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micpsolver_min.hpp
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/*-------------------------------------------------------------------------------
Copyright (c) 2014,2015 F. Georget <fabieng@princeton.edu>, Princeton University
All rights reserved.
Redistribution and use in source and binary forms, with or without modification,
are permitted provided that the following conditions are met:
1. Redistributions of source code must retain the above copyright notice, this
list of conditions and the following disclaimer.
2. Redistributions in binary form must reproduce the above copyright notice,
this list of conditions and the following disclaimer in the documentation and/or
other materials provided with the distribution.
3. Neither the name of the copyright holder nor the names of its contributors
may be used to endorse or promote products derived from this software without
specific prior written permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR
ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
-----------------------------------------------------------------------------*/
#ifndef SPECMICP_MICPSOLVER_MICPSOLVERMIN_HPP
#define SPECMICP_MICPSOLVER_MICPSOLVERMIN_HPP
//! \file micpsolver_min.hpp micpsolver based on the min function
#include "micpsolver_base.hpp"
namespace specmicp {
namespace micpsolver {
//! \brief MiCP solver using the min function
template <class program_t>
class MiCPSolverMin: public MiCPSolverBaseProgram<program_t>
{
public:
using base = MiCPSolverBaseProgram<program_t>;
using MiCPSolverBaseProgram<program_t>::get_options;
using MiCPSolverBaseProgram<program_t>::get_program;
using MiCPSolverBaseProgram<program_t>::get_perf;
using MiCPSolverBaseProgram<program_t>::get_neq;
using MiCPSolverBaseProgram<program_t>::get_neq_free;
//! \brief Constructor
//!
//! @param prog smart pointer toward an instance of a Program to solve
MiCPSolverMin(std::shared_ptr<program_t> prog):
MiCPSolverBaseProgram<program_t>(prog),
m_residuals(prog->total_variables()),
m_grad_phicck(prog->total_variables()),
m_jacobian(prog->total_variables(),prog ->total_variables())
{
m_max_merits.reserve(4);
}
//! \brief Solve the program
//!
//! @param[in,out] x (in) initial guess, (out) solution
MiCPSolverReturnCode solve(Eigen::VectorXd& x);
MiCPSolverReturnCode search_direction_calculation(Eigen::VectorXd& x,
Eigen::VectorXd& update);
int linesearch(Eigen::VectorXd& p, Eigen::VectorXd& x);
//! \brief Setup the residuals
//!
//! @param[in] x the current solution
void setup_residuals(const Eigen::VectorXd& x) {
base::compute_residuals(x, m_residuals);
}
void setup_jacobian(Eigen::VectorXd& x) {
base::compute_jacobian(x, m_jacobian);
}
//! Reduce the system
//!
//! @return reduced number of freedom
int reduce_system(const Eigen::VectorXd& x,
Eigen::MatrixXd& reduced_jacobian,
Eigen::VectorXd& reduced_residual);
void reformulate_residuals_cck_inplace(const Eigen::VectorXd& x,
Eigen::VectorXd& residuals);
void reformulate_result(const Eigen::VectorXd &x,
Eigen::VectorXd &update);
private:
void sanitize(Eigen::VectorXd &x);
Eigen::VectorXd m_residuals;
Eigen::VectorXd m_grad_phicck;
Eigen::MatrixXd m_jacobian;
bool m_gradient_step_taken;
std::vector<double> m_max_merits; //!< Contains the m best value of the merit function
double m_newton_length;
};
} // end namespace micpsolver
} // end namespace specm
// implementation
// --------------
#include "micpsolver_min.inl"
#endif // SPECMICP_MICPSOLVER_MICPSOLVERMIN_HPP

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