// Copyright (C) 2008 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors:  Andreas Waechter                 IBM    2008-04-04
//               derived file from IpFilterLSAcceptor.hpp

#ifndef __IPPENALTYLSACCEPTOR_HPP__
#define __IPPENALTYLSACCEPTOR_HPP__

#include "IpBacktrackingLSAcceptor.hpp"
#include "IpPDSystemSolver.hpp"

namespace Ipopt
{

/** Penalty function line search.
 *
 *  This class implements the penalty function line search
 *  procedure as proposed by Waltz, Morales, Nocedal, Orban.
 */
class PenaltyLSAcceptor: public BacktrackingLSAcceptor
{
public:
   /**@name Constructors/Destructors */
   ///@{
   /** Constructor.
    *
    *  The PDSystemSolver object only needs to be provided
    *  (i.e. not NULL) if second order correction or corrector
    *  steps are to be used.
    */
   PenaltyLSAcceptor(
      const SmartPtr<PDSystemSolver>& pd_solver
   );

   /** Destructor */
   virtual ~PenaltyLSAcceptor();
   ///@}

   virtual bool InitializeImpl(
      const OptionsList& options,
      const std::string& prefix
   );

   /** Reset the acceptor.
    *
    *  This function should be called if all previous information
    *  should be discarded when the line search is performed the
    *  next time.  For example, this method should be called if
    *  the barrier parameter is changed.
    */
   virtual void Reset();

   /** Initialization for the next line search.
    *
    *  The flag in_watchdog indicates if we are currently in an
    *  active watchdog procedure.
    */
   virtual void InitThisLineSearch(
      bool in_watchdog
   );

   /** Method that is called before the restoration phase is called.
    *
    *  Here, we can set up things that are required in the
    *  termination test for the restoration phase.
    */
   virtual void PrepareRestoPhaseStart();

   /** Method returning the lower bound on the trial step sizes. */
   virtual Number CalculateAlphaMin();

   /** Method for checking if current trial point is acceptable.
    *
    *  It is assumed that the delta information in ip_data is the
    *  search direction used in criteria.  The primal trial point has
    *  to be set before the call.
    */
   virtual bool CheckAcceptabilityOfTrialPoint(
      Number alpha_primal);

   /** Try a second order correction for the constraints.
    *
    *  If the first trial step (with incoming alpha_primal) has been
    *  rejected, this tries up to max_soc_ second order corrections for
    *  the constraints. Here, alpha_primal_test is the step size that
    *  has to be used in the penalty function acceptance tests.  On
    *  output actual_delta_ has been set to the step including the
    *  second order correction if it has been accepted, otherwise it
    *  is unchanged.  If the SOC step has been accepted, alpha_primal
    *  has the fraction-to-the-boundary value for the SOC step on
    *  output.  The return value is true, if a SOC step has been
    *  accepted.
    */
   virtual bool TrySecondOrderCorrection(
      Number                    alpha_primal_test,
      Number&                   alpha_primal,
      SmartPtr<IteratesVector>& actual_delta
   );

   /** Try higher order corrector (for fast local convergence).
    *
    *  In contrast to a second order correction step, which tries to
    *  make an unacceptable point acceptable by improving constraint
    *  violation, this corrector step is tried even if the regular
    *  primal-dual step is acceptable.
    */
   virtual bool TryCorrector(
      Number                    alpha_primal_test,
      Number&                   alpha_primal,
      SmartPtr<IteratesVector>& actual_delta
   );

   /** Method for ending the current line search.
    *
    *  When it is called, the internal data should be updates.
    *
    *  @param alpha_primal_test value of alpha that has been used for in the acceptence test ealier
    */
   virtual char UpdateForNextIteration(
      Number alpha_primal_test
   );

   /** Method for setting internal data if the watchdog procedure is started. */
   virtual void StartWatchDog();

   /** Method for setting internal data if the watchdog procedure is stopped. */
   virtual void StopWatchDog();

   /**@name Trial Point Accepting Methods.
    *
    * Used internally to check certain
    * acceptability criteria and used externally (by the restoration phase
    * convergence check object, for instance).
    */
   ///@{
   /** Checks if a trial point is acceptable to the current iterate */
   bool IsAcceptableToCurrentIterate(
      Number trial_barr,
      Number trial_theta,
      bool   called_from_restoration = false
   ) const;
   ///@}

   /** Methods for OptionsList */
   ///@{
   static void RegisterOptions(
      SmartPtr<RegisteredOptions> roptions
   );
   ///@}

private:
   /**@name Default Compiler Generated Methods
    * (Hidden to avoid implicit creation/calling).
    *
    * These methods are not implemented and
    * we do not want the compiler to implement
    * them for us, so we declare them private
    * and do not define them. This ensures that
    * they will not be implicitly created/called.
    */
   ///@{
   /** Copy Constructor */
   PenaltyLSAcceptor(
      const PenaltyLSAcceptor&
   );

   /** Overloaded Assignment Operator */
   void operator=(
      const PenaltyLSAcceptor&
   );
   ///@}

   /** Compute predicted reduction for given step size */
   Number CalcPred(
      Number alpha
   );

   /** @name Parameters for the penalty function line search
    *  algorithm.  Names as in the filter paper */
   ///@{
   /** Initial value of penalty parameter */
   Number nu_init_;
   /** Incrememt for penalty parameter */
   Number nu_inc_;
   /** \f$ \eta_{\varphi} \f$ */
   Number eta_;
   /** \f$ \rho \f$ */
   Number rho_;
   /** Maximal number of second order correction steps */
   Index max_soc_;
   /** Required reduction in constraint violation before trying
    *  multiple second order correction steps \f$ \kappa_{soc}\f$.
    */
   Number kappa_soc_;
   /** Second method correction method */
   Index soc_method_;
   ///@}

   /** @name Information related to watchdog procedure */
   ///@{
   /** Constraint violation at the point with respect to which
    *  progress is to be made */
   Number reference_theta_;
   /** Barrier objective function at the point with respect to which
    *  progress is to be made */
   Number reference_barr_;
   /** Barrier gradient transpose search direction at the point with
    *  respect to which progress is to be made */
   Number reference_gradBarrTDelta_;
   /** Two-sided product of search direction with complete Hessian */
   Number reference_dWd_;
   /** Product of Jacobian of equality constraint with x direction */
   SmartPtr<const Vector> reference_JacC_delta_;
   /** Product of Jacobian of (d-s) constraint with search direction */
   SmartPtr<const Vector> reference_JacD_delta_;
   /** Reference predicted reduction.  If positive, then it is used
    *  in watch dog. */
   Number reference_pred_;
   /** Constraint violation at reference point */
   Number watchdog_theta_;
   /** Barrier objective function at reference point */
   Number watchdog_barr_;
   /** Predicted reduction to be compared with in watch dog. */
   Number watchdog_pred_;
   ///@}

   /** @name Penalty parameter */
   ///@{
   /** Current value of the penalty parameter */
   Number nu_;
   /** Value of penalty parameter at beginning of the iteration. */
   Number last_nu_;
   ///@}

   /** When called from the restoration phase, this is the required
    *  predicted reduction */
   Number resto_pred_;

   /** @name Strategy objective that are used */
   ///@{
   SmartPtr<PDSystemSolver> pd_solver_;
   ///@}
};

} // namespace Ipopt

#endif
