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ConstrainedOptPack_ConstraintsRelaxedStd.hpp
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00041 
00042 #ifndef QP_SCHUR_CONSTRAINTS_RELAXED_STD_H
00043 #define QP_SCHUR_CONSTRAINTS_RELAXED_STD_H
00044 
00045 #include <list>
00046 
00047 #include "ConstrainedOptPack_QPSchur.hpp"
00048 #include "AbstractLinAlgPack_MatrixOp.hpp"
00049 #include "AbstractLinAlgPack_VectorSpaceBlocked.hpp"
00050 
00051 namespace ConstrainedOptPack {
00052 namespace QPSchurPack {
00053 
00089 class ConstraintsRelaxedStd : public Constraints {
00090 public:
00091 
00092   // /////////////////////////////////////////////
00093   // Public types
00094 
00105   class MatrixConstraints : public MatrixOp {
00106   public:
00107 
00112     MatrixConstraints();
00113 
00123     void initialize(
00124       const VectorSpace::space_ptr_t   &space_d_eta
00125       ,const size_type                 m_in
00126       ,const size_type                 m_eq
00127       ,const MatrixOp              *E
00128       ,BLAS_Cpp::Transp                trans_E
00129       ,const Vector              *b
00130       ,const MatrixOp              *F
00131       ,BLAS_Cpp::Transp                trans_F
00132       ,const Vector              *f
00133       ,size_type                       m_undecomp
00134       ,const size_type                 j_f_undecomp[]
00135       );
00136 
00139 
00141     size_type     nd() const
00142     { return nd_; }
00144     size_type     m_in() const
00145     { return m_in_; }
00147     size_type     m_eq() const
00148     { return m_eq_; }
00150     const MatrixOp* E() const
00151     { return E_;  }
00153     BLAS_Cpp::Transp  trans_E() const
00154     { return trans_E_;  }
00156     const Vector* b() const
00157     { return b_;  }
00159     const MatrixOp* F() const
00160     { return F_;  }
00162     BLAS_Cpp::Transp  trans_F() const
00163     { return trans_F_;  }
00165     const Vector* f() const
00166     { return f_;  }
00168     const GenPermMatrixSlice& P_u() const
00169     { return P_u_;  }
00170 
00172 
00175 
00177     const VectorSpace& space_cols() const;
00179     const VectorSpace& space_rows() const;
00181     MatrixOp& operator=(const MatrixOp& m);
00182 //    ///
00183 //    void Mp_StPtMtP(
00184 //      DMatrixSlice* gms_lhs, value_type alpha
00185 //      ,const GenPermMatrixSlice& P_rhs1, BLAS_Cpp::Transp P_rhs1_trans
00186 //      ,BLAS_Cpp::Transp M_trans
00187 //      ,const GenPermMatrixSlice& P_rhs2, BLAS_Cpp::Transp P_rhs2_trans
00188 //      ) const ;
00190     void Vp_StMtV(
00191       VectorMutable* vs_lhs, value_type alpha, BLAS_Cpp::Transp trans_rhs1
00192       ,const Vector& vs_rhs2, value_type beta
00193       ) const;
00195     void Vp_StPtMtV(
00196       VectorMutable* vs_lhs, value_type alpha
00197       ,const GenPermMatrixSlice& P_rhs1, BLAS_Cpp::Transp P_rhs1_trans
00198       ,BLAS_Cpp::Transp M_rhs2_trans
00199       ,const SpVectorSlice& sv_rhs3, value_type beta
00200       ) const;
00201 
00203     
00204   private:
00205     typedef std::vector<size_type>    row_i_t;
00206     typedef std::vector<size_type>    col_j_t;
00207     size_type     nd_;  // # unknowns d
00208     size_type     m_in_;  // # op(E)*d inequality constraints
00209     size_type     m_eq_;  // # op(F)*d equality constraints
00210     const MatrixOp  *E_;  // If NULL then no general inequalities
00211     BLAS_Cpp::Transp  trans_E_;
00212     const Vector  *b_;
00213     const MatrixOp  *F_;  // If NULL then no general equalities
00214     BLAS_Cpp::Transp  trans_F_;
00215     const Vector  *f_;
00216     GenPermMatrixSlice  P_u_;
00217     row_i_t             P_u_row_i_;
00218     col_j_t             P_u_col_j_;
00219     VectorSpace::space_ptr_t   space_cols_;
00220     VectorSpaceBlocked         space_rows_;
00221   };  // end class MatrixConstraints
00222 
00224   enum EInequalityPickPolicy {
00225     ADD_BOUNDS_THEN_MOST_VIOLATED_INEQUALITY
00226     ,ADD_BOUNDS_THEN_FIRST_VIOLATED_INEQUALITY
00227     ,ADD_MOST_VIOLATED_BOUNDS_AND_INEQUALITY
00228   };
00229 
00232 
00235   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, bounds_tol );
00236 
00239   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, inequality_tol );
00240 
00243   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, equality_tol );
00244 
00247   STANDARD_MEMBER_COMPOSITION_MEMBERS( EInequalityPickPolicy, inequality_pick_policy );
00248 
00250   ConstraintsRelaxedStd();
00251 
00295   void initialize(
00296     const VectorSpace::space_ptr_t   &space_d_eta
00297     ,value_type                      etaL
00298     ,const Vector              *dL
00299     ,const Vector              *dU
00300     ,const MatrixOp              *E
00301     ,BLAS_Cpp::Transp                trans_E
00302     ,const Vector              *b
00303     ,const Vector              *eL
00304     ,const Vector              *eU
00305     ,const MatrixOp              *F
00306     ,BLAS_Cpp::Transp                trans_F
00307     ,const Vector              *f
00308     ,size_type                       m_undecomp
00309     ,const size_type                 j_f_undecomp[]
00310     ,VectorMutable             *Ed
00311     ,bool                            check_F           = true
00312     ,value_type                      bounds_tol        = 1e-10
00313     ,value_type                      inequality_tol    = 1e-10
00314     ,value_type                      equality_tol      = 1e-10
00315     );
00316 
00318   const MatrixConstraints& A_bar_relaxed() const;
00319 
00321 
00324 
00326   size_type n() const;
00328   size_type m_breve() const;
00337   const MatrixOp& A_bar() const;
00339   void pick_violated_policy( EPickPolicy pick_policy );
00341   EPickPolicy pick_violated_policy() const;
00382   void pick_violated(
00383     const DVectorSlice& x, size_type* j_viol, value_type* constr_val
00384     ,value_type* viol_bnd_val, value_type* norm_2_constr, EBounds* bnd, bool* can_ignore
00385     ) const;
00387   void ignore( size_type j );
00389   value_type get_bnd( size_type j, EBounds bnd ) const;
00390 
00392 
00393 private:
00394 
00395   // //////////////////////////////
00396   // Private types
00397 
00398   typedef std::list<size_type>  passed_over_equalities_t;
00399 
00400   // //////////////////////////////
00401   // Private data members
00402 
00403   MatrixConstraints   A_bar_;
00404   value_type          etaL_;
00405   const Vector  *dL_; // If NULL then no simple bounds
00406   const Vector  *dU_;
00407   const Vector  *eL_;
00408   const Vector  *eU_;
00409   VectorMutable *Ed_;
00410   bool                check_F_;
00411   mutable size_type   last_added_j_;          // Remember the last bound added so that
00412   mutable value_type  last_added_bound_;      // we can save our selfs some work.
00413   mutable EBounds     last_added_bound_type_; // ...
00414   mutable size_type   next_undecomp_f_k_;
00415        // Determines the next constraint [P_u'*op(F)*d + (1 - eta) * P_u'*f](next_undecomp_f_k)
00416       // to be checked to see if it is violated.  If next_undecomp_f_k > P_u.nz() then all
00417       // of the constriants have been checked.
00418   mutable passed_over_equalities_t passed_over_equalities_;
00419       // This is a list that keeps track of those equality constraints that were checked
00420       // for being violated but were within tolerance and therefore passed over and not added.
00421       // This list can be traversed again and again to check these constraints.  Specifically, the
00422       // indexes of f(k) are sorted, not the indexes in P_u'.
00423 
00424   // //////////////////////////////
00425   // Private member functions
00426 
00428   void cache_last_added(
00429     size_type last_added_j, value_type last_added_bound
00430     ,EBounds last_added_bound_type
00431     ) const;
00432 
00433 }; // end class ConstraintsRelaxedStd
00434 
00435 } // end namespace QPSchurPack 
00436 } // end namespace ConstrainedOptPack 
00437 
00438 #endif // QP_SCHUR_CONSTRAINTS_RELAXED_STD_H
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