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#ifndef _CONSTRAINT_H_ |
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#define _CONSTRAINT_H_ |
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#include <iostream> |
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#include <vector> |
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#include "NLModel.hpp" |
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#include "SymMatrix.hpp" |
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#define ERROR_CONSTRAINT 10 |
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using namespace std; |
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enum ConsType {simpleBound = 1, linearEqu = 2, linearInequ = 4, |
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nonlinearEqu = 8, nonlinearInequ =16}; |
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typedef enum {simpleBound = 1, linearEqu = 2, linearInequ = 4, |
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nonlinearEqu = 8, nonlinearInequ =16} ConsType; |
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enum BoundType{upper, lower, equ}; |
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typedef enum {btUpper, btLower, btEqu} BoundType; |
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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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bool isDimSet() {return init_ndim;} |
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int getConsType() { return consType}; |
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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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}; |
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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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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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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 |
