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author | Harpreet | 2016-08-04 15:25:44 +0530 |
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committer | Harpreet | 2016-08-04 15:25:44 +0530 |
commit | 9fd2976931c088dc523974afb901e96bad20f73c (patch) | |
tree | 22502de6e6988d5cd595290d11266f8432ad825b /build/Bonmin/include/coin/BonIpoptInteriorWarmStarter.hpp | |
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Diffstat (limited to 'build/Bonmin/include/coin/BonIpoptInteriorWarmStarter.hpp')
-rw-r--r-- | build/Bonmin/include/coin/BonIpoptInteriorWarmStarter.hpp | 103 |
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diff --git a/build/Bonmin/include/coin/BonIpoptInteriorWarmStarter.hpp b/build/Bonmin/include/coin/BonIpoptInteriorWarmStarter.hpp new file mode 100644 index 0000000..d477548 --- /dev/null +++ b/build/Bonmin/include/coin/BonIpoptInteriorWarmStarter.hpp @@ -0,0 +1,103 @@ +// (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 |