added NonLinearSolvers and adapted cmake build system

git-svn-id: http://www.openflipper.org/svnrepo/CoMISo/trunk@54 1355f012-dd97-4b2f-ae87-10fa9f823a57

CoMISo/CMakeLists.txt

@@ -39,8 +39,43 @@ endif ()
 
 #added by CAT
 find_package (SUITESPARSE)
-if (NOT SUITESPARSE_FOUND )
-  message (FATAL_ERROR "SUITESPARSE not found!")
+if (SUITESPARSE_FOUND )
+  set (COMISO_SUITESPARSE_CONFIG_FILE_SETTINGS "#define COMISO_SUITESPARSE_AVAILABLE 1" )
+else ()
+  message (STATUS "SUITESPARSE not found!")
+  set (COMISO_SUITESPARSE_CONFIG_FILE_SETTINGS "#define COMISO_SUITESPARSE_AVAILABLE 0" )
+endif ()
+
+find_package (MPI)
+if (MPI_FOUND )
+  set (COMISO_MPI_CONFIG_FILE_SETTINGS "#define COMISO_MPI_AVAILABLE 1" )
+else ()
+  message (STATUS "MPI not found!")
+  set (COMISO_MPI_CONFIG_FILE_SETTINGS "#define COMISO_MPI_AVAILABLE 0" )
+endif ()
+
+find_package (PETSC)
+if (PETSC_FOUND )
+  set (COMISO_PETSC_CONFIG_FILE_SETTINGS "#define COMISO_PETSC_AVAILABLE 1" )
+else ()
+  message (STATUS "PETSC not found!")
+  set (COMISO_PETSC_CONFIG_FILE_SETTINGS "#define COMISO_PETSC_AVAILABLE 0" )
+endif ()
+
+find_package (TAO)
+if (TAO_FOUND )
+  set (COMISO_TAO_CONFIG_FILE_SETTINGS "#define COMISO_TAO_AVAILABLE 1" )
+else ()
+  message (STATUS "PETSC not found!")
+  set (COMISO_TAO_CONFIG_FILE_SETTINGS "#define COMISO_TAO_AVAILABLE 0" )
+endif ()
+
+find_package (IPOPT)
+if (IPOPT_FOUND )
+  set (COMISO_IPOPT_CONFIG_FILE_SETTINGS "#define COMISO_IPOPT_AVAILABLE 1" )
+else ()
+  message (STATUS "IPOPT not found!")
+  set (COMISO_IPOPT_CONFIG_FILE_SETTINGS "#define COMISO_IPOPT_AVAILABLE 0" )
 endif ()
 
 if( EXISTS "${CMAKE_SOURCE_DIR}/Examples/factored_solver/CMakeLists.txt" )
@@ -60,8 +95,6 @@ if( EXISTS "${CMAKE_SOURCE_DIR}/Examples/small_factored_example/CMakeLists.txt"
 	add_subdirectory (Examples/small_factored_example)
 endif()
 
-
-
 include_directories (
   ..
   ${CMAKE_CURRENT_SOURCE_DIR}
@@ -69,6 +102,10 @@ include_directories (
   ${Boost_INCLUDE_DIR}
   ${GMM_INCLUDE_DIR}
   ${SUITESPARSE_INCLUDE_DIRS}
+  ${MPI_INCLUDE_PATH}
+  ${PETSC_INCLUDE_DIRS}
+  ${TAO_INCLUDE_DIRS}
+  ${IPOPT_INCLUDE_DIR}
 )
 
 # generate dllexport macros on windows
@@ -79,12 +116,17 @@ endif ()
 
 link_directories (
   ${SUITESPARSE_LIBRARY_DIRS}
+#  ${MPI_LIBRARY_DIR}
+  ${PETSC_LIBRARY_DIR}
+  ${TAO_LIBRARY_DIR}
+  ${IPOPT_LIBRARY_DIR}
 )
 
 # source code directories
 set (directories 
   .
-  Solver 
+  Solver
+  NSolver
   Config
   Utils
   QtWidgets
@@ -142,26 +184,17 @@ else(NOT APPLE)
 	  ${QT_LIBRARIES}
 	  ${SUITESPARSE_LIBRARIES}
 	  ${BLAS_LIBRARIES}
+	  ${PETSC_LIBRARIES}
+	  ${TAO_LIBRARIES}
+	  ${MPI_LIBRARIES}
+	  ${IPOPT_LIBRARIES}
 	)
 endif(NOT APPLE)
 
 # display results
 acg_print_configure_header (COMISO "CoMISo")
 
-
-
-if ( SUITESPARSE_FOUND )
-  set (COMISO_SUITESPARSE_COFIG_FILE_SETTINGS "#define COMISO_ENABLE_SUITESPARSE" )
-else ()
-  set (COMISO_SUITESPARSE_COFIG_FILE_SETTINGS "#define COMISO_DISABLE_SUITESPARSE" )
-endif ()
-
-
-
-
-
-
-
+# write config file
 configure_file ("${CMAKE_CURRENT_SOURCE_DIR}/Config/config.hh.in"
      "${CMAKE_CURRENT_SOURCE_DIR}/Config/config.hh" @ONLY IMMEDIATE)
 

CoMISo/Config/config.hh.in

 // Build time dependencies for CoMiso
 
-@COMISO_SUITESPARSE_COFIG_FILE_SETTINGS@
+@COMISO_SUITESPARSE_CONFIG_FILE_SETTINGS@
+@COMISO_MPI_CONFIG_FILE_SETTINGS@
+@COMISO_PETSC_CONFIG_FILE_SETTINGS@
+@COMISO_TAO_CONFIG_FILE_SETTINGS@
+@COMISO_IPOPT_CONFIG_FILE_SETTINGS@
 
 
 

CoMISo/Examples/factored_solver/CMakeLists.txt

 include (ACGCommon)
 find_package(CoMISo)
+find_package(SUITESPARSE)
+find_package(MPI)
+
 
 include_directories (
   ..
@@ -7,9 +10,13 @@ include_directories (
   ${CMAKE_CURRENT_SOURCE_DIR}
   ${CMAKE_CURRENT_BINARY_DIR}
   ${COMISO_INCLUDE_DIR}
+  ${SUITESPARSE_INCLUDE_DIRS}
 )
 
 link_directories (
+  ${SUITESPARSE_LIBRARY_DIRS}
+  ${TAO_LIBRARY_DIR}
+  ${PETSC_LIBRARY_DIR}
 )
 
 # source code directories
@@ -33,8 +40,15 @@ else ()
   acg_add_executable (factored_solver ${sources} ${headers} )
 endif ()
 
+# enable rpath linking
+set_target_properties(factored_solver PROPERTIES INSTALL_RPATH_USE_LINK_PATH 1)
+
 target_link_libraries (factored_solver
   CoMISo
+  ${SUITESPARSE_LIBRARIES}
+  ${MPI_LIBRARY}
+  ${PETSC_LIBRARY}
+  ${TAO_LIBRARY}
 )
 
 if (APPLE)

CoMISo/Examples/quadratic_solver/CMakeLists.txt

 include (ACGCommon)
 find_package(CoMISo)
+find_package(SUITESPARSE)
+find_package(MPI)
 
 include_directories (
   ..
@@ -7,11 +9,13 @@ include_directories (
   ${CMAKE_CURRENT_SOURCE_DIR}
   ${CMAKE_CURRENT_BINARY_DIR}
   ${COMISO_INCLUDE_DIR}
+  ${SUITESPARSE_INCLUDE_DIRS}
 )
 
 link_directories (
- # ${CMAKE_CURRENT_BINARY_DIR}/Build/lib/CoMISo
-#/data/home1/zimmer/projects/ConstrainedSolver/package/CoMISo/build/Build/lib/CoMISo
+  ${SUITESPARSE_LIBRARY_DIRS}
+  ${TAO_LIBRARY_DIR}
+  ${PETSC_LIBRARY_DIR}
 )
 
 # source code directories
@@ -35,8 +39,15 @@ else ()
   acg_add_executable (quadratic_solver ${sources} ${headers} )
 endif ()
 
+# enable rpath linking
+set_target_properties(quadratic_solver PROPERTIES INSTALL_RPATH_USE_LINK_PATH 1)
+
 target_link_libraries (quadratic_solver
   CoMISo
+  ${SUITESPARSE_LIBRARIES}
+  ${MPI_LIBRARY}
+  ${PETSC_LIBRARY}
+  ${TAO_LIBRARY}
 )
 
 if (APPLE)
@@ -49,4 +60,3 @@ if (APPLE)
       MACOSX_BUNDLE_INFO_STRING "CoMISo quadratic_solver"
    )
 endif ()
-

CoMISo/Examples/small_factored_example/CMakeLists.txt

 include (ACGCommon)
 find_package(CoMISo)
+find_package(SUITESPARSE)
+find_package(MPI)
 
 include_directories (
   ..
@@ -7,9 +9,13 @@ include_directories (
   ${CMAKE_CURRENT_SOURCE_DIR}
   ${CMAKE_CURRENT_BINARY_DIR}
   ${COMISO_INCLUDE_DIR}
+  ${SUITESPARSE_INCLUDE_DIRS}
 )
 
 link_directories (
+  ${SUITESPARSE_LIBRARY_DIRS}
+  ${TAO_LIBRARY_DIR}
+  ${PETSC_LIBRARY_DIR}
 )
 
 # source code directories
@@ -33,8 +39,15 @@ else ()
   acg_add_executable (small_factored_solver ${sources} ${headers} )
 endif ()
 
+# enable rpath linking
+set_target_properties(small_factored_solver PROPERTIES INSTALL_RPATH_USE_LINK_PATH 1)
+
 target_link_libraries (small_factored_solver
   CoMISo
+  ${SUITESPARSE_LIBRARIES}
+  ${MPI_LIBRARY}
+  ${PETSC_LIBRARY}
+  ${TAO_LIBRARY}
 )
 
 if (APPLE)
@@ -48,3 +61,4 @@ if (APPLE)
    )
 endif ()
 
+

CoMISo/Examples/small_quadratic_example/CMakeLists.txt

 include (ACGCommon)
 find_package(CoMISo)
+find_package(SUITESPARSE)
+find_package(MPI)
 
 include_directories (
   ..
@@ -7,9 +9,13 @@ include_directories (
   ${CMAKE_CURRENT_SOURCE_DIR}
   ${CMAKE_CURRENT_BINARY_DIR}
   ${COMISO_INCLUDE_DIR}
+  ${SUITESPARSE_INCLUDE_DIRS}
 )
 
 link_directories (
+  ${SUITESPARSE_LIBRARY_DIRS}
+  ${TAO_LIBRARY_DIR}
+  ${PETSC_LIBRARY_DIR}
 )
 
 # source code directories
@@ -33,8 +39,15 @@ else ()
   acg_add_executable (small_quadratic_solver ${sources} ${headers} )
 endif ()
 
+# enable rpath linking
+set_target_properties(small_quadratic_solver PROPERTIES INSTALL_RPATH_USE_LINK_PATH 1)
+
 target_link_libraries (small_quadratic_solver
   CoMISo
+  ${SUITESPARSE_LIBRARIES}
+  ${MPI_LIBRARY}
+  ${PETSC_LIBRARY}
+  ${TAO_LIBRARY}
 )
 
 if (APPLE)
@@ -48,3 +61,4 @@ if (APPLE)
    )
 endif ()
 
+

CoMISo/NSolver/LinearConstraintHandlerElimination.cc

+//=============================================================================
+//
+//  CLASS LinearConstraintHandlerElimination - IMPLEMENTATION TEMPLATES
+//
+//=============================================================================
+
+
+
+//== INCLUDES =================================================================
+
+#include "LinearConstraintHandlerElimination.hh"
+
+//== NAMESPACES ===============================================================
+
+namespace ACG {
+
+//== IMPLEMENTATION ==========================================================
+
+
+void
+LinearConstraintHandlerElimination::
+initialize_identity(int _n)
+{
+  n_ = _n;
+  n_red_ = _n;
+  m_ = 0;
+  b_.resize(n_);
+  gmm::resize(C_, n_, n_);
+  gmm::resize(Ct_, n_, n_);
+  gmm::clear(C_);
+  gmm::clear(Ct_);
+  for(int i=0; i<n_; ++i)
+  {
+    b_[i] = 0.0;
+    Ct_(i,i) = 1.0;
+    C_(i,i) = 1.0;
+  }
+}
+
+//-----------------------------------------------------------------------------
+
+void
+LinearConstraintHandlerElimination::
+initialize( const std::vector<double>& _c)
+{
+ if( _c.size() )
+   initialize( (double*) &(_c[0]));
+}
+
+
+//-----------------------------------------------------------------------------
+
+
+void
+LinearConstraintHandlerElimination::
+initialize( double* _c)
+{
+  // TODO
+}
+
+//-----------------------------------------------------------------------------
+
+void
+LinearConstraintHandlerElimination::
+transform_x( const std::vector<double>& _x, std::vector<double>& _xC)
+{
+  _xC.resize(n_red_);
+  if( _x.size() && _xC.size())
+    transform_x((double*)&(_x[0]), &(_xC[0]));
+}
+
+
+//-----------------------------------------------------------------------------
+
+
+void
+LinearConstraintHandlerElimination::
+transform_x( double* _x, double* _xC)
+{
+  // directly exploit orthogonality of QR-factorization
+  // _xC = Ct_*(_x-b_)
+
+  Vtemp_.resize(n_);
+  gmm::add(VectorPT(_x,n_), gmm::scaled(b_,-1.0), Vtemp_);
+  gmm::mult(Ct_,Vtemp_, VectorPT(_xC,n_red_));
+
+  //  // set up least squares problem
+//  // Ct (_x - b_) = CtC _xC
+//
+//  Vtemp_.resize(n_);
+//  Vtemp2_.resize(n_red_);
+//  gmm::add(VectorPT(_x,n_), gmm::scaled(b_,-1.0), Vtemp_);
+//  gmm::mult(Ct_,Vtemp_, Vtemp2_);
+//
+//  // solve least squares problem
+//  if( n_red_)
+//    chol_CtC_.solve(_xC, (double*)(&(Vtemp2_[0])));
+}
+
+
+//-----------------------------------------------------------------------------
+
+
+void
+LinearConstraintHandlerElimination::
+inv_transform_x( const std::vector<double>& _xC, std::vector<double>& _x)
+{
+  _x.resize(n_);
+  if( _x.size())
+    inv_transform_x( (double*)&(_xC[0]), &(_x[0]));
+}
+
+
+//-----------------------------------------------------------------------------
+
+
+void
+LinearConstraintHandlerElimination::
+inv_transform_x( double* _xC, double* _x)
+{
+  gmm::copy(b_, VectorPT(_x, n_));
+  gmm::mult_add(C_, VectorPT(_xC, n_red_), VectorPT(_x, n_));
+}
+
+
+//-----------------------------------------------------------------------------
+
+
+void
+LinearConstraintHandlerElimination::
+transform_gradient( const std::vector<double>& _g, std::vector<double>& _gC)
+{
+  _gC.resize(n_red_);
+  if( _g.size() && _gC.size())
+    transform_gradient( (double*)&(_g[0]), &(_gC[0]));
+}
+
+
+//-----------------------------------------------------------------------------
+
+
+void
+LinearConstraintHandlerElimination::
+transform_gradient( double* _g, double* _gC)
+{
+  gmm::mult( Ct_, VectorPT(_g, n_), VectorPT(_gC, n_red_));
+}
+
+
+//-----------------------------------------------------------------------------
+
+
+void
+LinearConstraintHandlerElimination::
+transform_hessian( const RMatrix& _H, RMatrix& _HC)
+{
+  // resize and clear matrix
+  gmm::resize(_HC, n_red_, n_red_);
+  gmm::clear(_HC);
+
+  gmm::resize(Mtemp_, n_, n_red_);
+  gmm::mult(_H,C_, Mtemp_);
+  gmm::mult(Ct_, Mtemp_, _HC);
+}
+
+
+//-----------------------------------------------------------------------------
+
+
+//=============================================================================
+} // namespace ACG
+//=============================================================================

CoMISo/NSolver/LinearConstraintHandlerElimination.hh

+//=============================================================================
+//
+//  CLASS LinearConstraintHandlerElimination
+//
+//=============================================================================
+
+
+#ifndef ACG_LINEARCONSTRAINTHANDLERELIMINATION_HH
+#define ACG_LINEARCONSTRAINTHANDLERELIMINATION_HH
+
+
+//== INCLUDES =================================================================
+
+#include <iostream>
+#include <gmm/gmm.h>
+
+//== FORWARDDECLARATIONS ======================================================
+
+//== NAMESPACES ===============================================================
+
+namespace ACG {
+
+//== CLASS DEFINITION =========================================================
+
+
+
+	      
+/** \class LinearConstraintHandler LinearConstraintHandler.hh <ACG/.../LinearConstraintHandler.hh>
+
+    Brief Description.
+  
+    A more elaborate description follows.
+*/
+
+
+class LinearConstraintHandlerElimination
+{
+public:
+   
+  typedef gmm::col_matrix< gmm::wsvector< double> > CMatrix;
+  typedef gmm::row_matrix< gmm::wsvector< double> > RMatrix;
+
+  // use c-arrays as vectors for gmm
+  typedef gmm::array1D_reference<double*> VectorPT;
+
+  /// Constructor
+  LinearConstraintHandlerElimination() {initialize_identity(0);}
+
+  // initialize Constructor
+  template<class MatrixT, class VectorT>
+  LinearConstraintHandlerElimination( const MatrixT& _C, const VectorT& _c)
+  {initialize(_C, _c); }
+
+ 
+  /// Destructor
+  ~LinearConstraintHandlerElimination() {}
+
+  // number of variables
+  int n() {return n_;}
+  // number of reduced variables (after elimination)
+  int n_reduced() {return n_red_;}
+  // number of linearly independent constraints (n-n_reduced)
+  int n_constraints() { return m_;}
+
+  // initialize new constraints
+  template<class MatrixT, class VectorT>
+  void initialize( const MatrixT& _C, const VectorT& _c);
+
+  // no constraints
+  void initialize_identity(int _n);
+
+  // initialize new constraints rhs only
+  void initialize( const std::vector<double>& _c);
+  void initialize( double* _c);
+
+  // transform x vector (least squares solution, fulfilling the constraints)
+  void transform_x( const std::vector<double>& _x, std::vector<double>& _xC);
+  void transform_x( double* _x, double* _xC);
+
+  // inverse transform x ( x_reduced -> x)
+  void inv_transform_x( const std::vector<double>& _xC, std::vector<double>& _x);
+  void inv_transform_x( double* _xC, double* _x);
+
+  // transform gradient
+  void transform_gradient( const std::vector<double>& _g, std::vector<double>& _gC);
+  void transform_gradient( double* _g, double* _gC);
+
+  // transform hessian
+  void transform_hessian( const RMatrix& _H, RMatrix& _HC);
+
+private:
+  
+  // Constraints in basis transformation form x_orig = b_ + C_*x_reduced
+  // notice that C_ is a basis of the nullspace of the constraints
+  RMatrix             C_;
+  RMatrix             Ct_;
+  std::vector<double> b_;
+
+  // number of variables
+  int n_;
+  // number of constraints (linear independent)
+  int m_;
+  // number of reduced variables
+  int n_red_;
+
+  // temp matrix to transform hessian and temp vectors
+  RMatrix             Mtemp_;
+  std::vector<double> Vtemp_;
+};
+
+//=============================================================================
+} // namespace ACG
+//=============================================================================
+#if defined(INCLUDE_TEMPLATES) && !defined(ACG_LINEARCONSTRAINTHANDLERELIMINATION_C)
+#define ACG_LINEARCONSTRAINTHANDLERELIMINATION_TEMPLATES
+#include "LinearConstraintHandlerEliminationT.cc"
+#endif
+//=============================================================================
+#endif // ACG_LINEARCONSTRAINTHANDLERELIMINATION_HH defined
+//=============================================================================
+

CoMISo/NSolver/LinearConstraintHandlerEliminationT.cc

+//=============================================================================
+//
+//  CLASS LinearConstraintHandlerElimination - IMPLEMENTATION
+//
+//=============================================================================
+
+#define ACG_LINEARCONSTRAINTHANDLERELIMINATION_C
+
+//== INCLUDES =================================================================
+
+#include "LinearConstraintHandlerElimination.hh"
+#include <CoMISo/Solver/SparseQRSolver.hh>
+
+//== NAMESPACES ===============================================================
+
+namespace ACG {
+
+//== IMPLEMENTATION ==========================================================
+
+template<class MatrixT, class VectorT>
+void
+LinearConstraintHandlerElimination::
+initialize( const MatrixT& _C, const VectorT& _c)
+{
+  // no constraints?
+  if( gmm::mat_nrows(_C) == 0)
+  {