CppAD: A C++ Algorithmic Differentiation Package
20130102
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00001 /* $Id$ */ 00002 /* -------------------------------------------------------------------------- 00003 CppAD: C++ Algorithmic Differentiation: Copyright (C) 2003-12 Bradley M. Bell 00004 00005 CppAD is distributed under multiple licenses. This distribution is under 00006 the terms of the 00007 Eclipse 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 // --------------------------------------------------------------------------- 00015 namespace cppad_ipopt { 00016 // --------------------------------------------------------------------------- 00017 /*! 00018 \defgroup jac_g_map_cpp jac_g_map.cpp 00019 \{ 00020 \file jac_g_map.cpp 00021 \brief Creates a mapping between two representations for Jacobian of g. 00022 */ 00023 00024 00025 /*! 00026 Create mapping from CppAD to Ipopt sparse representations of Jacobian of g. 00027 00028 The functions 00029 \f$ f : {\bf R}^n \rightarrow {\bf R} \f$ and 00030 \f$ g : {\bf R}^n \rightarrow {\bf R}^m \f$ are defined by 00031 the \ref Users_Representation. 00032 00033 \param fg_info 00034 For <tt>k = 0 , ... , K-1</tt>, 00035 for <tt>ell = 0 , ... , L[k]</tt>, 00036 the function call 00037 \verbatim 00038 fg_info->index(k, ell, I, J); 00039 \endverbatim 00040 is made by \c jac_g_map. 00041 The values \c k and \c ell are inputs. 00042 The input size of \c I ( \c J ) 00043 is greater than or equal <tt>p[k] ( q[k] )</tt> 00044 and this size is not changed. 00045 The input values of the elements of \c I and \c J are not specified. 00046 The output value of the elements of \c I define 00047 \f[ 00048 I_{k, \ell} = ( {\rm I[0]} , \cdots , {\rm I[p[k]-1]} ) 00049 \f] 00050 The output value of the elements of \c J define 00051 \f[ 00052 J_{k, \ell} = ( {\rm J[0]} , \cdots , {\rm J[q[k]-1]} ) 00053 \f] 00054 00055 \param m 00056 is the dimension of the range space for \f$ g(x) \f$; i.e., 00057 \f$ g(x) \in {\bf R}^m \f$. 00058 00059 \param n 00060 is the dimension of the domain space for \f$ f(x) \f$ and \f$ g(x) \f$; 00061 i.e., \f$ x \in {\bf R}^n \f$. 00062 00063 \param K 00064 is the number of functions \f$ r_k ( u ) \f$ used for the representation of 00065 \f$ f(x) \f$ and \f$ g(x) \f$. 00066 00067 \param L 00068 is a vector with size \c K. 00069 For <tt>k = 0 , ... , K-1, L[k]</tt> 00070 is the number of terms that use \f$ r_k (u) \f$ 00071 in the representation of \f$ f(x) \f$ and \f$ g(x) \f$. 00072 00073 \param p 00074 is a vector with size \c K. 00075 For <tt>k = 0 , ... , K-1, p[k]</tt> 00076 is dimension of the range space for \f$ r_k (u) \f$; i.e., 00077 \f$ r_k (u) \in {\bf R}^{p(k)} \f$. 00078 00079 \param q 00080 is a vector with size \c K. 00081 For <tt>k = 0 , ... , K-1, q[k]</tt> 00082 is dimension of the domain space for \f$ r_k (u) \f$; i.e., 00083 \f$ u \in {\bf R}^{q(k)} \f$. 00084 00085 \param pattern_jac_r 00086 is a vector with size \c K. 00087 For <tt>k = 0 , ... , K-1, pattern_jac_r[k]</tt> 00088 is a CppAD sparsity pattern for the Jacobian of the function 00089 \f$ r_k : {\bf R}^{q(k)} \rightarrow {\bf R}^{p(k)} \f$. 00090 As such, <tt>pattern_jac_r[k].size() == p[k] * q[k]</tt>. 00091 00092 \param I 00093 is a work vector of length greater than or equal <tt>p[k]</tt> for all \c k. 00094 The input and output value of its elements are unspecified. 00095 The size of \c I is not changed. 00096 00097 \param J 00098 is a work vector of length greater than or equal <tt>q[k]</tt> for all \c k. 00099 The input and output value of its elements are unspecified. 00100 The size of \c J is not changed. 00101 00102 \param index_jac_g: 00103 On input, this is empty; i.e., <tt>index_jac_g.size() == 0</tt>. 00104 On output, it is the index mapping from \f$ (i, j) \f$ in the Jacobian of 00105 \f$ g(x) \f$ to the corresponding index value used by Ipopt to represent 00106 the Jacobian. 00107 Furthermore, if <tt>index_jac_g[i].find(j) == index_jac_g[i].end()</tt>, 00108 then the \f$ (i, j)\f$ entry in the Jacobian of \f$ g(x) \f$ is always zero. 00109 */ 00110 void jac_g_map( 00111 cppad_ipopt_fg_info* fg_info , 00112 size_t m , 00113 size_t n , 00114 size_t K , 00115 const CppAD::vector<size_t>& L , 00116 const CppAD::vector<size_t>& p , 00117 const CppAD::vector<size_t>& q , 00118 const CppAD::vector<CppAD::vectorBool>& pattern_jac_r , 00119 CppAD::vector<size_t>& I , 00120 CppAD::vector<size_t>& J , 00121 CppAD::vector< std::map<size_t,size_t> >& index_jac_g ) 00122 { 00123 using CppAD::vectorBool; 00124 size_t i, j, ij, k, ell; 00125 00126 CPPAD_ASSERT_UNKNOWN( K == L.size() ); 00127 CPPAD_ASSERT_UNKNOWN( K == p.size() ); 00128 CPPAD_ASSERT_UNKNOWN( K == q.size() ); 00129 CPPAD_ASSERT_UNKNOWN( K == pattern_jac_r.size() ); 00130 # ifndef NDEBUG 00131 for(k = 0; k < K; k++) 00132 { CPPAD_ASSERT_UNKNOWN( p[k] <= I.size() ); 00133 CPPAD_ASSERT_UNKNOWN( q[k] <= J.size() ); 00134 CPPAD_ASSERT_UNKNOWN( p[k]*q[k] == pattern_jac_r[k].size() ); 00135 } 00136 # endif 00137 // Now compute pattern for g 00138 // (use standard set representation because can be huge). 00139 CppAD::vector< std::set<size_t> > pattern_jac_g(m); 00140 for(k = 0; k < K; k++) for(ell = 0; ell < L[k]; ell++) 00141 { fg_info->index(k, ell, I, J); 00142 for(i = 0; i < p[k]; i++) if( I[i] != 0 ) 00143 { for(j = 0; j < q[k]; j++) 00144 { ij = i * q[k] + j; 00145 if( pattern_jac_r[k][ij] ) 00146 pattern_jac_g[I[i]-1].insert(J[j]); 00147 } 00148 } 00149 } 00150 00151 // Now compute the mapping from (i, j) in the Jacobian of g to the 00152 // corresponding index value used by Ipopt to represent the Jacobian. 00153 CPPAD_ASSERT_UNKNOWN( index_jac_g.size() == 0 ); 00154 index_jac_g.resize(m); 00155 std::set<size_t>::const_iterator itr; 00156 ell = 0; 00157 for(i = 0; i < m; i++) 00158 { for( itr = pattern_jac_g[i].begin(); 00159 itr != pattern_jac_g[i].end(); itr++) 00160 { 00161 index_jac_g[i][*itr] = ell++; 00162 } 00163 } 00164 return; 00165 } 00166 00167 // --------------------------------------------------------------------------- 00168 /*! \} */ 00169 } // end namespace cppad_ipopt 00170 // ---------------------------------------------------------------------------