1 |
|
#include "Constraint.hpp" |
2 |
– |
#include "SymMatrix.hpp" |
2 |
|
|
3 |
+ |
using namespace std; |
4 |
+ |
|
5 |
|
ConstraintBase::ConstraintBase(){ |
6 |
|
init_ndim = false; |
7 |
|
ndim = 0; |
19 |
|
} |
20 |
|
|
21 |
|
ndim = dim; |
22 |
< |
init_dim = true; |
22 |
> |
init_ndim = true; |
23 |
|
} |
23 |
– |
|
24 |
– |
SimpleBoundCons::SimpleBoundCons(int index, double bound, bool flag) |
25 |
– |
: ConstraintBase(){ |
26 |
– |
|
27 |
– |
bound = b; |
28 |
– |
|
29 |
– |
consType = ConsType::simpleBound; |
30 |
– |
|
31 |
– |
if (flag){ |
32 |
– |
boundType = BoundType::upper; |
33 |
– |
} |
34 |
– |
else{ |
35 |
– |
boundType = BoundType::lower; |
36 |
– |
} |
37 |
– |
} |
38 |
– |
|
39 |
– |
SimpleBoundCons::SimpleBoundCons(int ndim, int index, double bound, bool flag) |
40 |
– |
: ConstraintBase(ndim){ |
41 |
– |
|
42 |
– |
bound = b; |
43 |
– |
|
44 |
– |
consType = ConsType::simpleBound; |
45 |
– |
|
46 |
– |
if (flag){ |
47 |
– |
boundType = BoundType::upper; |
48 |
– |
} |
49 |
– |
else{ |
50 |
– |
boundType = BoundType::lower; |
51 |
– |
} |
52 |
– |
} |
53 |
– |
double SimpleBoundCons::calcResidual(vector<double>& x){ |
54 |
– |
double residual; |
55 |
– |
|
56 |
– |
residual = x[index] - bound; |
57 |
– |
|
58 |
– |
if(boundType == BoundType::lower) |
59 |
– |
return -residual; |
60 |
– |
else if (boundType == BoundType::upper) |
61 |
– |
return residual; |
62 |
– |
else{ |
63 |
– |
cout << "SimpleBoundCons Error: BoundType of SimpleBoundCons can not be BoundType::equ" << endl; |
64 |
– |
exit(ERROR_CONSTRAINT); |
65 |
– |
} |
66 |
– |
} |
67 |
– |
|
68 |
– |
vector<double> SimpleBoundCons::calcConsGrad(vector<double>& x){ |
69 |
– |
vector<double> result(ndim); |
70 |
– |
result = 0; |
71 |
– |
|
72 |
– |
if(boundType == BoundType::lower) |
73 |
– |
result[index] = -1.0; |
74 |
– |
else if (boundType == BoundType::upper) |
75 |
– |
result[index] = 1.0; |
76 |
– |
else{ |
77 |
– |
cout << "SimpleBoundCons Error: BoundType of SimpleBoundCons can not be BoundType::equ" << endl; |
78 |
– |
exit(ERROR_CONSTRAINT); |
79 |
– |
} |
80 |
– |
|
81 |
– |
result result; |
82 |
– |
} |
83 |
– |
SymMatrix SimpleBoundCons::calcConsHessian(vector<double>& x){ |
84 |
– |
SymMatrix H(ndim); |
85 |
– |
H = 0; |
86 |
– |
return H; |
87 |
– |
} |
88 |
– |
|
89 |
– |
LinearCons::LinearCons(vector<int>& theIndex, vector<double>& theCoeff, double b, BoundType bType) |
90 |
– |
:ConstraintBase(){ |
91 |
– |
|
92 |
– |
bound = b; |
93 |
– |
boundType = bType; |
94 |
– |
if(bType == BoundType::equ){ |
95 |
– |
consType = ConsType::linearEqu; |
96 |
– |
} |
97 |
– |
else{ |
98 |
– |
consType = ConsType::linearInequ; |
99 |
– |
} |
100 |
– |
|
101 |
– |
index = theIndex; |
102 |
– |
coeff = theCoeff; |
103 |
– |
} |
104 |
– |
|
105 |
– |
LinearCons::LinearCons(int dim, vector<int>& theIndex, vector<double>& theCoeff, double b, BoundType bType) |
106 |
– |
:ConstraintBase(dim) { |
107 |
– |
|
108 |
– |
if (dim != theCoeff.size()){ |
109 |
– |
cout << "LinearCons Error: the dimension of index and coeff does not match" << endl; |
110 |
– |
exit(ERROR_CONSTRAINT); |
111 |
– |
} |
112 |
– |
|
113 |
– |
bound = b; |
114 |
– |
boundType = bType; |
115 |
– |
if(bType == BoundType::equ){ |
116 |
– |
consType = ConsType::linearEqu; |
117 |
– |
} |
118 |
– |
else{ |
119 |
– |
consType = ConsType::linearInequ; |
120 |
– |
} |
121 |
– |
|
122 |
– |
index = theIndex; |
123 |
– |
coeff = theCoeff; |
124 |
– |
} |
125 |
– |
|
126 |
– |
double LinearCons::calcResidual(vector<double>& x){ |
127 |
– |
double residue; |
128 |
– |
double valueOfLinearCons; |
129 |
– |
|
130 |
– |
valueOfLinearCons = 0; |
131 |
– |
|
132 |
– |
for (int i = 0; i < coeff.siz(); i++) |
133 |
– |
valueOfLinearCons += coeff[i] * x[index[i]]; |
134 |
– |
|
135 |
– |
residue = valueOfLinearCons - bound; |
136 |
– |
|
137 |
– |
if(boundType == BoundType::lower) |
138 |
– |
residue = -residue; |
139 |
– |
|
140 |
– |
return residue; |
141 |
– |
} |
142 |
– |
|
143 |
– |
vector<double> LinearCons::calcConsGrad(vector<double>& x){ |
144 |
– |
vector<double> consGrad(ndim); |
145 |
– |
double sign; |
146 |
– |
|
147 |
– |
consGrad = 0; |
148 |
– |
|
149 |
– |
if(boundType == BoundType::lower) |
150 |
– |
sign = -1.0; |
151 |
– |
else |
152 |
– |
sign = 1.0; |
153 |
– |
|
154 |
– |
for(int i = 0; i < coeff.size(); i++) |
155 |
– |
result[index[i]] = coeff[i] * sign; |
156 |
– |
return consGrad; |
157 |
– |
} |
158 |
– |
|
159 |
– |
SymMatrix LinearCons::calcConsHessian(vector<double>& x){ |
160 |
– |
SymMatrix H(ndim); |
161 |
– |
H = 0; |
162 |
– |
return H; |
163 |
– |
} |
164 |
– |
|
165 |
– |
NonlinearCons::NonlinearCons(vector<int>& theIndex, NLModel* theModel , double b, BoundType bType) |
166 |
– |
: ConstraintBase(){ |
167 |
– |
|
168 |
– |
if(theIndex.size() != theModel->getDim()){ |
169 |
– |
cout << "NonlinearCons Error: the dimension of index and the model does not match" << endl; |
170 |
– |
exit(ERROR_CONSTRAINT); |
171 |
– |
} |
172 |
– |
|
173 |
– |
bound = b; |
174 |
– |
boundType = bType; |
175 |
– |
|
176 |
– |
if(bType == BoundType::equ){ |
177 |
– |
consType = ConsType::nonlinearEqu; |
178 |
– |
} |
179 |
– |
else{ |
180 |
– |
consType = ConsType::nonlinearInequ; |
181 |
– |
} |
182 |
– |
|
183 |
– |
index = theIndex; |
184 |
– |
model = theModel; |
185 |
– |
} |
186 |
– |
|
187 |
– |
NonlinearCons::NonlinearCons(int dim, vector<int>& theIndex, NLModel* theModel , double b, BoundType bType) |
188 |
– |
:ConstraintBase(dim){ |
189 |
– |
|
190 |
– |
if(theIndex.size() != theModel->getDim()){ |
191 |
– |
cout << "NonlinearCons Error: the dimension of index and the model does not match" << endl; |
192 |
– |
exit(ERROR_CONSTRAINT); |
193 |
– |
} |
194 |
– |
|
195 |
– |
bound = b; |
196 |
– |
boundType = bType; |
197 |
– |
|
198 |
– |
if(bType == BoundType::equ){ |
199 |
– |
consType = ConsType::nonlinearEqu; |
200 |
– |
} |
201 |
– |
else{ |
202 |
– |
consType = ConsType::nonlinearInequ; |
203 |
– |
} |
204 |
– |
|
205 |
– |
index = theIndex; |
206 |
– |
model = theModel; |
207 |
– |
} |
208 |
– |
|
209 |
– |
|
210 |
– |
void NonlinearCons::setDim(int dim){ |
211 |
– |
|
212 |
– |
if(theIndex.size() != theModel->getDim()){ |
213 |
– |
cout << "NonlinearCons Error: the dimension of index and the model does not match" << endl; |
214 |
– |
exit(ERROR_CONSTRAINT); |
215 |
– |
} |
216 |
– |
|
217 |
– |
ConstraintBase::setDm(dim); |
218 |
– |
|
219 |
– |
} |
220 |
– |
|
221 |
– |
double NonlinearCons::::calcResidual(vector<double>& x){ |
222 |
– |
double fVal; |
223 |
– |
|
224 |
– |
fVal = model->calcF(x); |
225 |
– |
|
226 |
– |
fVal -= bound; |
227 |
– |
|
228 |
– |
if(boundType == BoundType::lower) |
229 |
– |
fVal = -fVal; |
230 |
– |
|
231 |
– |
return fVal; |
232 |
– |
} |
233 |
– |
|
234 |
– |
vector<double> NonlinearCons::calcConsGrad(vector<double>& x){ |
235 |
– |
vector<double> consGrad(ndim); |
236 |
– |
|
237 |
– |
consGrad = model->calcGrad(x); |
238 |
– |
|
239 |
– |
if(boundType == BoundType::lower) |
240 |
– |
consGrad = -consGrad; |
241 |
– |
|
242 |
– |
return consGrad; |
243 |
– |
} |
244 |
– |
|
245 |
– |
SymMatrix NonlinearCons::calcConsHessian(vector<double>& x){ |
246 |
– |
SymMatrix H(ndim); |
247 |
– |
|
248 |
– |
H = model->calcHessian(x); |
249 |
– |
|
250 |
– |
if(boundType == BoundType::lower) |
251 |
– |
H = -H; |
252 |
– |
|
253 |
– |
return H; |
254 |
– |
} |
255 |
– |
|
256 |
– |
ConstraintList::ConstraintList(){ |
257 |
– |
consType = 0; |
258 |
– |
} |
259 |
– |
|
260 |
– |
ConstraintList::~ConstraintList(){ |
261 |
– |
|
262 |
– |
for(int i = 0; i < constraint.size(); i++) |
263 |
– |
if(!constraints[i]) |
264 |
– |
delete constraints[i]; |
265 |
– |
|
266 |
– |
constraints.clear(); |
267 |
– |
|
268 |
– |
} |
269 |
– |
void ConstraintList::addConstraint(ConstraintBase* cons){ |
270 |
– |
constraints.push_back(cons); |
271 |
– |
consType |= cons->getConsType(); |
272 |
– |
} |