// Copyright (C) 2004, 2007 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 __IPNLPSCALING_HPP__
#define __IPNLPSCALING_HPP__

#include "IpOptionsList.hpp"
#include "IpRegOptions.hpp"

namespace Ipopt
{
// forward declarations
class Vector;
class VectorSpace;
class Matrix;
class MatrixSpace;
class SymMatrix;
class SymMatrixSpace;
class ScaledMatrixSpace;
class SymScaledMatrixSpace;

/** This is the abstract base class for problem scaling.
 *
 *  It is responsible for determining the scaling factors
 *  and mapping quantities in and out of scaled and unscaled
 *  versions.
 */
class IPOPTLIB_EXPORT NLPScalingObject: public ReferencedObject
{
public:
   /**@name Constructors / Destructor */
   ///@{
   NLPScalingObject();

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

   /** Method to initialize the options */
   bool Initialize(
      const Journalist&  jnlst,
      const OptionsList& options,
      const std::string& prefix
   )
   {
      jnlst_ = &jnlst;
      return InitializeImpl(options, prefix);
   }

   /** Methods to map scaled and unscaled matrices */
   ///@{
   /** Returns an obj-scaled version of the given scalar */
   virtual Number apply_obj_scaling(
      const Number& f
   ) = 0;

   /** Returns an obj-unscaled version of the given scalar */
   virtual Number unapply_obj_scaling(
      const Number& f
   ) = 0;

   /** Returns an x-scaled version of the given vector */
   virtual SmartPtr<Vector>
   apply_vector_scaling_x_NonConst(
      const SmartPtr<const Vector>& v
   ) = 0;

   /** Returns an x-scaled version of the given vector */
   virtual SmartPtr<const Vector>
   apply_vector_scaling_x(
      const SmartPtr<const Vector>& v
   ) = 0;

   /** Returns an x-unscaled version of the given vector */
   virtual SmartPtr<Vector>
   unapply_vector_scaling_x_NonConst(
      const SmartPtr<const Vector>& v
   ) = 0;

   /** Returns an x-unscaled version of the given vector */
   virtual SmartPtr<const Vector>
   unapply_vector_scaling_x(
      const SmartPtr<const Vector>& v
   ) = 0;

   /** Returns an c-scaled version of the given vector */
   virtual SmartPtr<const Vector>
   apply_vector_scaling_c(
      const SmartPtr<const Vector>& v
   ) = 0;

   /** Returns an c-unscaled version of the given vector */
   virtual SmartPtr<const Vector>
   unapply_vector_scaling_c(
      const SmartPtr<const Vector>& v
   ) = 0;

   /** Returns an c-scaled version of the given vector */
   virtual SmartPtr<Vector>
   apply_vector_scaling_c_NonConst(
      const SmartPtr<const Vector>& v
   ) = 0;

   /** Returns an c-unscaled version of the given vector */
   virtual SmartPtr<Vector>
   unapply_vector_scaling_c_NonConst(
      const SmartPtr<const Vector>& v
   ) = 0;

   /** Returns an d-scaled version of the given vector */
   virtual SmartPtr<const Vector>
   apply_vector_scaling_d(
      const SmartPtr<const Vector>& v
   ) = 0;

   /** Returns an d-unscaled version of the given vector */
   virtual SmartPtr<const Vector>
   unapply_vector_scaling_d(
      const SmartPtr<const Vector>& v
   ) = 0;

   /** Returns an d-scaled version of the given vector */
   virtual SmartPtr<Vector>
   apply_vector_scaling_d_NonConst(
      const SmartPtr<const Vector>& v
   ) = 0;

   /** Returns an d-unscaled version of the given vector */
   virtual SmartPtr<Vector>
   unapply_vector_scaling_d_NonConst(
      const SmartPtr<const Vector>& v
   ) = 0;

   /** Returns a scaled version of the Jacobian for c.
    *
    *  If the overloaded method does not make a new matrix,
    *  make sure to set the matrix ptr passed in to NULL.
    */
   virtual SmartPtr<const Matrix>
   apply_jac_c_scaling(
      SmartPtr<const Matrix> matrix
   ) = 0;

   /** Returns a scaled version of the Jacobian for d
    *
    *  If the overloaded method does not create a new matrix,
    *  make sure to set the matrix ptr passed in to NULL.
    */
   virtual SmartPtr<const Matrix>
   apply_jac_d_scaling(
      SmartPtr<const Matrix> matrix
   ) = 0;

   /** Returns a scaled version of the Hessian of the Lagrangian.
    *
    *  If the overloaded method does not create a new matrix,
    *  make sure to set the matrix ptr passed in to NULL.
    */
   virtual SmartPtr<const SymMatrix>
   apply_hessian_scaling(
      SmartPtr<const SymMatrix> matrix
   ) = 0;
   ///@}

   /** Methods for scaling bounds - these wrap those above */
   ///@{
   /** Returns an x-scaled vector in the x_L or x_U space */
   SmartPtr<Vector> apply_vector_scaling_x_LU_NonConst(
      const Matrix&                 Px_LU,
      const SmartPtr<const Vector>& lu,
      const VectorSpace&            x_space
   );

   /** Returns an x-scaled vector in the x_L or x_U space */
   SmartPtr<const Vector> apply_vector_scaling_x_LU(
      const Matrix&                 Px_LU,
      const SmartPtr<const Vector>& lu,
      const VectorSpace&            x_space
   );

   /** Returns an d-scaled vector in the d_L or d_U space */
   SmartPtr<Vector> apply_vector_scaling_d_LU_NonConst(
      const Matrix&                 Pd_LU,
      const SmartPtr<const Vector>& lu,
      const VectorSpace&            d_space
   );

   /** Returns an d-scaled vector in the d_L or d_U space */
   SmartPtr<const Vector> apply_vector_scaling_d_LU(
      const Matrix&                 Pd_LU,
      const SmartPtr<const Vector>& lu,
      const VectorSpace&            d_space
   );

   /** Returns an d-unscaled vector in the d_L or d_U space */
   SmartPtr<Vector> unapply_vector_scaling_d_LU_NonConst(
      const Matrix&                 Pd_LU,
      const SmartPtr<const Vector>& lu,
      const VectorSpace&            d_space
   );

   /** Returns an d-unscaled vector in the d_L or d_U space */
   SmartPtr<const Vector> unapply_vector_scaling_d_LU(
      const Matrix&                 Pd_LU,
      const SmartPtr<const Vector>& lu,
      const VectorSpace&            d_space
   );
   ///@}

   /** Methods for scaling the gradient of the objective - wraps the
    *  virtual methods above
    */
   ///@{
   /** Returns a grad_f scaled version (d_f * D_x^{-1}) of the given vector */
   virtual SmartPtr<Vector>
   apply_grad_obj_scaling_NonConst(
      const SmartPtr<const Vector>& v
   );

   /** Returns a grad_f scaled version (d_f * D_x^{-1}) of the given vector */
   virtual SmartPtr<const Vector>
   apply_grad_obj_scaling(
      const SmartPtr<const Vector>& v
   );

   /** Returns a grad_f unscaled version (d_f * D_x^{-1}) of the
    *  given vector */
   virtual SmartPtr<Vector>
   unapply_grad_obj_scaling_NonConst(
      const SmartPtr<const Vector>& v
   );

   /** Returns a grad_f unscaled version (d_f * D_x^{-1}) of the
    *  given vector */
   virtual SmartPtr<const Vector>
   unapply_grad_obj_scaling(
      const SmartPtr<const Vector>& v
   );
   ///@}

   /** @name Methods for determining whether scaling for entities is done */
   ///@{
   /** Returns true if the primal x variables are scaled. */
   virtual bool have_x_scaling() = 0;
   /** Returns true if the equality constraints are scaled. */
   virtual bool have_c_scaling() = 0;
   /** Returns true if the inequality constraints are scaled. */
   virtual bool have_d_scaling() = 0;
   ///@}

   /** This method is called by the IpoptNLP's at a convenient time to
    *  compute and/or read scaling factors
    */
   virtual void DetermineScaling(
      const SmartPtr<const VectorSpace>    x_space,
      const SmartPtr<const VectorSpace>    c_space,
      const SmartPtr<const VectorSpace>    d_space,
      const SmartPtr<const MatrixSpace>    jac_c_space,
      const SmartPtr<const MatrixSpace>    jac_d_space,
      const SmartPtr<const SymMatrixSpace> h_space,
      SmartPtr<const MatrixSpace>&         new_jac_c_space,
      SmartPtr<const MatrixSpace>&         new_jac_d_space,
      SmartPtr<const SymMatrixSpace>&      new_h_space,
      const Matrix&                        Px_L,
      const Vector&                        x_L,
      const Matrix&                        Px_U,
      const Vector&                        x_U
   ) = 0;

protected:
   /** Initialization method that has to be overloaded by for each derived class. */
   virtual bool InitializeImpl(
      const OptionsList& options,
      const std::string& prefix
   ) = 0;

   /** Accessor method for the journalist */
   const Journalist& Jnlst() const
   {
      return *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.
    */
   ///@{
   /** Copy Constructor */
   NLPScalingObject(
      const NLPScalingObject&
   );

   /** Default Assignment Operator */
   void operator=(
      const NLPScalingObject&
   );
   ///@}

   SmartPtr<const Journalist> jnlst_;
};

/** This is a base class for many standard scaling techniques.
 *
 *  The overloaded classes only need to provide the scaling parameters.
 */
class IPOPTLIB_EXPORT StandardScalingBase: public NLPScalingObject
{
public:
   /**@name Constructors / Destructor */
   ///@{
   StandardScalingBase();

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

   /** Methods to map scaled and unscaled matrices */
   ///@{
   virtual Number apply_obj_scaling(
      const Number& f
   );

   virtual Number unapply_obj_scaling(
      const Number& f
   );

   virtual SmartPtr<Vector>
   apply_vector_scaling_x_NonConst(
      const SmartPtr<const Vector>& v
   );

   virtual SmartPtr<const Vector>
   apply_vector_scaling_x(
      const SmartPtr<const Vector>& v
   );

   virtual SmartPtr<Vector>
   unapply_vector_scaling_x_NonConst(
      const SmartPtr<const Vector>& v
   );

   virtual SmartPtr<const Vector>
   unapply_vector_scaling_x(
      const SmartPtr<const Vector>& v
   );

   virtual SmartPtr<const Vector>
   apply_vector_scaling_c(
      const SmartPtr<const Vector>& v
   );

   virtual SmartPtr<const Vector>
   unapply_vector_scaling_c(
      const SmartPtr<const Vector>& v
   );

   virtual SmartPtr<Vector>
   apply_vector_scaling_c_NonConst(
      const SmartPtr<const Vector>& v
   );

   virtual SmartPtr<Vector>
   unapply_vector_scaling_c_NonConst(
      const SmartPtr<const Vector>& v
   );

   virtual SmartPtr<const Vector>
   apply_vector_scaling_d(
      const SmartPtr<const Vector>& v
   );

   virtual SmartPtr<const Vector>
   unapply_vector_scaling_d(
      const SmartPtr<const Vector>& v
   );

   virtual SmartPtr<Vector>
   apply_vector_scaling_d_NonConst(
      const SmartPtr<const Vector>& v
   );

   virtual SmartPtr<Vector>
   unapply_vector_scaling_d_NonConst(
      const SmartPtr<const Vector>& v
   );

   virtual SmartPtr<const Matrix>
   apply_jac_c_scaling(
      SmartPtr<const Matrix> matrix
   );

   virtual SmartPtr<const Matrix>
   apply_jac_d_scaling(
      SmartPtr<const Matrix> matrix
   );

   virtual SmartPtr<const SymMatrix>
   apply_hessian_scaling(
      SmartPtr<const SymMatrix> matrix);
   ///@}

   /** @name Methods for determining whether scaling for entities is done */
   ///@{
   virtual bool have_x_scaling();
   virtual bool have_c_scaling();
   virtual bool have_d_scaling();
   ///@}

   /** This method is called by the IpoptNLP's at a convenient time to
    *  compute and/or read scaling factors
    */
   virtual void DetermineScaling(
      const SmartPtr<const VectorSpace>    x_space,
      const SmartPtr<const VectorSpace>    c_space,
      const SmartPtr<const VectorSpace>    d_space,
      const SmartPtr<const MatrixSpace>    jac_c_space,
      const SmartPtr<const MatrixSpace>    jac_d_space,
      const SmartPtr<const SymMatrixSpace> h_space,
      SmartPtr<const MatrixSpace>&         new_jac_c_space,
      SmartPtr<const MatrixSpace>&         new_jac_d_space,
      SmartPtr<const SymMatrixSpace>&      new_h_space,
      const Matrix&                        Px_L,
      const Vector&                        x_L,
      const Matrix&                        Px_U,
      const Vector&                        x_U
   );

   static void RegisterOptions(
      SmartPtr<RegisteredOptions> roptions
   );

protected:
   virtual bool InitializeImpl(
      const OptionsList& options,
      const std::string& prefix
   );

   /** This is the method that has to be overloaded by a particular
    *  scaling method that somehow computes the scaling vectors dx,
    *  dc, and dd.
    *
    *  The pointers to those vectors can be NULL, in
    *  which case no scaling for that item will be done later.
    */
   virtual void DetermineScalingParametersImpl(
      const SmartPtr<const VectorSpace>    x_space,
      const SmartPtr<const VectorSpace>    c_space,
      const SmartPtr<const VectorSpace>    d_space,
      const SmartPtr<const MatrixSpace>    jac_c_space,
      const SmartPtr<const MatrixSpace>    jac_d_space,
      const SmartPtr<const SymMatrixSpace> h_space,
      const Matrix&                        Px_L,
      const Vector&                        x_L,
      const Matrix&                        Px_U,
      const Vector&                        x_U,
      Number&                              df,
      SmartPtr<Vector>&                    dx,
      SmartPtr<Vector>&                    dc,
      SmartPtr<Vector>&                    dd
   ) = 0;

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.
    */
   ///@{
   /** Copy Constructor */
   StandardScalingBase(
      const StandardScalingBase&
   );

   /** Default Assignment Operator */
   void operator=(
      const StandardScalingBase&
   );
   ///@}

   /** Scaling parameters - we only need to keep copies of
    *  the objective scaling and the x scaling - the others we can
    *  get from the scaled matrix spaces.
    */
   ///@{
   /** objective scaling parameter */
   Number df_;

   /** x scaling */
   SmartPtr<Vector> dx_;
   ///@}

   /** Scaled Matrix Spaces */
   ///@{
   /** Scaled Jacobian of c space */
   SmartPtr<ScaledMatrixSpace> scaled_jac_c_space_;

   /** Scaled Jacobian of d space */
   SmartPtr<ScaledMatrixSpace> scaled_jac_d_space_;

   /** Scaled Hessian of Lagrangian spacea */
   SmartPtr<SymScaledMatrixSpace> scaled_h_space_;
   ///@}

   /** @name Algorithmic parameters */
   ///@{
   /** Additional scaling value for the objective function */
   Number obj_scaling_factor_;
   ///@}
};

/** Class implementing the scaling object that doesn't to any scaling */
class IPOPTLIB_EXPORT NoNLPScalingObject: public StandardScalingBase
{
public:
   /**@name Constructors / Destructor */
   ///@{
   NoNLPScalingObject()
   { }

   /** Destructor */
   virtual ~NoNLPScalingObject()
   { }
   ///@}

protected:
   /** Overloaded from StandardScalingBase */
   virtual void DetermineScalingParametersImpl(
      const SmartPtr<const VectorSpace>    x_space,
      const SmartPtr<const VectorSpace>    c_space,
      const SmartPtr<const VectorSpace>    d_space,
      const SmartPtr<const MatrixSpace>    jac_c_space,
      const SmartPtr<const MatrixSpace>    jac_d_space,
      const SmartPtr<const SymMatrixSpace> h_space,
      const Matrix&                        Px_L,
      const Vector&                        x_L,
      const Matrix&                        Px_U,
      const Vector&                        x_U,
      Number&                              df,
      SmartPtr<Vector>&                    dx,
      SmartPtr<Vector>&                    dc,
      SmartPtr<Vector>&                    dd
   );

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.
    */
   ///@{
   /** Copy Constructor */
   NoNLPScalingObject(
      const NoNLPScalingObject&
   );

   /** Default Assignment Operator */
   void operator=(
      const NoNLPScalingObject&
   );
   ///@}
};

} // namespace Ipopt

#endif
