BarrierFunction.hpp

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/*
 * $Id: BarrierFunction.hpp 135 2013-06-29 15:09:42Z jdl3 $
 * Copyright (C) 2013 John D Lamb
 *
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 2 of the License, or (at
 * your option) any later version.
 * 
 * This program 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
 * General Public License for more details.
 * 
 * You should have received a copy of the GNU General Public License
 * along with this program; if not, write to the Free Software
 * Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
 */

#ifndef IPO_DETAIL_BARRIERFUNCTION_HPP
#define IPO_DETAIL_BARRIERFUNCTION_HPP

#include"../Model.hpp"
#include"../../ipo_function/DerivativesEstimates.hpp"

namespace ipo {
  namespace detail {
    class BarrierFunction : public ipo_function::Function,
                public ipo_function::DerivativesEstimates {
    public:
      enum class Sign { positive,  negative  };
      BarrierFunction( Model& model, Sign const sign = Sign::positive,
               double const t = 0.1 );
      virtual double operator()( gsl::vector const& vector );
      virtual gsl::vector gradient( gsl::vector const& vector );
      virtual gsl::matrix hessian( gsl::vector const& vector );
      virtual gsl::vector gradient(){ return DerivativesEstimates::gradient(); }
      virtual gsl::matrix hessian(){ return DerivativesEstimates::hessian(); }
      void set_t( double const t );
      double get_t() const;
      virtual void setVector( gsl::vector const& vector );
    protected:
      void initialiseResultFromObjective( gsl::vector& subvector, bool const simul = false );
      void updateResultFromConstraint( Constraint& constraint, gsl::vector& subvector,
                       double const& lowerBound, double const& functionValue,
                       double const& upperBound );
      void updateResultFromVariable( std::map<Variable,size_t>::value_type& entry,
                     gsl::vector const& vector );
      gsl::vector initialiseGradientFromObjective( gsl::vector& subvector,
                           bool const simul = false );
      gsl::vector updateGradientFromConstraint( size_t const constraintIndex,
                        gsl::vector& subvector, double const& lowerBound,
                        double const& functionValue,
                        double const& upperBound,
                        bool const simul = false );
      void updateGradientFromVariable( std::map<Variable,size_t>::value_type& entry,
                       gsl::vector const& vector );
      void initialiseHessianFromObjective( gsl::vector& subvector, bool const simul = false );
      void updateHessianFromConstraint( size_t const constraintIndex,
                    gsl::vector& subvector, double const& lowerBound,
                    double const& functionValue,
                    double const& upperBound, gsl::vector& gradient,
                    bool const simul = false );
      void updateHessianFromVariable( std::map<Variable,size_t>::value_type& entry,
                      gsl::vector const& vector );
      Model& model;
      Sign const sign;
      double t;
    };

  }
}

#endif