NonlinearProgram.h

#ifndef OPTIMIZATION_NONLINEAR_PROGRAM_H
#define OPTIMIZATION_NONLINEAR_PROGRAM_H

#include <KrisLibrary/math/function.h>
#include <KrisLibrary/math/vector.h>
#include <KrisLibrary/math/matrix.h>
#include <memory>

namespace Optimization {
using namespace Math;

class NonlinearProgram
{
public:
  NonlinearProgram(const std::shared_ptr<ScalarFieldFunction>& f,const std::shared_ptr<VectorFieldFunction>& c=NULL,const std::shared_ptr<VectorFieldFunction>& d=NULL);
  void PreEval(const Vector& x);
  bool SatisfiesEquality(const Vector& x,Real tol=Epsilon);
  bool SatisfiesInequality(const Vector& x);
  Real Lagrangian(const Vector& x,const Vector& lambda,const Vector& mu);

  Real LagrangianEval(const Vector& x,const Vector& lambda,const Vector& mu);
  void LagrangianGradient(const Vector& x,const Vector& lambda,const Vector& mu, Vector& grad);
  void LagrangianHessian(const Vector& x,const Vector& lambda,const Vector& mu, Matrix& H);

  Real LagrangianEval_Sparse(const Vector& x,const Vector& lambda,const Vector& mu);
  void LagrangianGradient_Sparse(const Vector& x,const Vector& lambda,const Vector& mu, Vector& grad);
  void LagrangianHessian_Sparse(const Vector& x,const Vector& lambda,const Vector& mu, Matrix& H);

  std::shared_ptr<ScalarFieldFunction> f;
  std::shared_ptr<VectorFieldFunction> c;
  std::shared_ptr<VectorFieldFunction> d;
  bool minimize;        
  bool inequalityLess;  
};

} //namespace Optimization

#endif