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authorHarpreet2016-08-04 15:25:44 +0530
committerHarpreet2016-08-04 15:25:44 +0530
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+// Copyright (C) 2016 - IIT Bombay - FOSSEE
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution. The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
+// Author: Harpreet Singh, Pranav Deshpande and Akshay Miterani
+// Organization: FOSSEE, IIT Bombay
+// Email: toolbox@scilab.in
+
+#define __USE_DEPRECATED_STACK_FUNCTIONS__
+#ifndef minuncTMINLP_HPP
+#define minuncTMINLP_HPP
+
+#include "BonTMINLP.hpp"
+#include "IpTNLP.hpp"
+#include "call_scilab.h"
+
+using namespace Ipopt;
+using namespace Bonmin;
+
+class minuncTMINLP : public TMINLP
+{
+ private:
+
+ Index numVars_; //Number of input variables
+
+ Index intconSize_;
+
+ const Number *varGuess_= NULL; //varGuess_ is a pointer to a matrix of size of 1*numVars_ with initial guess of all variables.
+
+ Number *finalX_= NULL; //finalX_ is a pointer to a matrix of size of 1*numVars_ with final value for the primal variables.
+
+ Number finalObjVal_; //finalObjVal_ is a scalar with the final value of the objective.
+
+ Number *intcon_ = NULL;
+
+ int status_; //Solver return status
+ minuncTMINLP(const minuncTMINLP&);
+ minuncTMINLP& operator=(const minuncTMINLP&);
+
+public:
+ // Constructor
+ minuncTMINLP(Index nV, Number *x0, Index intconSize, Number *intcon):numVars_(nV),varGuess_(x0),intconSize_(intconSize),intcon_(intcon),finalX_(0),finalObjVal_(1e20){ }
+
+ /** default destructor */
+ virtual ~minuncTMINLP();
+
+ virtual bool get_variables_types(Index n, VariableType* var_types);
+
+ virtual bool get_variables_linearity(Index n, Ipopt::TNLP::LinearityType* var_types);
+
+ virtual bool get_constraints_linearity(Index m, Ipopt::TNLP::LinearityType* const_types);
+
+ /** Method to return some info about the nlp */
+ virtual bool get_nlp_info(Index& n, Index& m, Index& nnz_jac_g,
+ Index& nnz_h_lag, TNLP::IndexStyleEnum& index_style);
+
+ /** Method to return the bounds for my problem */
+ virtual bool get_bounds_info(Index n, Number* x_l, Number* x_u,
+ Index m, Number* g_l, Number* g_u);
+
+ /** Method to return the starting point for the algorithm */
+ 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);
+
+ /** Method to return the objective value */
+ virtual bool eval_f(Index n, const Number* x, bool new_x, Number& obj_value);
+
+ /** Method to return the gradient of the objective */
+ virtual bool eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f);
+
+ /** Method to return the constraint residuals */
+ virtual bool eval_g(Index n, const Number* x, bool new_x, Index m, Number* g);
+
+ /** Method to return:
+ * 1) The structure of the jacobian (if "values" is NULL)
+ * 2) The values of the jacobian (if "values" is not NULL)
+ */
+ virtual bool eval_jac_g(Index n, const Number* x, bool new_x,Index m, Index nele_jac, Index* iRow, Index *jCol,Number* values);
+
+ /** Method to return:
+ * 1) The structure of the hessian of the lagrangian (if "values" is NULL)
+ * 2) The values of the hessian of the lagrangian (if "values" is not NULL)
+ */
+ 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);
+
+ /** This method is called when the algorithm is complete so the TNLP can store/write the solution */
+ virtual void finalize_solution(SolverReturn status,Index n, const Number* x, Number obj_value);
+
+ virtual const SosInfo * sosConstraints() const{return NULL;}
+ virtual const BranchingInfo* branchingInfo() const{return NULL;}
+
+ const double * getX(); //Returns a pointer to a matrix of size of 1*numVars_
+ //with final value for the primal variables.
+
+ const double * getGrad(); //Returns a pointer to a matrix of size of 1*numVars_
+ //with final value of gradient for the primal variables.
+
+ const double * getHess(); //Returns a pointer to a matrix of size of numVars_*numVars_
+ //with final value of hessian for the primal variables.
+
+ double getObjVal(); //Returns the output of the final value of the objective.
+
+ double iterCount(); //Returns the iteration count
+
+ int returnStatus(); //Returns the status count
+};
+
+#endif