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authorHarpreet2016-09-03 00:34:27 +0530
committerHarpreet2016-09-03 00:34:27 +0530
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-// Copyright (C) 2008 International Business Machines and others.
-// All Rights Reserved.
-// This code is published under the Eclipse Public License.
-//
-// $Id: IpTNLPReducer.hpp 1861 2010-12-21 21:34:47Z andreasw $
-//
-// Authors: Andreas Waechter IBM 2008-08-10
-
-#ifndef __IPTNLPREDUCER_HPP__
-#define __IPTNLPREDUCER_HPP__
-
-#include "IpTNLP.hpp"
-
-namespace Ipopt
-{
- /** This is a wrapper around a given TNLP class that takes out a
- * list of constraints that are given to the constructor. It is
- * provided for convenience, if one wants to experiment with
- * problems that consist of only a subset of the constraints. But
- * keep in mind that this is not efficient, since behind the scenes
- * we are still evaluation all functions and derivatives, and are
- * making copies of the original data. */
- class TNLPReducer : public TNLP
- {
- public:
- /**@name Constructors/Destructors */
- //@{
- /** Constructor is given the indices of the constraints that
- * should be taken out of the problem statement, as well as the
- * original TNLP. */
- TNLPReducer(TNLP& tnlp, Index n_g_skip, const Index* index_g_skip,
- Index n_xL_skip, const Index* index_xL_skip,
- Index n_xU_skip, const Index* index_xU_skip,
- Index n_x_fix, const Index* index_f_fix);
-
- /** Default destructor */
- virtual ~TNLPReducer();
- //@}
-
- /** @name Overloaded methods from TNLP */
- virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
- Index& nnz_h_lag, IndexStyleEnum& index_style);
-
- virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
- Index m, Number* g_l, Number* g_u);
-
- virtual bool get_scaling_parameters(Number& obj_scaling,
- bool& use_x_scaling, Index n,
- Number* x_scaling,
- bool& use_g_scaling, Index m,
- Number* g_scaling);
-
- virtual bool get_variables_linearity(Index n, LinearityType* var_types);
-
- virtual bool get_constraints_linearity(Index m, LinearityType* const_types);
-
- virtual bool get_starting_point(Index n, bool init_x, Number* x,
- bool init_z, Number* z_L, Number* z_U,
- Index m, bool init_lambda,
- Number* lambda);
-
- virtual bool get_warm_start_iterate(IteratesVector& warm_start_iterate);
-
- virtual bool eval_f(Index n, const Number* x, bool new_x,
- Number& obj_value);
-
- virtual bool eval_grad_f(Index n, const Number* x, bool new_x,
- Number* grad_f);
-
- virtual bool eval_g(Index n, const Number* x, bool new_x,
- Index m, Number* g);
-
- virtual bool eval_jac_g(Index n, const Number* x, bool new_x,
- Index m, Index nele_jac, Index* iRow,
- Index *jCol, Number* values);
-
- virtual bool eval_h(Index n, const Number* x, bool new_x,
- Number obj_factor, Index m, const Number* lambda,
- bool new_lambda, Index nele_hess,
- Index* iRow, Index* jCol, Number* values);
-
- virtual void finalize_solution(SolverReturn status,
- Index n, const Number* x, const Number* z_L, const Number* z_U,
- Index m, const Number* g, const Number* lambda,
- Number obj_value,
- const IpoptData* ip_data,
- IpoptCalculatedQuantities* ip_cq);
-
- virtual bool intermediate_callback(AlgorithmMode mode,
- Index iter, Number obj_value,
- Number inf_pr, Number inf_du,
- Number mu, Number d_norm,
- Number regularization_size,
- Number alpha_du, Number alpha_pr,
- Index ls_trials,
- const IpoptData* ip_data,
- IpoptCalculatedQuantities* ip_cq);
-
- virtual Index get_number_of_nonlinear_variables();
-
- virtual bool get_list_of_nonlinear_variables(Index num_nonlin_vars,
- Index* pos_nonlin_vars);
- //@}
-
- 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 */
- TNLPReducer();
-
- /** Copy Constructor */
- TNLPReducer(const TNLPReducer&);
-
- /** Overloaded Equals Operator */
- void operator=(const TNLPReducer&);
- //@}
-
- /** @name original TNLP */
- //@{
- SmartPtr<TNLP> tnlp_;
- Index m_orig_;
- Index nnz_jac_g_orig_;
- //@}
-
- /** Number of constraints to be skipped */
- Index n_g_skip_;
-
- /** Array of indices of the constraints that are to be skipped.
- * This is provided at the beginning in the constructor. */
- Index* index_g_skip_;
-
- /** Index style for original problem. Internally, we use C-Style
- * now. */
- IndexStyleEnum index_style_orig_;
-
- /** Map from original constraints to new constraints. A -1 means
- * that a constraint is skipped. */
- Index* g_keep_map_;
-
- /** Number of constraints in reduced NLP */
- Index m_reduced_;
-
- /** Number of Jacobian nonzeros in the reduced NLP */
- Index nnz_jac_g_reduced_;
-
- /** Number of Jacobian nonzeros that are skipped */
- Index nnz_jac_g_skipped_;
-
- /** Array of Jacobian elements that are to be skipped. This is in
- * increasing order. */
- Index* jac_g_skipped_;
-
- /** Number of lower variable bounds to be skipped. */
- Index n_xL_skip_;
-
- /** Array of indices of the lower variable bounds to be skipped. */
- Index* index_xL_skip_;
-
- /** Number of upper variable bounds to be skipped. */
- Index n_xU_skip_;
-
- /** Array of indices of the upper variable bounds to be skipped. */
- Index* index_xU_skip_;
-
- /** Number of variables that are to be fixed to initial value. */
- Index n_x_fix_;
-
- /** Array of indices of the variables that are to be fixed. */
- Index* index_x_fix_;
- };
-
-} // namespace Ipopt
-
-#endif