BoundConstraint.h

00001 #ifndef BoundConstraint_h
00002 #define BoundConstraint_h
00003 
00004 /*---------------------------------------------------------------------
00005   Copyright (c) 2001, Sandia Corporation.   Under the terms of Contract 
00006   DE-AC04-94AL85000, there is a non-exclusive license for use of this 
00007   work by or on behalf of the U.S. Government.
00008   -----------------------------------------------------------------------*/
00009 
00010 #include "ConstraintBase.h"
00011 
00020 namespace OPTPP {
00021 
00022 class BoundConstraint: public ConstraintBase {
00023 
00024 protected:
00026   int           numOfCons_;     
00028   int           numOfVars_;     
00030   int           nnzl_;          
00032   int           nnzu_;          
00033 
00035   NEWMAT::ColumnVector  lower_;         
00037   NEWMAT::ColumnVector  upper_;         
00039   mutable NEWMAT::ColumnVector  cvalue_;        
00040 
00042   BoolVector    fixedVar_;      
00044   BoolVector    freeVar_;       
00045 
00047   const BoolVector      stdForm_; 
00049   NEWMAT::ColumnVector          ctype_;         
00050   
00052   OptppArray<int>       constraintMappingIndices_;  
00053 
00054 public:
00063   BoundConstraint();
00064 
00074   BoundConstraint(int nc, const NEWMAT::ColumnVector& lower);
00075   
00085   BoundConstraint(int nc, const NEWMAT::ColumnVector& bound, const BoolVector& bdFlag);
00086 
00096   BoundConstraint(int nc, const NEWMAT::ColumnVector& lower, const NEWMAT::ColumnVector& upper);
00097 
00101   ~BoundConstraint() {;}
00102 
00106   virtual int getNumOfCons() const {return numOfCons_;}
00107 
00111   virtual int getNumOfVars() const {return numOfVars_;}
00112 
00116   virtual NEWMAT::ColumnVector  getLower()  const {return lower_;}
00117 
00121   void setLower(NEWMAT::ColumnVector& x) {lower_ = x;}
00122 
00126   virtual NEWMAT::ColumnVector  getUpper()  const {return upper_;}
00127 
00131   void  setUpper(NEWMAT::ColumnVector& x) {upper_ = x;}
00132 
00136   virtual NEWMAT::ColumnVector  getConstraintType()  const {return ctype_;}
00137 
00141   virtual NEWMAT::ColumnVector  getConstraintValue()  const {return cvalue_;}
00142 
00147   virtual NEWMAT::ColumnVector  getConstraintViolation()  const {return cvalue_;}
00148 
00152   OptppArray<int> getConstraintMappingIndices() const 
00153           { return constraintMappingIndices_; }  
00154 
00158   BoolVector getFixedVar() const {return fixedVar_;}
00159 
00163   BoolVector getFreeVar()  const {return freeVar_;}
00164 
00168   BoolVector getStdForm()  const {return stdForm_;}
00169 
00177   virtual bool amIFeasible(const NEWMAT::ColumnVector& xc, double epsilon) const;
00178 
00184   bool amIConsistent() const;
00185 
00186 // Evaluation Methods
00187 
00193   virtual NEWMAT::ColumnVector evalResidual(const NEWMAT::ColumnVector& xc) const;
00194   virtual void evalCFGH(const NEWMAT::ColumnVector& xc) const;
00195 
00196 private:
00202   virtual NEWMAT::Matrix evalGradient(const NEWMAT::ColumnVector& xc) const;
00208   virtual NEWMAT::SymmetricMatrix evalHessian(NEWMAT::ColumnVector& xc) const;
00209 
00216   virtual OptppArray<NEWMAT::SymmetricMatrix> evalHessian(NEWMAT::ColumnVector& xc, int darg) const;
00217 };
00218 
00219 } // namespace OPTPP
00220 #endif