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#include "NLModel.hpp"
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#include "Utility.hpp"
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//calculate hessian using finite difference
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SymMatrix NLModel1::FiniteHessian(vector<double>& x, vector<double>& h){
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SymMatrix hessian(ndim);
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vector<double> gplus;
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vector<double> tempX;
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double hi;
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#ifdef IS_MPI
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vector<double> gplusAll;
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vector<double> tempGradAll;
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//tempGradAll = getAllGrad();
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#endif
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tempX = x;
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for(int i = 0; i < ndim; i++){
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#ifndef IS_MPI
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hi = copysign(h[i], tempX[i]);
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tempX[i] += hi;
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gplus = calcGrad(tempX);
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//hessian.Colume(i) = (gplus - currentGrad) / hi;
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//restore tempX to its original value
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tempX[i] -= hi;
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#else
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if(procMappingArray[i] == myRank){
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hi = copysign(h[i], tempX[i]);
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tempX[i] += hi;
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}
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gplus = calcGrad(tempX);
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gplusAll.clear();
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//very inefficient, need to change
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for(int j = 0; j , numOfProc; j++){
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//brocastVector(gplus, j);
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//gplusAll.insert(gplus);
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}
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if(procMappingArray[i] == myRank){
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hi = copysign(h[i], tempX[i]);
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tempX[i] += hi;
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}
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//hessian.Cloume(i) = (gplusAll - tempGradAll) / hi;
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#endif
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}
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return hessian;
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}
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//----------------------------------------------------------------------------//
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ConcreteNLModel1::ConcreteNLModel1(int dim, ObjFunctor1* func , ConstraintList* cons)
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: NLModel1(dim, cons){
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objfunc = func;
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}
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double ConcreteNLModel1::calcF(){
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currentF = (*objfunc)(currentX, currentGrad);
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numOfFunEval ++;
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return currentF;
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}
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double ConcreteNLModel1::calcF(vector<double>& x){
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vector<double> tempGrad(x.size());
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double tempF;
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tempF = (*objfunc)(x, tempGrad);
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numOfFunEval ++;
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return tempF;
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}
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vector<double> ConcreteNLModel1::calcGrad(){
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currentF = (*objfunc)(currentX, currentGrad);
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return currentGrad;
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}
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vector<double> ConcreteNLModel1::calcGrad(vector<double>& x){
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vector<double> tempGrad(x.size());
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double tempF;
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tempF = (*objfunc)(x, tempGrad);
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return tempGrad;
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}
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SymMatrix ConcreteNLModel1::calcHessian(){
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calcGrad(currentX);
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return FiniteHessian(currentX, currentX);
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}
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SymMatrix ConcreteNLModel1::calcHessian(vector<double>& x){
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return FiniteHessian(x, x);
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}
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