// Copyright (C) 2004, 2010 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Common Public License.
//
// $Id: IpIpoptAlg.hpp 1692 2010-06-21 19:10:07Z andreasw $
//
// Authors:  Carl Laird, Andreas Waechter     IBM    2004-08-13

#ifndef __IPIPOPTALG_HPP__
#define __IPIPOPTALG_HPP__

#include "IpIpoptNLP.hpp"
#include "IpAlgStrategy.hpp"
#include "IpSearchDirCalculator.hpp"
#include "IpLineSearch.hpp"
#include "IpMuUpdate.hpp"
#include "IpConvCheck.hpp"
#include "IpOptionsList.hpp"
#include "IpIterateInitializer.hpp"
#include "IpIterationOutput.hpp"
#include "IpAlgTypes.hpp"
#include "IpHessianUpdater.hpp"
#include "IpEqMultCalculator.hpp"

namespace Ipopt
{

  /** @name Exceptions */
  //@{
  DECLARE_STD_EXCEPTION(STEP_COMPUTATION_FAILED);
  //@}

  /** The main ipopt algorithm class.
   *  Main Ipopt algorithm class, contains the main optimize method,
   *  handles the execution of the optimization.
   *  The constructor initializes the data structures through the nlp,
   *  and the Optimize method then assumes that everything is 
   *  initialized and ready to go.
   *  After an optimization is complete, the user can access the 
   *  solution through the passed in ip_data structure.
   *  Multiple calls to the Optimize method are allowed as long as the
   *  structure of the problem remains the same (i.e. starting point
   *  or nlp parameter changes only).
   */
  class IpoptAlgorithm : public AlgorithmStrategyObject
  {
  public:

    /**@name Constructors/Destructors */
    //@{
    /** Constructor. (The IpoptAlgorithm uses smart pointers for these
     *  passed-in pieces to make sure that a user of IpoptAlgoroithm
     *  cannot pass in an object created on the stack!)
     */
    IpoptAlgorithm(const SmartPtr<SearchDirectionCalculator>& search_dir_calculator,
                   const SmartPtr<LineSearch>& line_search,
                   const SmartPtr<MuUpdate>& mu_update,
                   const SmartPtr<ConvergenceCheck>& conv_check,
                   const SmartPtr<IterateInitializer>& iterate_initializer,
                   const SmartPtr<IterationOutput>& iter_output,
                   const SmartPtr<HessianUpdater>& hessian_updater,
                   const SmartPtr<EqMultiplierCalculator>& eq_multiplier_calculator = NULL);

    /** Default destructor */
    virtual ~IpoptAlgorithm();
    //@}


    /** overloaded from AlgorithmStrategyObject */
    virtual bool InitializeImpl(const OptionsList& options,
                                const std::string& prefix);

    /** Main solve method. */
    SolverReturn Optimize(bool isResto = false);

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

    /**@name Access to internal strategy objects */
    //@{
    SmartPtr<SearchDirectionCalculator> SearchDirCalc()
    {
      return search_dir_calculator_;
    }
    //@}

    static void print_copyright_message(const Journalist& jnlst);

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

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

    /** Overloaded Equals Operator */
    void operator=(const IpoptAlgorithm&);
    //@}

    /** @name Strategy objects */
    //@{
    SmartPtr<SearchDirectionCalculator> search_dir_calculator_;
    SmartPtr<LineSearch> line_search_;
    SmartPtr<MuUpdate> mu_update_;
    SmartPtr<ConvergenceCheck> conv_check_;
    SmartPtr<IterateInitializer> iterate_initializer_;
    SmartPtr<IterationOutput> iter_output_;
    SmartPtr<HessianUpdater> hessian_updater_;
    /** The multipler calculator (for y_c and y_d) has to be set only
     *  if option recalc_y is set to true */
    SmartPtr<EqMultiplierCalculator> eq_multiplier_calculator_;
    //@}

    /** @name Main steps of the algorthim */
    //@{
    /** Method for updating the current Hessian.  This can either just
     *  evaluate the exact Hessian (based on the current iterate), or
     *  perform a quasi-Newton update.
     */
    void UpdateHessian();

    /** Method to update the barrier parameter.  Returns false, if the
     *  algorithm can't continue with the regular procedure and needs
     *  to revert to a fallback mechanism in the line search (such as
     *  restoration phase) */
    bool UpdateBarrierParameter();

    /** Method to setup the call to the PDSystemSolver.  Returns
     *  false, if the algorithm can't continue with the regular
     *  procedure and needs to revert to a fallback mechanism in the
     *  line search (such as restoration phase) */
    bool ComputeSearchDirection();

    /** Method computing the new iterate (usually vialine search).
     *  The acceptable point is the one in trial after return.
     */
    void ComputeAcceptableTrialPoint();

    /** Method for accepting the trial point as the new iteration,
     *  possibly after adjusting the variable bounds in the NLP. */
    void AcceptTrialPoint();

    /** Do all the output for one iteration */
    void OutputIteration();

    /** Sets up initial values for the iterates,
     * Corrects the initial values for x and s (force in bounds) 
     */
    void InitializeIterates();

    /** Print the problem size statistics */
    void PrintProblemStatistics();

    /** Compute the Lagrangian multipliers for a feasibility problem*/
    void ComputeFeasibilityMultipliers();
    //@}

    /** @name internal flags */
    //@{
    /** Flag indicating if the statistic should not be printed */
    bool skip_print_problem_stats_;
    //@}

    /** @name Algorithmic parameters */
    //@{
    /** safeguard factor for bound multipliers.  If value >= 1, then
     *  the dual variables will never deviate from the primal estimate
     *  by more than the factors kappa_sigma and 1./kappa_sigma.
     */
    Number kappa_sigma_;
    /** Flag indicating whether the y multipliers should be
     *  recalculated with the eq_mutliplier_calculator object for each
     *  new point. */
    bool recalc_y_;
    /** Feasibility threshold for recalc_y */
    Number recalc_y_feas_tol_;
    /** Flag indicating if we want to do Mehrotras's algorithm.  This
     *  means that a number of options are ignored, or have to be set
     *  (or are automatically set) to certain values. */
    bool mehrotra_algorithm_;
    /** String speficying linear solver */
    std::string linear_solver_;
    //@}

    /** @name auxilliary functions */
    //@{
    void calc_number_of_bounds(
      const Vector& x,
      const Vector& x_L,
      const Vector& x_U,
      const Matrix& Px_L,
      const Matrix& Px_U,
      Index& n_tot,
      Index& n_only_lower,
      Index& n_both,
      Index& n_only_upper);

    /** Method for ensuring that the trial multipliers are not too far
     *  from the primal estime.  If a correction is made, new_trial_z
     *  is a pointer to the corrected multiplier, and the return value
     *  of this method give the magnitutde of the largest correction
     *  that we done.  If no correction was made, new_trial_z is just
     *  a pointer to trial_z, and the return value is zero.
     */
    Number correct_bound_multiplier(const Vector& trial_z,
                                    const Vector& trial_slack,
                                    const Vector& trial_compl,
                                    SmartPtr<const Vector>& new_trial_z);
    //@}
  };

} // namespace Ipopt

#endif
