NonlinearSolver.hpp

// Reaktoro is a unified framework for modeling chemically reactive systems.
//
// Copyright (C) 2014-2018 Allan Leal
//
// This library is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 2.1 of the License, or (at your option) any later version.
//
// This library 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
// Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public License
// along with this library. If not, see <http://www.gnu.org/licenses/>.
 
#pragma once
 
// C++ includes
#include <functional>
#include <memory>
 
// Reaktoro includes
#include <Reaktoro/Math/Matrix.hpp>
#include <Reaktoro/Common/Outputter.hpp>
 
namespace Reaktoro {
 
struct NonlinearResidual
{
    Vector val;
 
    Matrix jacobian;
 
    bool succeeded = true;
};
 
using NonlinearFunction = std::function<NonlinearResidual(VectorConstRef x)>;
 
struct NonlinearProblem
{
    NonlinearFunction f;
 
    Index n;
 
    Index m;
 
    Matrix A;
 
    Vector b;
};
 
struct NonlinearOutput : OutputterOptions
{
    std::string xprefix = "x";
 
    std::string fprefix = "f";
 
    std::vector<std::string> xnames;
 
    std::vector<std::string> fnames;
 
    auto operator=(bool activate) -> NonlinearOutput&;
};
 
struct NonlinearOptions
{
    double tolerance = 1.0e-6;
 
    double tolerancex = 0.0;
 
    unsigned max_iterations = 100;
 
    double tau = 0.9999;
 
    double armijo = 1.0e-4;
 
    NonlinearOutput output;
};
 
struct NonlinearResult
{
    bool succeeded = false;
 
    unsigned iterations = 0;
 
    unsigned num_function_evals = 0;
 
    double error = 0;
 
    double time = 0;
 
    double time_function_evals = 0;
 
    double time_linear_systems = 0;
};
 
class NonlinearSolver
{
public:
    NonlinearSolver();
 
    NonlinearSolver(const NonlinearSolver& other);
 
    virtual ~NonlinearSolver();
 
    auto operator=(NonlinearSolver other) -> NonlinearSolver&;
 
    auto solve(const NonlinearProblem& problem, VectorRef x) -> NonlinearResult;
 
    auto solve(const NonlinearProblem& problem, VectorRef x, const NonlinearOptions& options) -> NonlinearResult;
 
private:
    struct Impl;
 
    std::unique_ptr<Impl> pimpl;
};
 
} // namespace Reaktoro