ConstrainedOptPack_QPSolverRelaxed.hpp

// @HEADER
// ***********************************************************************
// 
// Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
//                  Copyright (2003) Sandia Corporation
// 
// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
// license for use of this work by or on behalf of the U.S. Government.
// 
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are
// met:
//
// 1. Redistributions of source code must retain the above copyright
// notice, this list of conditions and the following disclaimer.
//
// 2. Redistributions in binary form must reproduce the above copyright
// notice, this list of conditions and the following disclaimer in the
// documentation and/or other materials provided with the distribution.
//
// 3. Neither the name of the Corporation nor the names of the
// contributors may be used to endorse or promote products derived from
// this software without specific prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
//
// Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 
// 
// ***********************************************************************
// @HEADER

#ifndef QP_SOLVER_RELAXED_H
#define QP_SOLVER_RELAXED_H

#include "ConstrainedOptPack_QPSolverStats.hpp"
#include "Teuchos_StandardMemberCompositionMacros.hpp"

namespace ConstrainedOptPack {

class QPSolverRelaxed {
public:


  class Unbounded : public std::logic_error
  {public: Unbounded(const std::string& what_arg) : std::logic_error(what_arg) {}};

  class Infeasible : public std::logic_error
  {public: Infeasible(const std::string& what_arg) : std::logic_error(what_arg) {}};

  class InvalidInput : public std::logic_error
  {public: InvalidInput(const std::string& what_arg) : std::logic_error(what_arg) {}};

  class TestFailed : public std::logic_error
  {public: TestFailed(const std::string& what_arg) : std::logic_error(what_arg) {}};

  enum EOutputLevel {
    PRINT_NONE      = 0,
    PRINT_BASIC_INFO  = 1,
    PRINT_ITER_SUMMARY  = 2,
    PRINT_ITER_STEPS  = 3,
    PRINT_ITER_ACT_SET  = 4,
    PRINT_ITER_VECTORS  = 5,
    PRINT_EVERY_THING = 6
    };

  enum ERunTests { RUN_TESTS, NO_TESTS };



  STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, infinite_bound );

  QPSolverRelaxed();

  virtual ~QPSolverRelaxed() {}



  virtual QPSolverStats::ESolutionType solve_qp(
    std::ostream* out, EOutputLevel olevel, ERunTests test_what
    ,const Vector& g, const MatrixSymOp& G
    ,value_type etaL
    ,const Vector& dL, const Vector& dU
    ,const MatrixOp& E, BLAS_Cpp::Transp trans_E, const Vector& b
    ,const Vector& eL, const Vector& eU
    ,const MatrixOp& F, BLAS_Cpp::Transp trans_F, const Vector& f
    ,value_type* obj_d
    ,value_type* eta, VectorMutable* d
    ,VectorMutable* nu
    ,VectorMutable* mu, VectorMutable* Ed
    ,VectorMutable* lambda, VectorMutable* Fd
    );

  virtual QPSolverStats::ESolutionType solve_qp(
    std::ostream* out, EOutputLevel olevel, ERunTests test_what
    ,const Vector& g, const MatrixSymOp& G
    ,value_type etaL
    ,const Vector& dL, const Vector& dU
    ,const MatrixOp& E, BLAS_Cpp::Transp trans_E, const Vector& b
    ,const Vector& eL, const Vector& eU
    ,value_type* obj_d
    ,value_type* eta, VectorMutable* d
    ,VectorMutable* nu
    ,VectorMutable* mu, VectorMutable* Ed
    );

  virtual QPSolverStats::ESolutionType solve_qp(
    std::ostream* out, EOutputLevel olevel, ERunTests test_what
    ,const Vector& g, const MatrixSymOp& G
    ,value_type etaL
    ,const Vector& dL, const Vector& dU
    ,const MatrixOp& F, BLAS_Cpp::Transp trans_F, const Vector& f
    ,value_type* obj_d
    ,value_type* eta, VectorMutable* d
    ,VectorMutable* nu
    ,VectorMutable* lambda, VectorMutable* Fd
    );


  virtual QPSolverStats::ESolutionType solve_qp(
    std::ostream* out, EOutputLevel olevel, ERunTests test_what
    ,const Vector& g, const MatrixSymOp& G
    ,const Vector& dL, const Vector& dU
    ,value_type* obj_d
    ,VectorMutable* d
    ,VectorMutable* nu
    );

  virtual QPSolverStats::ESolutionType solve_qp(
    std::ostream* out, EOutputLevel olevel, ERunTests test_what
    ,const Vector& g, const MatrixSymOp& G
    ,value_type etaL
    ,const Vector* dL, const Vector* dU
    ,const MatrixOp* E, BLAS_Cpp::Transp trans_E, const Vector* b
    ,const Vector* eL, const Vector* eU
    ,const MatrixOp* F, BLAS_Cpp::Transp trans_F, const Vector* f
    ,value_type* obj_d
    ,value_type* eta, VectorMutable* d
    ,VectorMutable* nu
    ,VectorMutable* mu, VectorMutable* Ed
    ,VectorMutable* lambda, VectorMutable* Fd
    );

  virtual QPSolverStats get_qp_stats() const = 0;

  virtual void release_memory() = 0;



  static void validate_input(
    const value_type infinite_bound
    ,const Vector& g, const MatrixSymOp& G
    ,value_type etaL
    ,const Vector* dL, const Vector* dU
    ,const MatrixOp* E, BLAS_Cpp::Transp trans_E, const Vector* b
    ,const Vector* eL, const Vector* eU
    ,const MatrixOp* F, BLAS_Cpp::Transp trans_F, const Vector* f
    ,const value_type* obj_d
    ,const value_type* eta, const Vector* d
    ,const Vector* nu
    ,const Vector* mu, const Vector* Ed
    ,const Vector* lambda, const Vector* Fd
    );

  static void print_qp_input( 
    const value_type infinite_bound
    ,std::ostream* out, EOutputLevel olevel
    ,const Vector& g, const MatrixSymOp& G
    ,value_type etaL
    ,const Vector* dL, const Vector* dU
    ,const MatrixOp* E, BLAS_Cpp::Transp trans_E, const Vector* b
    ,const Vector* eL, const Vector* eU
    ,const MatrixOp* F, BLAS_Cpp::Transp trans_F, const Vector* f
    ,value_type* eta, VectorMutable* d
    ,VectorMutable* nu
    ,VectorMutable* mu
    ,VectorMutable* lambda
    );

  static void print_qp_output(
    const value_type infinite_bound
    ,std::ostream* out, EOutputLevel olevel
    ,const value_type* obj_d
    ,const value_type* eta, const Vector* d
    ,const Vector* nu
    ,const Vector* mu, const Vector* Ed
    ,const Vector* lambda, const Vector* Fd
    );


protected:


  virtual QPSolverStats::ESolutionType imp_solve_qp(
    std::ostream* out, EOutputLevel olevel, ERunTests test_what
    ,const Vector& g, const MatrixSymOp& G
    ,value_type etaL
    ,const Vector* dL, const Vector* dU
    ,const MatrixOp* E, BLAS_Cpp::Transp trans_E, const Vector* b
    ,const Vector* eL, const Vector* eU
    ,const MatrixOp* F, BLAS_Cpp::Transp trans_F, const Vector* f
    ,value_type* obj_d
    ,value_type* eta, VectorMutable* d
    ,VectorMutable* nu
    ,VectorMutable* mu, VectorMutable* Ed
    ,VectorMutable* lambda, VectorMutable* Fd
    ) = 0;


};  // end class QPSovlerRelaxed

} // end namespace ConstrainedOptPack

#endif  // QP_SOLVER_RELAXED_H