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#ifndef _CONSTRAINT_H_
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#define _CONSTRAINT_H_
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#include <vector>
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#include "NLModel.hpp"
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#define ERROR_CONSTRAINT 10
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using namespace std;
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typedef enum ConsType {simpleBound = 1, linearEqu = 2, linearInequ = 4,
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nonlinearEqu = 8, nonlinearInequ =16};
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typedef enum BoundType{upper, lower, equ};
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/**
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* Abstract class of constraint for nonlinear optimization problem
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*/
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class ConstraintBase{
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public:
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ConstraintBase();
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ConstraintBase(int dim);
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virtual void setDim(int dim);
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bool isDimSet();
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int getConsType() { return consType};
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virtual double calcResidual(vector<double>& x) = 0;
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virtual vector<double> calcConsGrad(vector<double>& x) = 0;
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virtual SymMatrix calcConsHessian(vector<double>& x) = 0;
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protected:
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bool init_ndim;
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int ndim;
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double bound;
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BoundType boundType;
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ConsType consType;
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};
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/**
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* Simple Bound Constraint for nonlinear optimization problem
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* boundType is used to identify whether it is upper bound or lower bound
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*/
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class SimpleBoundCons : public ConstraintBase{
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public:
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SimpleBoundCons(int theIndex, double b, bool flag);
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SimpleBoundCons(int dim, int theIndex, double b, bool flag);
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virtual double calcResidual(vector<double>& x);
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virtual vector<double> calcConsGrad(vector<double>& x);
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virtual SymMatrix calcConsHessian(vector<double>& x);
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protected:
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int index;
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};
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/**
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* Linear Constraint for nonlinear optimization problem
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* boundType is used to identify whether it is linear equation constraint or linear inequality
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* constraint. If it is inear inequality constraint
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*/
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class LinearCons : public ConstraintBase{
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public:
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LinearCons(vector<int>& theIndex, vector<double>& , double b, BoundType bType);
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LinearCons(int dim, vector<int>& theIndex, vector<double>& , double b, BoundType bType);
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virtual double calcResidual(vector<double>& x);
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virtual vector<double> calcConsGrad(vector<double>& x);
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virtual SymMatrix calcConsHessian(vector<double>& x);
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protected:
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vector<int> index;
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vector<double> coeff;
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};
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/**
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* Linear Constraint for nonlinear optimization problem
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* boundType is used to identify whether it is linear equality constraint or linear inequality
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* constraint
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*/
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class NonlinearCons : public ConstraintBase{
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public:
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NonLinearCons(vector<int>& theIndex, NLModel* theModel , double b, BoundType bType);
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NonLinearCons(int dim, vector<int>& theIndex, NLModel* theModel , double b, BoundType bType);
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void setDim(int dim);
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virtual double calcResidual(vector<double>& x);
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virtual vector<double> calcConsGrad(vector<double>& x);
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virtual SymMatrix calcConsHessian(vector<double>& x);
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protected:
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vector<int> index;
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NLModel* model;
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};
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class ConstraintList{
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public:
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ConstraintList();
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~ConstraintList();
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addConstraint(ConstraintBase* cons);
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int getNumOfCons() {return constraints.size();}
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int getConsType() {return consType;}
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vector<ConstraintBase*> getConstraints() {return constraints;}
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protected:
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vector<ConstraintBase*> constraints;
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int consType;
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};
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#endif
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