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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 2007
+// All Rights Reserved.
+// This code is published under the Eclipse Public License.
+//
+// Authors :
+// Pierre Bonami, International Business Machines Corporation
+//
+// Date : 10/06/2007
+
+#ifndef __TMINLPQuad_HPP__
+#define __TMINLPQuad_HPP__
+
+#include "BonTMINLP2TNLP.hpp"
+#include "BonQuadRow.hpp"
+
+namespace Bonmin
+{
+
+
+ /** This is a derived class fro TMINLP2TNLP to handle adding quadratic cuts.
+ */
+ class TMINLP2TNLPQuadCuts : public Bonmin::TMINLP2TNLP
+ {
+ public:
+ /**@name Constructors/Destructors */
+ //@{
+ TMINLP2TNLPQuadCuts(const Ipopt::SmartPtr<Bonmin::TMINLP> tminlp
+#ifdef WARM_STARTER
+ ,
+ const OptionsList& options
+#endif
+ );
+
+
+ /** Copy Constructor
+ * \warning source and copy point to the same tminlp_.
+ */
+ TMINLP2TNLPQuadCuts(const TMINLP2TNLPQuadCuts&);
+
+ /** Virtual copy.*/
+ virtual Bonmin::TMINLP2TNLP * clone() const{
+ printf("Cloning TMINLP2TNLPQuadCuts.\n");
+ return new TMINLP2TNLPQuadCuts(*this);}
+
+ /** Destructor */
+ virtual ~TMINLP2TNLPQuadCuts();
+ //@}
+ /**@name methods to gather information about the NLP */
+ //@{
+ /** This call is just passed onto parent class and add number of quadratic
+ cuts*/
+ virtual bool get_nlp_info(Ipopt::Index& n, Ipopt::Index& m, Ipopt::Index& nnz_jac_g,
+ Ipopt::Index& nnz_h_lag,
+ Ipopt::TNLP::IndexStyleEnum& index_style);
+
+ /** This call is just passed onto parent class and add bounds of quadratic
+ cuts*/
+ virtual bool get_bounds_info(Ipopt::Index n, Ipopt::Number* x_l, Ipopt::Number* x_u,
+ Ipopt::Index m, Ipopt::Number* g_l, Ipopt::Number* g_u);
+
+ virtual bool get_constraints_linearity(Ipopt::Index m, Ipopt::TNLP::LinearityType* const_types);
+
+ /** This call is just passed onto parent class and add
+ lambda for quadratic cuts*/
+ virtual bool get_starting_point(Ipopt::Index n, bool init_x, Ipopt::Number* x,
+ bool init_z, Ipopt::Number* z_L, Ipopt::Number* z_U,
+ Ipopt::Index m, bool init_lambda,
+ Ipopt::Number* lambda);
+
+ /** Method that returns scaling parameters (passed to parent all quadratic
+ not scaled).
+ */
+ virtual bool get_scaling_parameters(Ipopt::Number& obj_scaling,
+ bool& use_x_scaling, Ipopt::Index n,
+ Ipopt::Number* x_scaling,
+ bool& use_g_scaling, Ipopt::Index m,
+ Ipopt::Number* g_scaling);
+
+
+ /** Returns the value of the objective function in x*/
+ virtual bool eval_f(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+ Ipopt::Number& obj_value);
+
+ /** Returns the vector of the gradient of
+ * the objective w.r.t. x */
+ virtual bool eval_grad_f(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+ Ipopt::Number* grad_f);
+
+ /** Returns the vector of constraint values in x (appends constraint values for quadratics).*/
+ virtual bool eval_g(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+ Ipopt::Index m, Ipopt::Number* g);
+
+ /** Returns the jacobian of the
+ * constraints. The vectors iRow and jCol only need to be set
+ * once. The first call is used to set the structure only (iRow
+ * and jCol will be non-NULL, and values will be NULL) For
+ * subsequent calls, iRow and jCol will be NULL. */
+ virtual bool eval_jac_g(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+ Ipopt::Index m, Ipopt::Index nele_jac, Ipopt::Index* iRow,
+ Ipopt::Index *jCol, Ipopt::Number* values);
+ /** compute the value of a single constraint */
+ virtual bool eval_gi(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+ Ipopt::Index i, Ipopt::Number& gi);
+ /** compute the structure or values of the gradient for one
+ constraint */
+ virtual bool eval_grad_gi(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+ Ipopt::Index i, Ipopt::Index& nele_grad_gi, Ipopt::Index* jCol,
+ Ipopt::Number* values);
+ /** Return the hessian of the
+ * lagrangian. The vectors iRow and jCol only need to be set once
+ * (during the first call). The first call is used to set the
+ * structure only (iRow and jCol will be non-NULL, and values
+ * will be NULL) For subsequent calls, iRow and jCol will be
+ * NULL. This matrix is symmetric - specify the lower diagonal
+ * only */
+ virtual bool eval_h(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+ Ipopt::Number obj_factor, Ipopt::Index m, const Ipopt::Number* lambda,
+ bool new_lambda, Ipopt::Index nele_hess,
+ Ipopt::Index* iRow, Ipopt::Index* jCol, Ipopt::Number* values);
+ //@}
+
+
+ /** \name Cuts management. */
+ //@{
+
+
+ /** Add some linear or quadratic cuts to the problem formulation
+ if some of the OsiRowCuts are quadratic they will be well understood as long as safe is true.*/
+ void addCuts(const Cuts& cuts, bool safe);
+
+
+ /** Add some cuts to the problem formulaiton (handles Quadratics).*/
+ void addCuts(const OsiCuts &cuts);
+
+ /** Add some linear cuts to the problem formulation.*/
+ virtual void addCuts(unsigned int numberCuts, const OsiRowCut ** cuts);
+
+
+ /** Remove some cuts from the formulation */
+ void removeCuts(unsigned int number ,const int * toRemove);
+
+ //@}
+ //
+ /** Change objective to a linear one whith given objective function.*/
+ void set_linear_objective(int n_var, const double * obj, double c_0);
+
+ /** Reset objective to original one */
+ void reset_objective(){
+ obj_.clear();
+ }
+
+ protected:
+ /** Add some cuts to the problem formulaiton (handles Quadratics).*/
+ void addRowCuts(const OsiCuts &cuts, bool safe);
+ /**@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 */
+ TMINLP2TNLPQuadCuts();
+
+ /** Overloaded Equals Operator */
+ TMINLP2TNLPQuadCuts& operator=(const TMINLP2TNLP&);
+ //@}
+
+ private:
+ /** Some storage for quadratic cuts.*/
+ vector<QuadRow *> quadRows_;
+
+ /** Storage for the original hessian of the problem.*/
+ AdjustableMat H_;
+
+ /** print H_ for debug.*/
+ void printH();
+ /** Current umber of entries in the jacobian.*/
+ int curr_nnz_jac_;
+
+ /** Store user passed linear objective.*/
+ vector<double> obj_;
+ /** constant term in objective function.*/
+ double c_;
+ };
+
+} // namespace Ipopt
+
+#endif
+