CppAD: A C++ Algorithmic Differentiation Package 20110419
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00001 /* $Id$ */ 00002 /* -------------------------------------------------------------------------- 00003 CppAD: C++ Algorithmic Differentiation: Copyright (C) 2003-10 Bradley M. Bell 00004 00005 CppAD is distributed under multiple licenses. This distribution is under 00006 the terms of the 00007 Common Public License Version 1.0. 00008 00009 A copy of this license is included in the COPYING file of this distribution. 00010 Please visit http://www.coin-or.org/CppAD/ for information on other licenses. 00011 -------------------------------------------------------------------------- */ 00012 # include "cppad_ipopt_nlp.hpp" 00013 # include "jac_g_map.hpp" 00014 CPPAD_BEGIN_NAMESPACE 00015 /*! 00016 \file jac_g_map.cpp 00017 \brief Creates a mapping between two representations for Jacobian of g. 00018 */ 00019 00020 /*! 00021 Create mapping from CppAD to Ipopt sparse representations of Jacobian of g. 00022 00023 The functions 00024 \f$ f : {\bf R}^n \rightarrow {\bf R} \f$ and 00025 \f$ g : {\bf R}^n \rightarrow {\bf R}^m \f$ are defined by 00026 the \ref Users_Representation. 00027 00028 \param fg_info 00029 For <tt>k = 0 , ... , K-1</tt>, 00030 for <tt>ell = 0 , ... , L[k]</tt>, 00031 the function call 00032 \verbatim 00033 fg_info->index(k, ell, I, J); 00034 \endverbatim 00035 is made by \c jac_g_map. 00036 The values \c k and \c ell are inputs. 00037 The input size of \c I ( \c J ) 00038 is greater than or equal <tt>p[k] ( q[k] )</tt> 00039 and this size is not changed. 00040 The input values of the elements of \c I and \c J are not specified. 00041 The output value of the elements of \c I define 00042 \f[ 00043 I_{k, \ell} = ( {\rm I[0]} , \cdots , {\rm I[p[k]-1]} ) 00044 \f] 00045 The output value of the elements of \c J define 00046 \f[ 00047 J_{k, \ell} = ( {\rm J[0]} , \cdots , {\rm J[q[k]-1]} ) 00048 \f] 00049 00050 \param m 00051 is the dimension of the range space for \f$ g(x) \f$; i.e., 00052 \f$ g(x) \in {\bf R}^m \f$. 00053 00054 \param n 00055 is the dimension of the domain space for \f$ f(x) \f$ and \f$ g(x) \f$; 00056 i.e., \f$ x \in {\bf R}^n \f$. 00057 00058 \param K 00059 is the number of functions \f$ r_k ( u ) \f$ used for the representation of 00060 \f$ f(x) \f$ and \f$ g(x) \f$. 00061 00062 \param L 00063 is a vector with size \c K. 00064 For <tt>k = 0 , ... , K-1, L[k]</tt> 00065 is the number of terms that use \f$ r_k (u) \f$ 00066 in the representation of \f$ f(x) \f$ and \f$ g(x) \f$. 00067 00068 \param p 00069 is a vector with size \c K. 00070 For <tt>k = 0 , ... , K-1, p[k]</tt> 00071 is dimension of the range space for \f$ r_k (u) \f$; i.e., 00072 \f$ r_k (u) \in {\bf R}^{p(k)} \f$. 00073 00074 \param q 00075 is a vector with size \c K. 00076 For <tt>k = 0 , ... , K-1, q[k]</tt> 00077 is dimension of the domain space for \f$ r_k (u) \f$; i.e., 00078 \f$ u \in {\bf R}^{q(k)} \f$. 00079 00080 \param pattern_jac_r 00081 is a vector with size \c K. 00082 For <tt>k = 0 , ... , K-1, pattern_jac_r[k]</tt> 00083 is a CppAD sparsity pattern for the Jacobian of the function 00084 \f$ r_k : {\bf R}^{q(k)} \rightarrow {\bf R}^{p(k)} \f$. 00085 As such, <tt>pattern_jac_r[k].size() == p[k] * q[k]</tt>. 00086 00087 \param I 00088 is a work vector of length greater than or equal <tt>p[k]</tt> for all \c k. 00089 The input and output value of its elements are unspecified. 00090 The size of \c I is not changed. 00091 00092 \param J 00093 is a work vector of length greater than or equal <tt>q[k]</tt> for all \c k. 00094 The input and output value of its elements are unspecified. 00095 The size of \c J is not changed. 00096 00097 \param index_jac_g: 00098 On input, this is empty; i.e., <tt>index_jac_g.size() == 0</tt>. 00099 On output, it is the index mapping from \f$ (i, j) \f$ in the Jacobian of 00100 \f$ g(x) \f$ to the corresponding index value used by Ipopt to represent 00101 the Jacobian. 00102 Furthermore, if <tt>index_jac_g[i].find(j) == index_jac_g[i].end()</tt>, 00103 then the \f$ (i, j)\f$ entry in the Jacobian of \f$ g(x) \f$ is always zero. 00104 */ 00105 void jac_g_map( 00106 cppad_ipopt_fg_info* fg_info , 00107 size_t m , 00108 size_t n , 00109 size_t K , 00110 const CppAD::vector<size_t>& L , 00111 const CppAD::vector<size_t>& p , 00112 const CppAD::vector<size_t>& q , 00113 const CppAD::vector<CppAD::vectorBool>& pattern_jac_r , 00114 CppAD::vector<size_t>& I , 00115 CppAD::vector<size_t>& J , 00116 CppAD::vector< std::map<size_t,size_t> >& index_jac_g ) 00117 { 00118 using CppAD::vectorBool; 00119 size_t i, j, ij, k, ell; 00120 00121 CPPAD_ASSERT_UNKNOWN( K == L.size() ); 00122 CPPAD_ASSERT_UNKNOWN( K == p.size() ); 00123 CPPAD_ASSERT_UNKNOWN( K == q.size() ); 00124 CPPAD_ASSERT_UNKNOWN( K == pattern_jac_r.size() ); 00125 # ifndef NDEBUG 00126 for(k = 0; k < K; k++) 00127 { CPPAD_ASSERT_UNKNOWN( p[k] <= I.size() ); 00128 CPPAD_ASSERT_UNKNOWN( q[k] <= J.size() ); 00129 CPPAD_ASSERT_UNKNOWN( p[k]*q[k] == pattern_jac_r[k].size() ); 00130 } 00131 # endif 00132 // Now compute pattern for g 00133 // (use standard set representation because can be huge). 00134 CppAD::vector< std::set<size_t> > pattern_jac_g(m); 00135 for(k = 0; k < K; k++) for(ell = 0; ell < L[k]; ell++) 00136 { fg_info->index(k, ell, I, J); 00137 for(i = 0; i < p[k]; i++) if( I[i] != 0 ) 00138 { for(j = 0; j < q[k]; j++) 00139 { ij = i * q[k] + j; 00140 if( pattern_jac_r[k][ij] ) 00141 pattern_jac_g[I[i]-1].insert(J[j]); 00142 } 00143 } 00144 } 00145 00146 // Now compute the mapping from (i, j) in the Jacobian of g to the 00147 // corresponding index value used by Ipopt to represent the Jacobian. 00148 CPPAD_ASSERT_UNKNOWN( index_jac_g.size() == 0 ); 00149 index_jac_g.resize(m); 00150 std::set<size_t>::const_iterator itr; 00151 ell = 0; 00152 for(i = 0; i < m; i++) 00153 { for( itr = pattern_jac_g[i].begin(); 00154 itr != pattern_jac_g[i].end(); itr++) 00155 { 00156 index_jac_g[i][*itr] = ell++; 00157 } 00158 } 00159 return; 00160 } 00161 00162 CPPAD_END_NAMESPACE