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tim |
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#include "Constraint.hpp"
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#include "SymMatrix.hpp"
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ConstraintBase::ConstraintBase(){
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init_ndim = false;
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ndim = 0;
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}
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ConstraintBase::ConstraintBase(int dim){
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ndim = dim;
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init_ndim = true;
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}
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void ConstraintBase::setDim(int dim){
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if(isDimSet() && dim != ndim){
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cout << "ConstraintBase Warning : About to change ndim which is already set" << endl;
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}
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ndim = dim;
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init_dim = true;
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}
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SimpleBoundCons::SimpleBoundCons(int index, double bound, bool flag)
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: ConstraintBase(){
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bound = b;
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consType = ConsType::simpleBound;
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if (flag){
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boundType = BoundType::upper;
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}
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else{
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boundType = BoundType::lower;
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}
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}
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SimpleBoundCons::SimpleBoundCons(int ndim, int index, double bound, bool flag)
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: ConstraintBase(ndim){
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bound = b;
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consType = ConsType::simpleBound;
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if (flag){
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boundType = BoundType::upper;
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}
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else{
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boundType = BoundType::lower;
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}
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}
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double SimpleBoundCons::calcResidual(vector<double>& x){
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double residual;
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residual = x[index] - bound;
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if(boundType == BoundType::lower)
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return -residual;
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else if (boundType == BoundType::upper)
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return residual;
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else{
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cout << "SimpleBoundCons Error: BoundType of SimpleBoundCons can not be BoundType::equ" << endl;
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exit(ERROR_CONSTRAINT);
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}
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}
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vector<double> SimpleBoundCons::calcConsGrad(vector<double>& x){
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vector<double> result(ndim);
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result = 0;
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if(boundType == BoundType::lower)
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result[index] = -1.0;
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else if (boundType == BoundType::upper)
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result[index] = 1.0;
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else{
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cout << "SimpleBoundCons Error: BoundType of SimpleBoundCons can not be BoundType::equ" << endl;
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exit(ERROR_CONSTRAINT);
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}
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result result;
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}
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SymMatrix SimpleBoundCons::calcConsHessian(vector<double>& x){
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SymMatrix H(ndim);
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H = 0;
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return H;
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}
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LinearCons::LinearCons(vector<int>& theIndex, vector<double>& theCoeff, double b, BoundType bType)
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:ConstraintBase(){
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bound = b;
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boundType = bType;
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if(bType == BoundType::equ){
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consType = ConsType::linearEqu;
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}
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else{
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consType = ConsType::linearInequ;
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}
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index = theIndex;
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coeff = theCoeff;
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}
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LinearCons::LinearCons(int dim, vector<int>& theIndex, vector<double>& theCoeff, double b, BoundType bType)
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:ConstraintBase(dim) {
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if (dim != theCoeff.size()){
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cout << "LinearCons Error: the dimension of index and coeff does not match" << endl;
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exit(ERROR_CONSTRAINT);
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}
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bound = b;
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boundType = bType;
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if(bType == BoundType::equ){
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consType = ConsType::linearEqu;
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}
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else{
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consType = ConsType::linearInequ;
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}
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index = theIndex;
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coeff = theCoeff;
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}
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double LinearCons::calcResidual(vector<double>& x){
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double residue;
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double valueOfLinearCons;
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valueOfLinearCons = 0;
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for (int i = 0; i < coeff.siz(); i++)
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valueOfLinearCons += coeff[i] * x[index[i]];
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residue = valueOfLinearCons - bound;
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if(boundType == BoundType::lower)
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residue = -residue;
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return residue;
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}
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vector<double> LinearCons::calcConsGrad(vector<double>& x){
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vector<double> consGrad(ndim);
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double sign;
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consGrad = 0;
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if(boundType == BoundType::lower)
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sign = -1.0;
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else
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sign = 1.0;
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for(int i = 0; i < coeff.size(); i++)
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result[index[i]] = coeff[i] * sign;
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return consGrad;
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}
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SymMatrix LinearCons::calcConsHessian(vector<double>& x){
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SymMatrix H(ndim);
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H = 0;
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return H;
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}
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NonlinearCons::NonlinearCons(vector<int>& theIndex, NLModel* theModel , double b, BoundType bType)
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: ConstraintBase(){
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if(theIndex.size() != theModel->getDim()){
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cout << "NonlinearCons Error: the dimension of index and the model does not match" << endl;
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exit(ERROR_CONSTRAINT);
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}
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bound = b;
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boundType = bType;
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if(bType == BoundType::equ){
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consType = ConsType::nonlinearEqu;
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}
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else{
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consType = ConsType::nonlinearInequ;
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}
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index = theIndex;
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model = theModel;
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}
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NonlinearCons::NonlinearCons(int dim, vector<int>& theIndex, NLModel* theModel , double b, BoundType bType)
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:ConstraintBase(dim){
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if(theIndex.size() != theModel->getDim()){
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cout << "NonlinearCons Error: the dimension of index and the model does not match" << endl;
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exit(ERROR_CONSTRAINT);
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}
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bound = b;
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boundType = bType;
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if(bType == BoundType::equ){
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consType = ConsType::nonlinearEqu;
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}
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else{
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consType = ConsType::nonlinearInequ;
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}
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index = theIndex;
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model = theModel;
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}
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void NonlinearCons::setDim(int dim){
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if(theIndex.size() != theModel->getDim()){
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cout << "NonlinearCons Error: the dimension of index and the model does not match" << endl;
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exit(ERROR_CONSTRAINT);
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}
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ConstraintBase::setDm(dim);
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}
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double NonlinearCons::::calcResidual(vector<double>& x){
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double fVal;
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fVal = model->calcF(x);
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fVal -= bound;
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if(boundType == BoundType::lower)
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fVal = -fVal;
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return fVal;
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}
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vector<double> NonlinearCons::calcConsGrad(vector<double>& x){
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vector<double> consGrad(ndim);
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consGrad = model->calcGrad(x);
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if(boundType == BoundType::lower)
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consGrad = -consGrad;
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return consGrad;
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}
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SymMatrix NonlinearCons::calcConsHessian(vector<double>& x){
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SymMatrix H(ndim);
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H = model->calcHessian(x);
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if(boundType == BoundType::lower)
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H = -H;
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return H;
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}
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ConstraintList::ConstraintList(){
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consType = 0;
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}
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ConstraintList::~ConstraintList(){
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for(int i = 0; i < constraint.size(); i++)
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if(!constraints[i])
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delete constraints[i];
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constraints.clear();
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}
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void ConstraintList::addConstraint(ConstraintBase* cons){
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constraints.push_back(cons);
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consType |= cons->getConsType();
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}
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