// Copyright (C) 2004, 2010 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors:  Carl Laird, Andreas Waechter     IBM    2004-08-13

#ifndef __IPORIGIPOPTNLP_HPP__
#define __IPORIGIPOPTNLP_HPP__

#include "IpIpoptNLP.hpp"
#include "IpException.hpp"
#include "IpTimingStatistics.hpp"

namespace Ipopt
{

/** enumeration for the Hessian information type. */
enum HessianApproximationType
{
   EXACT = 0,
   LIMITED_MEMORY
};

/** enumeration for the Hessian approximation space. */
enum HessianApproximationSpace
{
   NONLINEAR_VARS = 0,
   ALL_VARS
};

/** This class maps the traditional NLP into
 *  something that is more useful by Ipopt.
 *
 *  This class takes care of storing the
 *  calculated model results, handles caching,
 *  and (some day) takes care of addition of slacks.
 */
class IPOPTLIB_EXPORT OrigIpoptNLP: public IpoptNLP
{
public:
   /**@name Constructors / Destructor */
   ///@{
   /** Constructor */
   OrigIpoptNLP(
      const SmartPtr<const Journalist>& jnlst,
      const SmartPtr<NLP>&              nlp,
      const SmartPtr<NLPScalingObject>& nlp_scaling
   );

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

   virtual bool Initialize(
      const Journalist&  jnlst,
      const OptionsList& options,
      const std::string& prefix
   );

   /** Initialize (create) structures for the iteration data */
   virtual bool InitializeStructures(
      SmartPtr<Vector>& x,
      bool              init_x,
      SmartPtr<Vector>& y_c,
      bool              init_y_c,
      SmartPtr<Vector>& y_d,
      bool              init_y_d,
      SmartPtr<Vector>& z_L,
      bool              init_z_L,
      SmartPtr<Vector>& z_U,
      bool              init_z_U,
      SmartPtr<Vector>& v_L,
      SmartPtr<Vector>& v_U
   );

   /** Method accessing the GetWarmStartIterate of the NLP */
   virtual bool GetWarmStartIterate(
      IteratesVector& warm_start_iterate
   )
   {
      return nlp_->GetWarmStartIterate(warm_start_iterate);
   }

   /** Accessor methods for model data */
   ///@{
   /** Objective value */
   virtual Number f(
      const Vector& x
   );

   /** Objective value (depending in mu) - incorrect version for
    *  OrigIpoptNLP
    */
   virtual Number f(
      const Vector& x,
      Number mu
   );

   /** Gradient of the objective */
   virtual SmartPtr<const Vector> grad_f(
      const Vector& x
   );

   /** Gradient of the objective (depending in mu) - incorrect
    *  version for OrigIpoptNLP
    */
   virtual SmartPtr<const Vector> grad_f(
      const Vector& x,
      Number        mu
   );

   /** Equality constraint residual */
   virtual SmartPtr<const Vector> c(
      const Vector& x
   );

   /** Jacobian Matrix for equality constraints */
   virtual SmartPtr<const Matrix> jac_c(
      const Vector& x
   );

   /** Inequality constraint residual (reformulated
    *  as equalities with slacks)
    */
   virtual SmartPtr<const Vector> d(
      const Vector& x
   );

   /** Jacobian Matrix for inequality constraints */
   virtual SmartPtr<const Matrix> jac_d(
      const Vector& x
   );

   /** Hessian of the Lagrangian */
   virtual SmartPtr<const SymMatrix> h(
      const Vector& x,
      Number        obj_factor,
      const Vector& yc,
      const Vector& yd
   );

   /** Hessian of the Lagrangian (depending in mu) - incorrect
    *  version for OrigIpoptNLP
    */
   virtual SmartPtr<const SymMatrix> h(
      const Vector& x,
      Number        obj_factor,
      const Vector& yc,
      const Vector& yd,
      Number        mu
   );

   /** Provides a Hessian matrix from the correct matrix space with
    *  uninitialized values.
    *
    *  This can be used in LeastSquareMults to obtain a "zero Hessian".
    */
   virtual SmartPtr<const SymMatrix> uninitialized_h();

   /** Lower bounds on x */
   virtual SmartPtr<const Vector> x_L() const
   {
      return x_L_;
   }

   /** Permutation matrix (x_L_ -> x) */
   virtual SmartPtr<const Matrix> Px_L() const
   {
      return Px_L_;
   }

   /** Upper bounds on x */
   virtual SmartPtr<const Vector> x_U() const
   {
      return x_U_;
   }

   /** Permutation matrix (x_U_ -> x) */
   virtual SmartPtr<const Matrix> Px_U() const
   {
      return Px_U_;
   }

   /** Lower bounds on d */
   virtual SmartPtr<const Vector> d_L() const
   {
      return d_L_;
   }

   /** Permutation matrix (d_L_ -> d) */
   virtual SmartPtr<const Matrix> Pd_L() const
   {
      return Pd_L_;
   }

   /** Upper bounds on d */
   virtual SmartPtr<const Vector> d_U() const
   {
      return d_U_;
   }

   /** Permutation matrix (d_U_ -> d) */
   virtual SmartPtr<const Matrix> Pd_U() const
   {
      return Pd_U_;
   }

   virtual SmartPtr<const SymMatrixSpace> HessianMatrixSpace() const
   {
      return h_space_;
   }

   virtual SmartPtr<const VectorSpace> x_space() const
   {
      return x_space_;
   }
   ///@}

   /** Accessor method for vector/matrix spaces pointers */
   virtual void GetSpaces(
      SmartPtr<const VectorSpace>& x_space,
      SmartPtr<const VectorSpace>& c_space,
      SmartPtr<const VectorSpace>& d_space,
      SmartPtr<const VectorSpace>& x_l_space,
      SmartPtr<const MatrixSpace>& px_l_space,
      SmartPtr<const VectorSpace>& x_u_space,
      SmartPtr<const MatrixSpace>& px_u_space,
      SmartPtr<const VectorSpace>& d_l_space,
      SmartPtr<const MatrixSpace>& pd_l_space,
      SmartPtr<const VectorSpace>& d_u_space,
      SmartPtr<const MatrixSpace>& pd_u_space,
      SmartPtr<const MatrixSpace>& Jac_c_space,
      SmartPtr<const MatrixSpace>& Jac_d_space,
      SmartPtr<const SymMatrixSpace>& Hess_lagrangian_space
   );

   /** Method for adapting the variable bounds.  This is called if
    *  slacks are becoming too small */
   virtual void AdjustVariableBounds(
      const Vector& new_x_L,
      const Vector& new_x_U,
      const Vector& new_d_L,
      const Vector& new_d_U
   );

   /** @name Counters for the number of function evaluations. */
   ///@{
   virtual Index f_evals() const
   {
      return f_evals_;
   }
   virtual Index grad_f_evals() const
   {
      return grad_f_evals_;
   }
   virtual Index c_evals() const
   {
      return c_evals_;
   }
   virtual Index jac_c_evals() const
   {
      return jac_c_evals_;
   }
   virtual Index d_evals() const
   {
      return d_evals_;
   }
   virtual Index jac_d_evals() const
   {
      return jac_d_evals_;
   }
   virtual Index h_evals() const
   {
      return h_evals_;
   }
   ///@}

   /** Solution Routines - overloaded from IpoptNLP */
   ///@{
   void FinalizeSolution(
      SolverReturn               status,
      const Vector&              x,
      const Vector&              z_L,
      const Vector&              z_U,
      const Vector&              c,
      const Vector&              d,
      const Vector&              y_c,
      const Vector&              y_d,
      Number                     obj_value,
      const IpoptData*           ip_data,
      IpoptCalculatedQuantities* ip_cq
   );

   bool IntermediateCallBack(
      AlgorithmMode                       mode,
      Index                               iter,
      Number                              obj_value,
      Number                              inf_pr,
      Number                              inf_du,
      Number                              mu,
      Number                              d_norm,
      Number                              regularization_size,
      Number                              alpha_du,
      Number                              alpha_pr,
      Index                               ls_trials,
      SmartPtr<const IpoptData>           ip_data,
      SmartPtr<IpoptCalculatedQuantities> ip_cq
   );
   ///@}

   /** Called to register the options */
   static void RegisterOptions(
      SmartPtr<RegisteredOptions> roptions
   );

   /** Accessor method to the underlying NLP */
   SmartPtr<NLP> nlp()
   {
      return nlp_;
   }

   /**@name Methods related to function evaluation timing. */
   ///@{
   /** Reset the timing statistics */
   void ResetTimes();

   void PrintTimingStatistics(
      Journalist&      jnlst,
      EJournalLevel    level,
      EJournalCategory category
   ) const;

   const TimedTask& f_eval_time() const
   {
      return f_eval_time_;
   }
   const TimedTask& grad_f_eval_time() const
   {
      return grad_f_eval_time_;
   }
   const TimedTask& c_eval_time() const
   {
      return c_eval_time_;
   }
   const TimedTask& jac_c_eval_time() const
   {
      return jac_c_eval_time_;
   }
   const TimedTask& d_eval_time() const
   {
      return d_eval_time_;
   }
   const TimedTask& jac_d_eval_time() const
   {
      return jac_d_eval_time_;
   }
   const TimedTask& h_eval_time() const
   {
      return h_eval_time_;
   }

   Number TotalFunctionEvaluationCpuTime() const;
   Number TotalFunctionEvaluationSysTime() const;
   Number TotalFunctionEvaluationWallclockTime() const;
   ///@}

private:
   /** Journalist */
   SmartPtr<const Journalist> jnlst_;

   /** Pointer to the NLP */
   SmartPtr<NLP> nlp_;

   /** Necessary Vector/Matrix spaces */
   ///@{
   SmartPtr<const VectorSpace> x_space_;
   SmartPtr<const VectorSpace> c_space_;
   SmartPtr<const VectorSpace> d_space_;
   SmartPtr<const VectorSpace> x_l_space_;
   SmartPtr<const MatrixSpace> px_l_space_;
   SmartPtr<const VectorSpace> x_u_space_;
   SmartPtr<const MatrixSpace> px_u_space_;
   SmartPtr<const VectorSpace> d_l_space_;
   SmartPtr<const MatrixSpace> pd_l_space_;
   SmartPtr<const VectorSpace> d_u_space_;
   SmartPtr<const MatrixSpace> pd_u_space_;
   SmartPtr<const MatrixSpace> jac_c_space_;
   SmartPtr<const MatrixSpace> jac_d_space_;
   SmartPtr<const SymMatrixSpace> h_space_;

   SmartPtr<const MatrixSpace> scaled_jac_c_space_;
   SmartPtr<const MatrixSpace> scaled_jac_d_space_;
   SmartPtr<const SymMatrixSpace> scaled_h_space_;
   ///@}

   /**@name Storage for Model Quantities */
   ///@{
   /** Objective function */
   CachedResults<Number> f_cache_;

   /** Gradient of the objective function */
   CachedResults<SmartPtr<const Vector> > grad_f_cache_;

   /** Equality constraint residuals */
   CachedResults<SmartPtr<const Vector> > c_cache_;

   /** Jacobian Matrix for equality constraints
    *  (current iteration)
    */
   CachedResults<SmartPtr<const Matrix> > jac_c_cache_;

   /** Inequality constraint residual (reformulated
    *  as equalities with slacks
    */
   CachedResults<SmartPtr<const Vector> > d_cache_;

   /** Jacobian Matrix for inequality constraints
    *  (current iteration)
    */
   CachedResults<SmartPtr<const Matrix> > jac_d_cache_;

   /** Hessian of the lagrangian
    *  (current iteration)
    */
   CachedResults<SmartPtr<const SymMatrix> > h_cache_;

   /** Unscaled version of x vector */
   CachedResults<SmartPtr<const Vector> > unscaled_x_cache_;

   /** Lower bounds on x */
   SmartPtr<const Vector> x_L_;

   /** Permutation matrix (x_L_ -> x) */
   SmartPtr<const Matrix> Px_L_;

   /** Upper bounds on x */
   SmartPtr<const Vector> x_U_;

   /** Permutation matrix (x_U_ -> x) */
   SmartPtr<const Matrix> Px_U_;

   /** Lower bounds on d */
   SmartPtr<const Vector> d_L_;

   /** Permutation matrix (d_L_ -> d) */
   SmartPtr<const Matrix> Pd_L_;

   /** Upper bounds on d */
   SmartPtr<const Vector> d_U_;

   /** Permutation matrix (d_U_ -> d) */
   SmartPtr<const Matrix> Pd_U_;

   /** Original unmodified lower bounds on x */
   SmartPtr<const Vector> orig_x_L_;

   /** Original unmodified upper bounds on x */
   SmartPtr<const Vector> orig_x_U_;
   ///@}

   /**@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.
    */
   ///@{
   /** Default Constructor */
   OrigIpoptNLP();

   /** Copy Constructor */
   OrigIpoptNLP(
      const OrigIpoptNLP&
   );

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

   /** @name auxiliary functions */
   ///@{
   /** relax the bounds by a relative move of relax_bound_factor.
    *
    *  Here, relax_bound_factor should be negative (or zero) for
    *  lower bounds, and positive (or zero) for upper bounds.
    */
   void relax_bounds(
      Number  bound_relax_factor,
      Vector& bounds
   );

   /** Method for getting the unscaled version of the x vector */
   SmartPtr<const Vector> get_unscaled_x(
      const Vector& x
   );
   ///@}

   /** @name Algorithmic parameters */
   ///@{

   /** relaxation factor for the bounds */
   Number bound_relax_factor_;

   /** Flag indicating whether the primal variables should be
    *  projected back into original bounds are optimization.
    */
   bool honor_original_bounds_;

   /** Flag indicating whether the TNLP with identical structure has
    *  already been solved before.
    */
   bool warm_start_same_structure_;

   /** Flag indicating what Hessian information is to be used. */
   HessianApproximationType hessian_approximation_;

   /** Flag indicating in which space Hessian is to be approximated. */
   HessianApproximationSpace hessian_approximation_space_;

   /** Flag indicating whether it is desired to check if there are
    *  Nan or Inf entries in first and second derivative matrices.
    */
   bool check_derivatives_for_naninf_;

   /** Flag indicating if we need to ask for equality constraint
    *  Jacobians only once
    */
   bool jac_c_constant_;

   /** Flag indicating if we need to ask for inequality constraint
    *  Jacobians only once
    */
   bool jac_d_constant_;

   /** Flag indicating if we need to ask for Hessian only once */
   bool hessian_constant_;
   ///@}

   /** @name Counters for the function evaluations */
   ///@{
   Index f_evals_;
   Index grad_f_evals_;
   Index c_evals_;
   Index jac_c_evals_;
   Index d_evals_;
   Index jac_d_evals_;
   Index h_evals_;
   ///@}

   /** Flag indicating if initialization method has been called */
   bool initialized_;

   /**@name Timing statistics for the function evaluations. */
   ///@{
   TimedTask f_eval_time_;
   TimedTask grad_f_eval_time_;
   TimedTask c_eval_time_;
   TimedTask jac_c_eval_time_;
   TimedTask d_eval_time_;
   TimedTask jac_d_eval_time_;
   TimedTask h_eval_time_;
   ///@}
};

} // namespace Ipopt

#endif
