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#ifndef _NLMODEL_H_
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#define _NLMODEL_H_
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#include <vector>
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#include <utility>
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#include <math.h>
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#include "SymMatrix.hpp"
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#include "Functor.hpp"
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#include "ConstraintList.hpp"
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using namespace std;
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typedef enum {backward, forward, central} FDType;
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// special property of nonlinear object function
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typedef enum {linear, quadratic, general} NLOFProp;
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//abstract class of nonlinear optimization model
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class NLModel{
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public:
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NLModel(int dim, ConstraintList* cons) { ndim = dim, constraints = cons;}
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virtual ~NLModel() { if (constraints != NULL) delete constraints;}
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virtual void setX(const vector<double>& x)= 0;
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virtual vector<double> getX() = 0;
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virtual void setF(double f) = 0;
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virtual double getF() = 0;
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virtual int getDim() {return ndim;}
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bool hasConstraints() { return constraints == NULL ? false : true;}
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int getConsType() { return constraints->getConsType();}
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virtual double calcF() = 0;
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virtual double calcF(vector<double>& x) = 0;
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virtual vector<double> calcGrad() = 0;
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virtual vector<double> calcGrad(vector<double>& x) = 0;
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virtual SymMatrix calcHessian() = 0;
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virtual SymMatrix calcHessian(vector<double>& x) = 0;
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#ifdef IS_MPI
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//void setMPIINITFunctor(MPIINITFunctor* func);
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//int getLocalDim() {return localDim;}
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//virtual void update(); //a hook function to load balancing
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#endif
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protected:
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NLModel() {}
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ConstraintList* constraints; //constraints of nonlinear optimization model
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int numOfFunEval; //number of function evaluation
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int ndim;
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#ifdef IS_MPI
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bool mpiInitFlag;
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int myRank; //rank of current node
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int numOfProc; // number of processors
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//MPIINITFunctor * mpiInitFunc;
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int localDim;
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vector<int> procMappingArray;
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int beginGlobalIndex;
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#endif
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};
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//abstract class of nonlinear optimization model without derivatives
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class NLModel0 : public NLModel{
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public:
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NLModel0(int dim, ConstraintList* cons) : NLModel(dim, cons) { currentX.resize(dim);}
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~NLModel0() {}
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virtual void setX(const vector<double>& x) {currentX = x;}
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vector<double> getX() {return currentX;}
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void setF(double f) {currentF = f;}
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double getF() {return currentF;}
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//Using finite difference methods to approximate the gradient
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//It is inappropriate to apply these methods in large scale problem
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vector<double> BackwardGrad(const vector<double>& x, double& fx, vector<double>& grad, const vector<double>& h);
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vector<double> ForwardGrad(const vector<double>& x, double& fx, vector<double>& grad, const vector<double>& h);
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vector<double> CentralGrad(const vector<double>& x, double& fx, vector<double>& grad, const vector<double>& h);
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//Using finite difference methods to approximate the hessian
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//It is inappropriate to apply this method in large scale problem
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//virtual SymMatrix FiniteHessian(vector<double>& x, double fx, vector<double>& h);
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SymMatrix FiniteHessian(vector<double>& x, double fx, vector<double>& h);
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protected:
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NLModel0() {}
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FDType fdType;
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vector<double> currentX;
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double currentF;
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};
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//concrete class of nonlinear optimization model without derivatives
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class ConcreteNLModel0 : public NLModel0{
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public:
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ConcreteNLModel0(int dim, ObjFunctor0* func , ConstraintList* cons = NULL) : NLModel0(dim, cons){objfunc = func;}
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virtual double calcF();
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virtual double calcF(vector<double>& x);
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virtual vector<double> calcGrad();
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virtual vector<double> calcGrad(vector<double>& x);
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virtual SymMatrix calcHessian() ;
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virtual SymMatrix calcHessian(vector<double>& x) ;
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protected:
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ObjFunctor0* objfunc;
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};
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//abstract class of nonlinear optimization model with first derivatives
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class NLModel1 : public NLModel0{
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public:
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NLModel1(int dim, ConstraintList* cons ) : NLModel0(dim, cons){currentGrad.resize(dim);}
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//Using finite difference methods to approximate the hessian
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//It is inappropriate to apply this method in large scale problem
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virtual SymMatrix FiniteHessian(vector<double>& x, vector<double>& h);
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void setGrad(vector<double>& grad) {currentGrad = grad;}
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vector<double> getGrad() {return currentGrad;}
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protected:
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vector<double> currentGrad;
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};
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//concrete class of nonlinear optimization model with first derivatives
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class ConcreteNLModel1 : public NLModel1{
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public:
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ConcreteNLModel1(int dim, ObjFunctor1* func , ConstraintList* cons = NULL);
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virtual double calcF();
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virtual double calcF(vector<double>& x);
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virtual vector<double> calcGrad();
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virtual vector<double> calcGrad( vector<double>& x);
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virtual SymMatrix calcHessian() ;
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virtual SymMatrix calcHessian(vector<double>& x) ;
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protected:
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ObjFunctor1* objfunc;
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};
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/*
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//abstract class of nonlinear optimization model with second derivatives
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class NLModel2 : public NLModel1{
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public:
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protected:
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SymMatrix currentHessian;
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};
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//concrete class of nonlinear optimization model with second derivatives
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class ConcreteNLModel2 : public NLModel2{
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public:
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ConcreteNLModel2(int dim, ObjFunctor2* func , ConstraintList* cons = NULL);
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ConcreteNLModel2(int dim, ConstraintList* cons = NULL);
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virtual double calcF();
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virtual double calcF(vector<double>& x);
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virtual vector<double> calcGrad();
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virtual vector<double> calcGrad(vector<double>& x);
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virtual SymMatrix calcHessian() ;
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virtual SymMatrix calcHessian(vector<double>& x) ;
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protected:
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ObjFunctor2* objFunc;
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};
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*/
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#endif
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