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authorHarpreet2016-09-03 00:34:27 +0530
committerHarpreet2016-09-03 00:34:27 +0530
commit4b64cf486f5c999fd8167758cae27839f3b50848 (patch)
treed9d06639fb7fa61aef59be0363655e4747105ec7 /build/Bonmin/include/coin/BonIpoptInteriorWarmStarter.hpp
parentd19794fb80a271a4c885ed90f97cfc12baa012f2 (diff)
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Structure updated and intqpipopt files added
Diffstat (limited to 'build/Bonmin/include/coin/BonIpoptInteriorWarmStarter.hpp')
-rw-r--r--build/Bonmin/include/coin/BonIpoptInteriorWarmStarter.hpp103
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diff --git a/build/Bonmin/include/coin/BonIpoptInteriorWarmStarter.hpp b/build/Bonmin/include/coin/BonIpoptInteriorWarmStarter.hpp
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-// (C) Copyright International Business Machines Corporation 2006
-// All Rights Reserved.
-// This code is published under the Eclipse Public License.
-//
-// $Id: BonIpoptInteriorWarmStarter.hpp 2106 2015-01-20 10:33:55Z stefan $
-//
-// Authors: Andreas Waechter IBM 2006-03-02
-
-#ifndef __IPOPTINTERIORWARMSTARTER_HPP__
-#define __IPOPTINTERIORWARMSTARTER_HPP__
-
-#include "IpSmartPtr.hpp"
-#include "IpNLP.hpp"
-#include <vector>
-
-namespace Bonmin
-{
- class IpoptInteriorWarmStarter : public Ipopt::ReferencedObject
- {
- public:
- /**@name Constructors/Destructors */
- //@{
- /** Constructor. We give it the values of the current bounds so that
- * it can figure out which variables are fixed for this NLP. */
- IpoptInteriorWarmStarter(Ipopt::Index n, const Ipopt::Number* x_L, const Ipopt::Number* x_u,
- Ipopt::Number nlp_lower_bound_inf,
- Ipopt::Number nlp_upper_bound_inf,
- bool store_several_iterates);
-
- /** Default destructor */
- ~IpoptInteriorWarmStarter();
- //@}
-
- /** Method for possibly storing another iterate during the current
- * optimizatin for possible use for a warm start for a new
- * problem */
- bool UpdateStoredIterates(Ipopt::AlgorithmMode mode,
- const Ipopt::IpoptData& ip_data,
- Ipopt::IpoptCalculatedQuantities& ip_cq);
-
- /** Method for doing whatever needs to be done after the parent NLP
- * has been solved */
- bool Finalize();
-
- /** Method for computing the initial point based on the stored
- * information */
- bool WarmStartIterate(Ipopt::Index n, const Ipopt::Number* x_l_new, const Ipopt::Number* x_u_new,
- Ipopt::IteratesVector& warm_start_iterate);
-
- 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. */
- //@{
- /** Default constructor. */
- IpoptInteriorWarmStarter();
-
- /** Copy Constructor */
- IpoptInteriorWarmStarter(const IpoptInteriorWarmStarter&);
-
- /** Overloaded Equals Operator */
- void operator=(const IpoptInteriorWarmStarter&);
- //@}
-
- //@{
- /** Value for a lower bound that denotes -infinity */
- Ipopt::Number nlp_lower_bound_inf_;
- /** Value for a upper bound that denotes infinity */
- Ipopt::Number nlp_upper_bound_inf_;
- /** Flag indicating whether more than one iterate is to be
- * stored. */
- bool store_several_iterates_;
- //@}
-
- /** @name Copy of the bounds for the previously solved NLP. This is
- * required to find out the remapping for fixed variables, and it
- * might also help to see how large the perturbation of the new
- * problem is. */
- //@{
- Ipopt::Index n_;
- Ipopt::Number* x_l_prev_;
- Ipopt::Number* x_u_prev_;
- //@}
-
- /** @name Selected Iterates and quantities from the previous
- * optimization */
- //@{
- Ipopt::Index n_stored_iterates_;
- std::vector<Ipopt::Index> stored_iter_;
- std::vector<Ipopt::SmartPtr<const Ipopt::IteratesVector> > stored_iterates_;
- std::vector<Ipopt::Number> stored_mu_;
- std::vector<Ipopt::Number> stored_nlp_error_;
- std::vector<Ipopt::Number> stored_primal_inf_;
- std::vector<Ipopt::Number> stored_dual_inf_;
- std::vector<Ipopt::Number> stored_compl_;
- //@}
- };
-}
-#endif