NICE_Optimization/Constraints.h

//////////////////////////////////////////////////////////////////////
//
//	Constraints.h: interface of the Constaints class.
//
//	Written By: Matthias Wacker
//
//////////////////////////////////////////////////////////////////////

#ifndef _CONSTRAINTS_H_
#define _CONSTRAINTS_H_


#include "core/optimization/blackbox/Definitions_core_opt.h"
namespace opt=OPTIMIZATION;

/*!
    class Abstract base class for all constraints. 
*/

class Constraints  
{
	public:
		typedef OPTIMIZATION::matrix_type matrix_type;


		/*!
			default constructor
		*/
		Constraints();

	     /*!
            Constructor.
			\param numOfParameters
			\param numOfConstraints
         */
		Constraints(unsigned int numOfParameters, unsigned int numOfConstraints);
        
		/*
			Copy constructor
			\param con the constraint to copy
		*/
		Constraints(const Constraints &con);

        /*!
            Destructor.
         */
        virtual ~Constraints();

		/*!
			get Number of Parameters
			
			  \return the number of parameters
		*/
		inline unsigned int getNumOfParameters(){return m_numOfParameters;};

		/*!
			get Number of Constraints

			\return the number of Constraints
		*/
		inline unsigned int getNumOfConstraints(){return m_numOfConstraints;};
		

		/*!
			do the constraints provide analytic gradient computation?
			
			\return true if they do
		*/
		inline bool hasAnalyticGradient(){return m_hasAnalyticGradient;};

		/*!
			get the analytic gradient
			  \param x =^ position
			  \return matrix_type =[gradConstraint(i,j)]_{i,j=(0,0)}^{(m_numOfParameters,m_numOfConstraints)}
			
							where
								(i,j) indicates the i-th component
								of the j-th Constraint
		*/
		virtual const matrix_type getAnalyticGradient(const matrix_type &x);
		
		/*!
			do the constraints provide analytic hessian computation?
			
			  \return true if they do
		*/		
		inline bool hasAnalyticHessian(){return m_hasAnalyticHessian;};

		/*!
			get the analytic hessian(s)
			
			  \param x =^ position
			  \return matrix_type =[hessianConstraint(i,j)]_{i,j=(0,0)}^{(m_numOfParameters, 
																		 m_numOfParameters * m_numOfConstraints)}
			
							where
								(i,j) indicates the (i,[j%m_numOfConstraints])-th component
								of the Hessian of the ground(j/m_numOfConstraints)-th Constraint
								where gound means cuttung the number after '.'

			example:

			2 dimensional parameters
			3 constraints
			
			  return= [H_1(i,j),			H_2(i,j),			H_3(i,j)], 
			  
					where H_v are matrices of 2x2:
					
					  [h_1_1,1	h_1_1,2		h_2_1,1	h_2_1,2		h_3_1,1 h_3_1,2 
					   h_1_2,1	h_1_2,2		h_2_2,1	h_2_2,2		h_3_2,1 h_3_2,2 ]




		*/
		virtual const matrix_type getAnalyticHessian(const matrix_type & x);

		/*!
			weight handling: setWeightVector
			Set a weight vector for normalization of the constraint ranges. The value of the i-th constraint,
			gets multiplied with the i-th value of the weight vector.
			The weights have te be non-negative, but can be 0 to disable the i-th constraint

			The default is [1,1, ... , 1] what weights the constraints equally.
			
			  \param weight
			  \returns true, if everything went fine 
		*/
		bool setWeightVector(const matrix_type weights);

		/*!
			get the weight vector
		*/
		inline matrix_type getWeightVector(){return m_weights;};

		/*!
			Initialization for the cost function
		 */
		virtual void init() = 0;

		/*!
			evaluate the constraints
			\param x =^ position
			\return matrix_type containing the i-th constraint result in the i-th component
		*/
		virtual matrix_type evaluate(const matrix_type & x) = 0;


		/*!
			set an x0 for 1dim line search
			\param x0 affine part of affine linear parameter space
		*/
		bool setX0(const matrix_type &x0);

		/*!
			set an h0 for 1dim line search
			\param h0 linear part of affine linear parameter space
		*/
		bool setH0(const matrix_type &H0);

		/*!
			evaluate 1dimension sub function fsub(lambda) = f(x0 + lambda * h0) 
			\param lambda
		*/
		matrix_type evaluateSub(double lambda);


	protected:

		/*!
			number of parameters		
		*/
		unsigned int m_numOfParameters;

		/*!
			number of constraints
		*/
		unsigned int m_numOfConstraints;

		/*!
			has analytic gradient ?
		*/
		bool m_hasAnalyticGradient;
	
		/*!
			has analytic hessian ?
		*/
		bool m_hasAnalyticHessian;

		/*!
			internal weight vector 
		*/
		matrix_type m_weights;

		/*!
			x_0		
		*/
		matrix_type m_x_0;

		/*!
			direction h_0
		*/
		matrix_type m_h_0;


};

#endif