SQP.H

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    Copyright (C) 2007-2019 PCOpt/NTUA
    Copyright (C) 2013-2019 FOSS GP
    Copyright (C) 2019 OpenCFD Ltd.
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License
    This file is part of OpenFOAM.
 
    OpenFOAM is free software: you can redistribute it and/or modify it
    under the terms of the GNU General Public License as published by
    the Free Software Foundation, either version 3 of the License, or
    (at your option) any later version.
 
    OpenFOAM is distributed in the hope that it will be useful, but WITHOUT
    ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
    FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
    for more details.
 
    You should have received a copy of the GNU General Public License
    along with OpenFOAM.  If not, see <http://www.gnu.org/licenses/>.
 
 
Class
    Foam::SQP
 
Description
    The quasi-Newton SQP formula for constrained optimisation
 
SourceFiles
    SQP.C
 
\*---------------------------------------------------------------------------*/
 
#ifndef SQP_H
#define SQP_H
 
#include "constrainedOptimisationMethod.H"
#include "OFstream.H"
 
// * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * //
 
namespace Foam
{
 
/*---------------------------------------------------------------------------*\
                             Class SQP Declaration
\*---------------------------------------------------------------------------*/
 
class SQP
:
    public constrainedOptimisationMethod
{
protected:
 
    // Protected data
 
        //- Step for the Newton method
        scalar etaHessian_;
 
        //- Map to active design variables
        labelList activeDesignVars_;
 
        //- Scale the initial unitary Hessian approximation
        bool scaleFirstHessian_;
 
        //- Curvature threshold
        scalar dumpingThreshold_;
 
        //- Derivatives of the Lagrangian function
        scalarField LagrangianDerivatives_;
 
        //- The Hessian inverse. Should have the size of the active design
        //- variables
        SquareMatrix<scalar> Hessian_;
 
        //- The previous Hessian inverse
        SquareMatrix<scalar> HessianOld_;
 
        //- The previous objective derivatives
        scalarField objectiveDerivativesOld_;
 
        //- The previous constraint derivatives
        List<scalarField> constraintDerivativesOld_;
 
        //- The previous correction
        scalarField correctionOld_;
 
        //- Lagrange multipliers
        scalarField lamdas_;
 
        //- Optimisation cycle count
        label counter_;
 
        //- Name of the objective folder
        fileName objFunctionFolder_;
 
        //- File including the l1 merit function
        autoPtr<OFstream> meritFunctionFile_;
 
        //- Penalty value for the merit function
        scalar mu_;
 
        //- Safety factor
        scalar delta_;
 
 
private:
 
    // Private Member Functions
 
        //- No copy construct
        SQP(const SQP&) = delete;
 
        //- No copy assignment
        void operator=(const SQP&) = delete;
 
        //- Make folder holding the Lagrangian file
        void makeFolder();
 
        //- Allocate fields and matrices when size of design variables
        //- is known
        void allocateMatrices();
 
        //- Update the Hessian matrix
        void updateHessian();
 
        //- Compute new lamdas and update correction
        void computeLagrangeMultipliersAndCorrect();
 
        //- Store old fields needed for the next iter
        void storeOldFields();
 
        //- Read old values from dict, if present
        void readFromDict();
 
 
public:
 
    //- Runtime type information
    TypeName("SQP");
 
 
    // Constructors
 
        //- Construct from components
        SQP(const fvMesh& mesh, const dictionary& dict);
 
 
    //- Destructor
    virtual ~SQP() = default;
 
 
    // Member Functions
 
       //- Compute design variables correction
       void computeCorrection();
 
       //- Compute merit function. Could be different than the objective
       //- in the presence of constraints
       virtual scalar computeMeritFunction();
 
       //- Derivative of the merit function. Could be different than the
       //- objective derivative in the presence of constraints
       virtual scalar meritFunctionDirectionalDerivative();
 
       //- Update old correction. Useful for quasi-Newton methods coupled with
       //- line search
       virtual void updateOldCorrection(const scalarField& oldCorrection);
 
       //- Write useful quantities to files
       virtual void write();
};
 
 
// * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * //
 
} // End namespace Foam
 
// * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * //
 
#endif
 
// ************************************************************************* //