // CONTROLS
   int _nx;
   double *_xtmp,*_dx;

   // PERFORMANCE AND CONSTRAINTS
   int _status;
   int _nc,_nceq;
   double _p,*_c,*_cw;

   // DERIVATIVES
   double *_dpdx,*_dcdx,*_dxda;

   // WORKSPACE
   int _nwd,_nwi;
   double *_wd;
   int *_wi;

   // SQP PARAMETERS
   int _statusOpt;
   int _maxIter;
   double _epsOpt,_convergence;

   // LINE SEARCH PARAMETERS
   int _statusLine;
   int _mfc;
   double _epsLine;
   double _fact[4];
   double _minAlpha,_maxAlpha;
   double _firstAlpha;
   double _alpha[4];

//=============================================================================
// METHODS
//=============================================================================
public:
   //--------------------------------------------------------------------------
   // CONSTRUCTION
   //--------------------------------------------------------------------------
   virtual ~rdSQP();
   static void Delete(void *aPtr);
   rdSQP(rdOptimizationTarget *aTarget);

   //--------------------------------------------------------------------------
   // SET AND GET
   //--------------------------------------------------------------------------
   void setMaxIterations(int aMaxIter);
   int getMaxIterations();
   void setConvergenceCriterion(double aMaxIter);
   double getConvergenceCriterion();
   void setMaxEvaluations(int aMaxEval);
   int getMaxEvaluations();
   void setLineConvergenceCriterion(double aMaxIter);
   double getLineConvergenceCriterion();
   void setMinAlpha(double aMin);
   double getMinAlpha();
   void setMaxAlpha(double aMax);
   double getMaxAlpha();


   //--------------------------------------------------------------------------
   // OPTIMAL CONTROLS
   //--------------------------------------------------------------------------
   int computeOptimalControls(const double *xstart,double *x);

   //--------------------------------------------------------------------------
   // DERIVATIVES
   //--------------------------------------------------------------------------
   static int
   CentralDifferences(rdOptimizationTarget *aTarget,
    double *dx,double *x,double *dpdx,double *dcdx);

   //--------------------------------------------------------------------------
   // SEARCH DIRECTION
   //--------------------------------------------------------------------------
   void
   computeSearchDirection(int *status,double *x,
    double *p,double *dpdx,double *c,double *dcdx,double *alpha,
    double *dxda,double *mu);

   //--------------------------------------------------------------------------
   // LINE SEARCH
   //--------------------------------------------------------------------------
   int lineSearch(double *x,double *dx,double *mu,double *xnew);

//=============================================================================
}; // END class rdSQP
//=============================================================================
//=============================================================================

#endif // __rdSQP_h__

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