optimization_system.h

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// The libMesh Finite Element Library.
// Copyright (C) 2002-2018 Benjamin S. Kirk, John W. Peterson, Roy H. Stogner

// This library is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 2.1 of the License, or (at your option) any later version.

// This library is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
// Lesser General Public License for more details.

// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA



#ifndef LIBMESH_OPTIMIZATION_SYSTEM_H
#define LIBMESH_OPTIMIZATION_SYSTEM_H

// Local Includes
#include "libmesh/implicit_system.h"

// C++ includes

namespace libMesh
{


// Forward declarations
template<typename T> class OptimizationSolver;


class OptimizationSystem : public ImplicitSystem
{
public:

  OptimizationSystem (EquationSystems & es,
                      const std::string & name,
                      const unsigned int number);

  virtual ~OptimizationSystem ();

  typedef OptimizationSystem sys_type;

  typedef ImplicitSystem Parent;

  class ComputeObjective
  {
  public:
    virtual ~ComputeObjective () {}

    virtual Number objective (const NumericVector<Number> & X,
                              sys_type & S) = 0;
  };


  class ComputeGradient
  {
  public:
    virtual ~ComputeGradient () {}

    virtual void gradient (const NumericVector<Number> & X,
                           NumericVector<Number> & grad_f,
                           sys_type & S) = 0;
  };


  class ComputeHessian
  {
  public:
    virtual ~ComputeHessian () {}

    virtual void hessian (const NumericVector<Number> & X,
                          SparseMatrix<Number> & H_f,
                          sys_type & S) = 0;
  };

  class ComputeEqualityConstraints
  {
  public:
    virtual ~ComputeEqualityConstraints () {}

    virtual void equality_constraints (const NumericVector<Number> & X,
                                       NumericVector<Number> & C_eq,
                                       sys_type & S) = 0;
  };

  class ComputeEqualityConstraintsJacobian
  {
  public:
    virtual ~ComputeEqualityConstraintsJacobian () {}

    virtual void equality_constraints_jacobian (const NumericVector<Number> & X,
                                                SparseMatrix<Number> & C_eq_jac,
                                                sys_type & S) = 0;
  };

  class ComputeInequalityConstraints
  {
  public:
    virtual ~ComputeInequalityConstraints () {}

    virtual void inequality_constraints (const NumericVector<Number> & X,
                                         NumericVector<Number> & C_ineq,
                                         sys_type & S) = 0;
  };

  class ComputeInequalityConstraintsJacobian
  {
  public:
    virtual ~ComputeInequalityConstraintsJacobian () {}

    virtual void inequality_constraints_jacobian (const NumericVector<Number> & X,
                                                  SparseMatrix<Number> & C_ineq_jac,
                                                  sys_type & S) = 0;
  };

  class ComputeLowerAndUpperBounds
  {
  public:
    virtual ~ComputeLowerAndUpperBounds () {}

    virtual void lower_and_upper_bounds (sys_type & S) = 0;
  };

  sys_type & system () { return *this; }

  virtual void clear () override;

  virtual void init_data () override;

  virtual void reinit () override;

  virtual void solve () override;

  void initialize_equality_constraints_storage(const std::vector<std::set<numeric_index_type>> & constraint_jac_sparsity);

  void initialize_inequality_constraints_storage(const std::vector<std::set<numeric_index_type>> & constraint_jac_sparsity);

  virtual std::string system_type () const override { return "Optimization"; }

  std::unique_ptr<OptimizationSolver<Number>> optimization_solver;

  std::unique_ptr<NumericVector<Number>> C_eq;

  std::unique_ptr<SparseMatrix<Number>> C_eq_jac;

  std::unique_ptr<NumericVector<Number>> C_ineq;

  std::unique_ptr<SparseMatrix<Number>> C_ineq_jac;

  std::unique_ptr<NumericVector<Number>> lambda_eq;
  std::unique_ptr<NumericVector<Number>> lambda_ineq;

  std::vector<std::set<numeric_index_type>> eq_constraint_jac_sparsity;
  std::vector<std::set<numeric_index_type>> ineq_constraint_jac_sparsity;
};

} // namespace libMesh

#endif // LIBMESH_OPTIMIZATION_SYSTEM_H