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+// Copyright (C) 2004, International Business Machines and others.
+// All Rights Reserved.
+// This code is published under the Eclipse Public License.
+//
+//
+// Authors: Pierre Bonami 06/10/2005
+
+#ifndef _TNLP2FPNLP_HPP_
+#define _TNLP2FPNLP_HPP_
+
+#include "IpTNLP.hpp"
+#include "BonTMINLP.hpp"
+#include "IpSmartPtr.hpp"
+#include "BonTypes.hpp"
+
+namespace Bonmin
+{
+ /** This is an adapter class to convert an NLP to a Feasibility Pump NLP
+ * by changing the objective function to the (2-norm) distance to a point.
+ * The extra function is set_dist_to_point_obj(size_t n, const double *, const int *)
+ */
+ class TNLP2FPNLP : public Ipopt::TNLP
+ {
+ public:
+ /**@name Constructors/Destructors */
+ //@{
+ /** Build using tnlp as source problem.*/
+ TNLP2FPNLP(const Ipopt::SmartPtr<Ipopt::TNLP> tnlp, double objectiveScalingFactor = 100);
+
+ /** Build using tnlp as source problem and using other for all other parameters..*/
+ TNLP2FPNLP(const Ipopt::SmartPtr<TNLP> tnlp, const Ipopt::SmartPtr<TNLP2FPNLP> other);
+
+ /** Default destructor */
+ virtual ~TNLP2FPNLP();
+ //@}
+ void use(Ipopt::SmartPtr<TNLP> tnlp){
+ tnlp_ = GetRawPtr(tnlp);}
+ /**@name Methods to select the objective function and extra constraints*/
+ //@{
+ /// Flag to indicate that we want to use the feasibility pump objective
+ void set_use_feasibility_pump_objective(bool use_feasibility_pump_objective)
+ { use_feasibility_pump_objective_ = use_feasibility_pump_objective; }
+
+ /** Flag to indicate that we want to use a cutoff constraint
+ * This constraint has the form f(x) <= (1-epsilon) f(x') */
+ void set_use_cutoff_constraint(bool use_cutoff_constraint)
+ { use_cutoff_constraint_ = use_cutoff_constraint; }
+
+ /// Flag to indicate that we want to use a local branching constraint
+ void set_use_local_branching_constraint(bool use_local_branching_constraint)
+ { use_local_branching_constraint_ = use_local_branching_constraint; }
+ //@}
+
+ /**@name Methods to provide the rhs of the extra constraints*/
+ //@{
+ /// Set the cutoff value to use in the cutoff constraint
+ void set_cutoff(Ipopt::Number cutoff);
+
+ /// Set the rhs of the local branching constraint
+ void set_rhs_local_branching_constraint(double rhs_local_branching_constraint)
+ { assert(rhs_local_branching_constraint >= 0);
+ rhs_local_branching_constraint_ = rhs_local_branching_constraint; }
+ //@}
+
+ /**@name Methods to change the objective function*/
+ //@{
+ /** \brief Set the point to which distance is minimized.
+ * The distance is minimize in a subspace define by a subset of coordinates
+ * \param n number of coordinates on which distance is minimized
+ * \param inds indices of the coordinates on which distance is minimized
+ * \param vals values of the point for coordinates in ind
+ */
+ void set_dist_to_point_obj(size_t n, const Ipopt::Number * vals, const Ipopt::Index * inds);
+
+ /** Set the value for sigma */
+ void setSigma(double sigma){
+ assert(sigma >= 0.);
+ sigma_ = sigma;}
+ /** Set the value for lambda*/
+ void setLambda(double lambda){
+ assert(lambda >= 0. && lambda <= 1.);
+ lambda_ = lambda;}
+ /** Set the value for simgma */
+ void setNorm(int norm){
+ assert(norm >0 && norm < 3);
+ norm_ = norm;}
+ //@}
+
+ /**@name methods to gather information about the NLP */
+ //@{
+ /** get info from nlp_ and add hessian information */
+ 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 tnlp_
+ */
+ 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);
+
+ /** Passed onto tnlp_
+ */
+ 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)
+ {
+ int m2 = m;
+ if(use_cutoff_constraint_) {
+ m2--;
+ if(lambda!=NULL)lambda[m2] = 0;
+ }
+ if(use_local_branching_constraint_) {
+ m2--;
+ if(lambda!= NULL)lambda[m2] = 0;
+ }
+ int ret_code = tnlp_->get_starting_point(n, init_x, x,
+ init_z, z_L, z_U, m2, init_lambda, lambda);
+ return ret_code;
+ }
+
+ /** overloaded to return the value of the objective function */
+ virtual bool eval_f(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+ Ipopt::Number& obj_value);
+
+ /** overload this method to return 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);
+
+ /** overload to return the values of the left-hand side of the
+ constraints */
+ virtual bool eval_g(Ipopt::Index n, const Ipopt::Number* x, bool new_x,
+ Ipopt::Index m, Ipopt::Number* g);
+
+ /** overload to return the jacobian of g */
+ 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);
+
+ /** Evaluate the modified Hessian of the Lagrangian*/
+ 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 Solution Methods */
+ //@{
+ /** This method is called when the algorithm is complete so the TNLP can store/write the solution */
+ virtual void finalize_solution(Ipopt::SolverReturn status,
+ Ipopt::Index n, const Ipopt::Number* x, const Ipopt::Number* z_L, const Ipopt::Number* z_U,
+ Ipopt::Index m, const Ipopt::Number* g, const Ipopt::Number* lambda,
+ Ipopt::Number obj_value,
+ const Ipopt::IpoptData* ip_data,
+ Ipopt::IpoptCalculatedQuantities* ip_cq);
+ //@}
+
+ virtual bool get_variables_linearity(Ipopt::Index n, LinearityType* var_types)
+ {
+ return tnlp_->get_variables_linearity(n, var_types);;
+ }
+
+ /** overload this method to return the constraint linearity.
+ * array should be alocated with length at least n. (default implementation
+ * just return false and does not fill the array).*/
+ virtual bool get_constraints_linearity(Ipopt::Index m, LinearityType* const_types)
+ {
+ int m2 = m;
+ if(use_cutoff_constraint_) {
+ m2--;
+ const_types[m2] = Ipopt::TNLP::NON_LINEAR;
+ }
+ if(use_local_branching_constraint_) {
+ m2--;
+ const_types[m2] = Ipopt::TNLP::LINEAR;
+ }
+ return tnlp_->get_constraints_linearity(m2, const_types);
+ }
+ /** @name Scaling of the objective function */
+ //@{
+ void setObjectiveScaling(double value)
+ {
+ objectiveScalingFactor_ = value;
+ }
+ double getObjectiveScaling() const
+ {
+ return objectiveScalingFactor_;
+ }
+
+ private:
+ /** @name Internal methods to help compute the distance, its gradient and hessian */
+ //@{
+ /** Compute the norm-2 distance to the current point to which distance is minimized. */
+ double dist_to_point(const Ipopt::Number *x);
+ //@}
+ /**@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 */
+ TNLP2FPNLP();
+
+ /** Copy Constructor */
+ TNLP2FPNLP(const TNLP2FPNLP&);
+
+ /** Overloaded Equals Operator */
+ void operator=(const TNLP2FPNLP&);
+ //@}
+
+ /** pointer to the tminlp that is being adapted */
+ Ipopt::SmartPtr<TNLP> tnlp_;
+
+ /** @name Data for storing the point the distance to which is minimized */
+ //@{
+ /// Indices of the variables for which distance is minimized (i.e. indices of integer variables in a feasibility pump setting)
+ vector<Ipopt::Index> inds_;
+ /// Values of the point to which we separate (if x is the point vals_[i] should be x[inds_[i]] )
+ vector<Ipopt::Number> vals_;
+ /** value for the convex combination to take between original objective and distance function.
+ * ( take lambda_ * distance + (1-lambda) sigma f(x).*/
+ double lambda_;
+ /** Scaling for the original objective.*/
+ double sigma_;
+ /** Norm to use (L_1 or L_2).*/
+ int norm_;
+ //@}
+
+ /// Scaling factor for the objective
+ double objectiveScalingFactor_;
+
+ /**@name Flags to select the objective function and extra constraints*/
+ //@{
+ /// Flag to indicate that we want to use the feasibility pump objective
+ bool use_feasibility_pump_objective_;
+
+ /** Flag to indicate that we want to use a cutoff constraint
+ * This constraint has the form f(x) <= (1-epsilon) f(x') */
+ bool use_cutoff_constraint_;
+
+ /// Flag to indicate that we want to use a local branching constraint
+ bool use_local_branching_constraint_;
+ //@}
+
+ /**@name Data for storing the rhs of the extra constraints*/
+ //@{
+ /// Value of best solution known
+ double cutoff_;
+
+ /// RHS of local branching constraint
+ double rhs_local_branching_constraint_;
+ //@}
+
+ /// Ipopt::Index style (C++ or Fortran)
+ Ipopt::TNLP::IndexStyleEnum index_style_;
+
+ };
+
+} // namespace Ipopt
+
+#endif /*_TNLP2FPNLP_HPP_*/