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authorHarpreet2016-08-04 15:25:44 +0530
committerHarpreet2016-08-04 15:25:44 +0530
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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