PSCIPBlock.hxx

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#ifndef CONICBUNDLE_PSCIPBLOCK_HXX
#define CONICBUNDLE_PSCIPBLOCK_HXX

#include "InteriorPointBlock.hxx"

namespace ConicBundle {


class PSCIPBlock: public virtual InteriorPointBlock
{
protected:
  CH_Matrix_Classes::Integer rowdim;    
  CH_Matrix_Classes::Integer vecdim;    
  CH_Matrix_Classes::Symmatrix X;       
  CH_Matrix_Classes::Symmatrix Z;       
  CH_Matrix_Classes::Symmatrix dX;      
  CH_Matrix_Classes::Symmatrix dZ;      

  CH_Matrix_Classes::Symmatrix W;     
  CH_Matrix_Classes::Symmatrix Winv;  
  CH_Matrix_Classes::Matrix G;        
  CH_Matrix_Classes::Matrix Ginv;     
  CH_Matrix_Classes::Matrix D;        

  CH_Matrix_Classes::Matrix Weig;   
  CH_Matrix_Classes::Matrix Wvec;   

  
  CH_Matrix_Classes::Symmatrix compl_rhs;  
  
  CH_Matrix_Classes::Real last_rhs_mu;  
  CH_Matrix_Classes::Real mu;           
  CH_Matrix_Classes::Real old_mu;       

  CH_Matrix_Classes::Real last_alpha;   
  
  CH_Matrix_Classes::Symmatrix oldX;       
  CH_Matrix_Classes::Symmatrix oldZ;       

  CH_Matrix_Classes::Matrix lamX;  
  CH_Matrix_Classes::Matrix PX;    

  mutable CH_Matrix_Classes::Symmatrix tmpsym;     
  mutable CH_Matrix_Classes::Symmatrix tmpsym2;    
  mutable CH_Matrix_Classes::Matrix tmpvec;        
  mutable CH_Matrix_Classes::Matrix tmpmat;        

  void point_changed();
 
  int compute_NTscaling();

  int compute_Weig_Wvec();
  
public:
  virtual void clear(CH_Matrix_Classes::Integer dim=0);

  PSCIPBlock(CH_Matrix_Classes::Integer dim=0, CBout* cb=0,int cbinc=-1);

  ~PSCIPBlock();

  virtual CH_Matrix_Classes::Integer get_vecdim() const;

  virtual int center_x(CH_Matrix_Classes::Real val,bool add=false);

  virtual int center_z(CH_Matrix_Classes::Real val,bool add=false);

  virtual int set_x(const CH_Matrix_Classes::Matrix& vec,CH_Matrix_Classes::Integer startindex,CH_Matrix_Classes::Real& add_center_value);

  virtual int set_z(const CH_Matrix_Classes::Matrix& vec,CH_Matrix_Classes::Integer startindex,CH_Matrix_Classes::Real& add_center_value);

  virtual int vecgetsax(CH_Matrix_Classes::Matrix& vec,
                        CH_Matrix_Classes::Integer startindex,
                        CH_Matrix_Classes::Real a=1.,
                        bool add=false);

  virtual int vecgetsaz(CH_Matrix_Classes::Matrix& vec,
                        CH_Matrix_Classes::Integer startindex,
                        CH_Matrix_Classes::Real a=1.,
                        bool add=false);

  virtual int get_mu_info(CH_Matrix_Classes::Integer& mudim,
                          CH_Matrix_Classes::Real& tr_xz,
                          CH_Matrix_Classes::Real& tr_xdzpdxz,
                          CH_Matrix_Classes::Real& tr_dxdz,
                          CH_Matrix_Classes::Real& min_xz,
                          CH_Matrix_Classes::Real& max_xz) const;

  virtual int get_nbh_info(CH_Matrix_Classes::Integer mudim,
                           CH_Matrix_Classes::Real tr_xz,
                           CH_Matrix_Classes::Real tr_xdzpdxz,
                           CH_Matrix_Classes::Real tr_dxdz,
                           CH_Matrix_Classes::Real nbh_ubnd,
                           CH_Matrix_Classes::Real& alpha,
                           CH_Matrix_Classes::Real& max_nbh,
                           CH_Matrix_Classes::Real& nrmsqr_xz,
                           CH_Matrix_Classes::Real& nrmsqr_xdzpdxz,
                           CH_Matrix_Classes::Real& nrmsqr_dxdz,
                           CH_Matrix_Classes::Real& ip_xz_xdzpdxz,
                           CH_Matrix_Classes::Real& ip_xz_dxdz,
                           CH_Matrix_Classes::Real& ip_dxdz_xdzpdxz) const;

  virtual int linesearch(CH_Matrix_Classes::Real& alpha) const;

  virtual int add_muxinv(CH_Matrix_Classes::Matrix& rhs,
                         CH_Matrix_Classes::Integer startindex,
                         CH_Matrix_Classes::Real rhsmu,
                         CH_Matrix_Classes::Real rhscorr,
                         bool minus=false);
  
  virtual int set_dx(const CH_Matrix_Classes::Matrix& rhs,CH_Matrix_Classes::Integer startindex);

  virtual int set_dx_xizsolverhs(const CH_Matrix_Classes::Matrix& rhs,CH_Matrix_Classes::Integer startindex);

  virtual int apply_xizinv(CH_Matrix_Classes::Matrix& rhs,
                           CH_Matrix_Classes::Integer startindex,
                           bool minus=false);

  virtual int apply_xiz(CH_Matrix_Classes::Matrix& rhs,
                        CH_Matrix_Classes::Integer startindex,
                        bool minus=false);

  virtual int do_step(CH_Matrix_Classes::Real alpha);

  virtual int add_AxizinvAt(const CH_Matrix_Classes::Matrix& A,
                            CH_Matrix_Classes::Symmatrix& globalsys,
                            bool minus=false,
                            bool Atrans=false);

  virtual int add_xiz(CH_Matrix_Classes::Symmatrix& globalsys,CH_Matrix_Classes::Integer startindex,bool minus=false);

  //---------------------- mainly for testing

  virtual int get_vecx(CH_Matrix_Classes::Matrix& vecx,CH_Matrix_Classes::Integer startindex)
  {
    CH_Matrix_Classes::svec(X,tmpmat);
    CH_Matrix_Classes::mat_xey(vecdim,vecx.get_store()+startindex,tmpmat.get_store());return 0; }
  
  virtual int get_vecz(CH_Matrix_Classes::Matrix& vecz,CH_Matrix_Classes::Integer startindex)
  {
    CH_Matrix_Classes::svec(Z,tmpmat);
    CH_Matrix_Classes::mat_xey(vecdim,vecz.get_store()+startindex,tmpmat.get_store());return 0; }
  
  virtual int get_vecdx(CH_Matrix_Classes::Matrix& vecdx,CH_Matrix_Classes::Integer startindex)
  {
    if (dX.rowdim()!=rowdim)
      return 1;
    CH_Matrix_Classes::svec(dX,tmpmat);
    CH_Matrix_Classes::mat_xey(vecdim,vecdx.get_store()+startindex,tmpmat.get_store());
    return 0;
  }
  
  
  virtual int get_vecdz(CH_Matrix_Classes::Matrix& vecdz,CH_Matrix_Classes::Integer startindex)
  {
    if (dZ.rowdim()!=rowdim)
      return 1;
    CH_Matrix_Classes::svec(dZ,tmpmat);
    CH_Matrix_Classes::mat_xey(vecdim,vecdz.get_store()+startindex,tmpmat.get_store());
    return 0;
  }


  
};

  

}

#endif