SQPsearchDirectionMeritFunctionAndHessian.h

// -*-c++-*-
//----------------------------------------------------------------------------
//  XC program; finite element analysis code
//  for structural analysis and design.
//
//  Copyright (C)  Luis C. Pérez Tato
//
//  This program derives from OpenSees <http://opensees.berkeley.edu>
//  developed by the  «Pacific earthquake engineering research center».
//
//  Except for the restrictions that may arise from the copyright
//  of the original program (see copyright_opensees.txt)
//  XC 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.
//
//  This software 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 this program.
// If not, see <http://www.gnu.org/licenses/>.
//----------------------------------------------------------------------------
/* ****************************************************************** **
**    OpenSees - Open System for Earthquake Engineering Simulation    **
**          Pacific Earthquake Engineering Research Center            **
**                                                                    **
**                                                                    **
** (C) Copyright 2001, The Regents of the University of California    **
** All Rights Reserved.                                               **
**                                                                    **
** Commercial use of this program without express permission of the   **
** University of California, Berkeley, is strictly prohibited.  See   **
** file 'COPYRIGHT'  in main directory for information on usage and   **
** redistribution,  and for a DISCLAIMER OF ALL WARRANTIES.           **
**                                                                    **
** Developed by:                                                      **
**   Frank McKenna (fmckenna@ce.berkeley.edu)                         **
**   Gregory L. Fenves (fenves@ce.berkeley.edu)                       **
**   Filip C. Filippou (filippou@ce.berkeley.edu)                     **
**                                                                    **
** Reliability module developed by:                                   **
**   Terje Haukaas (haukaas@ce.berkeley.edu)                          **
**   Armen Der Kiureghian (adk@ce.berkeley.edu)                       **
**                                                                    **
** ****************************************************************** */
                                                                        
// $Revision: 1.2 $
// $Date: 2003/10/27 23:45:42 $
// $Source: /usr/local/cvs/OpenSees/SRC/reliability/analysis/direction/SQPsearchDirectionMeritFunctionAndHessian.h,v $


//
// Written by Terje Haukaas (haukaas@ce.berkeley.edu) 
//

#ifndef SQPsearchDirectionMeritFunctionAndHessian_h
#define SQPsearchDirectionMeritFunctionAndHessian_h

#include <reliability/analysis/direction/SearchDirection.h>
#include <reliability/analysis/meritFunction/MeritFunctionCheck.h>
#include <reliability/analysis/hessianApproximation/HessianApproximation.h>
#include <utility/matrix/Vector.h>

namespace XC {
class SQPsearchDirectionMeritFunctionAndHessian: public SearchDirection, public MeritFunctionCheck, public HessianApproximation
{

public:
    SQPsearchDirectionMeritFunctionAndHessian(double c_bar, double e_bar);
    ~SQPsearchDirectionMeritFunctionAndHessian();

    // METHODS FOR SEARCH DIRECTION
    int computeSearchDirection( int stepNumber, 
                                Vector passed_u, 
                                double passed_gFunctionValue, 
                                Vector passedGradientInStandardNormalSpace);
    Vector getSearchDirection();

    // METHODS FOR MERIT FUNCTION CHECK
    int check(Vector u_old, 
              double g_old, 
              Vector grad_G_old, 
              double stepSize,
              Vector stepDirection,
              double g_new);
    double getMeritFunctionValue(Vector u, double g, Vector grad_G);
    int updateMeritParameters(Vector u, double g, Vector grad_G);

    int setAlpha(double alpha);

    // METHODS FOR HESSIAN APPROXIMATION
    Matrix  getHessianApproximation();
    int     setHessianToIdentity(int size);
    int     setHessianApproximation(HessianApproximation *theHessianApproximation);
    int     updateHessianApproximation(Vector u_old,
                                       double g_old,
                                       Vector gradG_old,
                                       double stepSize,
                                       Vector searchDirection,
                                       double g_new,
                                       Vector grad_G_new);

protected:

private:
    HessianApproximation *theHessianApproximation;

    // Parameters
    double c_bar, e_bar, alpha;

    // To be returned...
    Vector searchDirection;
    double stepSize;

    // History data
    Matrix *B;
    double delta, c, lambda; 
    double kappa;
};
} // end of XC namespace

#endif