pinadd2ddir.java

Functions
void	PinAdd2DDirModelData.buildModel (int T, double[] xkeep, int[] xstat, int[] estat)
	adds variables and constraints to the model
double	PinAdd2DDirModelData.evaluateNonlinearTerm (double[] x, int rowno, boolean ignerr, int thread)
	callback method for evaluating the nonlinear terms in a given row
void	PinAdd2DDirModelData.evaluateNonlinearJacobian (double[] x, double[] jac, int rowno, int[] jacnum, boolean ignerr, int thread)
	callback method for evaluating the jacobian for the nonlinear terms in a given row
void	PinAdd2DDirModelData.evaluateSDLagrangian (double x[], double u[], int[] hessianrow, int[] hessiancol, double[] hessianval)
	Computes and returns the numerical values of the Lagrangian of the Hessian.
void	PinAdd2DDirModelData.evaluateDirectionalSD (double[] x, double[] dx, double[] d2g, int rowno, int[] jacnum, int thread)
	computes the directional second derivative for a single constraint

Detailed Description

This is a CONOPT implementation of the Pindyck model from the GAMS model library.

The implementation is similar to the one in pinadd.c, where we gradually increase the number of periods one at a time from 16 up to 20. In this case we also use directional 2nd derivative defined in the Pin_2DDir routine.

For more information about the individual callbacks, please have a look at the source code.

Function Documentation

buildModel()

void PinAdd2DDirModelData.buildModel ( int T, double[] xkeep, int[] xstat, int[] estat )

inline

adds variables and constraints to the model

The variables from the last solve are given the old status and the variables in the new period are given those in the last period. Similarly with the Equation status:

Definition at line 121 of file pinadd2ddir.java.

evaluateNonlinearTerm()

double PinAdd2DDirModelData.evaluateNonlinearTerm ( double[] x, int rowno, boolean ignerr, int thread )

inline

callback method for evaluating the nonlinear terms in a given row

Parameters

x	the solution vector that needs to be evaluated.
rowno	the number for the row in which the nonlinear term exists.
ignerr	a boolean to indicate whether the current point is safe or unsafe.
thread	the index of the thread from which this method is being called from.

Returns

the value of the nonlinear terms.

Notes: an error in the evaluation is reported by calling errorInEvaluation()

Definition at line 418 of file pinadd2ddir.java.

evaluateNonlinearJacobian()

void PinAdd2DDirModelData.evaluateNonlinearJacobian ( double[] x, double[] jac, int rowno, int[] jacnum, boolean ignerr, int thread )

inline

callback method for evaluating the jacobian for the nonlinear terms in a given row

Parameters

x	the solution vector that needs to be evaluated.
jac	an array to store the Jacobian at the given point and row. This is of length numVar().
rowno	the number for the row in which the nonlinear term exists.
jacnum	vector with a list of column numbers for the nonlinear nonzero Jacobian elements in the row.
ignerr	a boolean to indicate whether the current point is safe or unsafe.
thread	the index of the thread from which this method is being called from.

Note: an error in the evaluation is reported by calling errorInEvaluation()

Definition at line 446 of file pinadd2ddir.java.

evaluateSDLagrangian()

void PinAdd2DDirModelData.evaluateSDLagrangian ( double x[], double u[], int[] hessianrow, int[] hessiancol, double[] hessianval )

inline

Computes and returns the numerical values of the Lagrangian of the Hessian.

Parameters

x	the solution vector that needs to be evaluated.
u	the vector of weights on the individual constraints.
hessianrow	vector of row numbers of the lower triangular part of the hessian.
hessiancol	vector of column numbers of the lower triangular part of the hessian.
hessianval	an array to store the Hessian computed at the given point and row. This is of length numHessianNonzeros().

Note: an error in the evaluation is reported by calling errorInEvaluation()

Definition at line 478 of file pinadd2ddir.java.

evaluateDirectionalSD()

void PinAdd2DDirModelData.evaluateDirectionalSD ( double[] x, double[] dx, double[] d2g, int rowno, int[] jacnum, int thread )

inline

computes the directional second derivative for a single constraint

Parameters

x	the solution vector that needs to be evaluated.
dx	vector with the direction in which the directional second derivatives should be computed.
d2g	an array to store the directional second derivative for a single constraint at the given point and row. This is of length numVar().
rowno	the number for the row in which the nonlinear term exists.
jacnum	vector with a list of column numbers for the nonlinear nonzero Jacobian elements in the row.
thread	the index of the thread from which this method is being called from.

Note: an error in the evaluation is reported by calling errorInEvaluation()

Definition at line 509 of file pinadd2ddir.java.