added FiniteElementLogBarrier

CMakeLists.txt

@@ -508,6 +508,9 @@ if (COMISO_BUILD_EXAMPLES )
   if( EXISTS "${CMAKE_SOURCE_DIR}/Examples/small_AQP/CMakeLists.txt" )
 	add_subdirectory (Examples/small_AQP)
   endif()
+  if( EXISTS "${CMAKE_SOURCE_DIR}/Examples/finite_element_integrability_problem/CMakeLists.txt" )
+	add_subdirectory (Examples/finite_element_integrability_problem)
+  endif()
   
 endif (COMISO_BUILD_EXAMPLES )
 

NSolver/FiniteElementLogBarrier.hh

+//=============================================================================
+//
+//  CLASS FiniteElementLogBarrier
+//
+//=============================================================================
+
+
+#ifndef COMISO_FINITEELEMENTLOGBARRIER_HH
+#define COMISO_FINITEELEMENTLOGBARRIER_HH
+
+
+//== INCLUDES =================================================================
+
+#include <CoMISo/Config/CoMISoDefines.hh>
+#include "NProblemInterface.hh"
+
+
+//== FORWARDDECLARATIONS ======================================================
+
+//== NAMESPACES ===============================================================
+
+namespace COMISO { 
+
+//== CLASS DEFINITION =========================================================
+
+	      
+/** \class FiniteElementLogBarrierLowerBound
+
+    Implements function of the type f(x) = -c1*log(x-c0) with constants (c0,c1)
+  
+    A more elaborate description follows.
+*/
+
+class FiniteElementLogBarrierLowerBound
+{
+public:
+
+  // define dimensions
+  const static int NV = 1;
+  const static int NC = 2;
+
+  typedef Eigen::Matrix<size_t,NV,1> VecI;
+  typedef Eigen::Matrix<double,NV,1> VecV;
+  typedef Eigen::Matrix<double,NC,1> VecC;
+  typedef Eigen::Triplet<double> Triplet;
+
+  inline double eval_f       (const VecV& _x, const VecC& _c) const
+  {
+    return -_c[1]*std::log(_x[0]-_c[0]);
+  }
+
+  inline void   eval_gradient(const VecV& _x, const VecC& _c, VecV& _g) const
+  {
+    _g[0] = -_c[1]/(_x[0]-_c[0]);
+  }
+
+  inline void   eval_hessian (const VecV& _x, const VecC& _c, std::vector<Triplet>& _triplets) const
+  {
+    _triplets.clear();
+    _triplets.push_back(Triplet(0,0,_c[1]/std::pow(_x[0]-_c[0],2)));
+  }
+
+  inline double max_feasible_step(const VecV& _x, const VecV& _v, const VecC& _c)
+  {
+    if(_v[0] >=0.0)
+      return DBL_MAX;
+    else
+      return 0.999*(_c[0]-_x[0])/_v[0];
+  }
+
+};
+
+/** \class FiniteElementLogBarrierUpperBound
+
+    Implements function of the type f(x) = -c1*log(c0-x) with constants (c0,c1)
+
+    A more elaborate description follows.
+*/
+
+
+class FiniteElementLogBarrierUpperBound
+{
+public:
+
+  // define dimensions
+  const static int NV = 1;
+  const static int NC = 2;
+
+  typedef Eigen::Matrix<size_t,NV,1> VecI;
+  typedef Eigen::Matrix<double,NV,1> VecV;
+  typedef Eigen::Matrix<double,NC,1> VecC;
+  typedef Eigen::Triplet<double> Triplet;
+
+  inline double eval_f       (const VecV& _x, const VecC& _c) const
+  {
+    return -_c[1]*std::log(_c[0]-_x[0]);
+  }
+
+  inline void   eval_gradient(const VecV& _x, const VecC& _c, VecV& _g) const
+  {
+    _g[0] = _c[1]/(_c[0]-_x[0]);
+  }
+
+  inline void   eval_hessian (const VecV& _x, const VecC& _c, std::vector<Triplet>& _triplets) const
+  {
+    _triplets.clear();
+    _triplets.push_back(Triplet(0,0,_c[1]/std::pow(_c[0]-_x[0],2)));
+  }
+
+  inline double max_feasible_step(const VecV& _x, const VecV& _v, const VecC& _c)
+  {
+    if(_v[0] <=0.0)
+      return DBL_MAX;
+    else
+      return 0.999*(_c[0]-_x[0])/_v[0];
+  }
+
+};
+
+
+//=============================================================================
+} // namespace COMISO
+//=============================================================================
+#endif // COMISO_FINITEELEMENTLOGBARRIER_HH defined
+//=============================================================================
+

NSolver/IPOPTSolver.hh

@@ -104,6 +104,8 @@ public:
   // access the ipopt-application (for setting parameters etc.)
   // examples: app().Options()->SetIntegerValue("max_iter", 100);
   //           app().Options()->SetStringValue("derivative_test", "second-order");
+  //           app().Options()->SetStringValue("hessian_approximation", "limited-memory");
+
   Ipopt::IpoptApplication& app() {return (*app_); }