nmrFminSolver.h

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/* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-    */
/* ex: set filetype=cpp softtabstop=4 shiftwidth=4 tabstop=4 cindent expandtab: */

/*
  
  Author(s):    Ankur Kapoor
  Created on: 2004-10-26

  (C) Copyright 2004-2007 Johns Hopkins University (JHU), All Rights
  Reserved.

--- begin cisst license - do not edit ---

This software is provided "as is" under an open source license, with
no warranty.  The complete license can be found in license.txt and
http://www.cisst.org/cisst/license.txt.

--- end cisst license ---
*/


#ifndef _nmrFminSolver_h
#define _nmrFminSolver_h


#include <cisstVector/vctDynamicMatrix.h>
#include <cisstNumerical/nmrCallBack.h>

#include <cnetlib.h>
#include <string.h>

class nmrFminSolver {
    // we have this class so that we reserve memory only one
    // would help if svd of a same size matrix (or a matrix)
    // that doesnt change much is desired.
    
protected:
    struct O8USERFUNC UserFn;
    struct O8USERCONFIG UserCfg;
    CISSTNETLIB_INTEGER N, NLin, NNonLin, NIter, NStep;
    
public:
    nmrFminSolver(void)
    {
        Allocate(0, 0, 0, 4000, 20);
    }
    
    
    nmrFminSolver(CISSTNETLIB_INTEGER n, CISSTNETLIB_INTEGER nlin, CISSTNETLIB_INTEGER nnonlin, CISSTNETLIB_INTEGER niter, CISSTNETLIB_INTEGER nstep)
    {
        Allocate(n, nlin, nnonlin, niter, nstep);
    }
    
    ~nmrFminSolver()
    {
        donlp2_memory_free();
    }
    inline void Allocate(CISSTNETLIB_INTEGER n, CISSTNETLIB_INTEGER nlin, CISSTNETLIB_INTEGER nnonlin, CISSTNETLIB_INTEGER niter, CISSTNETLIB_INTEGER nstep)
    {
        memset (&UserFn, 0, sizeof(struct O8USERFUNC));
        donlp2_init_size(n, nlin, nnonlin, niter, nstep);
        donlp2_memory_malloc();
        N = n; NLin = nlin; NNonLin = nnonlin; NIter = niter; NStep = nstep;
    }

    inline struct O8USERCONFIG & GetOptions(void) {
        donlp2_getoptions(&UserCfg);
        return this->UserCfg;
    }

    inline void SetOptions(struct O8USERCONFIG & userCfg) {
        memcpy (&UserCfg, &userCfg, sizeof(struct O8USERCONFIG));
        donlp2_setoptions(&UserCfg);
    }
    
    inline void PrintOptions(void) {
        donlp2_printoptions(stderr);
    }

    template <int __instanceLine, class __elementType>
    inline void Solve(nmrCallBackFunctionF1<__instanceLine, __elementType> &callBack, vctDynamicVector<CISSTNETLIB_DOUBLE> &X) 
        throw (std::runtime_error) {
        if (N+1 != static_cast<CISSTNETLIB_INTEGER>(X.size())) {
            cmnThrow(std::runtime_error("nmrFminSolver Solve: Size used for Allocate was different"));
        }
        /* set the user functions */
        UserFn.user_ef = callBack.FunctionFdonlp2;
        donlp2_setuserfunctions(&UserFn);
        donlp2_setuserinit(X.Pointer(), NULL, NULL, NULL);
        /* call the DONLP2 C function */
        donlp2();
        CISSTNETLIB_DOUBLE fx;
        donlp2_getresult(X.Pointer(), &fx);
    }
    
    template <int __instanceLine, class __elementType>
    inline void Solve(nmrCallBackFunctionF1<__instanceLine, __elementType> &callBack, vctDynamicVector<CISSTNETLIB_DOUBLE> &X,
                      vctDynamicVector<CISSTNETLIB_DOUBLE> &lbound, vctDynamicVector<CISSTNETLIB_DOUBLE> &ubound,
                      vctDynamicMatrix<CISSTNETLIB_DOUBLE> &alin) 
        throw (std::runtime_error) {
        if (N+1 != static_cast<CISSTNETLIB_INTEGER>(X.size())) {
            cmnThrow(std::runtime_error("nmrFminSolver Solve: Size used for Allocate was different"));
        }
        /* set the user functions */
        UserFn.user_ef = callBack.FunctionFdonlp2;
        donlp2_setuserfunctions(&UserFn);
        vctDynamicVector<CISSTNETLIB_DOUBLE*> alinRowPointers;
        alinRowPointers.SetSize(alin.rows());
        for (unsigned int i = 0; i < alin.rows(); i++) {
            alinRowPointers(i) = alin.Row(i).Pointer();
        }
        donlp2_setuserinit(X.Pointer(), lbound.Pointer(), ubound.Pointer(), alinRowPointers.Pointer());
        /* call the DONLP2 C function */
        donlp2();
        CISSTNETLIB_DOUBLE fx;
        donlp2_getresult(X.Pointer(), &fx);
    }
    
    template <int __instanceLineF, class __elementTypeF, int __instanceLineC, class __elementTypeC>
    inline void Solve(nmrCallBackFunctionF1<__instanceLineF, __elementTypeF> &callBackF, vctDynamicVector<CISSTNETLIB_DOUBLE> &X,
                      nmrCallBackFunctionC<__instanceLineC, __elementTypeC> &callBackC,
                      vctDynamicVector<CISSTNETLIB_DOUBLE> &lbound, vctDynamicVector<CISSTNETLIB_DOUBLE> &ubound)
        throw (std::runtime_error) {
        if (N+1 != static_cast<CISSTNETLIB_INTEGER>(X.size())) {
            cmnThrow(std::runtime_error("nmrFminSolver Solve: Size used for Allocate was different"));
        }
        /* set the user functions */
        UserFn.user_ef = callBackF.FunctionFdonlp2;
        UserFn.user_econ = callBackC.FunctionFdonlp2;
        donlp2_setuserfunctions(&UserFn);
        donlp2_setuserinit(X.Pointer(), lbound.Pointer(), ubound.Pointer(), NULL);
        /* call the DONLP2 C function */
        donlp2();
        CISSTNETLIB_DOUBLE fx;
        donlp2_getresult(X.Pointer(), &fx);
    }
    
    template <int __instanceLineF, class __elementTypeF, int __instanceLineC, class __elementTypeC>
    inline void Solve(nmrCallBackFunctionF1<__instanceLineF, __elementTypeF> &callBackF, vctDynamicVector<CISSTNETLIB_DOUBLE> &X,
                      nmrCallBackFunctionC<__instanceLineC, __elementTypeC> &callBackC,
                      vctDynamicVector<CISSTNETLIB_DOUBLE> &lbound, vctDynamicVector<CISSTNETLIB_DOUBLE> &ubound,
                      vctDynamicMatrix<CISSTNETLIB_DOUBLE> &alin)
        //              vctDynamicMatrix<CISSTNETLIB_DOUBLE> &alin)
        throw (std::runtime_error) {
        if (N+1 != static_cast<CISSTNETLIB_INTEGER>(X.size())) {
            cmnThrow(std::runtime_error("nmrFminSolver Solve: Size used for Allocate was different"));
        }
        /* set the user functions */
        UserFn.user_ef = callBackF.FunctionFdonlp2;
        UserFn.user_econ = callBackC.FunctionFdonlp2;
        donlp2_setuserfunctions(&UserFn);
        vctDynamicVector<CISSTNETLIB_DOUBLE*> alinRowPointers;
        alinRowPointers.SetSize(alin.rows());
        for (unsigned int i = 0; i < alin.rows(); i++) {
            alinRowPointers(i) = alin.Row(i).Pointer();
        }
        donlp2_setuserinit(X.Pointer(), lbound.Pointer(), ubound.Pointer(), alinRowPointers.Pointer());
        //donlp2_setuserinit(X.Pointer(), lbound.Pointer(), ubound.Pointer(), alina);
        /* call the DONLP2 C function */
        donlp2();
        CISSTNETLIB_DOUBLE fx;
        donlp2_getresult(X.Pointer(), &fx);
    }
    
    inline void Solve(void (*efFunctionPointer)(CISSTNETLIB_INTEGER,CISSTNETLIB_DOUBLE[],CISSTNETLIB_DOUBLE*),
                      vctDynamicVector<CISSTNETLIB_DOUBLE> &X, 
                      void (*econFunctionPointer)(CISSTNETLIB_INTEGER,CISSTNETLIB_INTEGER,CISSTNETLIB_INTEGER,CISSTNETLIB_INTEGER[],CISSTNETLIB_DOUBLE[],CISSTNETLIB_DOUBLE[],CISSTNETLIB_INTEGER[]),
                      vctDynamicVector<CISSTNETLIB_DOUBLE> &lbound,
                      vctDynamicVector<CISSTNETLIB_DOUBLE> &ubound,
                      vctDynamicMatrix<CISSTNETLIB_DOUBLE> &alin) throw (std::runtime_error) {
        if (N+1 != static_cast<CISSTNETLIB_INTEGER>(X.size())) {
            cmnThrow(std::runtime_error("nmrFminSolver Solve: Size used for Allocate was different"));
        }
        UserFn.user_ef = efFunctionPointer;
        UserFn.user_econ = econFunctionPointer;
        donlp2_setuserfunctions(&UserFn);
        vctDynamicVector<CISSTNETLIB_DOUBLE*> alinRowPointers;
        alinRowPointers.SetSize(alin.rows());
        for (unsigned int i = 0; i < alin.rows(); i++) {
            alinRowPointers(i) = alin.Row(i).Pointer();
        }
        donlp2_setuserinit(X.Pointer(), lbound.Pointer(), ubound.Pointer(), alinRowPointers.Pointer());
        //donlp2_setuserinit(X.Pointer(), lbound.Pointer(), ubound.Pointer(), NULL);
        /* call the DONLP2 C function */
        donlp2();
        CISSTNETLIB_DOUBLE fx;
        donlp2_getresult(X.Pointer(), &fx);
    }
    
#if 0
    template <int __instanceLineF, class __elementTypeF, int __instanceLineG, class __elementTypeG,
              int __instanceLineC, class __elementTypeC, int __instanceLineCG, class __elementTypeCG>
    inline void Solve(nmrCallBackFunctionF1<__instanceLineF, __elementTypeF> &callBackF, vctDynamicVector<CISSTNETLIB_DOUBLE> &X,
                      nmrCallBackFunctionF<__instanceLineG, __elementTypeG> &callBackG,
                      nmrCallBackFunctionC<__instanceLineC, __elementTypeC> &callBackC,
                      nmrCallBackFunctionCG<__instanceLineCG, __elementTypeCG> &callBackCG,
                      vctDynamicVector<CISSTNETLIB_DOUBLE> &Lb,
                      vctDynamicVector<CISSTNETLIB_DOUBLE> &Ub,
                      vctDynamicVector<CISSTNETLIB_DOUBLE> &ALin) 
        throw (std::runtime_error) {
        if (N != static_cast<CISSTNETLIB_INTEGER>(X.size())) {
            cmnThrow(std::runtime_error("nmrFminSolver Solve: Size used for Allocate was different"));
        }
        /* set the user functions */
        UserFn.user_ef = callBackF.FunctionFdonlp2;
        UserFn.user_egradf = callBackG.FunctionFdonlp2;
        UserFn.user_econ = callBackC.FunctionFdonlp2;
        UserFn.user_econgrad = callBackCG.FunctionFdonlp2;
        donlp2_setuserfunctions(&UserFn);
        donlp2_setuserinit(X.Pointer, Lb.Pointer(), Ub.Pointer(), ALin.Pointer());
        donlp2();
        /* call the DONLP2 C function */
    }
#endif
};

#endif // _nmrFminSolver_h