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authorHarpreet2016-08-04 15:25:44 +0530
committerHarpreet2016-08-04 15:25:44 +0530
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+// Copyright (C) 2015 - IIT Bombay - FOSSEE
+//
+// Author: Harpreet Singh, Pranav Deshpande and Akshay Miterani
+// Organization: FOSSEE, IIT Bombay
+// Email: toolbox@scilab.in
+// 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
+
+#include "minconTMINLP.hpp"
+#include "sci_iofunc.hpp"
+
+extern "C"
+{
+#include "call_scilab.h"
+#include <api_scilab.h>
+#include <Scierror.h>
+#include <BOOL.h>
+#include <localization.h>
+#include <sciprint.h>
+#include <string.h>
+#include <assert.h>
+}
+
+using namespace Ipopt;
+using namespace Bonmin;
+
+minconTMINLP::~minconTMINLP()
+{
+ free(finalX_);
+}
+
+// Set the type of every variable - CONTINUOUS or INTEGER
+bool minconTMINLP::get_variables_types(Index n, VariableType* var_types)
+{
+ n = numVars_;
+ for(int i=0; i < n; i++)
+ var_types[i] = CONTINUOUS;
+ for(int i=0 ; i < intconSize_ ; ++i)
+ var_types[(int)(intcon_[i]-1)] = INTEGER;
+ return true;
+}
+
+// The linearity of the variables - LINEAR or NON_LINEAR
+bool minconTMINLP::get_variables_linearity(Index n, Ipopt::TNLP::LinearityType* var_types)
+{ return true; }
+
+// The linearity of the constraints - LINEAR or NON_LINEAR
+bool minconTMINLP::get_constraints_linearity(Index m, Ipopt::TNLP::LinearityType* const_types)
+{ return true;}
+
+//get NLP info such as number of variables,constraints,no.of elements in jacobian and hessian to allocate memory
+bool minconTMINLP::get_nlp_info(Index& n, Index& m, Index& nnz_jac_g, Index& nnz_h_lag, TNLP::IndexStyleEnum& index_style)
+{
+ n=numVars_; // Number of variables
+ m=numCons_; // Number of constraints
+ nnz_jac_g = 0; // No. of elements in Jacobian of constraints
+ nnz_h_lag = n*(n+1)/2; // No. of elements in lower traingle of Hessian of the Lagrangian.
+ index_style=TNLP::C_STYLE; // Index style of matrices
+ return true;
+}
+
+//get variable and constraint bound info
+bool minconTMINLP::get_bounds_info(Index n, Number* x_l, Number* x_u, Index m, Number* g_l, Number* g_u)
+{
+ unsigned int i;
+ for(i=0;i<n;i++)
+ {
+ x_l[i]=lb_[i];
+ x_u[i]=ub_[i];
+ }
+
+ for(i=0;i<m;i++)
+ g_l=conLb_[i];
+ g_u=conUb_[i];
+ return true;
+}
+
+// return the value of the constraints: g(x)
+bool minconTMINLP::eval_g(Index n, const Number* x, bool new_x, Index m, Number* g)
+{
+ // return the value of the constraints: g(x)
+ if(m==0)
+ {
+ g=NULL;
+ }
+ else
+ {
+ char name[20]="_addnlc";
+ Number *con;
+ if (getFunctionFromScilab(n,name,x, 7, 1,2,&con))
+ {
+ return false;
+ }
+
+ Index i;
+ for(i=0;i<m;i++)
+ {
+ g[i]=con[i];
+ }
+ }
+ return true;
+}
+
+// return the structure or values of the jacobian
+bool minconTMINLP::eval_jac_g(Index n, const Number* x, bool new_x,Index m, Index nele_jac, Index* iRow, Index *jCol,Number* values)
+{
+ if (values == NULL)
+ {
+ if(m==0)// return the structure of the jacobian of the constraints
+ {
+ iRow=NULL;
+ jCol=NULL;
+ }
+ else
+ {
+ unsigned int i,j,idx=0;
+ for(int i=0;i<m;i++)
+ for(j=0;j<n;j++)
+ {
+ iRow[idx]=i;
+ jCol[idx]=j;
+ idx++;
+ }
+ }
+ }
+ else
+ {
+ if(m==0)
+ values=NULL;
+
+ else
+ {
+ double* resj;
+ if (getFunctionFromScilab(n,name,x, 7, 1,2,&resj))
+ {
+ return false;
+ }
+ for(j=0;j<n;j++)
+ {
+ values[c] = resj[j*(int)nonlinCon_+i];
+ c++;
+ }
+ }
+ }
+
+
+ return true;
+}
+
+//get value of objective function at vector x
+bool minconTMINLP::eval_f(Index n, const Number* x, bool new_x, Number& obj_value)
+{
+ char name[20]="_f";
+ Number *obj;
+ if (getFunctionFromScilab(n,name,x, 7, 1,2,&obj))
+ {
+ return false;
+ }
+ obj_value = *obj;
+ return true;
+}
+
+//get value of gradient of objective function at vector x.
+bool minconTMINLP::eval_grad_f(Index n, const Number* x, bool new_x, Number* grad_f)
+{
+ char name[20]="_gradf";
+ Number *resg;
+ if (getFunctionFromScilab(n,name,x, 7, 1,2,&resg))
+ {
+ return false;
+ }
+
+ Index i;
+ for(i=0;i<numVars_;i++)
+ {
+ grad_f[i]=resg[i];
+ }
+ return true;
+}
+
+// This method sets initial values for required vectors . For now we are assuming 0 to all values.
+bool minconTMINLP::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)
+{
+ assert(init_x == true);
+ assert(init_z == false);
+ assert(init_lambda == false);
+ if (init_x == true)
+ { //we need to set initial values for vector x
+ for (Index var=0;var<n;var++)
+ {x[var]=x0_[i];}//initialize with 0.
+ }
+ return true;
+}
+
+/*
+ * Return either the sparsity structure of the Hessian of the Lagrangian,
+ * or the values of the Hessian of the Lagrangian for the given values for
+ * x,lambda,obj_factor.
+*/
+
+bool minconTMINLP::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)
+{
+ double check;
+ if (values==NULL)
+ {
+ Index idx=0;
+ for (Index row = 0; row < numVars_; row++)
+ {
+ for (Index col = 0; col <= row; col++)
+ { iRow[idx] = row;
+ jCol[idx] = col;
+ idx++;
+ }
+ }
+ }
+
+ else
+ { char name[20]="_gradhess";
+ Number *resh;
+ if (getFunctionFromScilab(n,name,x, 7, 1,2,&resh))
+ {
+ return false;
+ }
+ Index index=0;
+ for (Index row=0;row < numVars_ ;++row)
+ {
+ for (Index col=0; col <= row; ++col)
+ {
+ values[index++]=obj_factor*(resh[numVars_*row+col]);
+ }
+ }
+ }
+ return true;
+}
+
+void minconTMINLP::finalize_solution(SolverReturn status,Index n, const Number* x, Number obj_value)
+{
+ finalObjVal_ = obj_value;
+ status_ = status;
+ if(status==0 ||status== 3)
+ {
+ finalX_ = (double*)malloc(sizeof(double) * numVars_ * 1);
+ for (Index i=0; i<numVars_; i++)
+ {
+ finalX_[i] = x[i];
+ }
+ }
+
+}
+
+const double * minconTMINLP::getX()
+{
+ return finalX_;
+}
+
+double minconTMINLP::getObjVal()
+{
+ return finalObjVal_;
+}
+
+int minconTMINLP::returnStatus()
+{
+ return status_;
+}